Set Up Security Example

Set Up an Inflation Linked Bonds Security

The example below details the correct setup of a U.S. Treasury Inflation Index Security.
Process Security Type = DBFLTP
First Coupon and Last Coupon Date are in sync, based on the Payment Frequency (Semiannual); Dated Date CPI is populated with the value of the index that measures inflation on the Dated Date of the security. You enter values that measure inflation, based on the underlying index in the Variable Rate table.
Long Term Debt Identification
Issue Name (tag 961) 3-3/8% 10-Year Notes
Issue Description (tag 962) Series A-2007
Ticker (tag 13)
CUSIP/SEDOL Check Digit Control Flag (tag 2292)
Primary Asset ID Type (tag 1432) CUSIP
Primary Asset ID (tag 14) 9128272M3
Alt Asset ID Type (tag 5501)
Alt Asset ID (tag 1795)
Long Term Debt Xreference Identification
ISIN (tag 1955)
Sedol (tag 1958)
Reuters (tag 1961)
Bloomberg ID (tag 1964)
SICOVM (tag 1967)
Valoren (tag 1970)
CEDEL (tag 1973)
INTERNAL (tag 1976)
CINS (tag 1979)
XREF Exchange (tag 1981) NYSE
Long Term Debt Details
Investment Type (tag 11) FI
Processing Security Type (tag 3931) DBFLTP
Security Type (tag 82)
Sub Security Type (tag 1464)
Quantity Type (tag 12) PAR
Price Multiplier (tag 18) 0.0100
Quantity Scale (tag 19) 1.00
Country Of Risk (2288)
Country Of Risk Code (tag 10536)
Issue Country (tag 1418) UNITED STATES
Issue Country Code (tag 2290) US
Asset Currency (tag 85) USD
Settlement Currency (tag 63) USD
Income Currency (tag 1186) USD
Issue Tax Type (tag 668) STOCK
Primary Exchange (tag 2291) NEW YORK STOCK EXCHANGE
Primary Exchange Code (tag 17) NYSE
Region (tag 5423)
State Code (tag 1343)
Amount Issued (tag 1537) 0.0000
Amount Outstanding (tag 3130) 0.0000
Muni Industry Classification (tag 3130)
SIC Code (tag 1789)
Long Term Debt Coupon Periods
Coupon (tag 70) 3.375000
Coupon Type Code (tag 97) Fixed Rate
Day Count Basis (tag 471) ACT/ACT
Payment Frequency (tag 2287) Semiannual
Payment Frequency Code (tag 472) 6_M
Business Day Convention (tag 1536)
Day of Month Override (tag 1533)
Interest Payment Timing (tag 1523)
Long Term Debt Dates
Issue Price (tag 69) 99.37500000
Issue Date (tag 68) 19970115
Dated Date (tag 1183) 19970115
First Coupon Date (tag 473) 19970715
Last Coupon Date (tag 474) 20070115 (see note that follows)
Maturity Date (tag 38) 20070115
Maturity Price (tag 42) 100.00
Long Term Debt Flags
Trading Flat (tag 3949) No
Zero Coupon Indicator (tag 1300 No
OID Indicator (tag 218) Yes
Convertible Indicator (tag 1531) No
Call Flag (tag 1182)
Put Flag (tag 1546)
Sink Flag (tag 1780)
US Federal Tax Indicator (tag 1545)
Muni Refund Indicator (tag 3132)
Muni Funding Flag (tag 3131)
AMT Flag (tag 3113)
Insured Flag (tag 3104)
Default Indicator (tag 1551)
Default Date (tag 10142)
IO/ PO Flag (tag 10143)
PIK Flag (tag 1777)
Restricted Flag (tag 1139)
Underlying Information
Underlying Issue Name CPI-U
Underlying Ticker CPI-U
Underlying Asset ID CPI-U
Dated Date CPI 158.43548
ILB Calculation Type ACT_3M (US / Canadian)
ILB Index Precision 5
ILB Deflation Protected Maturity Yes
ILB Min Index Ratio 1.000000000000
Issuer Information
Credit Enhancement
Issuer ID Name
Issuer ID
Issuer Alias
Country Of Incorporation Code
Issuer Industry

Long First Coupon Period and Normal Last Coupon Period

Long Term Debt Identification
Issue Name BUNDESREPUB. DEUTSCHELAND 4.75% 2034
Issue Description
Ticker
CUSIP/SEDOL Check Digit Control Flag
Primary Asset ID Type ISIN
Primary Asset ID DE0001135226
Alt Asset ID Type
Alt Asset ID
Long Term Debt Xreference Identification
CUSIP
Sedol
Reuters
Bloomberg ID
SICOVM
Valoren
CEDEL
INTERNAL
CINS
XREF Exchange FRANKFUR
Long Term Debt Details
Investment Type FI
Processing Security Type DBIBFD
Security Type
Sub Security Type
Quantity Type PAR
Price Multiplier 0.0100
Quantity Scale 1.00
Country Of Risk
Country Of Risk Code
Issue Country GERMANY
Issue Country Code DE
Asset Currency EUR
Settlement Currency EUR
Income Currency EUR
Issue Tax Type ALL
Primary Exchange GRUPPE DEUTSCHE BORSE
Primary Exchange Code FRANKFUR
Region EUROPE
State Code
Amount Issued 0.0000
Amount Outstanding 0.0000
Muni Industry Classification
SIC Code
Long Term Debt Coupon Periods
Coupon 4.750000
Coupon Type Code Fixed Rate
Day Count Basis ACT/ACT
Payment Frequency Annual
Payment Frequency Code 12_M
Business Day Convention
Day of Month Override
Interest Payment Timing
Long Term Debt Dates
Issue Price 102.90000000
Issue Date 20030131
Dated Date 20030131
First Coupon Date 20040704
Last Coupon Date 20330704
Maturity Date 20340704
Maturity Price 100.00
Long Term Debt Flags
Trading Flat No
Zero Coupon Indicator No
OID Indicator No
Convertible Indicator No

Short First and Short Last Coupon Period

Long Term Debt Identification
Issue Name FOCUS WICKES FINANCE PLC
Issue Description FOCUS WICKES FINANCE PLC
Ticker
CUSIP/SEDOL Check Digit Control Flag Validate Check Digit
Primary Asset ID Type ISIN
Primary Asset ID XS0173307488
Alt Asset ID Type
Alt Asset ID
Long Term Debt Xreference Identification
CUSIP
Sedol
Reuters
Bloomberg ID
SICOVM
Valoren
CEDEL
INTERNAL
CINS
XREF Exchange LUXEMBOURG
Long Term Debt Details
Investment Type FI
Processing Security Type DBIBFD (Interest Bearing Debt Instrument)
Security Type EURO NON-DOLLAR (EURO NON-DOLLAR)
Sub Security Type
Quantity Type PAR
Price Multiplier 0.0100
Quantity Scale 1.00
Country Of Risk UNITED KINGDOM
Country Of Risk Code GB (UNITED KINGDOM)
Issue Country UNITED KINGDOM
Issue Country Code GB (UNITED KINGDOM)
Asset Currency EUR
Settlement Currency EUR
Income Currency EUR
Issue Tax Type STANDARD
Primary Exchange LUXEMBOURG STOCK EXCHANGE
Primary Exchange Code LUXEMBOURG (LUXEMBOURG STOCK EXCHANGE)
Region
State Code
Amount Issued 140,000.0000
Amount Outstanding 140,000.0000
Muni Industry Classification
SIC Code
Long Term Debt Coupon Periods
Coupon 9.250000
Coupon Type Code Fixed Rate
Day Count Basis 30E/360
Payment Frequency Semiannual
Payment Frequency Code 6_M
Business Day Convention
Day of Month Override
Interest Payment Timing
Long Term Debt Dates
Issue Price 89.67300000
Issue Date 20030728
Dated Date 20030728
First Coupon Date 20031101
Last Coupon Date 20110501
Maturity Date 20110728
Maturity Price 100.00
Long Term Debt Flags
Trading Flat No
Zero Coupon Indicator No
OID Indicator No
Convertible Indicator No
Call Flag Yes
Put Flag No
Sink Flag No

Long First and Short Last Coupon Period

Long Term Debt Identification
Issue Name HEATING FINANCE PLC
Issue Description
Ticker
CUSIP/SEDOL Check Digit Control Flag
Primary Asset ID Type INTERNAL
Primary Asset ID XS0188604655
Alt Asset ID Type
Alt Asset ID
Long Term Debt Xreference Identification
CUSIP
ISIN
Sedol
Reuters
Bloomberg ID
SICOVM
Valoren
CEDEL
CINS
XREF Exchange LONDON
Long Term Debt Details
Investment Type FI
Processing Security Type DBIBFD (Interest Bearing Debt Instrument)
Security Type EURO NON-DOLLAR (EURO NON-DOLLAR)
Sub Security Type
Quantity Type PAR
Price Multiplier 0.0100
Quantity Scale 1.00
Country Of Risk UNITED KINGDOM
Country Of Risk Code GB (UNITED KINGDOM)
Issue Country UNITED KINGDOM
Issue Country Code GB (UNITED KINGDOM)
Asset Currency GBP
Settlement Currency GBP
Income Currency GBP
Issue Tax Type STANDARD
Primary Exchange LONDON STOCK EXCHANGE
Primary Exchange Code LONDON (LONDON STOCK EXCHANGE)
Region
State Code
Amount Issued 100,000.0000
Amount Outstanding 100,000.0000
Muni Industry Classification
SIC Code
Long Term Debt Coupon Periods
Coupon 7.875000
Coupon Type Code Fixed Rate
Day Count Basis 30E/360
Payment Frequency Semiannual
Payment Frequency Code 6_M
Business Day Convention
Day of Month Override
Interest Payment Timing
Long Term Debt Dates
Issue Price 90.39200000
Issue Date 20040326
Dated Date 20040326
First Coupon Date 20041001
Last Coupon Date 20131001
Maturity Date 20140331
Maturity Price 100.00
Long Term Debt Flags
Trading Flat No
Zero Coupon Indicator No
OID Indicator No
Convertible Indicator No
Call Flag Yes
Put Flag No
Sink Flag No

Short First and Short Last Coupon Date

Pays Quarterly on the 30th of Every Month with a Modified Business Day Adjust
Long Term Debt Identification
Issue Name WASHINGTON MUTUAL BANK
Issue Description
Ticker
CUSIP/SEDOL Check Digit Control Flag Validate Check Digit
Primary Asset ID Type CUSIP
Primary Asset ID 93933EEC6
Alt Asset ID Type
Alt Asset ID
Long Term Debt Xreference Identification
ISIN US93933EEC66
Sedol
Reuters
Bloomberg ID
SICOVM
Valoren
CEDEL
INTERNAL
CINS
XREF Exchange NYSE
Long Term Debt Details
Investment Type FI
Processing Security Type DBIBFD (Interest Bearing Debt Instrument)
Security Type US DOMESTIC (US DOMESTIC)
Sub Security Type
Quantity Type PAR
Price Multiplier 0.0100
Quantity Scale 1.00
Country Of Risk UNITED STATES
Country Of Risk Code US (UNITED STATES)
Issue Country UNITED STATES
Issue Country Code US (UNITED STATES)
Asset Currency USD
Settlement Currency USD
Income Currency USD
Issue Tax Type STANDARD
Primary Exchange NEW YORK STOCK EXCHANGE
Primary Exchange Code NYSE (NEW YORK STOCK EXCHANGE)
Region
State Code
Amount Issued 85,000.0000
Amount Outstanding 85,000.0000
Muni Industry Classification
SIC Code
Long Term Debt Coupon Periods
Coupon 0.000000
Coupon Type Code Variable Rate
Day Count Basis ACT/360
Payment Frequency Quarterly
Payment Frequency Code 3_M
Business Day Convention Modified Business Day - Adjusted
Day of Month Override
Interest Payment Timing Same Day of Month
Long Term Debt Dates
Issue Price 100.00000000
Issue Date 20030731
Dated Date 20030731
First Coupon Date 20031030
Last Coupon Date 20040430
Maturity Date 20040729
Maturity Price 100.00
Long Term Debt Flags
Trading Flat No
Zero Coupon Indicator No
OID Indicator No
Convertible Indicator No
Call Flag No
Put Flag No
Sink Flag No

Long Term Debt Identification
Issue Name AMERICAN EXP CENTURION
Issue Description AMERICAN EXP CENTURION
Ticker
CUSIP/SEDOL Check Digit Control Flag Validate Check Digit
Primary Asset ID Type CUSIP
Primary Asset ID 02581FVG1
Alt Asset ID Type
Alt Asset ID
Long Term Debt Xreference Identification
ISIN US02581FVG17
Sedol
Reuters
Bloomberg ID ED3610182
SICOVM
Valoren
CEDEL
INTERNAL
CINS
XREF Exchange NYSE
Long Term Debt Details
Investment Type FI
Processing Security Type DBIBFD (Interest Bearing Debt Instrument)
Security Type US DOMESTIC (US DOMESTIC)
Sub Security Type
Quantity Type PAR
Price Multiplier 0.0100
Quantity Scale 1.00
Country Of Risk UNITED STATES
Country Of Risk Code US (UNITED STATES)
Issue Country UNITED STATES
Issue Country Code US (UNITED STATES)
Asset Currency USD
Settlement Currency USD
Income Currency USD
Issue Tax Type STANDARD
Primary Exchange NEW YORK STOCK EXCHANGE
Primary Exchange Code NYSE (NEW YORK STOCK EXCHANGE)
Region
State Code
Amount Issued 200,000.0000
Amount Outstanding 200,000.0000
Muni Industry Classification
SIC Code
Long Term Debt Coupon Periods
Coupon 1.120000
Coupon Type Code Variable Rate
Day Count Basis ACT/360
Payment Frequency Monthly
Payment Frequency Code 1_M
Business Day Convention Modified Business Day - Adjusted
Day of Month Override
Interest Payment Timing
Long Term Debt Dates
Issue Price 100.00000000
Issue Date 20030305
Dated Date 20030305
First Coupon Date 20040404
Last Coupon Date 20060203
Maturity Date 20060303
Maturity Price 100.00
Long Term Debt Flags
Trading Flat No
Zero Coupon Indicator No
OID Indicator No
Convertible Indicator No
Call Flag No
Put Flag No
Sink Flag No