Sample Records and Data Tables for Sell Trades

83F31F01

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

83F31F02

CUSIP

60374AUW7

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

83F31F03

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

38108

38108

38108

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

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. Must be SELL or BUYCVR. Used for STAR processing.

11 – Investment Type

Optional

CHAR (4)

Defaults at panel level. FI or EQ.

14 – Primary Asset ID

Required

CHAR (100)

Security identifier.

15 – Long/Short Indicator

Required

CHAR

L or S value.

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.

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

MONEYL

Principle + Commission + Interest Traded.

63 – Settlement Currency

Optional

CHAR (3)

Defaults to Security lookup. Can be overridden. Must be a Valid Currency Code.

64 – Settlement Net Amount

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

MONEYS

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

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.

478 – Net Amount Base

Required

MONEYB

Net Amount Local / FX Rates.

761 – Trade Ticket #

Conditionally Required – for processing message stream cancels

VARCHAR2 (55)

Unique trade identifier.

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

1163 – Entity ID

Required – either tag 1163 or tag 1164 must be sent in.

CHAR (8)

The entity identification code. 

1164 – Entity Name

Required – either tag 1163 or tag 1164 must be sent in.

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.

4483 – TIPS Index Ratio

Required – on all TIPS trades

DEC

Trade index ratio (daily value).

8078 – Federal Tax Withholding

Optional

MONEYB

Federal Tax Withholding Tax Amount Local.

8079 – State Tax Withholding

Optional

MONEYB

State Tax Withholding Tax Amount Local

2294 – Swap leg number

Optional

CHAR

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

4404 – Total Settlement Amount Local

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

MONEYS

The total settlement amount of the trade, including interest.

10485 – Pay Receive Flag/Entry Method

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

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.

762 – Target Trade Ticket Number/ Target Batch ID

Conditionally Required – contract level tag 3931 = SWCOTR or tag 3931 = DBTATA

CHAR

This should be the same across all records for a swap close. It should match the trade ticket number of the open.

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.

4412 – Swap Accrual End Date

Optional

DATE

Accrual end date for swaps processing. 

58 – Auto Settle Indicator

Optional

VARCHAR2 (2)

Valid values are Y – auto settle trade and N – Do not auto settle trade.

27 – Lot Selection Method

Optional

VARCHAR2 (5)

Can be used to override the entity level lot selection method.

914 – Target Purchase Date

Conditionally Required – tag 27 = VSP

DATE

Used to determine which lot to close down by the versus purchase method.

915 – Target Purchase Price

Conditionally Required – tag 27 = VSP

DEC

Used to determine which lot to close down by the versus purchase method.

1144 – Issuer ID

Optional

CHAR (20)

The issuer id. 

1173 – IO Issuer Name

Optional

VARCHAR2 (255)

The name of the issuer. 

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

5032 – Target Original Event ID

Optional

CHAR

Target original event ID

16157 – Prorata Noncredit Loss Flag

Optional

CHAR

Indicates how any noncredit loss will be reversed, entirely or prorata. Only applicable to partial Sells. Options include Yes and No.

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.