Manage Short Term Debt Instruments in Issue Viewer

In the Short Term Debt panel, you can manually add and change a short term debt instrument.

This article assumes you are familiar with the entity elections that have been made for processing short term debt instruments.

About Short Term Debt Instruments

A short term debt instrument is a written promise to repay a debt. The maturity is less than 1 year. You can add the following short term debt instruments using the Short Term Debt panel:

Short term investment funds (STIF)
Noninterest bearing discount bonds and notes
Repurchase agreements (repos and reverse repos)

About Default Bonds

On this page

A default bond is a bond in which the issuer has defaulted on the debt obligations and has filed for protection under Chapter 11 of the U.S. Bankruptcy Code. The system uses the value in the Default Indicator field to identify a default bond. To add a default bond, select Yes from the Default Indicator drop down list. The system does not process the maturity transaction of the bond at the time of maturity. Specify the date on which the bond went into default in the Default Date field. For more information, see Understand Default Bonds.

About Short Term Investment Funds (STIFs)

In the Short Term Debt panel, you can manually add a short term investment fund (STIF). A STIF is a type of fund that invests in short term investments of high quality and low risk, such as bank notes, cash, corporate notes, and government bills. The goal of this type of fund is to protect capital with low risk investments.

The system uses the value in the Processing Security Type field on the Short Term Debt panel to identify the type of short term debt instrument you are adding.

To add a STIF:

Select DBSTST (Interest Bearing Short Term) as the Processing Security Type.
Select Variable Rate as the Coupon Type Code.
Select Yes from the Trading Flat drop down list.
Ensure the Quantity Scale and Price Multiplier fields are equal to 1.

The system can process a purchase or sale of a STIF vehicle for cash balance by sweeping the current base currency cash balance into a STIF vehicle. This is known as a "cash sweep." The system does not oversell the STIF and create a technically short position. Instead, it sells out the STIF and brings it to a zero position.

To set up a cash sweep:

Set up the STIF security master file record for use with cash sweeps.
Set up the entity for cash sweep processing.
Use the global Run Cash Sweep option to process the cash sweep.

Add Short Term Debt Instruments

To manually add a short term debt instrument:

In Accounting Center, in the left navigation pane, click Setup > Securities > Manage Securities > Issue Viewer.
You see the Issue Viewer tool.
Click the Add arrow.
Point to Fixed Income and click Short Term Debt.
Complete the options on the Short Term Debt panel.
Click Submit.

Change Short Term Debt Instruments

Some fields are locked when there is an existing position on the security. This is because a change would impact the existing position. These fields include Asset Currency, Dual Currency Indicator, Investment Type, Processing Security Type, Quantity Type, Price Multiplier, and Quantity Scale. Other fields are locked so they cannot be changed. See the About Locked Security Master Record Fields in Issue Viewer page for more information.

If you need to change a security master record, Eagle recommends canceling the security, making changes to the security master record, and rebooking the security.

To manually change a short term debt instrument:

In Accounting Center, in the left navigation pane, click Setup > Securities > Manage Securities > Issue Viewer.
You see the Issue Viewer tool.
Enter the query parameters and click Search.
You see a list of security records that meet your selection criteria in the Query Result window.
Select the security record you want to update, click the Change arrow, and click Change Short Term Debt. Or double-click the security record.
You see the Change Short Term Debt panel.
Change the options on the Change Short Term Debt panel.
Click Submit.

Short Term Debt Panel Options

The following are the options in the Short Term Debt panel. Note options may vary according to your selections.

Option	Tag	Description
SRM Status Flag
Release Status	614	Displays the release status of the Security Reference Manager (SRM) record. This field is null when adding a new security.
Authorize Flag	11742	Flags records that have been authorized.
Validation Process Flag	4569	Flags records that have been reviewed in the Security Reference Manager (SRM).
Short Term Interest Identification
Issue Name	961	Specifies the name of the security.
Issue Description	962	Describes the security.
Ticker	13	Specifies the system of letters used to uniquely identify the security.
CUSIP/SEDOL Check Digit Control Flag	2292	Indicates whether you want to generate or validate CUSIP and SEDOL numbers. Options include: Generate Check Digit. Generates the remaining numbers if you enter part of the CUSIP or SEDOL number. Validate Check Digit. Validates the CUSIP and SEDOL number you enter is correct.
Primary Asset ID Type	1432	Specifies the primary asset identifier type for the security, such as CUSIP, ISIN, and SEDOL.
Primary Asset ID	14	Specifies the primary asset identifier for the security.
Alt Asset ID Type	5501	Specifies an alternate asset identifier type for the security.
Alt Asset ID	1795	Specifies the alternate asset identifier for the security.
Short Term Debt Xreference Identification
CUSIP	1952	Specifies the Committee of Uniform Security Identification Procedure (CUSIP), a unique identification number that identifies the security issue.
ISIN	1955	Specifies the International Security Identification (ISIN), a unique international identification number that identifies the security issue.
Sedol	1958	Specifies the Stock Exchange Daily Official List (SEDOL) number, a unique identification number that identifies the security issue.
Reuters	1961	Specifies the Reuters identification number that identifies the security issue.
Bloomberg ID	1964	Specifies the Bloomberg identification number that identifies the security issue.
SICOVM	1967	Specifies the SICOVM identification number that identifies the security issue.
Valoren	1970	Specifies the Valoren identification number that identifies the security issue.
Cash Matching ID	1973	Identifies the security issue for use in cash matching when you use cash segregation. If you set up security cross reference identifiers of CMM for use with cash matching, you can provide a Cash Matching ID for each security you plan to use in cash matching.
INTERNAL	1976	Specifies the internal identification number that identifies the security issue.
CINS	1979	Specifies the CINS identification number that identifies a foreign security issue. The CINS numbering system is an extension of the CUSIP numbering system.
Xref Exchange	1981	Specifies the exchange where the security is traded.
Short Term Details
Investment Type	11	Specifies the investment type, such as ST (short term).
Processing Security Type	3931	Specifies the code value that the system uses to identify the type of short term debt instrument you are adding. Options include: DBDCST. Noninterest Bearing Discount Bond/Note. A discount bond is a short term, noninterest bearing note that is sold at a discount, but matures (is redeemed) at the full face of the bond. the system uses an SIA Volume 1 yield formula (simple discount formula) to calculate trade and amortization. You can choose the accretion of discount as accrual or as amortization. DBIBMA. Interest Bearing at Maturity. The system calculates the security's amortization and trade yield based on a discount cash flow, adhering to values from the entity/accounting basis amortization rules. Accruals are calculated using the fixed income attributes from the security master each time earnings are run. DBIBRP. Repurchase Agreement. The system uses this code in panel edits and to determine repo/collateral processing. DBIBRR. Reverse Repurchase Agreement. DBIBST. Interest Bearing Short Term. The system calculates the security's amortization and trade yield based on a discount cash flow, adhering to values from the entity/accounting basis amortization rules. Accruals are calculated using the fixed income attributes from the security master each time earnings are run. DBSTST. Short Term Investment Fund (STIF).
Security Type	82	Specifies the type of security.
Sub Security Type	1464	Specifies the sub security type.
Granularity Category	11476	Specifies the asset's classification for ledger granularity purposes. If the security attributes available for ledger granularity account breakouts (security type, long/short indicator, Federal tax indicator, market sector description, affiliated/unaffiliated, and issue country) do not provide enough detail, you can use a granularity category to classify the asset for ledger reporting. Code values are maintained under the GRANULARITY_CAT code category.
Cost Basis Rule Type	2817	Specifies the cost basis rule type for cost basis reporting.
Quantity Type	12	Specifies the quantity generally accepted as a standard for exchange, such as shares and par. The system uses par as a default.
Price Multiplier	18	Determines the price. In the case of short term debt instruments, the system defaults to a price of 1.00. You should not change this value once a position exists.
Quantity Scale	19	Calculates the ratio of units bought to units used for earnings. The default is 1, so that 1 unit of par purchased equals one unit of earnings. You should not change this value once a position exists.
Country of Risk	2288	Specifies the issuer of the security's principal place of business.
Country of Risk Code	10536	Specifies the code of the issuer of the security's principal place of business.
Issue Country	2290	Specifies the name of the country that issued the security.
Issue Country Code	1418	Specifies the identification number that represents the country that issued the security.
Dual Currency Indicator	11802	Indicates whether the security is a dual currency instrument. A dual currency instrument is a financial instrument based in one currency that makes payments of income and/or principal in a different currency. Options include: Yes. Indicates that the security is a dual currency instrument. If you select Yes, you can specify an income currency and/or principal currency that differs from the asset currency. Also, additional fields in the Dual Currency Information section become available. These fixing parameters provide criteria used to retrieve the appropriate FX rate, or fixing rate, at which the dual currency instrument income and/or principal payment is converted. No. Default. Indicates that the security is not a dual currency instrument.
Asset Currency	85	Specifies the currency in which the security is priced. For a dual currency instrument, the asset currency identified in this field is the base currency. NOTE: If you are processing a cash sweep, the value you add for the Asset Currency field must match the value in the Base Currency field on the Create/Edit Entity or Create Master Fund panels.
Settlement Currency	63	Specifies the currency in which the security is settled. This field initially displays the value you specified for the Asset Currency field, but you can change it.
Income Currency	1186	Specifies the currency in which the security pays income. This field displays the asset currency by default, but you can change it if you identify the security as a dual currency instrument. For a dual currency instrument, this value may be called the settlement currency. When the income currency differs from the asset currency for a dual currency instrument, the security accrues income in the asset currency but converts the local currency amounts to the income currency at the time the coupon is dropped based on the fixing parameters specified for the dual currency instrument.
Issue Tax Type	668	Identifies the security's tax structure. It is used with global tax withholding and tax reclaim processing. NOTE: Do not select All when setting up the tax structure for a security using this panel.
Primary Exchange	2291	Specifies the marketplace in which the security is traded.
Primary Exchange Code	17	Specifies the code of the marketplace in which the security is traded. It is also used with global tax withholding and tax reclaim processing.
Region	5423	Allows you to specify a region. It does not necessarily mean the location of the exchange in which a security is traded. For example, suppose you have a Canadian bond that trades in the London Stock Exchange. You may want to set the region to Canada or North America.
State Code	1343	Specifies the state in which the security is issued.
Amount Issued	1537	Specifies the amount of par original that has been issued by the issuer.
Amount Outstanding	1543	Specifies the amount of par that has not been retired by the issuer.
SIC Code	1789	Specifies the Standard Industry Classification (SIC), a code used to categorize and uniquely identify business activities.
Amortization Accretion Rule Type	12008	Specifies the amortization/accretion rule type.
Demand Feature	10555	Specifies the demand day count in calendar days. This field is available in the Long Term Debt panel and the Short Term Debt panel. Eagle Accounting uses this value to support rolling demand logic as it determines days to maturity in the Weighted Average Maturity (WAM) report. It applies to long term variable rate, long term floating rate, short term variable rate, and short term floating rate securities. You can also use the Add Report Override panel to apply a demand override that influences the WAM report.
GL Product Code	11094	Specifies the GL product code.
Short Term Debt Coupon Periods
Coupon	70	Specifies the rate at which the security accrues interest. It is expressed as an accrual rate. A value of zero is required for zero coupon bonds.
Coupon Type Code	97	Specifies the interest rate of the security. Options include: Floating Rate. The security has fixed coupon dates and uses a variable rate that is based on an underlying index and index offset to calculate the coupon to use for earnings. You must enter the rate in the Variable Rate table. Variable Rate. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table. Inverse Floater. The security has fixed coupon dates and uses a variable rate whose coupon rate is calculated inversely to the underlying index to which it is attached. When you select this value, the system displays the following fields: Inverse Floater Rate, Inverse Floater Multiple, Underlying Issue Name, Underlying Asset ID, and Index Offset. You must enter the rate in the Variable Rate table. Step Rate. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table. The system recognizes this option as a step bond (also called a step coupon bond, step up bond, or step down bond). Fixed Rate. The security has fixed coupon dates and has a fixed coupon rate to calculate the coupon for use in earnings. Unscheduled Variable Rate. The security has unscheduled payments and accrues interest based on a rate you enter in the Variable Rate table.
Day Count Basis	471	Specifies the number of days assumed in a month or year when interest rates are quoted. For more information, see About Day Count Basis.
Payment Frequency	2287	Specifies the frequency at which the security pays interest and drops a coupon.
Payment Frequency Code	472	Specifies the code that represents the payment frequency.
Business Day Convention	1536	Used with the payment frequency value to determine when a coupon should pay interest should the scheduled coupon due date occur on a non business day.
Business Calendar Name	1480	Specifies the business calendar for the security. The system uses the value to identify business days and non business days for the purposes of determining the coupon payment date and coupon payment schedules.
Day of Month Override	1533	Identifies the day of the month or business day of the month on which the security is to pay income. This is based on the business calendar.
Interest Payment Timing	1523	Determines the coupon date, when more than one possible set of coupon dates can be calculated. Options include: Last Day of Month Same Day of Month None If you do not enter a value, the system uses the last day of the month to calculate coupons.
Delay Days	1799	Specifies the number of days between the end of the accrual period and the actual receipt of the coupon and principal payment. The system uses this value in the creation of coupons, paydown transactions, and payup transactions, as well as in the Cash Flow Projections report. Utilizes the Day Count Basis (tag 471) value to determine the actual receipts and settlements of the paydown and payup transactions.
Delay Days Type	5074	Indicates whether the delay days are business days or calendar days. Options include: B (Business). Uses business days to identify delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar. C (Calendar). Uses calendar days to identify delay days.
Coupon Delay Days	4908	Specifies the number of days to extend the coupon period. This field is not required for debt instruments.
Coupon Delay Days Type	3999	Specifies whether the coupon delay days are business days or calendar days. Options include: B (Business). Uses business days to identify coupon delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar. C (Calendar). Uses calendar days to identify coupon delay days. This field is not required for debt instruments.
Maturity Delay Days	3997	Specifies the number of days to delay generation of the maturity transaction. This field is not required for debt instruments.
Maturity Delay Days Type	3998	Specifies whether the maturity delay days are business days or calendar days. Options include: B (Business). Uses business days to identify maturity delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar. C (Calendar). Uses calendar days to identify maturity delay days. This field is not required for debt instruments.
Ex-Interest Days	3941	Specifies the number of calendar days prior to the coupon date that Eagle Accounting uses to identify the ex-date for this fixed income security. If an Ex Interest schedule is available for the security, the system uses the schedule values rather than this security-level field to identify the ex-date. Ex interest processing does not apply to cleared swaps and to securities trading flat. For more information, see About Ex Interest Processing.
Short Term Dates
Issue Price	69	Specifies the original issue price of the security.
Issue Date	68	Specifies the original date of issue. The system uses this date to calculate the adjusted issue price for OID (original issue discount) amortization. If the instrument is OID eligible and it has a variable rate or floating rate, the rate must exist as of the issue date, so that the system can calculate the adjusted issue price.
Dated Date	1183	Specifies the date the security begins to accrue interest.
First Coupon Date	473	Specifies the date of the first coupon payment. The First Coupon Date, Last Coupon Date, and Payment Frequency fields are used to create a coupon schedule for the debt instrument, from issuance to maturity date. The coupon schedule consists of three coupon periods. The system uses the Dated Date and the First Coupon Date fields in the earnings process to calculate the first coupon period. The first coupon period can be a long length coupon period, a short length coupon period, or a normal length coupon period. The system uses the First Coupon Date, Payment Frequency, Timing of Payment, Day of Month Override, Business Day Convention, and Last Coupon Date fields in the earnings process to calculate the second coupon period (also referred to as the second to last period or penultimate). The system uses the Last Coupon Date and the Maturity Date fields in the earnings process to calculate the last coupon period. The last coupon period can be a long length coupon period, a short length coupon period, or a normal length coupon period.
Last Coupon Date	474	Specifies the date of the last normal length coupon period. Eagle recommends that you enter penultimate.
Maturity Date	38	Specifies the date that the security repays all outstanding principal and stops earning interest.
Maturity Price	42	Specifies the price at which the security returns principal.
Variable Rate Next Reset Date	3006	Specifies the date of the next rate reset for a security with a variable rate coupon type.
Short Term Flags
OID Indicator	218	Specifies whether the security is OID (original issue discount) eligible. Options include: Yes. The security is OID eligible. For this flag to be set to Yes, the issue price must be less than the value in the Maturity Price field. The value in the Maturity Price field cannot be 0. No. The security is OID eligible.
Convertible Indicator	1531	Specifies whether the security is a convertible bond. Options include: Yes. This security is a convertible bond. You must set up underlying security information by specifying a value in the Underlying Issue Name and Underlying Asset ID fields. No. This security is not a convertible bond. The system does not allow you to set up the underlying security information.
Federal Tax Indicator	1545	Specifies whether the security has a U.S. Federal Tax Indicator. It is used in the SEC Yield calculation. Options include: Yes. The security has a U.S. Federal Tax Indicator. No. The security does not have a U.S. Federal Tax Indicator.
AMT Flag	3113	Specifies whether a bond is subject to the Alternative Minimum Tax (ATM) for individuals. Options include: Yes. The bond is subject to the Alternative Minimum Tax (ATM) for individuals. No. The bond is not subject to the Alternative Minimum Tax (ATM) for individuals.
Default Indicator	1551	Specifies whether a bond is in default. Options include: Yes. The bond is in default. The system does not process the maturity transaction of the bond at the time of maturity. No. The bond is not in default. The system processes the maturity transaction on the maturity date of the bond.
Default Date	10142	Specifies the date on which the bond went into default.
IO/PO Flag	10143	Specifies interest only (IO) and principal only (PO) mortgage strip securities. Options include: IO. Interest only. PO. Principal only. No. No interest or principal.
Restricted Flag	1139	Specifies any trade restrictions on the security. Options include: 144A. An SEC rule modifying a two year holding period requirement on privately placed securities to permit qualified institutional buyers to trade the positions among themselves. Reg S. Various SEC rules relating to offers and sales made outside the U.S. without SEC Registration. Reg D. An SEC regulation governing private placement exemptions. This rule allows some companies to raise capital through the sale of equity or debt securities without having to register the securities with the SEC. Private Placement. The raising of capital using private rather than public placement. The result is the sale of securities to a relatively small number of investors. 4(2) Paper Other None
Call Flag	1182	Specifies whether the security has a call option. Options include: Yes. The security has a call option. You need to add call information for the security so that the system can calculate the yield for the security during the earnings process. No. The security does not have a call option. NOTE: This field must be set to Yes to add a call corporate action.
Put Flag	1546	Specifies whether the security has a put option. Options include: Yes. The security has a put option. You need to add put information for the security so that the system can calculate the yield for the security during the earnings process. No. The security does not have a put option. NOTE: This field must be set to Yes to add a put corporate action.
Sink Flag	1780	Specifies whether the security is eligible for sinking fund payments. Options include: Yes. The security is eligible for sinking fund payments. You need to add sink information for the security so that the system can calculate the yield for the security during the earnings process. No. The security is not eligible for sinking fund payments. NOTE: This field must be set to Yes to add a sink corporate action.
Refund Indicator	3132	Indicates whether the security is eligible for pre-refunding, an entire issue call, or a mandatory put. Options include: None. Not applicable. Pre-Refunded. The security is eligible for pre-refunding. Entire Issue Call. The call option for the security applies to the entire issue. Mandatory Put. The put option for the security is mandatory.
Inactive Flag	11043	Specifies whether the security is inactive. Options include: Yes. The system reports the security as inactive. No. The system reports the security as active. NOTE: If this field is set to Yes, no trades are allowed.
Eusd Eligible	11529	Indicates whether the security is eligible for the tax equalization process. Options include: Yes No
Financial Innovation	11530	Indicates whether the security is eligible for the financial innovation process. Options include: Yes No
Govt Bond Flag	10347	Indicates whether the security is a government bond. Options include: U.S. Government None
2a7 Flag	11811	Specifies 2a7 WAM processing. Options include: Adjustable Rate Government Security Floating Rate Government Security Short Term Variable Rate Security Long Term Variable Rate Security Short Term Floating Rate Security Long Term Floating Rate Security Repurchase Agreement Portfolio Lending Agreement Money Market Fund Security None
Time Sensitive Indicator	11926	Specifies whether the security uses floating rate data that changes over time if you set the Coupon Type field to Floating Rate. Options include: Yes. The security uses time sensitive information defined using SMF earnings time periods. No. Time-sensitive floating rate information does not apply to the security.
Synthetic Eligible	12024	Indicates whether the security is synthetic eligible. Options include: Yes No
Muni State Taxable Flag	10248	Indicates whether the security is subject to municipal state taxes. Options include: Yes No
144A Eligible Indicator	1301	Indicates whether the security is 144A eligible. Options include: Yes No This field is used for reference only.
Look Thru Value	1808	Specifies the underlying security.
Look Thru Ind	1776	Used to view exposure to the underlying security, index, or portfolio.
SVO Category	5856	Specifies the Securities Valuation Office category for the security.
SVO Subcategory	5858	Specifies the Securities Valuation Office subcategory for the security.
Floating Price Instrument	16727	Indicates whether a money market security processes cash sweep transactions using a floating NAV or uses a default price of 1. This field appears if you select a security with a processing security type of STIF (DBSTST). Options include Yes. The cash sweep process can price the money market security at a price other than 1. It uses a price from the source identified in the Floating Price Source field for the sweep date. No. Default. The cash sweep process assumes the price is 1 to ensure that the currency sweep amount and the number of units of the instrument are always the same.
Floating Price Source	16728	Specifies the price source used for a floating NAV security during cash sweep processing. If you set the Float Price Instrument option to Yes but provide a null value for the floating price source, the security prices using the default entity price source. If the entity has multiple accounting bases, the system uses the price source of the primary basis. This field appears if you set the Floating Price Instrument field to Yes.
Floating Rate Information
First Rate Reset Date	10911	Specifies the first calendar date that the rate resets from the dated date of the security. The system uses the First Rate Reset Date field, along with Reset Frequency Code, Business Calendar, and Business Day Convention field values to create the floating rate reset schedule of the security. This field appears and is required only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).
Reset Frequency	476	Specifies the frequency at which the security resets its rate, beginning from the date defined in the First Rate Reset Date field. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). Options include: 10 DAY 14 Day 28 Day 30 Day 35 Day 49 Day Annual Bi-Monthly Daily Monthly Quarterly Semi-Annual Weekly
Reset Frequency Code	1788	Specifies the code associated with the frequency at which the security resets its rate beginning from the date defined in the First Rate Reset Date field. This field appears and is required only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). Options include: 10_D (10 DAY) 12_M (Annual) 14_D (14 Day) 1_D (Daily) 1_M (Monthly) 28_D (28 Day) 2_M (Bi-Monthly) 30_D (30 Day) 35_D (35 Day) 3_M (Quarterly) 49_D (49 Day) 6_M (Semi-Annual) 7_D (Weekly)
Reset Lookback Days	10547	Specifies the actual number of days to look back when setting the rate on the reset date. Floating Rate type securities can use a past rate on the specified reset date. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).
Reset Lookback Days Type	5075	Indicates whether the system bases the reset look back days on valid business days or actual calendar days. This field appears only if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater). Options include: B (Business). Determines fixing days by valid business days using the Fixing Date Business Center field (tag 16407). C (Calendar). Determines fixing days by actual calendar days.
Reset Lockout Days	10549	Specifies the number of days at the end of a given period for which any new, daily rates are effectively locked out. Instead, the same rate is used across the lockout period. The rate referenced is the one that was used on the business day prior to the lockout period. The system performs the count backwards from the coupon date, inclusive of the lockout effective date and exclusive of the coupon date. This field does not appear if the Observation Period Adjust Days field has a value greater than zero.
Reset Lockout Period	18083	Indicates how to identify the reset lockout period. This field appears if you specify a value for the Reset Lockout Days field. Options include: A (All Period). Default. The lockout period specified in the Reset Lockout Days field applies to the end of all coupon periods. L (Last Period). The lockout days only are applied to the final coupon period.
Observation Period Adjust Days	18086	Specifies the actual number of days that the system should shift backwards by when setting the rate. The indices rate and the weighting of the rate in the compounding formula are determined based on the day the index rate represents in the Observation Period rather than the day of the Interest Period. This field does not appear if you specify a value for either the Reset Lookback Days or Reset Lockout Days fields. Conversely, if you define a value for the Observation Period Adjust Days field, the panel hides the Lookback and Lockout fields.
Coupon Rate Fixing Method	18274	Identifies the coupon rate fixing method. Options include: NORMAL (Normal). The coupon rate is determined at the beginning of each floater accrual period. RESETATEND (Reset at End). The rate is not determined until the end of the current period. If you select this value, you can choose a Final Rate Rounding Precision value and Final Rate Rounding Direction value in the Compound Information section.
Fixing Date Business Center	16407	Specifies the fixing date business calendar for the security. The Earnings process uses this business calendar you select to identify business days and non business days for the purposes of determining the fixing date for floating rate and inverse floating rate coupon date. The fixing date is the date on which a rate/price is selected for use on the reset date. If you do not select a value, the Earnings process uses the business calendar selected in the Business Calendar Name field (tag 1480) to determine the fixing date. This option allows you to specify separate calendars when a security uses one calendar for dropping coupons and a different calendar for resetting the floating rate. This field appears only if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater).
Rate Reset Change Cap (formerly Periodic Cap)	10907	Specifies the maximum allowed increase in a variable rate from one period to the next. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). For more information about rate reset values, see Determine Floating Rate Resets.
Rate Reset Change Floor (formerly Periodic Floor)	10908	Specifies the maximum allowed decrease in a variable rate from one period to the next. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). For more information about rate reset values, see Determine Floating Rate Resets.
Rate Reset Cap (formerly Lifetime Cap)	10909	Specifies the maximum coupon rate allowed during the life of the security. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). For more information about rate reset values, see Determine Floating Rate Resets.
Rate Reset Floor (formerly Lifetime Floor)	10910	Specifies the minimum coupon rate allowed during the life of the security. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater). For more information about rate reset values, see Determine Floating Rate Resets.
Compound Information
Compounding Indicator	11875	Specifies whether the security compounds unpaid interest. Options include Yes or No. If you set this value to Yes, the remaining Compounding Information field values are required.
Compounding Method	11876	Identifies the method used for compounding interest. Options include: All. The Index Offset for floating rate securities is included in the compound interest calculation. Flat. The Index Offset for floating rate securities is not included in the compound interest calculation. Spread Exclusive. Compounds the index portion of a floating (or inverse floating) interest rate and accrues the spread portion of the rate normally without compounding.
Compounding Frequency	11877	Specifies the frequency at which the security compounds interest.
First Compounding Date	11878	Specifies the first date on which the compounding begins for the security.
Last Compounding Date	11879	Specifies the end date when interest compounding ceases for the security.
Final Rate Rounding Precision	18276	Specifies the rounding precision for the compounded rate of return on each security. This field appears if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater) and you set the Coupon Rate Fixing Method field to Reset At End. Options include: 0.0000001% (9) 0.000001% (8) 0.00001% (7) 0.0001% (6) 0.001% (5)
Final Rate Rounding Direction	12403	Specifies the direction of rounding for fractional numbers based on the Final Rate Rounding Precision value. This field appears if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater) and you set the Coupon Rate Fixing Method field to Reset At End. Options include: D (Down) N (Nearest) U (Up)
Dual Currency Information
Dual Currency Conversion Factor	11803	Specifies the initial FX rate at issuance used at issuance to convert the local currency for a dual currency instrument. Used for reference purposes only. This field appears if the Dual Currency Indicator field has a value of Yes.
Principal Currency	11813	Specifies the currency in which the security pays principal for a dual currency instrument. This field displays the asset currency by default, but you can change it if you identify the security as a dual currency instrument. The principal currency matches either the asset currency or the income currency, allowing you to apply a single set of fixing parameters to the dual currency instrument. When the principal currency differs from the asset currency for a dual currency instrument, the security calculates principal in the asset currency but converts the local currency amounts to the principal currency at the time the maturity or corporate action is created. It bases the amount on the fixing parameters specified for the dual currency instrument. This field appears if the Dual Currency Indicator field has a value of Yes.
Settlement Rate Option	11816	Specifies the FX rate source used to convert the local accrued amounts into the income and/or principal currency for the dual currency instrument. This conversion determines actual income and/or principal settlement amounts. The system uses this security level source rather than the accounting basis' FX source for the security. This field appears if the Dual Currency Indicator field has a value of Yes. NOTE: Although this value is an FX rate, you store it as an index because the to/from currencies are embedded and not provided. It accommodates multiple values that are common to a price.
FX Rate Type	11817	Identifies the type of FX fixing rate the system uses from the Settlement Rate Option field for a dual currency instrument. This field appears if the Dual Currency Indicator field has a value of Yes. Options include: Ask Bid Last
FX Fixing Period Multiplier	12027	Specifies the multiplier for the time period or FX fixing period for a dual currency instrument. You can specify a positive number such as 1, 2, or 3, or can specify a negative number. This field appears if the Dual Currency Indicator field has a value of Yes.
FX Fixing Period	11818	Identifies the time period used to calculate the fixing rate for a dual currency instrument. This field appears if the Dual Currency Indicator field has a value of Yes. Options include: Day Month Week Year
FX Fixing Period Date Type	12028	Specifies whether the fixing period for a dual currency instrument uses business days or calendar days. This field appears if the Dual Currency Indicator field has a value of Yes. Options include: B (Business). The fixing period uses business days when determining which date to select. The FX Fixing Business Center field identifies the business calendar to use for the security's fixing period. C (Calendar). The fixing period uses all calendar days when determining which date to select. This field displays a value of C if you set the FX Fixing Period to Month, Week, or Year.
FX Fixing Business Day Convention	12029	Determines how to adjust the calendar date for the FX fixing date if the date would otherwise fall on a day that is not a business day based on the fixing day's calendar. This field appears if the Dual Currency Indicator field has a value of Yes. Options include: Following. Adjusts the calendar date for the FX fixing date to the following business day if the date would otherwise fall on a day that is not a business day. You can select this value if the FX Fixing Period Date Type has a value of Calendar. None. No calendar date adjustment occurs. If the FX Fixing Period Date Type has a value of Business, this field displays a value of None. If the FX Fixing Period Date Type has a value of Calendar, do not select a value of None. Preceding. Adjusts the calendar date for the FX fixing date to the preceding business day if the date would otherwise fall on a day that is not a business day. You can select this value if the FX Fixing Period Date Type has a value of Calendar.
FX Fixing Business Center	12340	Identifies the business calendar to use for the dual currency instrument's fixing period. This field appears if the Dual Currency field has a value of Yes and the FX Fixing Period Date Type field has a value of Business.
FX Fixing Date Relative To	12341	Identifies the anchor dates for selecting the FX rates for a dual currency instrument. This field appears if the Dual Currency Indicator field has a value of Yes. Options include: Calculation End Date Payment Date
Issuer Information
Credit Enhancement	1532	Specifies whether the security is credit enhanced. Options include: Yes None
Issuer ID Name	2285	Specifies the name of the issuer.
Issuer ID	1413	Specifies the identifier of the company or municipality that offered the security for sale.
Country of Incorporation Code	1174	Displays the ISO country code in which the issuer of the security was incorporated.
Issuer Industry	1417	Specifies the industry of the issuer.
Legal Entity Identifier (LEI)	5089	Displays the Legal Entity Identifier (LEI) that identifies the issuer as a financial party. If an LEI value is present, the Legal Entity Identifier Details section appears.
Legal Entity Identifier Details
Legal Name	5090	Displays the legal name of the issuer as the financial party registered with the LEI.
Entity Status	5091	Displays the status of the issuer. For example, ACTIVE and INACTIVE.
Legal Form	5092	Displays the legal form of the issuer as financial party registered with the LEI. For example, CORPORATION.
Assigned Date	5093	Displays the date when the issuer's LEI was assigned.
Last Update Date	5094	Displays the date when the issuer's LEI information was last updated.
Disabled Date	5095	Displays the date when the issuer's LEI information was disabled.
Record State	5096	Displays the record state for the issuer's LEI. The record state indicates the current process status of the CFTC Interim Compliant Identifier (CICI) record. For example, UNDER_REVIEW, DUPLICATE, CONFLICTING_SOURCES, INADEQUATE_SOURCES, VALIDATED, PENDING_REMOVAL.
Certification State	5097	Displays the certification state used to register the issuer's LEI. For example, CERTIFIED, NOT_CERTIFIED, STALE.
Street	5098	Displays the street address used to register the issuer's LEI.
City	5099	Displays the city used to register the issuer's LEI.
State	5100	Displays the state code used to register the issuer's LEI.
Zip	5180	Displays the ZIP code used to register the issuer's LEI.
Country Code	5181	Displays the country code used to register the issuer's LEI.
Interest Rate Conversion Flags
Convert Interest Rate	9154	Indicates whether you can convert the fixed income security's reference interest rate from one rate quotation basis to another. For more information, see Convert a Security's Interest Rate from One Rate Quotation Basis to Another. Options include: Yes. You can convert the fixed income security's reference interest rate from one rate quotation basis to another. No. Default. You cannot convert the fixed income security's reference interest rate from one rate quotation basis to another.
Rate Conversion Rule	12849	Identifies the name of the rate conversion rule used to convert the fixed income security's reference interest rate from one rate quotation basis to another. The rate conversion rule determines the inputs of the conversion calculation. This field appears if you set the Convert Interest Rate field to Yes. If you set up a floating rate or inverse floating rate security with a reference rate for an underlying index that converts the interest rate, this field displays the rate conversion rule you specified for the underlying index as the default value. Otherwise, you can select a rule at the asset level. Options include: Semi-annual 30/360 to Monthly 30/360 (6M30360IM30360). For use with assets such as Canadian MBS. Discount ACT/360 to Daily ACT/365 (DRA360IDA365). For use with assets such as commodity total return swaps.