The following table describes the required and optional data fields for Time Series.
Tag # – Tag Name | Required/ Optional | Data Type | Value/Description of Field |
|---|---|---|---|
1076 – Update Indicator | Required | CHAR | Y/N indicator used within message stream process. Valid values: |
55 – Event Type | Required – must be TIME_SERIES | CHAR | Used for STAR processing |
1102 – Source Name | Required – can be defaulted | CHAR (15) | Source of Time Series information |
1432 – Primary Asset ID Type | Required | CHAR (30) | Security identifier type (CUSIP, ISIN, SEDOL) – Code Value |
14 – Primary Asset ID | Required | CHAR (100) | Security identifier |
1109 – Effective Date | DATE | Effective date of the values being sent | |
1231 – Current WAM | Optional | NUMBER (28,12) | Months remaining to maturity |
1227 – Current WAC | Optional | NUMBER (28,12) | Current Weighted Average Coupon |
3093 – Current WALA | Optional | NUMBER (28,12) | Current WALA |
1210 – CPR 1 Month | Optional | NUMBER (28,12) | Constant Prepayment Rate 1 month |
1211 – CPR 3 Month | Optional | NUMBER (28,12) | Constant Prepayment Rate 3 month |
1212 – CPR 6 Month | Optional | NUMBER (28,12) | Constant Prepayment Rate 6 month |
1213 – CPR 12 Month | Optional | NUMBER (28,12) | Constant Prepayment Rate 12 month |
1206 – CPR Life | Optional | NUMBER (28,12) | Constant Prepayment Rate Life |
1218 –PSA 1 Month | Optional | NUMBER (28,12) | PSA (Public Securities Association) Prepayment speed 1 month |
1219 – PSA 3 Month | Optional | NUMBER (28,12) | PSA Prepayment speed 3 month |
1220 – PSA 6 Month | Optional | NUMBER (28,12) | PSA Prepayment speed 6 month |
1221 – PSA 12 Month | Optional | NUMBER (28,12) | PSA Prepayment speed 12 month |
1573 – PSA Life | Optional | NUMBER (28,12) | PSA Prepayment speed life |
10311 – ABS 1 Month | Optional | VARCHAR2 (4) | Asset Backed Security 1 month |
10312 – ABS 3 Month | Optional | VARCHAR2 (4) | Asset Backed Security 3 month |
10313 – ABS 6 Month | Optional | VARCHAR2 (4) | Asset Backed Security 6 month |
10314 – ABS 12 Month | Optional | VARCHAR2 (4) | Asset Backed Security 12 month |
3053 – ABS Life | Optional | NUMBER (28,12) | Asset Backed Security life |
11418 – SMM | Optional | VARCHAR2 (255) | Single Month Mortality |
10273 – Effective Maturity Date | Optional | VARCHAR2 (4) | Effective Maturity Date |
Add Comment