Data Table for Impairments
The following table describes the required and optional data fields for Impairments.
Tag # – Tag Name | Required/Optional | Data Type | Value/Description of Field |
|---|---|---|---|
16147 – Impairment Processing Flag | Required | CHAR | Indicates whether impairment was processed for the Position (P) or Lot (L). |
7005 – Select Entity/Grouping | Optional | CHAR | Required when Impairment Processing Flag = Position. Options include:
|
86 – Base Currency | Required | CHAR (3) | Base currency. |
3914 – Conversion Status | Optional | Required when Impairment Processing Flag = Position and Select Entity/Grouping = Groups of Entities. | |
16148 – Impair By Option | Required | CHAR | Options include:
|
1163 – Entity ID | Optional | CHAR (8) | Required if Entity Name (tag 1164) not available. |
1164 – Entity Name | Optional | CHAR (30) | Required if Entity ID (tag 1163) not available. |
21 – Accounting Basis | Required | VARCHAR2(5) | The accounting basis used for position. USTAX, USGAAP, IASGAAP. |
2921 – Impairment Reason | Optional | NUMBER(38,12) | Default value is None. |
221 – End Date | Optional | DATE | Defaults to today's date. |
7001 – Writeup/Writedown Switch | Optional | CHAR | Default value is Decrease Basis/Writedown |
15 – Long/Short Indicator | Optional | CHAR | Default value is Long. |
1234 – Xreference Type | Optional | CHAR (30) | Security resolution. |
1233 – Xreference ID | Optional | CHAR (100) | Security resolution. |
961 – Issue Name | Required | VARCHAR2 (255) | Security resolution. |
13 – Ticker | Optional | CHAR (100) | Security resolution. |
962 – Choose Open Lot | Required | VARCHAR2 (255) | Issue description. |
16149 – Lot Impairment Processing Flag | Optional | CHAR | Required when Impairment Processing Flag = Position. Options include:
|
35 – Effective Date | Optional | DATE | Defaults to today's date. |
36 – Accounting Date | Required | DATE | The date the event is to be reported. |
7350 – Local Cost Adjustment | Required | MONEYL (2) | Zero not allowed. |
7358 – Credit Loss Local Adjustment | Optional | MONEYL (2) | Credit loss local adjustment. |
7359 – Non-Credit Loss Local Adjustment | Optional | MONEYL (2) | Non-credit loss local adjustment. |
45 – FMV Price | Optional | DEC (8) | Required when Impair By Option = Price or Both Price and FX. |
16158 – Credit/Noncredit Loss Processing | Optional | CHAR | Indicates whether Credit/Noncredit Losses will be included for the impairment. Displayed when Impair By Option = Price or Both Price and FX. Options include Yes and No. |
16150 – Credit Price | Optional | DEC (8) | Price to be used for calculating credit/noncredit losses. Required when Credit/Noncredit Loss Processing = Yes. |
2714 – Maturity Price Override | Optional | DEC (12) | Maturity price to be used for amortization in place of the derived amortization price |
7351 – Base Cost Adjustment | Required | MONEYL (2) | Base cost adjustment. |
7360 – Credit Loss Base Adjustment | Optional | MONEYL (2) | Credit loss base adjustment. |
7361 – Non-Credit Loss Base Adjustment | Optional | MONEYL (2) | Non-credit loss base adjustment. |
761 – Original Trade Ticket Number | Optional | VARCHAR2 (55) | The source transaction code of an event. |
56 – Transaction Notes | Optional | VARCHAR2(255) | Open text field used to describe the event. |
1728 – Cost Offset Account | Required | VARCHAR2 (50) | The reason why a rate was set. |
1257 – Recalculate Yield | Optional | CHAR (30) | A field to indicate the type of corporate action such as "sdiv", "merg". |
16157 – Prorata Noncredit Loss Flag | CHAR | This flag indicates whether any credit/noncredit loss will be reversed entirely or prorata. Only applicable to partial sells. | |
26 – Target Event ID | Conditionally required for lot-level impairments (tag 16147 = L) – either tag 26 or tag 762 must be sent | VARCHAR2(55) | Event ID of the targeted transaction. Used to target the correct lot for impairment. |
762 – Original/Target Trade Ticket Number | Conditionally required for lot-level impairments (tag 16147 = L) – either tag 26 or tag 762 must be sent | CHAR (4) | Contains the Trade Ticket # (tag 761) from the original transaction to be impaired. Used to target the correct lot for impairment. |
Data Table for Noncredit Loss Adjustments
Under construction.
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