Before you can process accruals for cash balances, you must set up cash segregation. This includes setting up entities for cash segregation and creating related entity bank relationships, cash account relationships, and cash accounts. See About Setup for Cash Segregation.
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The following are the options in the Cash Balance Accrual Security panel. Note options may vary according to your selections.
Option | Tag | Description | ||
SRM Status Flag | ||||
Release Status | 614 | Displays the release status of the Security Reference Manager (SRM) record. This field is null when adding a new security. | ||
Authorize Flag | 11742 | Flags records that have been authorized. | ||
Validation Process Flag | 4569 | Flags records that have been reviewed in the Security Reference Manager (SRM). | ||
Cash Balance Accrual Identification | ||||
Issue Name | 961 | Specifies the name of the security. | ||
Issue Description | 962 | Describes the security. | ||
Ticker | 13 | Specifies the system of letters used to uniquely identify the security. | ||
CUSIP/SEDOL Check Digit Control Flag | 2292 | Indicates whether you want to generate or validate CUSIP and SEDOL numbers. Options include:
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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 primary asset identifier for the security. | ||
Alt Asset ID Type | 5501 | Specifies an alternate asset identifier type for the security. | ||
Alt Asset ID | 1795 | Specifies the alternate asset identifier for the security. | ||
Cash Balance Accrual Xreference Identification | ||||
CUSIP | 1952 | Specifies the Committee of Uniform Security Identification Procedure (CUSIP), a unique identification number that identifies the security issue. | ||
ISIN | 1955 | Specifies the International Security Identification (ISIN), a unique international identification number that identifies the security issue. | ||
Sedol | 1958 | Specifies the Stock Exchange Daily Official List (SEDOL) number, a unique identification number that identifies the security issue. | ||
Reuters | 1961 | Specifies the Reuters identification number that identifies the security issue. | ||
Bloomberg ID | 1964 | Specifies the Bloomberg identification number that identifies the security issue. | ||
SICOVM | 1967 | Specifies the SICOVM identification number that identifies the security issue. | ||
Valoren | 1970 | Specifies the Valoren identification number that identifies the security issue. | ||
Cash Matching ID | 1973 | Specifies the internal identification number that identifies the security issue for use in matching actual cash settlements sent to the Eagle system from a bank, custodian, or third party to open receivables and payable created in Eagle's Accounting solution | ||
INTERNAL | 1976 | Specifies the internal identification number that identifies the security issue. | ||
CINS | 1979 | Specifies the CINS identification number that identifies a foreign security issue. The CINS numbering system is an extension of the CUSIP numbering system. | ||
Xref Exchange | 1981 | Specifies the exchange where the security is traded. | ||
Cash Balance Accrual Details | ||||
Processing Security Type | 3931 | Displays the code that the system uses to identify the type of security you are adding. For example, CRINTC, for Cash Balance Accrual Security. | ||
Security Type | 82 | Specifies the type of security. | ||
Sub Security Type | 1464 | Specifies the sub security type. | ||
Issue Country | 2290 | Specifies the name of the country that issued the security. | ||
Issue Country Code | 1418 | Specifies the identification number that represents the country that issued the security. | ||
Asset Currency | 85 | Specifies the currency in which the security is priced. | ||
Issue Tax Type | 668 | Identifies the security's tax structure. It is used with global tax withholding and tax reclaim processing.
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Primary Exchange | 2291 | Specifies the marketplace in which the security is traded. | ||
Primary Exchange Code | 17 | Specifies the code of the marketplace in which the security is traded. It is also used with global tax withholding and tax reclaim processing. | ||
Cash Balance Accrual Coupon Periods | ||||
Coupon | 70 | Specifies the rate at which the security accrues interest. It is expressed as an accrual rate. A value of zero is required for zero coupon bonds. | ||
Coupon Type Code | 97 | Specifies the interest rate of the security. Options include:
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Day Count Basis | 471 | Specifies the number of days assumed in a month or year when interest rates are quoted. For more information, see the Fixed Income Processing Guide. | ||
Payment Frequency | 2287 | Specifies the frequency at which the security pays interest and drops a coupon. | ||
Payment Frequency Code | 472 | Specifies the code that represents the payment frequency. | ||
Business Day Convention | 1536 | Used with the payment frequency value to determine when a coupon should pay interest should the scheduled coupon due date occur on a non business day. | ||
Coupon Day of Month | 10551 | Specifies the day of the month in which the coupon is payable. | ||
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. | ||
Cash Balance Accrual Dates | ||||
First Coupon Date | 473 | Specifies the date of the first coupon payment. | ||
Floating Rate Information | ||||
First Rate Reset Date | 10911 | Specifies the first calendar date that the rate resets from the dated date of the security. The system uses the First Rate Reset Date field, along with Reset Frequency Code, Business Calendar, and Business Day Convention field values to create the floating rate reset schedule of the security. | ||
Reset Frequency | 476 | Specifies the frequency at which the security resets its rate, beginning from the date defined in the First Rate Reset Date field. Options include:
This field appears only if you set the Coupon Type Code field (tag 97) to a value of X (Floating Rate). | ||
Reset Frequency Code | 1788 | Specifies the code associated with the frequency at which the security resets its rate beginning from the date defined in the First Rate Reset Date field. Options include:
This field appears and is required only if you set the Coupon Type Code field (tag 97) to a value of X (Floating Rate). | ||
Reset Look Back Days | 10547 | Specifies the actual number of days to look back when setting the rate on the reset date. Floating Rate type securities can use a past rate on the specified reset date. | ||
Reset Look Back Days Type | 5075 | Indicates whether the reset look back days are business days or calendar days. Options include:
This field appears only if the Coupon Type Code field (tag 97) has a value of X (Floating Rate). | ||
Periodic Cap | 10907 | Specifies the maximum allowed increase in a variable rate from one period to the next. | ||
Periodic Floor | 10908 | Specifies the maximum allowed decrease in a variable rate from one period to the next. | ||
Lifetime Cap | 10909 | Specifies the maximum coupon rate allowed during the life of the security. | ||
Lifetime Floor | 10910 | Specifies the minimum coupon rate allowed during the life of the security. | ||
Underlying Information | ||||
Underlying Security ID | 1348 | Specifies the ID of the underlying security. | ||
Underlying Issue Name | 1141 | Specifies the name of the underlying security. | ||
Underlying Ticker | 1349 | Specifies the ticker of the underlying security. | ||
Underlying Type | 916 | Specifies the underlying security type. | ||
Index Offset | 215 | Specifies the basis point adjustment to the underlying index, for the purpose of calculating the coupon rate of a security. | ||
Issuer Information | ||||
Issuer ID Name | 2285 | Specifies the name of the issuer. | ||
Issuer ID | 1413 | Specifies the identifier of the company or municipality that offered the security for sale. | ||
Country of Incorporation Code | 1174 | Displays the ISO country code in which the issuer of the security was incorporated. | ||
Issuer Industry | 1417 | Specifies the industry of the issuer. | ||
Legal Entity Identifier (LEI) | 5089 | Displays the Legal Entity Identifier (LEI) that identifies the issuer as a financial party. If an LEI value is present, the Legal Entity Identifier Details section appears. | ||
Legal Entity Identifier Details | ||||
Legal Name | 5090 | Displays the legal name of the issuer as the financial party registered with the LEI. | ||
Entity Status | 5091 | Displays the status of the issuer. For example, ACTIVE and INACTIVE. | ||
Legal Form | 5092 | Displays the legal form of the issuer as financial party registered with the LEI. For example, CORPORATION. | ||
Assigned Date | 5093 | Displays the date when the issuer's LEI was assigned. | ||
Last Update Date | 5094 | Displays the date when the issuer's LEI information was last updated. | ||
Disabled Date | 5095 | Displays the date when the issuer's LEI information was disabled. | ||
Record State | 5096 | Displays the record state for the issuer's LEI. The record state indicates the current process status of the CFTC Interim Compliant Identifier (CICI) record. For example, UNDER_REVIEW, DUPLICATE, CONFLICTING_SOURCES, INADEQUATE_SOURCES, VALIDATED, PENDING_REMOVAL. | ||
Certification State | 5097 | Displays the certification state used to register the issuer's LEI. For example, CERTIFIED, NOT_CERTIFIED, STALE. | ||
Street | 5098 | Displays the street address used to register the issuer's LEI. | ||
City | 5099 | Displays the city used to register the issuer's LEI. | ||
State | 5100 | Displays the state code used to register the issuer's LEI. | ||
Zip | 5180 | Displays the ZIP code used to register the issuer's LEI. | ||
Country Code | 5181 | Displays the country code used to register the issuer's LEI. |
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