Data Table for SMF Mortgage Backed Securities

1076 – Update Indicator

Required

CHAR

Y/N indicator used within message stream process. Valid values:
Y = Update
N = New Asset
B = Both. Lookup to security based on Primary Asset ID. If found, update record; else insert.

55 – Event Type

Required – must be ADDSECMASTER

CHAR

Used by message stream processing.

1257 – Transaction Type

Optional

CHAR (30)

Switch used restrict database updates. Options include:
HISTORY_ONLY – restrict updates to only post to History tables

961 – Issue Name

Required

VARCHAR2 (255)

Security name.

962 – Issue Description

Optional – for Schedule D reporting

VARCHAR2 (255)

Security description.

989 – Compare Incoming Data

Optional

CHAR

Y or N value. If Y, the stored procedure compares the current record to the previous record for that source in the history tables, and inserts a new record only if data changed.

990 – Update Master Tables

Optional

CHAR

If tag 1257 = HISTORY_ONLY, specify a list of tags (separated by commas) that must be updated in the master tables.

13 – Ticker

Optional

CHAR (100)

Security ticker.

1257 – History Only Flag

Optional

CHAR (30)

If set to HISTORY_ONLY, places a record in the history tables only, and updates specific key fields on the composite.

1293 – Journaling

Optional

CHAR

If set to EXCLUDE_JOURNAL, field level journaling does not occur.

1432 – Primary Asset ID Type

Required

CHAR (30)

Security Identifier Type (CUSIP, ISIN, SEDOL) – Code Value.

1533 – Day of Month Override

Optional

CHAR (10)

Used to identify what day of the month the instrument is to pay income based on a business calendar. Code Category – DAY MONTH OVRD.

2337 – Generate Last Coupon Date

Optional for long term bonds

VARCHAR2 (60)

Valid value is Y. If Y, last Coupon Date calculates during submit and populates tag 474.

14 – Primary Asset ID

Required

CHAR (100)

Security identifier.

5501 – Alt Asset ID Type

Optional

CHAR (30)

Alternate Sec ID Type – Code Value.

1795 – Alt Asset ID

Optional

CHAR (100)

Alternate Sec ID.

1952 – CUSIP Xref – ID

Optional

CHAR (100)

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for CUSIP xref ID type.

1955 – ISIN Xref – ID

Optional

CHAR (100)

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the ISIN xref ID type.

1958 – SEDOL Xref – ID

Optional

CHAR (100)

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the SEDOL xref ID type.

1961 – REUTERS Xref – ID

Optional

CHAR (100)

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the REUTERS xref ID type.

1964 – BLOOMBERG Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the BLOOMBERG xref ID type.

1967 – SICOVM Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the SICOVM xref ID type.

1970 – VALOREN Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the VALOREN xref ID type.

1973 – CEDEL Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the CEDEL xref ID type.

1976 – INTERNAL Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the INTERNAL xref ID type.

1979 – CINS Xref – ID

Optional

CHAR

Additional security identifier used by the stored procedure to insert/update the XREFERENCE table after security resolution, for the CINS xref ID type.

7052 – CUSIP Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7053 – Xref – ID Type for 7052

Optional

CHAR

Xref ID type associated with tag 7052; defaults to CUSIP.

7055 – ISIN Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7056 – Xref – ID Type for 7055

Optional

CHAR

Xref ID type associated with tag 7055; defaults to ISIN.

7058 – SEDOL Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7059 – Xref – ID Type for 7058

Optional

CHAR

Xref ID type associated with tag 7058; defaults to SEDOL.

7061 – REUTERS Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7062 – Xref – ID Type for 7061

Optional

CHAR

Xref ID type associated with tag 7061; defaults to RIC.

7064 – BLOOMBERG Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7065 – Xref – ID Type for 7064

Optional

CHAR

Xref ID type associated with tag 7064; defaults to BBID.

7067 – SICOVM Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7068 – Xref – ID Type for 7067

Optional

CHAR

Xref ID type associated with tag 7067; defaults to SICOVM.

7070 – VALOREN Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7071 – Xref – ID Type for 7070

Optional

CHAR

Xref ID type associated with tag 7070; defaults to VALOREN.

7073 – CEDEL Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7074 – Xref – ID Type for 7073

Optional

CHAR

Xref ID type associated with tag 7073; defaults to CEDEL.

7076 – INTERNAL Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7077 – Xref – ID Type for 7076

Optional

CHAR

Xref ID type associated with tag 7076; defaults to INTERNAL.

7079 – CINS Xref – ID

Optional

CHAR

Security identifier used to resolve security alias if tag 10 is null. Uses the next tag (below) to control xref ID type.

7080 – Xref – ID Type for 7079

Optional

CHAR

Xref ID type associated with tag 7079; defaults to CINS.

38 – Maturity Date

Optional

DATE

Date on which the security matures. Used by the Xref ID lookup to further qualify the security resolution.

11043 – Inactive flag

Optional

VARCHAR2 (255)

Valid values are Y = Yes or N = No. Used by the Xref ID lookup to further qualify the security resolution.

85 – Asset Currency

Optional

CHAR (30)

3-character currency code – Code Value. Used by the Xref ID lookup to further qualify the security resolution.

1981 –Exchange Code

Optional

CHAR (8)

Exchange code. Used by the Xref ID lookup to further qualify the security resolution.

11 – Investment Type

Required – defaults at Panel Level to FI. Can be overridden by sending tag/value.

CHAR (4)

FI.

3931 – Processing Security Type

Required

VARCHAR2 (15)

Code Value used by STAR processing.

12 – Quantity Type

Required – defaults at Panel Level to PAR. Can be overridden by sending tag/value.

CHAR (12)

Description of Quantity, that is, SHARES, PAR.

18 – Price Multiplier

Required – defaults at Panel Level to 0.01. Can be overridden by sending tag/value

NUMBER (28,12)

Used by STAR processing.

19 – Quantity Scale

Required – defaults at Panel Level to 1. Can be overridden by sending tag/value.

NUMBER (28,12)

Used by STAR processing.

10536 – Country of Risk Code

Optional

VARCHAR2 (4)

ISO country code of country of risk – Code Value.

82 – Security Type

Optional

CHAR (15)

Used for reporting – Code Value.

1464 – Sub Security Type

Optional

CHAR (15)

Used for reporting – Code Value.

1418 – Issue Country Code

Required

CHAR (30)

ISO country code of security – Code Value.

85 – Asset Currency

Required

CHAR (30)

3 character currency code – Code Value.

63 – Settlement Currency

Required

CHAR (3)

3 character currency code – Code Value.

1186 – Income Currency

Required

CHAR (3)

3 character currency code – Code Value.

668 – Issue Tax Type

Required – defaults to ALL on message stream processing. Can be overridden by sending tag/value.

VARCHAR2 (30)

Used for tax processing.

17 – Primary Exchange Code

Optional – Defaults to ALL, unless the validation level is set to NONE.

CHAR (8)

Exchange on which security is listed – Code Value.

5423 – Region

Optional

VARCHAR2 (50)

Region of Security – Code Value.

1537 – Amount Issued

Optional

NUMBER (28,12)

1543 – Amount Outstanding

Optional

NUMBER (28,12)

1209 – Collateral Pool Type

Optional

CHAR (25)

1789 – SIC Code

Optional

CHAR (8)

1439 – Pool Number

Optional

CHAR (12)

70 – Coupon

Required

NUMBER (28,12)

Coupon, value required even for zero coupon bonds.

97 – Coupon Type

Required

CHAR (8)

Static list of types – Valid values:
F = Fixed Rate
X = Floating Rate
V = Unscheduled Variable Rate
I = Variable Rate
R = Inverse Floater

471 – Day Count Basis

Required

CHAR (20)

STAR day count basis for security processing – Code Value.

472 – Payment Frequency Code

Required

CHAR (8)

How often a security generates a cash flow – Code Value.

1536 – Business Day Convention

Optional

CHAR (10)

Business Day Payment Convention. Valid values:
ADJFWD = Following Business Day Adjusted
FWD = Following Business Day Unadjusted
ADJMBC = Modified Business Day Adjusted
MBC = Modified Business Day Unadjusted
ADJBACK = Preceding Business Day Adjusted
ADJROLL = Following Business Day Adjusted Modified Payment Roll Convention
BACK = Preceding Business Day Unadjusted
NONE= None

1480 – Business Calendar Name

Conditionally Required – required if sending value for tag 1536.

VARCHAR2 (10)

Business Calendar name to use for Business Day Convention processing. Lookup to Calendars.

1523 – Interest Payment Timing

Optional

CHAR (4)

Valid values:
LDM = Last Day of Month
SDM = Same Day of Month
NONE = None

69 – Issue Price

Required

NUMBER (28,12)

Used in amortization process.

68 – Issue Date

Required

DATE

Date of issue.

1183 – Dated Date

Required

DATE

Date to start earnings.

473 – First Coupon Date

Required

DATE

From Issue Date, the first Coupon Date.

474 – Last Coupon Date

Required

DATE

Based on First Coupon Date and Payment Frequency, the Modal period Last Coupon Date.

38 – Maturity Date

Required

DATE

Date on which the security matures.

42 – Maturity Price

Required

NUMBER (28,12)

Price at which the security matures.

1587 – CMO First Principal Repayment Date

Optional

DATE

Repay start date.

3006 – Variable Rate Next Reset Date

Optional

DATE

3132 – Refund Indicator

Optional

CHAR (2)

Valid values:
N = None
R = Refunded
C = Entire Issue Call
P = Mandatory Put

3949 – Trading Flat Indicator

Required

VARCHAR2 (10)

Y or N value indicates if security is trading ex or cum.

1300 – Zero Coupon Indicator

Optional

CHAR (2)

Y or N value indicates if security is a zero coupon.

218 – OID Indicator

Required – defaults at panel level to N

CHAR (2)

Y or N value indicates if security is OID eligible

1545 – Federal Tax Indicator

Optional

CHAR (2)

1551 – Default Indicator

Optional

CHAR (2)

Y or N value indicates if security is in default.

7250 – Spoke Check

Optional

INTEGER

If set to a number greater than 0, performs the spoke check. (Valid for Hub and Spoke clients only.)

10142 – Default Date

Optional

CHAR

11303 – Lottery Flag

Optional

CHAR

Valid values are Y or N.

10143 – IO/PO Flag

Optional

CHAR

Valid values are Y or N.

1139 – Restricted Flag

Optional

CHAR (2)

Valid values are Y or N.

11043 – Inactive Flag

Optional

VARCHAR2 (255)

Valid value is Y or N.

1532 – Credit Enhancement

Optional

CHAR (28)

Valid value is YES.

1413 – Issuer ID

Conditionally Required – for Schedule D reporting

CHAR (20)

ID of Issuer Code Value.

10911 – First Rate Reset Date

Conditionally Required – for Coupon Type Code of X and R

CHAR

1788 – Reset Frequency Code

Conditionally Required – for Coupon Type Code of X and R

CHAR (4)

Used for STAR processing with floating rate bonds. Code value on short description for Code Category Reset Frequency.

10547 – Reset Look Back Days

Optional

VARCHAR2 (4)

The number of days to go back in the index price history to get the reset.

10551 – Coupon Day of Month

Conditionally Required – required if tag 1536 is not null

VARCHAR2 (4)

Numerical day of month for coupon.

11529 – Eusd Eligible

Optional

VARCHAR2 (30)

Valid values:
Y = Yes
N = No

11530 – Financial Innovation

Optional

VARCHAR2 (30)

Valid values:
Y = Yes
N = No

10347 – Govt Bond Flag

Optional

VARCHAR2 (4)

Valid values:
US_GOVT = US Govt
NONE = None

11811 – 2a7 Flag

Optional

DEC

Valid values:
ARGS = Adjustable Rate Government Security
FRGS = Floating Rate Government Security
STVRS = Short-Term Variable Rate Security
LTVRS = Long-Term Variable Rate Security
STFRS = Short-Term Floating Rate Security
LTFRS = Long-Term Floating Rate Security
RA = Repurchase Agreement
PLA = Portfolio Lending Agreement
MMFS = Money Market Fund Security
NONE = None

10907 – Rate Reset Change Cap
(formerly Periodic Cap)

Optional

MONEYL

Amount the Coupon Rate can increase in an adjustment period.

10908 – Rate Reset Change Floor
(formerly Periodic Floor)

Optional

MONEYL

Amount the Coupon Rate can decrease in an adjustment period.

10909 – Rate Reset Cap
(formerly Lifetime Cap)

Optional

MONEYL

Amount the Coupon Rate can increase during life of the security.

10910 – Rate Reset Floor
(formerly Lifetime Floor)

Optional

CHAR

Amount the Coupon Rate may decrease during the life of the security.

11926 – Time Sensitive Indicator

Optional

CHAR (2)

Y or N value.

1141 – Underlying Issue Name

Conditionally Required for Coupon Type Code of X and R

VARCHAR2 (255)

Underlying security name. Lookup to Security tables for index security.

1348 – Underlying Asset ID

Conditionally Required for Coupon Type Code of X and R

CHAR (100)

Underlying Identifier – lookup to Security tables for index security.

215 – Index Offset

Optional

NUMBER

Offset from benchmark.

1553 – Inverse Floater Rate

Conditionally Required for Coupon Type Code of R

NUMBER (28,12)

Identifies the Inverse Floater Rate.

4532 – Inverse Floater Multiplier

Conditionally Required for Coupon Type Code of R

INTEGER

Identifies the Inverse Float Multiplier.

1537 – Amount Issued

Optional

NUMBER (28,12)

1543 – Amount Outstanding

Optional

NUMBER (28,12)

2284 – Guarantor Issuer Name

Optional

CHAR

1417 – Issuer Industry

Optional

CHAR (60)

12023 – Essential Flag

Optional

CHAR (12)

Y or N value.

12024 – Synthetic Eligible

Optional

CHAR (12)

Y or N value.

1102 – Source Name

Required – defaults on panel to EAGLE PACE. Can be overridden by sending tag/value.

CHAR (15)

Source of SMF record. Used in history tables.

1109 – Effective Date

Optional – defaults to current date on panel. Can be overridden if supplied on the message.

DATE

Date SMF was created/changed. Effective date of change. Used on SMF history tables.

NOTE: for tags 473/474/38 – MBS Dates

Required

CHAR

The first, last, and maturity dates must exclude delay days. The date entered for these tags is the date that STAR generates a cash flow. The settlement date for the cash flow adds the delay days to the trade date.

1084 – Exchange Mode Flag

Optional

CHAR

If this is set EXCHANGE, the interface will attempt to resolve on the primary asset ID (tag 14) plus the value in exchange (tag 17). If it is not equal to EXCHANGE then it will resolve on primary asset ID only.

1085 – Vendor Mode Flag

Optional

CHAR

If this is set to VENDOR_MODE, it is assumed that the data is sourced from a vendor and that only data on the file should be stored. The interface will resolve security alias only, it will not perform the detail lookup which is used to retrieve the current security detail.

12008 – Amortization Accretion Rule Type

Optional

INTEGER

2817 – Cost Basis Rule Type

Optional

VARCHAR2(20)

Used by STAR processing.

3998 – Maturity Delay Days Type

Optional

VARCHAR2 (1)

Maturity Delay Days Type

3999 – Coupon Delay Days Type

Optional

VARCHAR2 (1)

Coupon Delay Days Type

5076 – Last Trade Date

Optional

DATE

Last Trade Date

5089 – Legal Entity Indicator (LEI)

Optional

VARCHAR2 (20)

Alphameric LEI assignment for this security. For example, GYP225J5YLMZZGHN2C97.