Entity Information

Entity ID

1163

Specifies the unique identifier of the entity.

Entity Name

1164

Specifies the name of the entity.

Base Currency

86

Displays the base currency of the entity.

Buy Sellback & Sell Buyback Identification

Issue Name

961

Specifies the issue name.

Issue Description

962

Describes the issue.

Ticker

13

Specifies the trade ticker of the security.

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 identification number of the primary asset ID type for the security.

Buy Sellback & Sell Buyback Details

Instrument Type

11

Displays the instrument type.

Security Type

82

Displays the security type of the asset.

Quantity Type

12

Displays the quantity generally accepted as a standard for exchange, such as shares, par, units, and contracts.

Price Factor

18

Displays the price factor.

Quantity Scale

19

Displays the quantity multiplier.

Country of Risk

2288

Specifies the country of risk.

Country of Risk Code

10536

Specifies the country of risk code.

Issue Country

2290

Specifies the issue country.

Issue Country Code

1418

Specifies the issue country code.

Issue Currency

85

Specifies the local currency of the security.

Income Currency

1186

Specifies the income currency.

Issue Tax Type

668

Specifies the issue tax type.

Primary Exchange

2291

Specifies the primary exchange.

Primary Exchange Code

17

Specifies the primary exchange code.

Amortization Accretion Rule Type

12008

Specifies the amortization accretion rule type.

Buy Sellback & Sell Buyback Debt Coupon Periods

Coupon

70

Specifies the rate at which the security accrues interest.

Coupon Type Code

97

Displays the type of coupon associated with the security.

Day Count Basis

471

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

Frequency Code

472

Specifies the payment frequency.

Business Day Convention

1536

Determines 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.

Buy Sellback & Sell Buyback Flags

Trading Flat

3949

Indicates whether the security is trading with or without interest.

Default Indicator

1551

Indicates whether the security is in default.

Default Date

10142

Specifies the date on which the security went into default.

Inactive Flag

11043

Indicates whether the security is inactive.

Accrual Convention Offset Override

1604

Determines when the system begins earning accruals. It specifies whether to use the accrual convention offset from the entity to or override that setting and start accruals from the settlement date. Options include:

• Override entity election and use settlement date. Overrides the Accrual Convention Offset field (tag 12038) entity level election and starts the accrual from the settlement date.
• Use election on entity. Uses the Accrual Convention Offset field (tag 12038) entity election and starts the accrual accordingly.

Underlying Collateral Information

Underlying Security ID

1348

Specifies the security identifier of the underlying security.

Underlying Issue Name

2285

Specifies the issue name of the underlying security.

Issuer Information

Issuer ID

1413

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

Issuer ID Name

2285

Specifies the name of the issuer.

Buy Sellback & Sell Buyback Dates

Trade Date

35

Specifies the effective date of the trade. The trade date cannot be greater than the post date, accounting date, or settlement date.

Accounting Date

36

Specifies the date the trade is reported and has an effect on the entity's holdings and cash balances. The accounting date must be greater than the trade date.

Monthly Accounting Date

4733

Displays the month end accounting date.

Settlement Date

37

Specifies the date the trade is settled.

Issue Date

68

Specifies the original date of issue.

Dated Date

1183

Specifies the date the security first begins to accrue interest.

Maturity Date

38

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

Maturity Price

42

Specifies the price at which the security returns principal.

Days Until Maturity

1567

Specifies the days until maturity.

Trade Details

Event Type

55

Specifies the business intent of the transaction. Options include:

• Buy. Opens a Buy Sellback position.
• Short Sell. Opens a Sell Buyback position.

Long/Short Indicator

15

Displays an L (long) or S (short) to indicate whether the position is long or short.

Notional Amount

3779

Specifies the par value of the underlying collateral security provided on the buy sellback or sell buyback trade.

Clean Price

1594

Specifies the clean price of the first leg of the buy sellback and sell buyback.

Underlying Principal

7350

Displays the underlying principal amount.

Underlying Accrued Interest Local

1596

Specifies the accrued interest on the underlying security that is calculated while processing the trade.

Haircut Percentage

1579

Specifies the haircut percentage to be applied on the clean price.

Haircut Flag

1580

Determines whether the haircut percentage is used to multiply or divide the clean price. Options include:

• Multiply
• Divide

Par Value

40

Specifies the current quantity of the trade. The value in this field must be greater than zero.

Price

45

Specifies the price of the security per unit. The value in this field must be greater than zero.

Principal

165

Displays the principal amount based on the following formula: (Current Shares * Quantity Scale ) * (Price * Price Factor)). This product is rounded to the local currency precision.

Local Net Amount

50

Displays the net amount of the trade based on the following formula: Principle + Fees.

Settlement Currency

63

Displays the currency in which the trade is settled.

Settlement Net Amount

64

Displays the actual settled amount of the trade. The value must be greater than zero.

Local to Base FX Rate

87

Displays the foreign exchange rate used to calculate the net base amount. The value must be greater than zero.

Base Net Amount

478

Displays the base amount of the trade. This amount is calculated based on the following formula: Local Net Amount / Local to Base FX Rate. The value must be greater than zero.

Interest at Maturity

114

Specifies the interest at maturity.

Forward Clean Price

1600

Specifies the forward price or clean price for the second leg of the trade.

Underlying Principal at Maturity

7351

Specifies the underlying principal amount.

Underlying Accrued Interest Local at Maturity

1601

Specifies the accrued interest on the underlying security that is calculated while processing a trade.

Settle Amount at Maturity

1603

Displays the expected settlement amount for the second leg (maturity). Provided as input, or is calculated as follows: 
Notional Amount * Clean Price (maturity) * Price Multiplier * Quantity Scale+ Underlying Accrued Interest (maturity) local.

Settlement Information

Auto Settle Trade Indicator

58

Indicates whether the system settles the trade, coupon, and miscellaneous income and expenses automatically. Options include:

• Yes. The system automatically settles the trade, coupon, and miscellaneous income and expenses. The system retrieves the settle date FX rate if the local currency does not equal base and generates a trade to settle date gain/loss.
• No. Default. The system does not automatically settle the trade, coupon, and miscellaneous income and expenses. You must schedule the settlement for these transactions using the Contract Cash panel. Or, manually settle the transactions using the Multiple Settlements panel.

NOTE: If the entity's Auto Settle Indicator field is set to Yes, as specified on the Add/Change Entity or Master Fund Setup panels, the system will create a settlement when the trade is processed. There will be no trade to settle date gain/loss. This applies even if the settlement date is in the future. Eagle recommends that you set the Auto Settle Indicator field to No for the entity and trade panels.

Broker Name

1235

Specifies the name of the primary broker.

Broker Code

88

Specifies the code that represents the broker. The system allows you to add additional broker codes.

Clearing Broker

1236

Specifies the name of the clearing broker, if different from the trade broker.

Clearing Broker Code

1237

Specifies the code for the clearing broker.

Custodian Bank Name

1146

Specifies the name of the custodian bank responsible for the trade. 
NOTE: You must establish a relationship between the custodian bank and your entity prior to booking the trade.

Custodian Bank Code

1240

Displays the code of the custodian bank.

Custody Bank Account Number

1660

Displays the custodian bank primary account number.

Custody Bank Subaccount

1661

Displays the custodian bank subaccount number.

Settle Instructions 1

1897

Allows you to add settlement notes.

Settle Instructions 2

1898

Allows you to add settlement notes.

Settle Instructions 3

1899

Allows you to add settlement notes.

Settle Instructions 4

1900

Allows you to add settlement notes.

Settle Location

43

Specifies the location in which the trade is settled.

Other Information

Transaction Notes

56

Contains user defined information about the trade.

Original Trade Ticket Number

761

Contains the trade ticket identification number. The system uses it during processing. For example, IDLOT close or cancel events use this number to locate an open lot.

Holding Term

9091

Specifies the holding term for the trade based on the number of days between the original acquisition date (tag 216) and the maturity date (tag 35) on the lot. If you use ledger reporting based on ledger granularity rules to break out accounts by holding term, the system uses this value to identify the holding term for trades related to bonds and preferred stocks. Eagle Accounting's core transaction processing calculates the holding term for you, but you can manually override the value displayed in this field. Eagle Insurance clients that use ledger granularity rules have the system calculate the holding term based on the schedule associated with a lot. Options include:

• Short Term. Identifies a short term holding. If the Holding Term Method field (tag 11479) in the trade's accounting basis has a value of 90 days, a short term holding term is 91 days to a year. If the Holding Term Method field has a value of 3 months, a short term holding term is 3 full months to a year.
• Cash Equivalent. Identifies a cash equivalent holding. If the Holding Term Method field (tag 11479) in the trade's accounting basis has a value of 90 days, a cash equivalent holding term is 90 days or less. If the Holding Term Method field has a value of 3 months, a cash equivalent holding term is 3 full months or less.

Regulatory Intent

8915

If you now hold the trade in an entity/accounting basis with the new International Financial Reporting Standards (IFRS) regulatory category of Fair Value Profit Loss (FVPL) but previously held the trade in an entity/accounting basis with the old regulatory category of Fair Value Option (FVO) or Held for Trading (HFT), you can identify the old regulatory category specified for the trade at the entity/accounting basis level. You can specify a value for reporting purposes only. Options include:

• Fair Value Option. Indicates the trade was previously held in a regulatory category of Fair Value Option, used for instruments managed on a fair value basis.
• Held for Trading. Indicates the trade was previously held in a regulatory category of Held for Trading, used for instruments held with the intent of selling them.

Accounting Information

Position Par Value

122

Displays the current quantity of the position.

Par Value/Current Face

40

Displays the current face value of the security.

Lot Selection Method

27

Specifies the lot selection method the system uses to relieve (sell) lots of a security held by the entity. Options include:

• First In First Out (FIFO). Lots acquired first are sold first. The oldest lot is sold first based on the holding date. If you set the accounting basis Cost Basis Covered Indicator field (tag 2818) to Y, unknown cost lots are relieved first. The oldest cost lot is sold first based on the holding date.
• Last In First Out (LIFO). Lots acquired last are sold first. The most recent lot is sold first based on the holding date. If multiple lots share the same holding date, the lot with the greatest event sequence is relieved first. The event sequence, set internally by the system, indicates the processing order of transactions within the same position.
• High Amortized Cost or High Cost (HCLOT). The lots with the highest current cost are sold first. The system uses current unit cost, which includes amortization for debt securities. This method relieves the lots that can generate the maximum loss or the minimal gain.
• Low Amortized Cost or Low Cost (LCLOT). The lots with the lowest current cost are sold first. The system uses current unit cost, which includes amortization for debt securities. This method relieves the lots that can generate the minimal loss or the maximum gain.
• High Original Cost (HORIG). The lots with the highest original cost are sold first. The system uses the original unit base cost of the open lots. It relieves the lots that can generate the maximum loss or the minimal gain.
• Low Original Cost (LORIG). The lots with the lowest original cost are sold first. The system uses the original unit base cost of the open lots. It relieves the lots that can generate the minimal loss or the maximum gain.
• Identified Lot (IDLOT). The specified lot is sold first, which determines cost and tax implications. You can optimize this option to specific tax situations by selecting the specific lots to be sold.
• Best Tax. The lots are selected and sold with the objective of taking losses first (short term then long term) and gains last (long term then short term). Lots are sold in the following order:
  1. Short term Losses. Lots that reflect a short term loss are sold first, beginning with lots that generate the greatest short term loss down to the least short term loss.
  2. Long term Losses. Lots that reflect a long term loss are sold, beginning with lots that generate the greatest long term loss down to the least long term loss.
  3. Short term No Gains or Losses. Short term lots that reflect no gain or loss.
  4. Long term No Gains or Losses. Long term lots that reflect no gain or loss.
  5. Long Term Gains. Lots that reflect a long term gain, beginning with lots that generate the least long term gain up to the greatest long term gain.
  6. Short Term Gains. Lots that reflect a short term gain, beginning with lots that generate the least short term gain up to the greatest short term gain.
• Tax Advantage (TXADV). The lots with the lowest tax liability are sold first to minimize tax liability.
• Versus Purchases (VSP). The lots are selected and sold based on lot purchase characteristics, such as the target purchase date and the target purchase price. This option must be specified at the trade level.
• Pro Rata. The lots are selected and sold based on a proportionate allocation.
• Tax Efficiency. The lots with the lowest tax liability are sold first to minimize tax liability. The system calculates the tax liability based on the manipulation of entity level tax factors for long and short term gains, long and short term losses, and currency gains. The system also incorporates the wash sale disallowance effect and considers the overall tax implications of closing each individual lot.
• Modified FIFO (MFIFO). The open lots with the same original acquisition date (tag 216) as the close transaction are sold first, starting with the lots with the lowest unit cost local. If there are no open lots with the same acquisition date as the close transaction, or all same day lots have been sold, the oldest open lots are sold first based on the acquisition date. Within a single acquisition date, the lots with the lowest unit cost local are sold first.

Other Information

User Defined Priority

2862

Specifies the user generated number that determines the event sub priority. That is, after the system accounts for the event sequence and corporate action sequence.

Forward Clean Price

1600

Provides the clean price for the second leg of the buy sellback or sell buyback trade.

Settlement Amount at Maturity

1603

Derives the settlement amount for the second leg after the clean price is entered.