Data Tables for Processing Impairments

16147 – Impairment Processing Flag

Required

CHAR

Indicates whether impairment was processed for the Position (P) or Lot (L).

7005 – Select Entity/Grouping

Optional

CHAR

Required when Impairment Processing Flag = Position. Options include:

• Single Entity

• All Entities

• Entities in a Partition

• Groups of Entities

• Entities in an Entity List

86 – Base Currency

Required

CHAR (3)

Base currency.

3914 – Conversion Status

Optional

Required when Impairment Processing Flag = Position and Select Entity/Grouping = Groups of Entities.

16148 – Impair By Option

Required

CHAR

Options include:

• Price

• FX

• Both Price and FX

• Amount

1163 – Entity ID

Optional

CHAR (8)

Required if Entity Name (tag 1164) not available.

1164 – Entity Name

Optional

CHAR (30)

Required if Entity ID (tag 1163) not available.

21 – Accounting Basis

Required

VARCHAR2(5)

The accounting basis used for position. USTAX, USGAAP, IASGAAP. 

2921 – Impairment Reason

Optional

NUMBER(38,12)

Default value is None.

221 – End Date

Optional

DATE

Defaults to today's date.

7001 – Writeup/Writedown Switch

Optional

CHAR

Default value is Decrease Basis/Writedown

15 – Long/Short Indicator

Optional

CHAR

Default value is Long.

1234 – Xreference Type

Optional

CHAR (30)

Security resolution.

1233 – Xreference ID

Optional

CHAR (100)

Security resolution.

961 – Issue Name

Required

VARCHAR2 (255)

Security resolution.

13 – Ticker

Optional

CHAR (100)

Security resolution.

962 – Choose Open Lot

Required

VARCHAR2 (255)

Issue description.

16149 – Lot Impairment Processing Flag

Optional

CHAR

Required when Impairment Processing Flag = Position. Options include:

• Apply to All Lots

• Apply Only to Lots to be Decreased

35 – Effective Date

Optional

DATE

Defaults to today's date.

36 – Accounting Date

Required

DATE

The date the event is to be reported. 

7350 – Local Cost Adjustment

Required

MONEYL (2)

Zero not allowed.

7358 – Credit Loss Local Adjustment

Optional

MONEYL (2)

Credit loss local adjustment.

7359 – Non-Credit Loss Local Adjustment

Optional

MONEYL (2)

Non-credit loss local adjustment.

45 – FMV Price

Optional

DEC (8)

Required when Impair By Option = Price or Both Price and FX.

16158 – Credit/Noncredit Loss Processing

Optional

CHAR

Indicates whether Credit/Noncredit Losses will be included for the impairment. Displayed when Impair By Option = Price or Both Price and FX. Options include Yes and No.

16150 – Credit Price

Optional

DEC (8)

Price to be used for calculating credit/noncredit losses. Required when Credit/Noncredit Loss Processing = Yes.

2714 – Maturity Price Override

Optional

DEC (12)

Maturity price to be used for amortization in place of the derived amortization price 

7351 – Base Cost Adjustment

Required

MONEYL (2)

Base cost adjustment.

7360 – Credit Loss Base Adjustment

Optional

MONEYL (2)

Credit loss base adjustment.

7361 – Non-Credit Loss Base Adjustment

Optional

MONEYL (2)

Non-credit loss base adjustment.

761 – Original Trade Ticket Number

Optional

VARCHAR2 (55)

The source transaction code of an event. 

56 – Transaction Notes

Optional

VARCHAR2(255)

Open text field used to describe the event.

1728 – Cost Offset Account

Required

VARCHAR2 (50)

The reason why a rate was set. 

1257 – Recalculate Yield

Optional

CHAR (30)

A field to indicate the type of corporate action such as "sdiv", "merg". 

 16157 – Prorata Noncredit Loss Flag

CHAR 

This flag indicates whether any credit/noncredit loss will be reversed entirely or prorata. Only applicable to partial sells. 

26 – Target Event ID

Conditionally required for lot-level impairments (tag 16147 = L) – either tag 26 or tag 762 must be sent

VARCHAR2(55)

Event ID of the targeted transaction. Used to target the correct lot for impairment. 

762 – Original/Target Trade Ticket Number

Conditionally required for lot-level impairments (tag 16147 = L)  – either tag 26 or tag 762 must be sent

CHAR (4)

Contains the Trade Ticket # (tag 761) from the original transaction to be impaired. Used to target the correct lot for impairment.