Generic SMF Example for smf_generic
- Natalie Gesin (Deactivated)
- Alexey Chunikhin
- Kinga Huszno
- Dmitry Donosiyan (Unlicensed)
Owned by Natalie Gesin (Deactivated)
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlType="ReferenceTransactionMessage" eaglemlVersion="2-0" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">
<referenceTransaction>
<genericSMF>
<objectType>GenericSMF</objectType>
<objectId>GenericSMF</objectId>
<objectDescription>SMF</objectDescription>
<sourceName>EAGLE PACE</sourceName>
<updateSource>OMAMIN</updateSource>
<effectiveDate>2015-06-01</effectiveDate>
<languageId>0</languageId>
<tagNochangecase>N</tagNochangecase>
<preserveNull>N</preserveNull>
<noLoadValidationFlag>N</noLoadValidationFlag>
<accountingValidationFlag>N</accountingValidationFlag>
<primaryAssetId>EM9EM1EM3</primaryAssetId>
<primaryAssetType>CLIENT</primaryAssetType>
<altAssetIdAndType>
<instrumentId>TSR89A</instrumentId>
<instrumentIdType>CINSID</instrumentIdType>
</altAssetIdAndType>
<issueName>EagleML Gen SMF EQ EQCSCS</issueName>
<unicodeIssueName>StrX</unicodeIssueName>
<issueDescription>StrX</issueDescription>
<ticker>ELKTST99</ticker>
<cusip>EMLGEQCS9</cusip>
<cusipPay/>
<cusipReceive/>
<isin>ISIN_9</isin>
<sedol>SEDOL_9</sedol>
<reuters/>
<bloombergId>TSR89A</bloombergId>
<sicovmId>TSR891</sicovmId>
<valorenId>T829A</valorenId>
<cedel>CEDEL_9</cedel>
<internalId>TSTR219A</internalId>
<cinsId>TSTR896</cinsId>
<xrefIdentifiers>
<xId1>
<xId>EM9EM1EM3</xId>
<xIdType>CLIENT</xIdType>
</xId1>
<xId2>
<xId>TSR89A</xId>
<xIdType>CINSID</xIdType>
</xId2>
</xrefIdentifiers>
<_989Flag>N</_989Flag>
<accrualMethod/>
<altAssetId>EMLEQ9</altAssetId>
<altAssetIdType>BBID</altAssetIdType>
<altSecurityType/>
<amortInd/>
<amortizationParValue>123.456</amortizationParValue>
<annualDividend>123.456</annualDividend>
<businessday>AD</businessday>
<callable/>
<callPutFlag>CALL</callPutFlag>
<compoundFlag>N</compoundFlag>
<contractsize>123.456</contractsize>
<couponFreqCode/>
<currencyCode>USD</currencyCode>
<dayType>1_B</dayType>
<defaultThreshold>123.456</defaultThreshold>
<deflationProtectMaturity>S</deflationProtectMaturity>
<dlvCategory/>
<drdEligible>ELIGIBLE</drdEligible>
<dualCurConvFactor>123.456</dualCurConvFactor>
<dualCurrencyIndicator/>
<eventAcceleration/>
<fiCouponDayOfMonth>123.456</fiCouponDayOfMonth>
<fidZeroCpn/>
<fiExtAccrualPeriod/>
<fiExtBaseLevelDate>2015-06-01</fiExtBaseLevelDate>
<fiExtCallType/>
<fiExtConduit/>
<fiExtConvertibleFlag>N</fiExtConvertibleFlag>
<fiExtCounty/>
<fiExtCoupFreq/>
<fiExtDateConv/>
<fiExtDeal/>
<fiExtDelayConv/>
<fiExtEmbeddedOption/>
<fiExtEndAdjFlag>N</fiExtEndAdjFlag>
<fiExtFirstPrinDt/>
<fiExtFirstResetCapPct>123.456</fiExtFirstResetCapPct>
<fiExtFirstResetFlavor/>
<fiExtFirstResFloorPct>123.456</fiExtFirstResFloorPct>
<fiExtGrossMargin>123.456</fiExtGrossMargin>
<fiExtIndexResetTerm>123.456</fiExtIndexResetTerm>
<fiExtIndxLookback>123.456</fiExtIndxLookback>
<fiExtMaxCallNotice>123.456</fiExtMaxCallNotice>
<fiExtMinCallNotice>123.456</fiExtMinCallNotice>
<fiExtMinLotSize>123.456</fiExtMinLotSize>
<fiExtMultiOrigFl>123.456</fiExtMultiOrigFl>
<fiExtMuniInd/>
<fiExtMuniPf/>
<fiExtNegAmCap>123.456</fiExtNegAmCap>
<fiExtOidPrice>123.456</fiExtOidPrice>
<fiExtOrigLifeCap>123.456</fiExtOrigLifeCap>
<fiExtOrigLifeFloor>123.456</fiExtOrigLifeFloor>
<fiExtOrigNetMargin>123.456</fiExtOrigNetMargin>
<fiExtOrigTerm>123.456</fiExtOrigTerm>
<fiExtPayCap>123.456</fiExtPayCap>
<fiExtPcDayConv/>
<fiExtPdAols>123.456</fiExtPdAols>
<fiExtPdGeoPct>123.456</fiExtPdGeoPct>
<fiExtPdGeoState/>
<fiExtPdGrossMargin>123.456</fiExtPdGrossMargin>
<fiExtPdMosToRoll>123.456</fiExtPdMosToRoll>
<fiExtPdNetMargin>123.456</fiExtPdNetMargin>
<fiExtPdWaolt>123.456</fiExtPdWaolt>
<fiExtPmtAdjMeth/>
<fiExtPmtCal/>
<fiExtPmtFreqType/>
<fiExtPmtLocation/>
<fiExtPricing/>
<fiExtPrinFloor/>
<fiExtProgCode/>
<fiExtProgCodeSub/>
<fiExtPutNotifMaxDays>12</fiExtPutNotifMaxDays>
<fiExtPutNotifMinDays>3</fiExtPutNotifMinDays>
<fiExtPutType/>
<fiExtRecoveryRate>123.456</fiExtRecoveryRate>
<fiExtRestructInd/>
<fiExtSalIndustry/>
<fiExtSettleCal/>
<fiExtSettleLocation/>
<fiExtSinkMandatory/>
<fiExtStructure/>
<fiIssueAmount>123.456</fiIssueAmount>
<firstIncomeDate>2015-06-01</firstIncomeDate>
<fundGeoFocus/>
<fundIndustryFocus/>
<fundMaturityBandFocus>123.456</fundMaturityBandFocus>
<fundMgmtStyle/>
<fundMktCapFocus/>
<fundRtgClassFocus/>
<futureClass>F</futureClass>
<futureCode>1</futureCode>
<fwdSecExistFlag>N</fwdSecExistFlag>
<fxFixingBusDayConv/>
<fxFixingBusinessCenter/>
<fxFixingDtRelativeTo/>
<fxFixingPeriod/>
<fxFixingPeriodDtType/>
<fxFixingPeriodMultipl>123.456</fxFixingPeriodMultipl>
<fxRateType/>
<gicsName/>
<hubTag>123.456</hubTag>
<inflationCalcMethod>ACT_3M</inflationCalcMethod>
<initExchgPrin/>
<lastIncomeDate>2015-06-01</lastIncomeDate>
<LASTTRADEDATE>2015-06-01</LASTTRADEDATE>
<lastUpdateDate>2015-06-01</lastUpdateDate>
<latestAnnCompanyFiling>CG</latestAnnCompanyFiling>
<latestFullPeriodEndDate>2015-06-01</latestFullPeriodEndDate>
<liquidFlag>N</liquidFlag>
<lpAcctMethod/>
<lpAcctRepFreq/>
<lpAcctRepType/>
<lpAcquisitionDate>2015-06-01</lpAcquisitionDate>
<lpAdvisoryCommMember/>
<lpAffiliateCode/>
<lpAffiliateName/>
<lpAssetClass/>
<lpCloseFlag>N</lpCloseFlag>
<lpCollateralType/>
<lpCompanyConsolidated/>
<lpConsolidatedFund/>
<lpDealEndDate>2015-06-01</lpDealEndDate>
<lpDefaultProbability>123.456</lpDefaultProbability>
<lpFedTaxId/>
<lpFinancialInterest/>
<lpForecastCategory/>
<lpGaapFootnoteCategory/>
<lpGpCountry/>
<lpIntOwned/>
<lpInvestmentArea/>
<lpInvestmentProdType/>
<lpLawyerCode/>
<lpLesseeCode/>
<lpLocationCode/>
<lpNonAdmitted/>
<lpPartnershipClass/>
<lpPartnershipStructure/>
<lpRelshipContactCode/>
<lpResponsibleDeptCode/>
<lpStatAnnualStatement/>
<lpStateTaxId/>
<lpStrategyType/>
<lpSyndicator/>
<lpTermYears>2</lpTermYears>
<lpYearOfOrigination>123.456</lpYearOfOrigination>
<matDate>2015-06-01</matDate>
<mlDscrNext12>123.456</mlDscrNext12>
<mlDscrNext12Date>2015-06-01</mlDscrNext12Date>
<mlDscrTrail12>123.456</mlDscrTrail12>
<mlDscrTrail12Date>2015-06-01</mlDscrTrail12Date>
<mlLcgPct>123.456</mlLcgPct>
<mlLoanToValue>123.456</mlLoanToValue>
<mlStrategy/>
<muniLongIndustryTyp/>
<muniMinTax/>
<nraTaxCountry>US</nraTaxCountry>
<ntlVarFixed/>
<nxtRefixDt/>
<oidBond>50</oidBond>
<optiondescr>S</optiondescr>
<paymentThreshold>123.456</paymentThreshold>
<POINTSIZE>123.456</POINTSIZE>
<principalCurrencyDc/>
<puttable/>
<reImpaired/>
<reNetLeasableArea/>
<rePropertyType/>
<RESETLAGDAYSTYPE/>
<reStatisticalDiv/>
<reUnitOfMeasure/>
<reUnits>123.456</reUnits>
<sec144aFlag>N</sec144aFlag>
<secExtAssetBenchmark/>
<secExtAssetStatus/>
<secExtCdInstmtType/>
<secExtChangeDt/>
<secExtGranularityCat/>
<secExtLiquidity/>
<secExtModifiedBy/>
<secExtPricingCusip/>
<secExtRemicEligibleInd/>
<secExtReviewedBy/>
<secExtRoundFlag>N</secExtRoundFlag>
<secExtSmSecType/>
<secExtWiFlag>N</secExtWiFlag>
<securityDesc2/>
<sequence>530946</sequence>
<settlementRateOption/>
<sicName>REITS</sicName>
<sinkFund/>
<smDELAYDAYSTYPE/>
<smdeSecurityType>MF</smdeSecurityType>
<smExchange/>
<smExpirationDate>2015-06-01</smExpirationDate>
<smIncomeCurrency/>
<smTradingUnit>123.456</smTradingUnit>
<smZeroCpn>N</smZeroCpn>
<tag8087/>
<tagList/>
<totalCapIssueDate>2015-06-01</totalCapIssueDate>
<transType>PMT</transType>
<varMargin/>
<varMarginRule>123.456</varMarginRule>
<whichTables/>
<xrefExchange>B</xrefExchange>
<primaryExchange>ALL</primaryExchange>
<primaryExchangeCode>XNYS</primaryExchangeCode>
<assetCurrency>USD</assetCurrency>
<assetResolutionOption>ALL</assetResolutionOption>
<battingOrder>xId1</battingOrder>
<historyOnlyFlag>N</historyOnlyFlag>
<spokeCheckFlag>920860</spokeCheckFlag>
<inactiveFlag>N</inactiveFlag>
<vendorModeFlag>V</vendorModeFlag>
<updateMasterTablesFlag>N</updateMasterTablesFlag>
<validationProcessFlag>N</validationProcessFlag>
<authorizeFlag>N</authorizeFlag>
<hybridFlag>N</hybridFlag>
<createEagleSyntheticFlag>N</createEagleSyntheticFlag>
<copyForwardOptions>COMP</copyForwardOptions>
<copyForwardSource/>
<fieldCompareFlag>N</fieldCompareFlag>
<investmentType>EQ</investmentType>
<investmentDescription>NEW</investmentDescription>
<processingSecurityType>EQCSCS</processingSecurityType>
<processingSecurityTypeContract>24</processingSecurityTypeContract>
<securityType>CS</securityType>
<securitySubType>10</securitySubType>
<altSecurityMinorType>SENIOR</altSecurityMinorType>
<securityType2>1</securityType2>
<settlementCurrency>USD</settlementCurrency>
<incomeCurrency>MXN</incomeCurrency>
<quantityType>SHARES</quantityType>
<priceMultiplier>1</priceMultiplier>
<quantityScale>1</quantityScale>
<issueCountry>USA</issueCountry>
<issueCountryCode>US</issueCountryCode>
<countryOfRisk>USA</countryOfRisk>
<countryOfRiskCode>US</countryOfRiskCode>
<issueTaxType>STOCK</issueTaxType>
<createDate>2014-04-21</createDate>
<announcementDate>2015-05-21</announcementDate>
<region>NEWENGLAND</region>
<erisaindicator>Y</erisaindicator>
<releaseStatus>0</releaseStatus>
<updateType>N</updateType>
<sicCode>FJU</sicCode>
<countryofIncorporationCode>US</countryofIncorporationCode>
<_144AEligibleIndicator>Y</_144AEligibleIndicator>
<restrictedIndicator>N</restrictedIndicator>
<multiListedIndicator>N</multiListedIndicator>
<oIDIndicator>N</oIDIndicator>
<lookThroughIndicator>P</lookThroughIndicator>
<lookThroughValue>22</lookThroughValue>
<daysToSettle>454.406</daysToSettle>
<gicsSector>35</gicsSector>
<gicsSectorName>NAME1</gicsSectorName>
<gicsIndustryGroup>2010</gicsIndustryGroup>
<gicsIndustryGroupName>19</gicsIndustryGroupName>
<gicsIndustry>453010</gicsIndustry>
<gicsIndustryName>20</gicsIndustryName>
<gicsSubIndustry>TSR8658646821</gicsSubIndustry>
<gicsSubIndustryName>28</gicsSubIndustryName>
<gicsOverrideIndustry>22</gicsOverrideIndustry>
<gicsOverrideIndustryGrp>23</gicsOverrideIndustryGrp>
<gicsOverrideSector>24</gicsOverrideSector>
<gicsOverrideSubIndustry>25</gicsOverrideSubIndustry>
<userGroupChar1>C</userGroupChar1>
<userGroupChar2>C</userGroupChar2>
<userGroupChar3>C</userGroupChar3>
<userGroupChar4>C</userGroupChar4>
<userGroupChar5>C</userGroupChar5>
<userGroupChar6>C</userGroupChar6>
<userGroupChar7>C</userGroupChar7>
<userGroupChar8>C</userGroupChar8>
<userGroupChar9>C</userGroupChar9>
<userGroupChar10>C</userGroupChar10>
<userGroupChar11>C</userGroupChar11>
<userGroupChar12>C</userGroupChar12>
<userGroupChar13>C</userGroupChar13>
<userGroupChar14>C</userGroupChar14>
<userGroupChar15>C</userGroupChar15>
<userGroupChar16>C</userGroupChar16>
<userGroupChar17>C</userGroupChar17>
<userGroupChar18>C</userGroupChar18>
<userGroupChar19>C</userGroupChar19>
<userGroupChar20>C</userGroupChar20>
<userGroupChar21>C</userGroupChar21>
<userGroupChar22>C</userGroupChar22>
<userGroupChar23>C</userGroupChar23>
<userGroupChar24>C</userGroupChar24>
<userGroupChar25>C</userGroupChar25>
<userGroup1>USD</userGroup1>
<userGroup2>StrX</userGroup2>
<userGroup3>StrX</userGroup3>
<userGroup4>StrX</userGroup4>
<userGroup5>StrX</userGroup5>
<userGroup6>StrX</userGroup6>
<userGroup7>StrX</userGroup7>
<userGroup8>StrX</userGroup8>
<userGroup9>StrX</userGroup9>
<userGroup10>StrX</userGroup10>
<userGroup11>StrX</userGroup11>
<userGroup12>StrX</userGroup12>
<userGroup13>StrX</userGroup13>
<userGroup14>StrX</userGroup14>
<userGroup15>StrX</userGroup15>
<userGroup16>StrX</userGroup16>
<userGroup17>StrX</userGroup17>
<userGroup18>StrX</userGroup18>
<userGroup19>G19</userGroup19>
<userGroup20>G20</userGroup20>
<userGroup21>G21</userGroup21>
<userGroup22>G22</userGroup22>
<userGroup23>G23</userGroup23>
<userGroup24>G24</userGroup24>
<userGroupDesc1>G01</userGroupDesc1>
<userGroupDesc2>G02</userGroupDesc2>
<userGroupDesc3>G03</userGroupDesc3>
<userGroupDesc4>G04</userGroupDesc4>
<userGroupDesc5>G05</userGroupDesc5>
<userGroupDesc6>G06</userGroupDesc6>
<userGroupDesc7>G07</userGroupDesc7>
<userGroupDesc8>G08</userGroupDesc8>
<userGroupDesc9>G09</userGroupDesc9>
<userGroupDesc10>G10</userGroupDesc10>
<userGroupDesc11>G11</userGroupDesc11>
<userGroupDesc12>G12</userGroupDesc12>
<userGroupDesc13>G13</userGroupDesc13>
<userGroupDesc14>G14</userGroupDesc14>
<userGroupDesc15>G15</userGroupDesc15>
<userGroupDesc16>G16</userGroupDesc16>
<userGroupDesc17>G17</userGroupDesc17>
<userGroupDesc18>G18</userGroupDesc18>
<userGroupDesc19>G19</userGroupDesc19>
<userGroupFloat1>289.386</userGroupFloat1>
<userGroupFloat2>597.148</userGroupFloat2>
<userGroupFloat3>974.645</userGroupFloat3>
<userGroupFloat4>557.533</userGroupFloat4>
<userGroupFloat5>518.009</userGroupFloat5>
<userGroupFloat6>223.19</userGroupFloat6>
<userGroupFloat7>866.345</userGroupFloat7>
<userGroupFloat8>974.553</userGroupFloat8>
<userGroupFloat9>840.492</userGroupFloat9>
<userGroupFloat10>948.791</userGroupFloat10>
<userGroupSector1>G01</userGroupSector1>
<userGroupSector2>G02</userGroupSector2>
<userGroupSector3>G03</userGroupSector3>
<userGroupSector4>G04</userGroupSector4>
<userGroupSector5>G05</userGroupSector5>
<userGroupSector6>G06</userGroupSector6>
<userGroupSector7>G07</userGroupSector7>
<userGroupSector8>G08</userGroupSector8>
<userGroupSector9>G09</userGroupSector9>
<userGroupSector10>G10</userGroupSector10>
<userGroupSector11>G11</userGroupSector11>
<userGroupSector12>G12</userGroupSector12>
<userGroupSector13>G13</userGroupSector13>
<userGroupSector14>G14</userGroupSector14>
<userGroupSector15>G15</userGroupSector15>
<userGroupDate1>2015-05-21</userGroupDate1>
<userGroupDate2>2015-05-21</userGroupDate2>
<userGroupDate3>2015-05-21</userGroupDate3>
<userGroupDate4>2015-05-21</userGroupDate4>
<userGroupDate5>2015-05-21</userGroupDate5>
<userGroupDate6>2015-05-21</userGroupDate6>
<userGroupDate7>2015-05-21</userGroupDate7>
<userGroupDate8>2015-05-21</userGroupDate8>
<userGroupDate9>2015-05-21</userGroupDate9>
<userGroupDate10>2015-05-21</userGroupDate10>
<userGroupDate11>2015-05-21</userGroupDate11>
<userGroupDate12>2015-05-21</userGroupDate12>
<userGroupDate13>2015-05-21</userGroupDate13>
<userGroupDate14>2015-05-21</userGroupDate14>
<userGroupDate15>2015-05-21</userGroupDate15>
<userGroupDate16>2015-05-21</userGroupDate16>
<userGroupDate17>2015-05-21</userGroupDate17>
<userGroupDate18>2015-05-21</userGroupDate18>
<userGroupDate19>2015-05-21</userGroupDate19>
<userGroupDate20>2015-05-21</userGroupDate20>
<userGroupDate21>2015-05-21</userGroupDate21>
<userGroupDate22>2015-05-21</userGroupDate22>
<userGroupDate23>2015-05-21</userGroupDate23>
<userGroupDate24>2015-05-21</userGroupDate24>
<sectALevel1Code>0</sectALevel1Code>
<sectALevel2Code>0</sectALevel2Code>
<sectALevel3Code>0</sectALevel3Code>
<sectALevel4Code>0</sectALevel4Code>
<sectALevel5Code>0</sectALevel5Code>
<sectBLevel1Code>0</sectBLevel1Code>
<sectBLevel2Code>0</sectBLevel2Code>
<sectBLevel3Code>0</sectBLevel3Code>
<sectBLevel4Code>0</sectBLevel4Code>
<sectBLevel5Code>0</sectBLevel5Code>
<sectCLevel1Code>0</sectCLevel1Code>
<sectCLevel2Code>0</sectCLevel2Code>
<sectCLevel3Code>0</sectCLevel3Code>
<sectCLevel4Code>0</sectCLevel4Code>
<sectCLevel5Code>0</sectCLevel5Code>
<sectDLevel1Code>D_1</sectDLevel1Code>
<sectDLevel2Code>D_2</sectDLevel2Code>
<sectDLevel3Code>D_3</sectDLevel3Code>
<sectDLevel4Code>D_4</sectDLevel4Code>
<sectDLevel5Code>D_5</sectDLevel5Code>
<sectAAssetClass>Collectibles</sectAAssetClass>
<sectBAssetClass>Cash</sectBAssetClass>
<sectCAssetClass>Cash</sectCAssetClass>
<sectAFlag>N</sectAFlag>
<sectAIndClass>AQ78</sectAIndClass>
<sectAIssuerType>Sector basis</sectAIssuerType>
<sectASubType>Growth</sectASubType>
<sectBFlag>N</sectBFlag>
<sectBIndClass>CD30</sectBIndClass>
<sectBIssuerType>DESI</sectBIssuerType>
<sectBSubType>Growth</sectBSubType>
<sectCFlag>N</sectCFlag>
<sectCIndClass>D86</sectCIndClass>
<sectCIssuerType>Bonds</sectCIssuerType>
<sectCSubType>Growth</sectCSubType>
<sectDFlag>N</sectDFlag>
<sectDIndClass>JW97</sectDIndClass>
<sectDIssuerType>Unlisted</sectDIssuerType>
<sectDSubType>Growth</sectDSubType>
<sectDAssetClass>Equities</sectDAssetClass>
<privateRegistrationRights>N</privateRegistrationRights>
<putCallIndicator>CALL</putCallIndicator>
<poolNumber>StrX</poolNumber>
<dtcEligibleFlag>N</dtcEligibleFlag>
<securityDesc>EQUITY</securityDesc>
<term>814.377</term>
<expirationDate>2015-05-21</expirationDate>
<settlementMethod>F</settlementMethod>
<variationMarginFlag>N</variationMarginFlag>
<variationMarginRule>378880</variationMarginRule>
<featureCode>1</featureCode>
<futureCode>1</futureCode>
<multiPremInd>Y</multiPremInd>
<annexDate>2015-05-21</annexDate>
<baseLeg>AZ</baseLeg>
<barrierEnd>2015-05-21</barrierEnd>
<barrierStart>2015-05-21</barrierStart>
<brokerCode>EAGLE</brokerCode>
<brokerName>FAV</brokerName>
<contractMonth>456.386</contractMonth>
<contractTickerPrefix>PFX</contractTickerPrefix>
<contractYear>867.956</contractYear>
<payoutCurrency>AOA</payoutCurrency>
<divFraction>121.613</divFraction>
<deliverableObligationCategory>D</deliverableObligationCategory>
<obligationAccelerationEventFlag>N</obligationAccelerationEventFlag>
<eventBankruptcy>N</eventBankruptcy>
<eventDefault>R</eventDefault>
<eventFailurePay>N</eventFailurePay>
<eventNotice>G</eventNotice>
<eventRepudiation>Y</eventRepudiation>
<eventRestruct>W</eventRestruct>
<incomePayment>O</incomePayment>
<noticeOfPhysical>Q</noticeOfPhysical>
<notifyingParty>N</notifyingParty>
<notionalAmount>866.632</notionalAmount>
<variablevsFixedNotionalIndicator>N</variablevsFixedNotionalIndicator>
<restructSupplement>D</restructSupplement>
<tickerPrefix>AZ</tickerPrefix>
<amereuro>AMERICAN</amereuro>
<barrierType>FN</barrierType>
<deliveryDate>2015-05-21</deliveryDate>
<knockoutHigh>270.928</knockoutHigh>
<knockoutLow>109.786</knockoutLow>
<notionalResetIndicator>N</notionalResetIndicator>
<optionalExerciseType>N</optionalExerciseType>
<payLegCompoundingIndicator>N</payLegCompoundingIndicator>
<strikeRate>817.495</strikeRate>
<tickValue>655.407</tickValue>
<contractSize>978.158</contractSize>
<tradingFlat>N</tradingFlat>
<underlyingValueType>B</underlyingValueType>
<notionalFace>779.392</notionalFace>
<flagIndexRound>N</flagIndexRound>
<cdsType>57</cdsType>
<payNotionalAmt>113.116</payNotionalAmt>
<recNotionalAmt>209.395</recNotionalAmt>
<payInitExchgPrinAmt>319.915</payInitExchgPrinAmt>
<recInitExchgPrinAmt>216.469</recInitExchgPrinAmt>
<initExchgPrinAmt>706.543</initExchgPrinAmt>
<adrAdrPerSh>294.561</adrAdrPerSh>
<adrShPerAdr>587.968</adrShPerAdr>
<amortizationIndicator/>
<indAmt>138.519</indAmt>
<indAmtCalcType>18</indAmtCalcType>
<indAmtComment>Sample</indAmtComment>
<indAmtStartDate>2015-05-21</indAmtStartDate>
<indAmtStopDate>2015-05-21</indAmtStopDate>
<ntlAmortTiming>2</ntlAmortTiming>
<offset>417.752</offset>
<payCurrency>EUR</payCurrency>
<referenceEntity>R2009B</referenceEntity>
<referencePrice>927.039</referencePrice>
<referenceType>WS</referenceType>
<actualExpirationDate>2015-05-21</actualExpirationDate>
<amt0>172.211</amt0>
<amt1>403.106</amt1>
<averageprice>291.978</averageprice>
<averagingenddate>2015-05-21</averagingenddate>
<averagingstartdate>2015-05-21</averagingstartdate>
<budgetrate>800.555</budgetrate>
<buysell>B</buysell>
<conversionFactor>484.825</conversionFactor>
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<delta>821.768</delta>
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<hedgevbudget>184.296</hedgevbudget>
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<intPaymentIndicator>N</intPaymentIndicator>
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<optiondescr>S</optiondescr>
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<pool>1</pool>
<premium>556.354</premium>
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<putCallFlag>CALL</putCallFlag>
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<underlyingCusip>UST</underlyingCusip>
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<underlyingTicker>U</underlyingTicker>
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<adjustedFlag>N</adjustedFlag>
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<underlyingSecid>U</underlyingSecid>
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<swapFeePaid>C</swapFeePaid>
<swapSettleCurrency>DDM</swapSettleCurrency>
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<knockinLow>321.438</knockinLow>
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<analystCode>C</analystCode>
<endAdjFlag>N</endAdjFlag>
<resetFreqDtl>6_M</resetFreqDtl>
<adrAdsGdrFlag>ADR</adrAdsGdrFlag>
<strikePrice>264.065</strikePrice>
<callIndicator>N</callIndicator>
<putIndicator>N</putIndicator>
<isStructuredAsset/>
<parAmount>227.897</parAmount>
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<accountant>A</accountant>
<accountId>TS210</accountId>
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<closedEndFundFlag>N</closedEndFundFlag>
<couponFractionalIndicator>N</couponFractionalIndicator>
<couponMonth>1</couponMonth>
<cusipChange>N</cusipChange>
<defPriceSource>DEF</defPriceSource>
<dummySwitch>N</dummySwitch>
<foreignSharesFlag>N</foreignSharesFlag>
<isissuercorrect>B</isissuercorrect>
<smIssuerId>ON</smIssuerId>
<issuerInd>TR826574A</issuerInd>
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<issueId>TSR80A</issueId>
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<minorInd>N</minorInd>
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<payVrrstadj>CG</payVrrstadj>
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<recPrinCurr>CAD</recPrinCurr>
<recVrrstbase>DO</recVrrstbase>
<recVrrstdadj>DI</recVrrstdadj>
<redemptionCurrency>USD</redemptionCurrency>
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<tier2Ind>4200</tier2Ind>
<userTag>971060</userTag>
<coaName>STAR</coaName>
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<startdate>2015-05-21</startdate>
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<ttscreateuser>TT_USER</ttscreateuser>
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<crossown>999.229</crossown>
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<copyOfStmtToCustAddr>COPY STMT CUST</copyOfStmtToCustAddr>
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<secRestrict>SEC R</secRestrict>
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<warrantSettlementCurrency>RUB</warrantSettlementCurrency>
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<FixedIncomeModel>
<stateCode>IN</stateCode>
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<issueDate>2015-05-21</issueDate>
<datedDate>2015-05-21</datedDate>
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<marketIssue>Y</marketIssue>
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<isMtn>N</isMtn>
<putTyp>7</putTyp>
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<convertibleIndicator>N</convertibleIndicator>
<sinkFundIndicator>N</sinkFundIndicator>
<uSFederalTaxIndicator>N</uSFederalTaxIndicator>
<amtIndicator>N</amtIndicator>
<insuredIndicator>N</insuredIndicator>
<defaultIndicator>N</defaultIndicator>
<defaultDate>2015-05-21</defaultDate>
<ioPoIndicator>I</ioPoIndicator>
<eusdEligible>N</eusdEligible>
<financialInnovation>N</financialInnovation>
<govtBondIndicator>N</govtBondIndicator>
<timeSensitiveIndicator>N</timeSensitiveIndicator>
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<underwriter>DUMMY</underwriter>
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<prplFlag>N</prplFlag>
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<resetDayIndicator>N</resetDayIndicator>
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<seasoned>N</seasoned>
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<attachedTreasury>FRS</attachedTreasury>
<basisInd>N</basisInd>
<bradyBond>BV</bradyBond>
<callPartial>N</callPartial>
<dtm>751.989</dtm>
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<fiIncomeCurrency>USD</fiIncomeCurrency>
<insurer>TA</insurer>
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<matrixPricingCategory>3</matrixPricingCategory>
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<matYears>973.053</matYears>
<obligor>BIVANOV</obligor>
<onOffRun>24</onOffRun>
<outstandingAmount>132.71</outstandingAmount>
<principalCurrency>P</principalCurrency>
<principalType>U</principalType>
<redemptionCode>51</redemptionCode>
<redemptionFlag>N</redemptionFlag>
<fiSinkFreq>9</fiSinkFreq>
<spreadToTreasury>796.322</spreadToTreasury>
<taxStatusDescrip>D</taxStatusDescrip>
<variableRateAdj>630.128</variableRateAdj>
<varRateFreqCode>1_M</varRateFreqCode>
<varRateTypeCode>46</varRateTypeCode>
<floaterMultiple>238620</floaterMultiple>
<couponWeekOfMonth>774153</couponWeekOfMonth>
<rstBusinesDayConvention>A</rstBusinesDayConvention>
<resetInverseFlag>N</resetInverseFlag>
<resetLagBusinessDays>7</resetLagBusinessDays>
<resetLockoutBusinessDays>29</resetLockoutBusinessDays>
<resetLockoutDays>364987</resetLockoutDays>
<resetMarginMultFlag>N</resetMarginMultFlag>
<resetWeekOfMonth>896402</resetWeekOfMonth>
<proRataSink>D</proRataSink>
<lotteryBondFlag>N</lotteryBondFlag>
<wam2a7>D</wam2a7>
<marginSecurityAlias>245813</marginSecurityAlias>
<undlSecAliasConvBond>731930</undlSecAliasConvBond>
<undlSecAlInflLinkBond>678243</undlSecAlInflLinkBond>
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<maturityDelayDaysType>B</maturityDelayDaysType>
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<secondCouponExDate>2015-05-21</secondCouponExDate>
<basicSpread>436.894</basicSpread>
<brady>S</brady>
<bullet>D</bullet>
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<calledDt>2015-05-21</calledDt>
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<convertible>N</convertible>
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<sinkable>N</sinkable>
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<xoRedempFlag>N</xoRedempFlag>
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<guaranteedInvestContract>N5</guaranteedInvestContract>
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<secondStepCpnChangeDate>2015-05-21</secondStepCpnChangeDate>
<sinkingFundExpired>N</sinkingFundExpired>
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<stateOfTheRegistrar>AK</stateOfTheRegistrar>
<stateOfTheTrustee>MA</stateOfTheTrustee>
<stateOfTheUnderwriter>US</stateOfTheUnderwriter>
<superSinker>A</superSinker>
<thirdCpnInStepSchedule>126.69</thirdCpnInStepSchedule>
<wasPartiallyCalled>N</wasPartiallyCalled>
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<muniCorpObligor3>MUNI_CORP_OBLIGOR_3</muniCorpObligor3>
<muniFormalAwardDate>2018-07-10</muniFormalAwardDate>
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<muniObligor3Type>MUNI_OBLIGOR_3_TYPE</muniObligor3Type>
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<muniPutTimingIndicator>MUNI_PUT_TIMING_INDICATOR</muniPutTimingIndicator>
<muniRecentRedemptionAmount>476.904</muniRecentRedemptionAmount>
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<muniRecentRedemptionPrice>255.955</muniRecentRedemptionPrice>
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<muniTrustId>MUNI_TRUST_ID</muniTrustId>
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<remarketingAgent>REMARKETING_AGENT</remarketingAgent>
<spaProviderIdBloombergCo>268353</spaProviderIdBloombergCo>
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<fxRateType>FX_RATE_TYPE</fxRateType>
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<fxFixingDtRelativeTo>FX_FIXING_DT_RELATIVE_TO</fxFixingDtRelativeTo>
<fixingDtBusinessCenter>FIXING_DT_BUSINESS_CENTER</fixingDtBusinessCenter>
<igFlag>N</igFlag>
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<fixFloatCouponFrequency>10</fixFloatCouponFrequency>
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<mortgageSecuredIndicator>Y</mortgageSecuredIndicator>
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<callType>T</callType>
<conduit>C</conduit>
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<structure>BI</structure>
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<firstResetFlavor>Y</firstResetFlavor>
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<progCode>VN1</progCode>
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<indxLookback>425.376</indxLookback>
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<indexResetTerm>976.347</indexResetTerm>
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<county>USA</county>
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<accrualPeriod>N</accrualPeriod>
<calendarTyp>CALENDAR TYP</calendarTyp>
<deal>35</deal>
<grossMargin>132.284</grossMargin>
<cpnDelayDays>892100</cpnDelayDays>
<cpnDelayDaysType>C</cpnDelayDaysType>
<restructIndicator>N</restructIndicator>
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<SMExtension>
<assetStatus>maintenance</assetStatus>
<changeDate>2015-05-21T03:08:56</changeDate>
<erisaFlag>N</erisaFlag>
<fixedIncomeIndustry>251010</fixedIncomeIndustry>
<prvtPlace>YY</prvtPlace>
<modifiedBy>STSUSER3</modifiedBy>
<reviewedBy>KSPIVAK</reviewedBy>
<smSecType>CMPLX FLOAT</smSecType>
<wiFlag>Y</wiFlag>
<smSecurityType>CS</smSecurityType>
<naicCode>WN</naicCode>
<naicDate>2015-05-21</naicDate>
<naicSymbol>N</naicSymbol>
<naicSymbol2>N</naicSymbol2>
<naicSymbol3>N</naicSymbol3>
<naicMarketCode>DJ</naicMarketCode>
<naicRate>875.589</naicRate>
<liquidity>N</liquidity>
<pricingCusip>PR CUSIP</pricingCusip>
<remicEligibleInd>N</remicEligibleInd>
<cdInstmtType>64</cdInstmtType>
<roundFlag>Y</roundFlag>
<assetBenchmark>undergoin</assetBenchmark>
<granularityCategory>AAA</granularityCategory>
<groupCode>A</groupCode>
<blpYellowKey>49</blpYellowKey>
<corpIssuerEquityTicker>MEO</corpIssuerEquityTicker>
<countryOfIssue>US</countryOfIssue>
<desNotes>D</desNotes>
<dividendRights>WS</dividendRights>
<dtcRegistered>FN</dtcRegistered>
<industryGroup>2510</industryGroup>
<industrySector>35</industrySector>
<industrySubgroup>25301010</industrySubgroup>
<industrySubgroupNumber>25201010</industrySubgroupNumber>
<issuerIndustry>403010</issuerIndustry>
<marketSectorDescription>M</marketSectorDescription>
<smdeNaicCode>CU</smdeNaicCode>
<parentCompany>P</parentCompany>
<priceType>55</priceType>
<redenominationDate>2015-05-21</redenominationDate>
<redenominationMethod>24</redenominationMethod>
<redenominationPrice>869.545</redenominationPrice>
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<rmIndustry>203010</rmIndustry>
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<warrantCurrency>VUV</warrantCurrency>
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<warrantTicker>736923GL9</warrantTicker>
<warrantUnderlyingCurrency>VUV</warrantUnderlyingCurrency>
<warrantUnderlyingCusip>432635WU6</warrantUnderlyingCusip>
<cashEquivFlag>N</cashEquivFlag>
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<fifecFlag>N</fifecFlag>
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<internalManageFlag>N</internalManageFlag>
<newIssueFlag>N</newIssueFlag>
<supraNational>SN</supraNational>
<tia1961Flag>N</tia1961Flag>
<ucitsFlag>N</ucitsFlag>
<unsecuredFlag>N</unsecuredFlag>
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<sedol1CountryIso>US</sedol1CountryIso>
<sedol2CountryIso>US</sedol2CountryIso>
<preRedenomCrncy>JPY</preRedenomCrncy>
<preEuroParAmt>203.187</preEuroParAmt>
<postRedenomCrncy>VUV</postRedenomCrncy>
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<lseSector>45</lseSector>
<lseSegment>3510</lseSegment>
<icbSectorName>I</icbSectorName>
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<icbSubsector>40</icbSubsector>
<icbSupersectorName>Health Care</icbSupersectorName>
<icbSupersector>40</icbSupersector>
<icbIndustryName>Financials</icbIndustryName>
<icbIndustry>303010</icbIndustry>
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<aggBondL2>CA</aggBondL2>
<aggBondL3>CAC</aggBondL3>
<aggBondL4>CACF</aggBondL4>
<redCode>AT</redCode>
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<bloombergSectorCode>BLOOMBERG_SECTOR_CODE</bloombergSectorCode>
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<baselIII>Tier 1</baselIII >
<contingentCapitalIndicator>Y</contingentCapitalIndicator>
<contingentCapitalType>Partial Permanent Write Down</contingentCapitalType>
<contingentCapitalTriggerLevel>120.127</contingentCapitalTriggerLevel>
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<contingentCapitalFloorLevelType>Default</contingentCapitalFloorLevelType>
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<tier1CapitalIndicator>N</tier1CapitalIndicator>
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<ukTaxableFlag>Y</ukTaxableFlag>
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<agency>EEAGLE</agency>
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<cmoSeriesDescription>D</cmoSeriesDescription>
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<delayIndicator>N</delayIndicator>
<floor>113.068</floor>
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<mtgFirstPayRstDt>2015-05-21</mtgFirstPayRstDt>
<mtgFltLastRst>2015-05-21</mtgFltLastRst>
<mtgFltNxtRst>2015-05-21</mtgFltNxtRst>
<mtgGenCprIss>206.775</mtgGenCprIss>
<mtgGenPsaIss>847.99</mtgGenPsaIss>
<mtgGenTicker>828757</mtgGenTicker>
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<mbsChar1>M</mbsChar1>
<mbsChar2>M</mbsChar2>
<mbsChar3>M</mbsChar3>
<mbsChar4>M</mbsChar4>
<mbsChar5>M</mbsChar5>
<mbsChar6>M</mbsChar6>
<mbsChar7>M</mbsChar7>
<mbsChar8>M</mbsChar8>
<mbsChar9>M</mbsChar9>
<mbsChar10>M</mbsChar10>
<mbsDate1>2015-05-21</mbsDate1>
<mbsDate2>2015-05-21</mbsDate2>
<mbsDate3>2015-05-21</mbsDate3>
<mbsDate4>2015-05-21</mbsDate4>
<mbsDate5>2015-05-21</mbsDate5>
<mbsDate6>2015-05-21</mbsDate6>
<mbsDate7>2015-05-21</mbsDate7>
<mbsDate8>2015-05-21</mbsDate8>
<mbsDate9>2015-05-21</mbsDate9>
<mbsDate10>2015-05-21</mbsDate10>
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<MBSExtension>
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<cmoClass>64</cmoClass>
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<genericFactor>502.216</genericFactor>
<issueBenchmark>853687</issueBenchmark>
<isLottery>N</isLottery>
<mortgage1984TaxIndicator>N</mortgage1984TaxIndicator>
<mortgage1985TaxIndicator>Y</mortgage1985TaxIndicator>
<mortgageBaseRate>950.917</mortgageBaseRate>
<mortgageCmoGroup>2008</mortgageCmoGroup>
<mortgCollateralAsOfDate>2015-05-21</mortgCollateralAsOfDate>
<mortgageComplianceCode>GB</mortgageComplianceCode>
<mortgContributedCashflows>M</mortgContributedCashflows>
<mortgDealCallPercentage>250.786</mortgDealCallPercentage>
<mortgageDtcType>27</mortgageDtcType>
<mortgageEndAccrualDate>2015-05-21</mortgageEndAccrualDate>
<mortgageFinalPaymentDate>2015-05-21</mortgageFinalPaymentDate>
<mortgInterestDistributed>617.032</mortgInterestDistributed>
<mortgageOidClassType>42</mortgageOidClassType>
<mortgOidDiscountStatus>undergoing</mortgOidDiscountStatus>
<mortgageOidRetailFlag>Y</mortgageOidRetailFlag>
<mortgOriginalPacCollars>WK</mortgOriginalPacCollars>
<mortgageOriginalWam>159.902</mortgageOriginalWam>
<mortgagePacCollars>N</mortgagePacCollars>
<mortgagePacUpdateDate>2015-05-21</mortgagePacUpdateDate>
<mortgagePreviousBalance>41</mortgagePreviousBalance>
<mortgPreviousFactorDate>20130301</mortgPreviousFactorDate>
<mortgagePricingSpeed>62</mortgagePricingSpeed>
<mortgagePricingSpeedDate>2015-05-21</mortgagePricingSpeedDate>
<mortgagePrincipalWindow>M</mortgagePrincipalWindow>
<mortgageRecordDate>2015-05-21</mortgageRecordDate>
<mortgageSmmeaStatus>undergoing</mortgageSmmeaStatus>
<mortgStartAccrualDate>2015-05-21</mortgStartAccrualDate>
<mortgageWamInMonths>495.947</mortgageWamInMonths>
<mostRecentAccrualRate>853.586</mostRecentAccrualRate>
<mtgBegnOfNxtAccrPeriod>2015-05-21</mtgBegnOfNxtAccrPeriod>
<mtgCleanupCallPercentage>631.243</mtgCleanupCallPercentage>
<mtgCmoCollateralCurrency>CAD</mtgCmoCollateralCurrency>
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<cusipReceive/>
<isin>ISIN_ID</isin>
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<endDate>2015-05-21</endDate>
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<buyCurrency>KES</buyCurrency>
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<MultipleLegSwapModel>
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<CapsAndFloorsModel>
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<UnderlyingModel>
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<mtgLoanModel>
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<lossGivenDefault>543.802</lossGivenDefault>
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<strategy>Core</strategy>
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<impairedFlag>N</impairedFlag>
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</referenceTransaction>
</EagleML>Â