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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:
Y = Update
N = New Asset

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

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