This example details the correct setup of a U.S. Treasury Inflation Index Security.
In this example:
- Processing Security Type is equal to 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 |
Because this security has a normal Last Coupon Date value, the Last Coupon Date value can be equal to the Maturity Date value or be equal to the penultimate coupon date (that is, 20060715). If the coupon period is Long last coupon period or Short last coupon period, then the Last Coupon Date value must be equal to the penultimate coupon date.
Asset ID | Effective Date | Variable Rate | Schedule Period Types |
|---|---|---|---|
CPI-U | 19960901 | 157.8 | |
CPI-U | 20031030 | 158.3 | |
CPI-U | 20040130 | 158.6 |
Sample Long First and Short Last Coupon Period
You enter values that measure inflation, based on the underlying index in the Variable Rate table.
| Long Term Debt Identification | |
| Issue Name (tag 961) | HEATING FINANCE PLC |
| Issue Description (tag 962) | |
| Ticker (tag 13) | |
| CUSIP/SEDOL Check Digit Control Flag (tag 2292) | |
| Primary Asset ID Type (tag 1432) | INTERNAL |
| Primary Asset ID (tag 14) | XS0188604655 |
| 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) | LONDON |
| Long Term Debt Details | |
| Investment Type (tag 11) | FI |
| Processing Security Type (tag 3931) | DBIBFD (Interest Bearing Debt Instrument) |
| Security Type (tag 82) | EURO NON-DOLLAR (EURO NON-DOLLAR) |
| 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) | UNITED KINGDOM |
| Country Of Risk Code (tag 10536) | GB (UNITED KINGDOM) |
| Issue Country (tag 1418) | UNITED KINGDOM |
| Issue Country Code (tag 2290) | GB (UNITED KINGDOM) |
| Asset Currency (tag 85) | GBP |
| Settlement Currency (tag 63) | GBP |
| Income Currency (tag 1186) | GBP |
| Issue Tax Type (tag 668) | STANDARD |
| Primary Exchange (tag 2291) | LONDON STOCK EXCHANGE |
| Primary Exchange Code (tag 17) | LONDON (LONDON STOCK EXCHANGE) |
| Region (tag 5423) | |
| State Code (tag 1343) | |
| Amount Issued (tag 1537) | 100,000.0000 |
| Amount Outstanding (tag 3130) | 100,000.0000 |
| Muni Industry Classification (tag 3130) | |
SIC Code (tag 1789) | |
| Long Term Debt Coupon Periods | |
| Coupon (tag 70) | 7.875000 |
| Coupon Type Code (tag 97) | Fixed Rate |
| Day Count Basis (tag 471) | 30E/360 |
| 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) | 90.39200000 |
| Issue Date (tag 68) | 20040326 |
| Dated Date (tag 1183) | 20040326 |
| First Coupon Date (tag 473) | 20041001 |
| Last Coupon Date (tag 474) | 20131001 |
| Maturity Date (tag 38) | 20140331 |
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) | No |
| Convertible Indicator (tag 1531) | No |
| Call Flag (tag 1182) | Yes |
| Put Flag (tag 1546) | No |
| Sink Flag (tag 1780) | No |
Sample 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 (tag 961) | WASHINGTON MUTUAL BANK |
| Issue Description (tag 962) | |
| Ticker (tag 13) | |
| CUSIP/SEDOL Check Digit Control Flag (tag 2292) | Validate Check Digit |
| Primary Asset ID Type (tag 1432) | CUSIP |
| Primary Asset ID (tag 14) | 93933EEC6 |
| Alt Asset ID Type (tag 5501) | |
| Alt Asset ID (tag 1795) | |
| Long Term Debt Xreference Identification | |
| ISIN (tag 1955) | US93933EEC66 |
| 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) | DBIBFD (Interest Bearing Debt Instrument) |
| Security Type (tag 82) | US DOMESTIC (US DOMESTIC) |
| 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) | UNITED STATES |
| Country Of Risk Code (tag 10536) | US (UNITED STATES) |
| Issue Country (tag 1418) | UNITED STATES |
| Issue Country Code (tag 2290) | US (UNITED STATES) |
| Asset Currency (tag 85) | USD |
| Settlement Currency (tag 63) | USD |
| Income Currency (tag 1186) | USD |
| Issue Tax Type (tag 668) | STANDARD |
| Primary Exchange (tag 2291) | NEW YORK STOCK EXCHANGE |
| Primary Exchange Code (tag 17) | NYSE (NEW YORK STOCK EXCHANGE) |
| Region (tag 5423) | |
| State Code (tag 1343) | |
| Amount Issued (tag 1537) | 85,000.0000 |
| Amount Outstanding (tag 3130) | 85,000.0000 |
| Muni Industry Classification (tag 3130) | |
SIC Code (tag 1789) | |
| Long Term Debt Coupon Periods | |
| Coupon (tag 70) | 0.000000 |
| Coupon Type Code (tag 97) | Variable Rate |
| Day Count Basis (tag 471) | ACT/360 |
| Payment Frequency (tag 2287) | Quarterly |
| Payment Frequency Code (tag 472) | 3_M |
| Business Day Convention (tag 1536) | Modified Business Day - Adjusted |
| Day of Month Override (tag 1533) | |
Interest Payment Timing (tag 1523) | Same Day of Month |
| Long Term Debt Dates | |
| Issue Price (tag 69) | 100.00000000 |
| Issue Date (tag 68) | 20030731 |
| Dated Date (tag 1183) | 20030731 |
| First Coupon Date (tag 473) | 20031030 |
| Last Coupon Date (tag 474) | 20040430 |
| Maturity Date (tag 38) | 20040729 |
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) | No |
| Convertible Indicator (tag 1531) | No |
| Call Flag (tag 1182) | No |
| Put Flag (tag 1546) | No |
| Sink Flag (tag 1780) | No |
Asset ID | Effective Date | Variable Rate | Schedule Period Types |
|---|---|---|---|
93933EEC6 | 20030731 | 1.106250 | Quarterly |
93933EEC6 | 20031030 | 1.159380 | Quarterly |
93933EEC6 | 20040130 | 1.110000 | Quarterly |
Sample Security
able.
| Long Term Debt Identification | |
| Issue Name (tag 961) | AMERICAN EXP CENTURION |
| Issue Description (tag 962) | AMERICAN EXP CENTURION |
| Ticker (tag 13) | |
| CUSIP/SEDOL Check Digit Control Flag (tag 2292) | Validate Check Digit |
| Primary Asset ID Type (tag 1432) | CUSIP |
| Primary Asset ID (tag 14) | 02581FVG1 |
| Alt Asset ID Type (tag 5501) | |
| Alt Asset ID (tag 1795) | |
| Long Term Debt Xreference Identification | |
| ISIN (tag 1955) | US02581FVG17 |
| Sedol (tag 1958) | |
| Reuters (tag 1961) | |
| Bloomberg ID (tag 1964) | ED3610182 |
| 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) | DBIBFD (Interest Bearing Debt Instrument) |
| Security Type (tag 82) | US DOMESTIC (US DOMESTIC) |
| 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) | UNITED STATES |
| Country Of Risk Code (tag 10536) | US (UNITED STATES) |
| Issue Country (tag 1418) | UNITED STATES |
| Issue Country Code (tag 2290) | US (UNITED STATES) |
| Asset Currency (tag 85) | USD |
| Settlement Currency (tag 63) | USD |
| Income Currency (tag 1186) | USD |
| Issue Tax Type (tag 668) | STANDARD |
| Primary Exchange (tag 2291) | NEW YORK STOCK EXCHANGE |
| Primary Exchange Code (tag 17) | NYSE (NEW YORK STOCK EXCHANGE) |
| Region (tag 5423) | |
| State Code (tag 1343) | |
| Amount Issued (tag 1537) | 200,000.0000 |
| Amount Outstanding (tag 3130) | 200,000.0000 |
| Muni Industry Classification (tag 3130) | |
SIC Code (tag 1789) | |
| Long Term Debt Coupon Periods | |
| Coupon (tag 70) | 1.120000 |
| Coupon Type Code (tag 97) | Variable Rate |
| Day Count Basis (tag 471) | ACT/360 |
| Payment Frequency (tag 2287) | Monthly |
| Payment Frequency Code (tag 472) | 1_M |
| Business Day Convention (tag 1536) | Modified Business Day - Adjusted |
| Day of Month Override (tag 1533) | |
Interest Payment Timing (tag 1523) | |
| Long Term Debt Dates | |
| Issue Price (tag 69) | 100.00000000 |
| Issue Date (tag 68) | 20030305 |
| Dated Date (tag 1183) | 20030305 |
| First Coupon Date (tag 473) | 20040404 |
| Last Coupon Date (tag 474) | 20060203 |
| Maturity Date (tag 38) | 20060303 |
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) | No |
| Convertible Indicator (tag 1531) | No |
| Call Flag (tag 1182) | No |
| Put Flag (tag 1546) | No |
| Sink Flag (tag 1780) | No |
Effective Date | Variable Rate | Schedule Period Types |
|---|---|---|
20030305 | 1.130000 | Monthly |
20030405 | 1.120000 | Monthly |
0 Comments