Sample Records and Data Tables for Buy Trades

DBFBFB

DBFBIO

DBFBPO

DBFBAL

DBFBCC

EQCSCS

EQCSPF

EQCSPK

EQEQMF

EQRTXX

EQWRXX

DBMFDD

FTXXXX

DBFLTP

DBIBFD

DBIBPK

DBIBMU

DBIBMA

DBIBST

DBIVIV

DBDCST

DBTATA

DBSTST

DBIBSB

DBAMTL

FTXXXX

OPIRCA

OPIRFL

OPOPCR

OPOPSW

OPOPDB

OPOPEQ

OPOPFB

OPOPCM

OPOPIX

SWCDCO

SWLOCK

SWCOIR

SWCOIF

SWCOTR

SWCOCR

SWLEAC

SWLEDB

SWLEIF

SWLXEQ

83F31F01

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

83F31F02

CUSIP

60374AUW7

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

83F31F03

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

0

0

0

0

11216.76

11123.7

11216.76

2004628477

1

BUY

38108

0

0

0

0

11216.76

11123.7

11216.76

2004628477

1

BUY

38108

0

0

0

0

11216.76

11123.7

11216.76

2004628477

1

BUY

ISSUER_ID

ISSUER_NAME

ISSUER_ID

ISSUER_NAME

ISSUER_ID

ISSUER_NAME

55 – Event Type

Required

CHAR

Defaults on panel. Used by message stream for identification of the event. Used for STAR processing.
Must be BUY or SHORTSELL, with the exception of Options and Credit Default Swaps. Options can be BUY or WRITE. Credit Default Swaps must be CDSOPEN.

11 – Investment Type

Optional – defaults at panel level

CHAR (4)

FI or EQ.

13 –Ticker

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (100)

Security ticker.

14 – Primary Asset ID

Required

CHAR (100)

Security identifier.

15 – Long/Short Indicator

Required

CHAR

L or S value.

17 – Exchange

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (8)

Exchange on which security is listed

25 – Event ID

Optional – for setting the Event ID

VARCHAR2(55)

Must be unique or is rejected.

35 – Trade Date

Required

DATE

Date the trade executes.

37 – Settle Date

Required

DATE

Date the trade is to settle, earnings to begin.

38 – Maturity Date

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

DATE

Date on which security matures

40 – Quantity/Current Face

Required

NUMBER(38,12)

Traded quantity.

41 – Original Face

Required – on all MBS, TIPS, and SINK trades

NUMBER(38,12)

The ORIGINAL face of an asset-backed security trade. 

45 – Price

Required

DEC

Trade price.

47 – Commission

Optional

MONEYL

Commission on trade.

49 – Interest Traded

Required – Fixed Income trades only

MONEYL

PTD interest up to Settle Date minus one.

50 – Net Amount Local

Required for all trades except Futures (PST = FTXXXX)

MONEYL

Principle + commission + interest traded.

58 – Auto Settle Indicator

Optional

VARCHAR2 (2)

Valid values are Y – Yes and N – No.

63 – Settlement Currency

Optional – defaults by security lookup. Can be overridden

CHAR (3)

Must be a valid currency code.

64 – Settlement Net Amount

Conditionally Required – if setting Settlement Currency or the SMF setup has a different Settlement Currency, a value is required.

MONEYS

Settlement Amount = (Local Net Amount / Settlement FX Rates (local to settlement))

70 – Coupon

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

NUMBER (28,12)

Coupon

82 – Security Type

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (15)

Used for Reporting

85 – Asset Currency

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (30)

3 Character Currency Code

87 – FX Rates

Required

DEC

Divisor exchange rate.

88 – Broker Code

Required

CHAR (20)

Executing broker code.

91 – Factor

Required – on all MBS and SINK trades

NUMBER (28,12)

Current or trade factor.

165 – Principle Amount

Required

MONEYL

Shares (current) x price x price multiplier.

316 – Paying Leg Initial Cash Amount

Conditionally Required for Currency Swap legs when tag 3931 = SWLEAC and tag 4590 = P or R and tag 8554 from the SMF = Y

NUMBER (28,12)

Set both value for both legs equal to the value in tag 40 for the Pay leg.

366 – Receiving Leg Initial Cash Amount

Conditionally Required for Currency Swap legs when tag 3931 = SWLEAC and tag 4590 = P or R and tag 8554 from the SMF = Y

DEC

Set both value for both legs equal to the value in tag 40 for the Receive leg.

478 – Net Amount Base

Required

MONEYB

Net Amount Local / FX Rates.

761 – Trade Ticket #

Conditionally Required – required for processing message stream cancels

VARCHAR2 (55)

Unique trade identifier. Must be the same for all legs of Swap open.

844 – Term Loan Fee Income

Optional

MONEYL

Income associated with a term loan transaction

846 – Term Loan Fee Expense

Optional

MONEYL

Expense associated with a term loan transaction

1144 – Issuer ID

Optional

CHAR (20)

The issuer id.

1163 – Entity ID

Required – either tag 1163 or tag 1164 must be sent

CHAR (8)

The entity identification code. 

1164 – Entity Name

Required – either tag 1163 or tag 1164 must be sent

CHAR (30)

The name of the portfolio/composite. 

1237 – Clearing Broker Code

Optional

VARCHAR2 (12)

The code assigned to the clearing broker.

1432 – Primary Asset ID Type

Required

CHAR (30)

Security identifier type (CUSIP, ISIN, SEDOL) – Code Value.

2862 – Event Sub Priority

Optional

INTEGER

A user-generated number used to determine the event sub-priority (after event sequence and corporate action sequence have been accounted for). 

1887 – User Char1

Optional

VARCHAR2(255)

Maps to user_char1 field in Trades Trade.

1888 – User Char2

Optional

VARCHAR2(255)

Maps to user_char2 field in Trades Trade.

1889 – User Char3

Optional

VARCHAR2(255)

Maps to user_char3 field in Trades Trade.

1890 – User Float1

Optional

NUMBER(28,12)

Maps to user_float1 field in Trades Trade.

1891 – User Float2

Optional

NUMBER(28,12)

Maps to user_float2 field in Trades Trade.

1892 – User Float3

Optional

NUMBER(28,12)

Maps to user_float3 field in Trades Trade.

1897 – Settlement Instructions 1

Optional

CHAR

Settlement notes.

1898 – Settlement Instructions 2

Optional

CHAR

Settlement notes.

1899 – Settlement Instructions 3

Optional

CHAR

Settlement notes.

1900 – Settlement Instructions 4

Optional

CHAR

Settlement notes.

3728 – FAS 115 Code

Optional

CHAR

Trade Category. Valid values:
TRD = Trading
AFS = Available for Sale
HTM = Held to Maturity

4483 – TIPS Index Ratio

Required – on all TIPS trades

DEC

Trade index ratio (daily value).

10705 – Future Expense/Capitalize Flag

Required for futures without Variation Margin processing

VARCHAR2 (4)

Valid values:
C = Capital
E = Expense

8078 – Federal Tax Withholding

Optional

MONEYB

Federal Tax Withholding tax amount local.

8079 – State Tax Withholding

Optional

MONEYB

State Tax Withholding tax amount local.

8317 – Paying Leg Forward Units

Conditionally Required for Currency Swap – tag 3931 = SWLEAC or tag 3931 = SWCOCR

DEC

Forward units associated with pay leg of a currency swap. Must be included on all three rows associated with a single currency swap transaction.

8318 – Receiving Leg Forward Units

Conditionally Required for Currency Swap – tag 3931 = SWLEAC or tag 3931 = SWCOCR

DEC

Forward units associated with receive leg of a currency swap. Must be included on all three rows associated with a single currency swap transaction.

2294 – Swap leg number

Optional

CHAR

The leg number of a multi leg swap, defaults to 1 if null. Used in Swap ID resolution.

10485 – Pay/Receive Flag/Entry Method

Conditionally Required – tag 3931 = SWCOTR, SWCOIR, or SWCDCO

VARCHAR2 (4)

For processing security type SWCOTR, this is used to flag, whether or not the contract pays or receives the swap fee. Valid values:
P = Pay Fee
R = Receive Fee
N = No Fee
Must be included on all rows associated with a total return swap transaction.
For processing security type SWCOIR or SWCDCO, this must be set to S, to indicate the total settlement amount will be provided on the record.

7510 – Swap Fee Local

Conditionally Required – tag 3931 = SWCOTR and tag 10485 = P or R

MONEYS

Must be included on contract level only (tag 4590 = C). For processing security type SWCOTR, this is the Swap Fee Local. 

4404 – Total Settlement Amount Local

Conditionally Required – tag 3931 = SWCDCO, SWCDCX, or SWCOIR and tag 10485 = S

MONEYS

The total settlement amount of the trade, including interest.

1360 – TRR First Period Coupon Rate

Optional

NUMBER (28,12)

Override First Period Coupon Rate

4411– TRR Swap Lot Level Dated Date

Optional

DATE

Override Dated Date

3779 – Notional Amount

Conditional Required – tag 3931 = DBIBSB

DEC (8)

Linked to trade detail notional amount.

1594 – Clean Price

Conditional Required – tag 3931 = DBIBSB

DEC (8)

Clean price for 1st leg sell buyback buy sellback. 

1595 – Underlying Accrued Interest

Conditional Required – tag 3931 = DBIBSB

MONEYL (2)

Collateral accrued interest local for sell buyback buy sellback.

1579 – Haircut Percentage

Conditional Required – tag 3931 = DBIBSB

DEC (6)

Percentage to be applied to clean for sell buyback buy sellback. 

1580 – Haircut Flag

Conditional Required – tag 3931 = DBIBSB

CHAR

Multiply or divide clean price by haircut pct for sell buyback buy sellback. 

114 – Interest at Maturity

Conditional Required – tag 3931 = DBIBSB

MONEYL (2)

A temporary variable used in event processing. 

1600 – Forward Clean Price

Conditional Required – tag 3931 = DBIBSB

DEC (8)

Clean price for 2nd leg for sell buyback buy sellback. 

1601 – Underlying Accrued Interest At Maturity

Conditional Required – tag 3931 = DBIBSB

MONEYL (2)

Collateral accrued interest local at maturity for sell buyback buy sellback. 

1603 – Settle Amount At Maturity

Conditional Required – tag 3931 = DBIBSB

MONEYS (2)

Net settlement amount at maturity for sell buyback buy sellback. 

471 – Day Count Basis

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (20)

STAR day count basis for security processing

668 – Issue Tax Type

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (30)

Used for tax processing.

961 – Issue Name

Available and conditionally required for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (255)

Security name.

962 – Issue Description

Available and conditionally required for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (255)

Security description.

1186 – Income Currency

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (3)

3 Character Currency Code

1348 – Underlying CUSIP

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (100)

Underlying identifier.

1413 – Issuer ID

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (20)

ID of Issuer

1418 – Issue Country

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (30)

Country Code

1480 – Business Calendar Name

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (10)

Business Calendar name to use for Business Day Convention processing.

1523 – Interest Payment Timing

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (4)

Used to specify day of month for interest payment. Valid values:
LDM = Last Day of Month
SDM = Same Day of Month
NONE = None

1536 – Business Day Convention

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

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

1551 – Default Indicator

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR (2)

Y or N value indicates if security is in default

1604 – Accrual Convention Offset Override

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR

Valid values:
Y – Override entity election and use settlement date
N – Use entity election.

10536 – Country of Risk

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (4)

ISO Country Code of Country of Risk

10551 – Coupon Day of Month

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (4)

Numerical Day of Month for Coupon

11043 – Inactive Flag

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

VARCHAR2 (255)

Valid values are Y = Yes or N = No

12008 – Amort Rule Type

Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB)

CHAR

Used as additional matching criteria for selecting amortization/accretion rule.

11018 – Retro Indicator

Optional

CHAR

Indicator that a lot should run retro. 

9153 – Panel MC_MODE Option

Optional

CHAR

Defaults to MC_MODE. In MC mode, several tag validation/lookups are suppressed in the panel to improve processing throughput. You must view the rule to locate each case MC mode is used to bypass lookups and validations.

5013 – MC_MODE override1

Optional – applies only when Tag 9153 is set to MC_MODE

CHAR

Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur.
You set to Y to enable validations within the following set of tags (if used in the rule):
4404, 165, 50, 4483, 41, 64, 40, 3747, 4597, 91,1603,11509, and 11508.

5014 – MC_MODE override2

Optional – applies only when Tag 9153 is set to MC_MODE

CHAR

Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur.
You set to Y to enable validations within the following set of tags (if used in the rule):
87, 478, 963, 3746, 11572, 475, 5549, 971, 11516, 854, and 851.

4533 – Variation Margin

Optional - used for cleared swaps

VARCHAR2 (3)

Valid values:
Y = Yes - N = No

4350 – Variation Margin Rule

Optional - used for cleared swaps

INTEGER

Variation margin rule

5027 – Cleared Security

Optional - used for cleared swaps

VARCHAR2 (1)

Cleared security

12392 – Performance Effective Date

DATE 

Performance effective date of cash flows. 

5291 – Control Center Sub Message Type

CHAR

Control Center tag. 

12872 – Delayed Settlement Date

DATE

Delayed settlement date of a transaction. 

12871 – Trade Consolidation

CHAR 

In-bound indicator for TBA trade consolidation. 

26 – Target Event ID

Conditionally Required for asset-level ECL events

VARCHAR2 (55)

Event ID of the targeted transaction.