Appendix B Code Lists
B.1
Analytic Scheme
Relevant Analytic Schemes depend on your application.
Table B.1: Analytic Scheme code list
| Code | Code Name | Description |
|---|---|---|
| PRIC | Pricing Analytics | Analytics relating to the valuation of financial instruments. |
| RISK | Risk Analytics | Analytics relating to the risk measurement of portfolios. |
| PERF | Performance Analytics | Analytics relating to the performance measurement of portfolios. |
B.2 Analytic Scheme Element
The list of exact Analytical Scheme Elements depends on your application.
Table B.2: Analytic Scheme Element code list
| Analytic Scheme | Code | Code Name | Description |
|---|---|---|---|
| PRIC | Instrument Delta | Value calculated for an instrument. | |
| PRIC | Instrument Delta | Value calculated for an instrument. | |
| PRIC | Instrument Gamma | Value calculated for an instrument. | |
| PRIC | CAPM Price | Value calculated for an instrument. | |
| RISK | Value at Risk | Value calculated for a portfolio. | |
| PERF | Jensen’s Alpha | Value calculated for a portfolio. | |
| … | … | … | … |
B.3 Asset Classification
The asset classification can be arbitrarily detailed. The problem usually lies in finding the right classification aspects. This also tends to be counteracted by often inconsistent market language. For the purpose of this book, we chose to work with a very high level, but clear-cut classification.
Table B.3: Asset Classification code list
| Code | Code Name | Description |
|---|---|---|
| C | Commodity | Oil, Gold, Aluminium, Steel, Copper, Wheat, Coffee, etc. |
| D | Debt | Bonds, Floating Rate Notes, Treasury Bills, Asset Backed Securities, etc. |
| E | Equity | Ordinary Share/Common Stock, Preference Share, Depository Receipt. |
| F | Fund | Investment trust, Mutual Fund, Exchange Traded Fund, SICAV, REIT. |
| H | Structured Product | Exchangeable or Convertible Bond, Bond with Warrant attached, … |
| R | Derivative Product | Option, Future, Forward, Swap, Warrant. |
| P | Portfolio | Custom Portfolio. |
| M | Market Interest Rate | Euribor, EONIA, LIBOR, U.S. Treasury Rate. |
| I | Index | Custom or market Index. |
| X | Cross Currency Rate | Exchange rate. |
B.4 Cash Flow Element Type
Table B.4: Cash Flow Element Type code list
| Code | Code Name | Description |
|---|---|---|
| CC | Conversion Composite | Mandatory Conversion defined as the product or sum of its child elements |
| CF | Conversion Fixed | Mandatory Conversion of the remaining principal balance of an instrument into another instrument in one or more slices of a predetermined size where the size of each conversion slice is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply) |
| CV | Conversion Variable | Mandatory Conversion of the remaining principal balance of an instrument into another instrument in one or more slices the size of which is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …) |
| DIF | Debt Income Fixed | Debt Style Income (Coupon) in one or more payments of a predetermined size where the size of each payment is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). The size of the principal on which the calculated dividend payment is based is the sum of the remaining balance payable from all redemption elements of the instrument. |
| DIV | Debt Income Variable | Debt Style Income in one or more payments the size of which is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). The size of the principal on which the calculated dividend payment is based is the sum of the remaining balance payable from all redemption elements of the instrument. |
| DRF | Debt Redemption Fixed | Debt Style Redemption in one or more payments of a predetermined size where the size of each payment is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply) |
| DRV | Debt Redemption Variable | Debt Style Redemption in one or more payments the size of which is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …) |
| EIF | Equity Income Fixed | (Preference Shares) Equity Style Dividend in one or more payments of a predetermined size where the size of each payment is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). The size of the principal on which the calculated dividend payment is based is the sum of the remaining balance payable from all redemption elements of the instrument. |
| EIV | Equity Income Variable | Equity Style Dividend in one or more payments the size of which is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). The size of the principal on which the calculated dividend payment is based is the sum of the remaining balance payable from all redemption elements of the instrument. |
| ERF | Equity Redemption Fixed | (Preference Shares) Equity Style Redemption in one or more payments of a predetermined size where the size of each payment is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). |
| ERV | Equity Redemption Variable | (Funds) Equity Style Redemption in one or more payments the size of which is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). |
| EX | Equity Discretionary Dividend and Redemption | Combined Discretionary Equity Dividend and Redemption. Equity Style Dividend where the size of each payment is entirely discretionary at any point in time and constrained by the residual accumulated distributable income available at any point in time. This is the standard case for equities. Equity Style Redemption where the size of the redemption payment is discretionary at any point in time and constrained by the residual accumulated net realisable asset value that can be distributed available at any point in time. This is the standard case for equities. |
| FF | Credit Default Protection—Fixed Payout | Credit Default Protection that pays the holder a fixed amount or fixed proportion of the principal at risk for the first qualifying credit event related to each reference entity if the event falls within the exposure range of the tranche defined for the cash flow element where applicable. |
| FV | Credit Default Protection—Variable Payout | (Digital) Option that pays the holder an amount related to an underlying reference quantity (such as the instruments own market price after the event or some other reference quantity) for the first qualifying credit event related to each reference entity if the event falls within the exposure range of the tranche defined for the cash flow element where applicable. |
| OAC | Option Average Call | Asian one-off Call Option on a given underlying. |
| OAP | Option Average Put | Asian one-off Put Option on a given underlying. |
| OASFC | Option Average Series Fixed Call | Series of Asian Call Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| OASFP | Option Average Series Fixed Put | Series of Asian Put Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| OASVC | Option Average Series Variable Call | Series of Asian Call Options each with a strike price set a certain amount or proportion above or below the average price of the underlying. |
| OASVP | Option Average Series Variable Put | Series of Asian Put Options each with a strike price set a certain amount or proportion above or below the average price of the underlying. |
| OCCF | Option Conversion Call Fixed | Option for the issuer to ask for conversion of the remaining principal balance, or a fraction of it defined by a child element, into another instrument on one or several dates where the proportion of the target instrument received by the investor in relation to any given amount of principal is a fixed amount and/or a given proportion (fixed factor by which to multiply). |
| OCCV | Option Conversion Call Variable | Option for the issuer to ask for conversion of the remaining principal balance, or a fraction of it defined by a child element, into another instrument on one or several dates where the proportion of the target instrument received by the investor in relation to any given amount of principal is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). |
| OCPF | Option Conversion Put Fixed | Option for the investor to ask for conversion of the remaining principal balance, or a fraction of it defined by a child element, into another instrument on one or several dates where the proportion of the target instrument received by the investor in relation to any given amount of principal is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). |
| OCPV | Option Conversion Put Variable | Option for the investor to ask for conversion of the remaining principal balance, or a fraction of it defined by a child element, into another instrument on one or several dates where the proportion of the target instrument received by the investor in relation to any given amount of principal is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). |
| ODC | Option Digital Call | Digital one-off Call Option on a given underlying. |
| ODP | Option Digital Put | Digital one-off Put Option on a given underlying. |
| ODSFC | Option Digital Series Fixed Call | Series of Digital Call Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| ODSFP | Option Digital Series Fixed Put | Series of Digital Put Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| ODSVC | Option Digital Series Variable Call | Series of Digital Call Options each with a strike price set a certain amount or proportion above or below the average price of the underlying. |
| ODSVP | Option Digital Series Variable Put | Series of Digital Put Options each with a strike price set a certain amount or proportion above or below the average price of the underlying. |
| OIC | Option Barrier Knock-in Call | Barrier Knock-in one-off Call Option on a given underlying. |
| OIP | Option Barrier Knock-in Put | Barrier Knock-in one-off Put Option on a given underlying. |
| OISFC | Option Barrier Knock-in Series Fixed Call | Series of Barrier Knock-in Call Options each with a predetermined knock-in price and strike price set a certain amount and/or proportion above or below the preceding one. |
| OISFP | Option Barrier Knock-in Series Fixed Put | Series of Barrier Knock-in Put Options each with a predetermined knock-in price and strike price set a certain amount and/or proportion above or below the preceding one. |
| OISVC | Option Barrier Knock-in Series Variable Call | Series of Barrier Knock-in Call Options each with a knock-in price and strike price set a certain amount or proportion above or below the average price of the underlying. |
| OISVP | Option Barrier Knock-in Series Variable Put | Series of Barrier Knock-in Put Options each with a knock-in price and strike price set a certain amount or proportion above or below the average price of the underlying. |
| OLC | Option Look-back Call | Look-back one-off Call Option on a given underlying. |
| OLP | Option Look-back Put | Look-back one-off Put Option on a given underlying. |
| OOC | Option Ordinary Call | Ordinary one-off Call Option on a given underlying. |
| OOP | Option Ordinary Put | Ordinary one-off Put Option on a given underlying. |
| OOSFC | Option Ordinary Series Fixed Call | Series of Ordinary Call Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| OOSFP | Option Ordinary Series Fixed Put | Series of Ordinary Put Options each with a predetermined strike price set a certain amount and/or proportion above or below the preceding one. |
| OOSVC | Option Ordinary Series Call | Series of Ordinary Call Options each with a strike price set a certain amount or proportion above or below the price of the underlying. |
| OOSVP | Option Ordinary Series Put | Series of Ordinary Put Options each with a strike price set a certain amount or proportion above or below the price of the underlying. |
| ORCF | Option Redemption Call Fixed | Option for the issuer to redeem the remaining principal balance, or a fraction of it defined by a child element, on one or several dates where the proportion of cash received by the investor in relation to any given amount of principal is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). |
| ORCV | Option Redemption Call Variable | Option for the issuer to redeem the remaining principal balance, or a fraction of it defined by a child element, on one or several dates where the proportion of cash received by the investor in relation to any given amount of principal is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). |
| ORPF | Option Redemption Put Fixed | Option for the investor to ask for redemption of the remaining principal balance, or a fraction of it defined by a child element, on one or several dates where the proportion of cash received by the investor in relation to any given amount of principal is either the same or where the difference between payments is a fixed amount and/or a given proportion (fixed factor by which to multiply). |
| ORPV | Option Redemption Put Variable | Option for the investor to ask for redemption of the remaining principal balance, or a fraction of it defined by a child element, on one or several dates where the proportion of cash received by the investor in relation to any given amount of principal is related to an underlying reference quantity (Instrument, Price, Interest Rate, Volatility, Index, …). |
| OS | Option Special | Special option cash flow element. |
| OSC | Option Special Chooser | Chooser Option on a given underlying. |
| OSM | Option Special Composite | Composite Option defined as the product or sum of its child elements. |
| OSX | Option Special Extensible | Extensible Option on a given underlying. |
| OXC | Option Barrier Knock-out Call | Barrier Knock-out one-off Call Option on a given underlying. |
| OXP | Option Barrier Knock-out Put | Barrier Knock-out one-off Put Option on a given underlying. |
| OXSFC | Option Barrier Knock-out Series Fixed Call | Series of Barrier Knock-out Call Options each with a predetermined Knock-Out price and strike price set a certain amount and/or proportion above or below the preceding one. |
| OXSFC | Option Look-back Series Call | Series of Look-back Call Options each for a predetermined time period. |
| OXSFP | Option Barrier Knock-out Series Fixed Put | Series of Barrier Knock-out Put Options each with a predetermined Knock-out price and strike price set a certain amount and/or proportion above or below the preceding one. |
| OXSFP | Option Look-back Series Put | Series of Look-back Put Options each for a predetermined time period. |
| OXSVC | Option Barrier Knock-out Series Variable Call | Series of Barrier Knock-out Call Options each with a Knock-out price and strike price set a certain amount or proportion above or below the average price of the underlying. |
| OXSVP | Option Barrier Knock-out Series Variable Put | Series of Barrier Knock-out Put Options each with a Knock-out price and strike price set a certain amount or proportion above or below the average price of the underlying. |
B.5 Cash Flow Fixing Type
Table B.5: Cash Flow Fixing Type code list
| Code | Code Name | Description |
|---|---|---|
| ACR | Accrued Value | |
| AAC | Actual Accrued Value | Balance of Accrued Value from option series and similar accruing cashflows |
| ADV | Actual Dividend Rate | Actual Dividend Rate for next dividend |
| APF | Actual Pool Factor | Current Value of Pool Factor |
| ABL | Actual Principal Balance | Current Value of Remaining Principal Balance |
| ARD | Actual Redemption Rate | Actual Redemption Rate for next redemption |
| ASP | Actual Strike Price | Strike Price for next option in a series |
| CNP | Conversion Premium | |
| CNR | Conversion Rate | |
| CPN | Coupon Rate | |
| DIV | Dividend Rate | |
| POL | Pool Factor | |
| PRI | Principal Balance | |
| RED | Redemption Rate | |
| STR | Strike Price | |
| UDX | Underlying Index Rate | Current Value of Underlying Index Rate |
| UIN | Underlying Interest Rate | Current Value of Underlying Interest Rate |
| UVL | Underlying Volatility | Current Value of Volatility of Underlying |
B.6 Cash Flow Schedule Type
Table B.6: Cash Flow Schedule Type code list
| Code | Code Name | Description |
|---|---|---|
| ACC | Accrual Schedule | Schedule to specify the start of accrual period(s) unless first accrual start on date given in Period Begin attribute on cash flow element. |
| DIV | Dividend Schedule | Schedule to specify the value dates for cash flow payments such as dividends. |
| SET | Settlement Schedule | Schedule to specify the dates for settlement of cash flow payments. |
| FIX | Fixing Schedule | Schedule to specify the dates for fixings to be made. |
| CRE | Credit Event Schedule | Schedule to specify the credit event types applicable to a credit protection cash flow element. |
| OBS | Observation Schedule for Fixings | Schedule to specify the dates for on which observations for fixings should be made. |
| RES | Reset Schedule for Stepped Cash flows | Schedule to specify the dates on which the steps for stepped cash flows can be adjusted unless this can be done on each fixing. This can be a single instance specifying a single reset or a regular series or a several instances specifying several irregular resets. |
| EXR | Simple Exercise Schedule for one off options | Schedule to specify the begin and end of the exercise period of an option unless this is already given by the Period start and End dates on the cash flow element. |
| EXS | Exercise Period Start Date Schedule | Schedule to specify the begin of the exercise periods for an option series unless this is given by the Period Begin attribute on cash flow element or is the same as the exercise period end. |
| EXE | Exercise Period End Date Schedule | Schedule to specify the beginning of the exercise periods for an option series. |
| LBK | Simple Look back Schedule for one off look back periods | Schedule to specify the begin and end of the look back period for look back and averaging cash flows. |
| LBS | Look back Period Start Date Schedule | Schedule to specify the begin of look back periods for serial look back and averaging cash flows. |
| LBE | Look back Period End Date Schedule | Schedule to specify the end of look back periods for serial look back and averaging cash flows. |
B.7 Constituent Function
Describes the function, a record on a constituent has in a portfolio of instruments.
Table B.7: Constituent Function code list
| Code | Code Name |
|---|---|
| POR | Position Ordered |
| MOR | Movement in Position Ordered |
| PPL | Position Placed |
| MPL | Movement in Position Placed |
| PEX | Position Executed |
| MEX | Movement in Position Executed |
| PAL | Position Allocated |
| MAL | Movement in Position Allocated |
| PSE | Position Settled |
| MSE | Movement in Position Settled |
| PRE | Position Restricted |
| MRE | Movement in Position Restricted |
| BAL | Snapshot Balance |
B.8 Currency (ISO 4217)
See http://www.iso.org/iso/support/currency_codes_list-1.htm for the full official list of codes.
Table B.8: Currency (ISO 4217) code list
| Code | Code Name | Country / Entity |
|---|---|---|
| ARS | Argentine Peso | Argentina |
| AUD | Australian Dollar | Australia |
| BGN | Bulgarian Lev | Bulgaria |
| BRL | Brazilian Real | Brazil |
| CAD | Canadian Dollar | Canada |
| CHF | Swiss Franc | Switzerland |
| CNY | Chinese Yuan Renminbi | China |
| CZK | Czech Koruna | Czech Republic |
| DKK | Danish Krone | Denmark |
| EEK | Estonian Kroon | Estonia |
| EUR | Euro | Austria, Belgium, Cyprus, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, Malta, Netherlands, Portugal, Slovakia, Slovenia, Spain |
| GBP | Pound Sterling | United Kingdom |
| HKD | Hong Kong Dollar | Hong Kong (China) |
| HRK | Croatian Kuna | Croatia |
| HUF | Hungarian Forint | Hungary |
| IDR | Indonesian Rupiah | Indonesia |
| ISK | Icelandic Krona | Iceland |
| JPY | Japanese Yen | Japan |
| KRW | South Korean Won | South Korea |
| LTL | Lithuanian Litas | Lithuania |
| LVL | Latvian Lats | Latvia |
| MYR | Malaysian Ringgit | Malaysia |
| NOK | Norwegian Krone | Norway |
| NZD | New Zealand Dollar | New Zealand |
| PHP | Philippine Peso | Philippines |
| PLN | Polish Zloty | Poland |
| RON | New Romanian Leu | Romania |
| RUB | Russian Rouble | Russian Federation |
| SEK | Swedish Krona | Sweden |
| SGD | Singapore Dollar | Singapore |
| SKK | Slovak Koruna | Slovakia |
| THB | Thai Baht | Thailand |
| TRY | New Turkish Lira | Turkey |
| TWD | New Taiwan Dollar | Taiwan |
| USD | US Dollar | United States of America |
| ZAR | South African Rand | South Africa |
B.9 Date Offset Rule
Table B.9: Date Offset Rule code list
| Code | Code Name |
|---|---|
| T+0C | Settlement (Fixing) takes place in the same date as Trading (Record) |
| T+1C | Settlement takes place 1 calendar day after Trading date |
| T+1B | Settlement takes place 1 business day after Trading date |
| T-1C | Instr. goes Ex entitlement 1 calendar day before Record date |
| T-1B | Instr. goes Ex entitlement 1 business day before Record date |
| T+2C | Settlement takes place 2 calendar days after Trading date |
| T+2B | Settlement takes place 2 business days after Trading date |
| T-2C | Instr. goes Ex entitlement 2 calendar days before Record date |
| T-2B | Instr. goes Ex entitlement 2 business days before Record date |
| T+3C | Settlement takes place 3 calendar days after Trading date |
| T+3B | Settlement takes place 3 business days after Trading date |
| T-3C | Instr. goes Ex entitlement 3 calendar days before Record date |
| T-3B | Instr. goes Ex entitlement 3 business days before Record date |
| T+4C | Settlement takes place 4 calendar days after Trading date |
| T+4B | Settlement takes place 4 business days after Trading date |
| T-4C | Instr. goes Ex entitlement 4 calendar days before Record date |
| T-4B | Instr. goes Ex entitlement 4 business days before Record date |
| T-5B | Instr. goes Ex entitlement 5 business days before Record date |
| T-5C | Instr. goes Ex entitlement 5 calendar days before Record date |
| T-6B | Instr. goes Ex entitlement 6 business days before Record date |
| T-6C | Instr. goes Ex entitlement 6 calendar days before Record date |
| T-7B | Instr. goes Ex entitlement 7 business days before Record date |
| T-7C | Instr. goes Ex entitlement 7 calendar days before Record date |
| T-8C | Instr. goes Ex entitlement 8 calendar days before Record date |
| T-9C | Instr. goes Ex entitlement 9 calendar days before Record date |
| T-10C | Instr. goes Ex entitlement 10 calendar days before Record date |
| T-11C | Instr. goes Ex entitlement 11 calendar days before Record date |
| T-12C | Instr. goes Ex entitlement 12 calendar days before Record date |
| T-13C | Instr. goes Ex entitlement 13 calendar days before Record date |
| T-14C | Instr. goes Ex entitlement 14 calendar days before Record date |
| T-15C | Instr. goes Ex entitlement 15 calendar days before Record date |
| T-16C | Instr. goes Ex entitlement 16 calendar days before Record date |
| T-17C | Instr. goes Ex entitlement 17 calendar days before Record date |
| T-18C | Instr. goes Ex entitlement 18 calendar days before Record date |
| T-19C | Instr. goes Ex entitlement 19 calendar days before Record date |
| T-20C | Instr. goes Ex entitlement 20 calendar days before Record date |
B.10 Date Roll Rule
Table B.10: Date Roll Rule code list
| Code | Code Name |
|---|---|
| NOC | Don’t move the date. |
| FOL | Move date to next business day. |
| PBD | Move the date to the previous business day. |
| PCD | Move date to the previous calendar date. |
| EMF | Move the date to the first business day after end of the previous month. |
| EMP | Move date to the end date of the previous month. |
| FLI | Move date to the next business date in the same month. If the next business date is in the following month don’t move (ISMA). |
| FLC | Move date to next calendar date. |
| IMD | This convention calculates the third Wednesday of the calendar month. |
| MFL | Modified Following: Move the date to the next business day unless this is in a new months. |
| MPR | If the date is a business day, don’t move it, otherwise move the date to the previous business day. |
B.11 Day Count Convention
Table B.11: Day Count Convention code list
| Code | Code Name |
|---|---|
| ACT_ACT | Actual / Actual |
| ACT_UST | Actual / Actual (US Treasury) |
| ACT_UST_PROPER | US Actual—second variant |
| ACT_OAT | Actual / Actual (French OAT) |
| ACT_365 | Actual / 365 |
| ACT_365E | Actual / 365 Even |
| ACT_365U | Actual / 365 Uneven |
| ACT_365_JPY | Actual / 365 Japanese variant |
| ACT_365_ISDA | Actual / 365 ISDA |
| END_365 | Actual / 365 with modifications for accrued interest year fractions |
| ACT_360 | Actual / 360 |
| _30_360 | 30 / 360 |
| _360E_ISDA | 30 / 360 ISDA |
| _30_360_PSA | 30 / 360 PSA |
| _30_360_SIA | 30 / 360 SIA |
| _30E_360 | 30E / 360 Eurobonds |
| _30_360_ITL | 30 / 360 Italian variant |
| _30_360_CHF | 30 / 360 Swiss variant |
| _30_360_USD | 30 / 360 U.S. variant |
| END_ACC | Bullet Accrual at Maturity |
| ON_DEC | On declaration |
B.13 Income Event Type
Table B.13: Income Event Type code list
| Code | Code Name |
|---|---|
| DVI | Interim Dividend |
| DVF | Final Dividend |
| DIV | Other Dividend |
| CPN | Coupon Payment |
| BUY | Buy-back Income Payment |
B.14 Index Valuation Formula
Table B.14: Index Valuation Formula code list
| Code | Code Name |
|---|---|
| LAW | LASPEYRES WEIGHTED—Use current weights & factors in denominator. |
| PAW | PAASCHE—WEIGHTED—Factors in denominator. |
| LAV | LASPEYRES AVG—Use current weights but no factors. |
| PAV | PAASCHE AVG—Historical weights and no factors in denominator. |
B.15 Index Valuation Variable
Table B.15: Index Valuation Variable code list
| Code | Code Name |
|---|---|
| NSO | Number of Shares Outstanding (Equity) |
| MCA | Market Capitalisation (Equity) |
| PRI | Price (Debt, Equity) |
| NAO | Nominal Amount Outstanding (Debt) |
| MVA | Market Value of Amount Outstanding (Debt) |
| NYI | Nominal Yield (Debt) |
| MYL | Market Yield |
B.16 Index Weighting Variable
Table B.16: Index Weighting Variable code list
| Code | Code Name |
|---|---|
| NSO | Number of Shares Outstanding (Equity) |
| MCA | Market Capitalisation (Equity) |
| FRE | Free Float (Equity) |
| PRI | Price (Debt, Equity) |
| NAO | Nominal Amount Outstanding (Debt) |
| MVA | Market Value of Amount Outstanding (Debt) |
| NYI | Nominal Yield (Debt) |
| MYL | Market Yield |
B.17 Industry Scheme
Table B.17: Industry Scheme code list
| Code | Code Name |
|---|---|
| STE | ACI Short Term European Paper (STEP) classification |
| ICB | Dow Jones EURO STOXX industry classification |
| FTID | Financial Times Industry Classification |
| GICS | Global Industry Classification Standard |
| ISIC | International Standard Industrial Classification |
| MSC | Morgan Stanley Capital International (MSCI) classification |
| NACER11 | NACE industry classification Rev 1.1 |
| NACER20 | NACE industry classification Rev 2 |
| NAICS02 | North American Industry Classification System 2002 |
| NAICS07 | North American Industry Classification System 2007 |
| SIC | SIC industry classification |
| UKSIC03 | United Kingdom Standard Industrial Classification of Economic Activities (2003) |
| UKSIC07 | United Kingdom Standard Industrial Classification of Economic Activities (2007) |
B.18 Industry Scheme Value
Usually a rather long list that is best looked up on the relevant web sites for the various industry schemes. In this book, we use the following, shortened industry classification.
| Code | Code Name |
|---|---|
| 02 | Oil GAS Producers |
| 04 | Oil Equipment, Services Distribution |
| 06 | Chemicals |
| 08 | Forestry Paper |
| 10 | Industrial Metals |
| 12 | Mining |
| 14 | Construction Materials |
| 16 | Aerospace Defence |
| 18 | General Industrials |
| 20 | Electronic Electrical Equipment |
| 22 | Industrial Engineering |
| 24 | Industrial Transportation |
| 26 | Support Services |
| 28 | Automobiles Parts |
| 30 | Beverages |
| 32 | Food Producers |
| 34 | Household Goods |
| 36 | Leisure Goods |
| 38 | Personal Goods |
| 40 | Tobacco |
| 42 | Health Care Equipment Services |
| 44 | Pharmaceuticals Biotechnology |
| 46 | Food Drug Retailers |
| 48 | General Retailers |
| 50 | Media |
| 52 | Travel Leisure |
| 54 | Fixed Line Telecommunications |
| 56 | Mobile Telecommunications |
| 58 | Electricity |
| 60 | Gas, Water Multi-utilities |
| 62 | Banks |
| 64 | Non-life Insurance |
| 66 | Life Insurance |
| 68 | Real Estate |
| 70 | General Financial |
| 72 | Equity Investment Instruments |
| 74 | Non-equity Investment Instruments |
| 76 | Software Computer Services |
| 78 | Technology Hardware Equipment |
B.19 Instrument Status
Table B.19: Instrument Status code list
| Code | Code Name | Description |
|---|---|---|
| ANN | Announced | The instrument has been announced to the market but no concrete steps towards issuance have been made public yet. |
| ISS | Issued | The instrument has been successfully issued and is now actively traded/held by investors. |
| NEW | Un-issued | The instrument is about to be, but not yet issued. |
| PLN | Planned | The instrument is in the status of planning, no issuance process has been embarked upon yet. |
| RED | Redeemed | The instrument has been fully redeemed and is not active anymore. |
| REJ | Rejected | The planned instrument has been rejected by the relevant regulatory authority. |
| TER | Terminated | The instrument was terminated. |
B.20 Issuance Date Type
Table B.20: Issuance Date Type code list
| Code | Code Name | Description |
|---|---|---|
| ACCRUALSTART | Accrual Start Date | Also called Dated Date: Date on which coupon interest first begins to accrue on a debt security. |
| ALLOTMENT | Allotment Date | The date on which shares are allotted to applicants for the current issue transaction. |
| ANNOUNCEMENT | Announcement Date | The date on which the current issue transaction is announced to the market, generally includes the publication of the prospectus. |
| AUCTION | Auction Date | The date on which applicants for the bond issue can make bids for the security. |
| BOOKBUILDING | Book-building Start Date | For listed, publicly dated, quoted shares: for EQUITY only; a lower priority variable, relevant for detailed recording of transaction data for listed and quoted shares (to be available in Phase 2 for equity). |
| OFFERCLOSING | Closing Date | Date after which no bids for initial purchases of this issuance transactions are accepted from potential investors. In practise, this may often coincide with the clearing and settlement date and/or the payment date. |
| DEALING | Dealing Date | Date on which units/shares of a fund are issued. |
| ESTIMATION | Estimation Date | The Is Estimate attribute specifies if the data in this instance have been estimated. |
| FILING | Filing Date | Date on which the issuing company formally asked for the registration of the issuance (by presenting the required filing according to the law). |
| FIRSTTRADING | First Trading Date | The first date instruments from this issuance transactions can be traded on an exchange. |
| INDICATIVE | Indicative Issue Date | Indicative Issue Date. To be used in the absence of any specific information about the nature of the date. |
| ISINCREATION | ISIN Code Creation Date | Date on which the ISIN code was allocated to the security. |
| LAUNCH | Launch Date | The formal date in which the very first issue, or initial (public) offering is launched. |
| OFFER | Offer Date | Date on which the offer has been made to potential investors. |
| PAYMENT | Payment Date | The date on which the underwriters of an issue of bonds must effect payment for their allotment. Also settlement date. |
| PREMARKETING | Pre-marketing Start Date | For listed, publicly dated, quoted shares: for EQUITY only; a lower priority variable, relevant for detailed recording of transaction data for listed and quoted shares (to be available in Phase 2 for equity). |
| PRICING | Pricing Date | The date on which the final price and terms are set, prior to a formal offering. |
| SETTLEMENT | Settlement Date | Clearing and settlement date: for both cleaning lines. |
B.21 Issuance Transaction Type
Table B.21: Issuance Transaction Type code list
| Code | Code Name | Description |
|---|---|---|
| IPO | Initial public offering (primary) | Applies to Shares (Equity and Funds); initial tranche being offered by the issuer to the general public. |
| IPS | Initial public offering (secondary) | Applies to Shares (Equity and Funds); initial tranche being offered by an investor, who received it via a non-public offering from the issuer, to the general public. |
| SPO | Secondary public offering (primary) | Shares; secondary tranche from issuer to market. |
| SPS | Secondary public offering (secondary) | Shares; secondary tranche from market participant to open market. |
| BBA | Buy back | Repurchase of outstanding shares/units or amounts by the issuing company. Results in a reduction in the number of shares/amounts outstanding. |
| SSP | Stock split | Change in minimum denomination and nominal value. Usually 1 existing share is exchanged for x shares with the new nominal value. |
| DEN | Re-denomination | Change of the nominal currency of an instrument, e.g., from Deutsche Mark to Euro. |
| PAY | Payment only | |
| RII | Rights issuance | If the market is really short and nobody wants to buy your shares, how to sell? Propose right to buy new shares at a later period. Price can be ex- (excluding) & cum (including) rights issued. Rights have their own ISIN and expire after a number of weeks. |
| MEI | Merge issuance | Issuance of shares due to a merger of two companies. |
| CON | Conversion of debt to shares | In case that debt cannot be served anymore, one option is to convert it into shares, leading to an increase in the number outstanding of the company. |
| ESO | Execution of Stock Options | |
| PRIVP | Private Placement | Indicates whether the bond is issued through a Private placement (Y/N). |
| RDEN | Redenomination | |
| STKS | Stock Split |
B.22 Numbering Scheme
The following list of possible Numbering Schemes is merely illustrative and holds no claim on completeness.
Table B.22: Numbering Scheme code list
| Code | Code Name |
|---|---|
| BIC | Bank Identification Code (BIC) |
| BLZ | Bankleitzahl (DE) |
| BEI | BEI code |
| BLO | Bloomberg code |
| CEDL | Cedel code |
| CINS | CINS code |
| COMM | Common code |
| ISOCCY | Currency code (ISO 3166) |
| CUSP | CUSIP code |
| DNS | Dun & Bradstreet code |
| EUCL | Euroclear code |
| FTI | FTID code |
| ISIN | ISIN code |
| MIC | Market Identification Code (MIC) |
| RTRI | Reuters (RIC) code |
| SNP | S&P code |
| SEDOL | SEDOL code |
| TKF | Telekurs Financial code |
| THO | Thomson code |
| WMD | WMD code |
| … | … |
B.23 Portfolio Version Scheme
Table B.23: Portfolio Version Scheme code list
| Code | Code Name | Description |
|---|---|---|
| SNP | Snapshot View | The portfolio version represents a snapshot of the actual wealth represented by the portfolio. |
| JRN | Real Time Positions & Movements | The portfolio version contains real time positions and transactions. |
| HIS | Historical Balances | The portfolio version contains historical balances of the portfolio. |
B.24 Price Income Inclusion
Table B.24: Price Income Inclusion code list
| Code | Code Name | |
|---|---|---|
| A | Adjusted | The price is adjusted for upcoming income payments. |
| N | Not adjusted | The price is not adjusted for upcoming income payments. |
| P | Partially adjusted | The price is partially adjusted for upcoming income payments. |
| X | Not applicable | Not applicable. |
B.25 Price Type
Table B.25: Price Type code list
| Code | Code Name | Description |
|---|---|---|
| DOPBID | Daily Open Bid Price | Value of the daily bid price—at opening of market. |
| DOPASK | Daily Open Ask Price | Value of the daily ask price—at opening of market. |
| DOPMID | Daily Open Mid Price | Value of the daily mid price—at opening of market. |
| DOPPAY | Daily Open Paid Price | Value of the daily paid / transaction price—at opening of market. |
| DOPCLC | Daily Open Calculated Price | Value of the daily calculated or fair price—at opening of market. |
| DOPIND | Daily Open Indicative Price | Value of the daily indicative price (dealer quote)—at opening of market. |
| DOPNAV | Daily Open Net Asset Value | Value of the daily Net Asset Value Per Share price—at opening of market. |
| DCLBID | Daily Close Bid Price | Value of the daily bid price—at market closure. |
| DCLASK | Daily Close Ask Price | Value of the daily ask price—at market closure. |
| DCLMID | Daily Close Mid Price | Value of the daily mid price—at market closure. |
| DCLPAY | Daily Close Paid Price | Value of the daily paid / transaction price—at market closure. |
| DCLCLC | Daily Close Calculated Price | Value of the daily calculated or fair price—at market closure. |
| DCLIND | Daily Close Indicative Price | Value of the daily indicative price (dealer quote)—at market closure. |
| DCLNAV | Daily Close Net Asset Value | Value of the daily Net Asset Value Per Share price—at market closure. |
| DHIBID | Daily Highest Bid Price | Value of the daily bid price—daily highest value. |
| DHIASK | Daily Highest Ask Price | Value of the daily ask price—daily highest value. |
| DHIMID | Daily Highest Mid Price | Value of the daily mid price—daily highest value. |
| DHIPAY | Daily Highest Paid Price | Value of the daily paid / transaction price—daily highest value. |
| DHICLC | Daily Highest Calculated Price | Value of the daily calculated or fair price—daily highest value. |
| DHIIND | Daily Highest Indicative Price | Value of the daily indicative price (dealer quote)—daily highest value. |
| DHINAV | Daily Highest Net Asset Value | Value of the daily Net Asset Value Per Share price—daily highest value. |
| DLOBID | Daily Lowest Bid Price | Value of the daily bid price—daily lowest value. |
| DLOASK | Daily Lowest Ask Price | Value of the daily ask price—daily lowest value. |
| DLOMID | Daily Lowest Mid Price | Value of the daily mid price—daily lowest value. |
| DLOPAY | Daily Lowest Paid Price | Value of the daily paid / transaction price—daily lowest value. |
| DLOCLC | Daily Lowest Calculated Price | Value of the daily calculated or fair price—daily lowest value. |
| DLOIND | Daily Lowest Indicative Price | Value of the daily indicative price (dealer quote)—daily highest value. |
| DLONAV | Daily Lowest Net Asset Value | Value of the daily Net Asset Value Per Share price—daily lowest value. |
| MAVBID | Monthly Average Bid Price | Monthly average of daily paid / transaction prices at market closure. |
| MAVMID | Monthly Average Ask Price | Monthly average of daily bid prices at market closure. |
| MAVASK | Monthly Average Mid Price | Monthly average of daily ask prices at market closure. |
| MAVPAY | Monthly Average Paid Price | Monthly average of daily Net Asset Values per share at market closure. |
| MAVCLC | Monthly Average Calculated Price | Minimum closing price registered by the data provider during the last 52 weeks. |
| MAVIND | Monthly Average Indicative Price | Maximum closing price registered by the data provider during the last 52 weeks. |
| MAVNAV | Monthly Average NAV Price | Average of transacted prices of the day weighted by the respective amount / number of securities transacted. |
| DVWAP | Daily Volume Weighted Average Price | Net asset value per share at the end of the day. |
| DBOOK | Book Value | |
| VOLAD | One Day Volatility | |
| VOLAW | One Week Volatility | |
| VOLAM | One Month Volatility | |
| VOLAY | One Year Volatility | |
| MINBID | Period Minimum Bid Price | |
| MINASK | Period Minimum Ask Price | |
| MINMID | Period Minimum Mid Price | |
| MINPAY | Period Minimum Paid Price | |
| MINCLC | Period Minimum Calculated Price | |
| MININD | Period Minimum Indicative Price | |
| MINNAV | Period Minimum Net Asset Value | |
| MAXBID | Period Maximum Bid Price | |
| MAXASK | Period Maximum Ask Price | |
| MAXMID | Period Maximum Mid Price | |
| MAXPAY | Period Maximum Paid Price | |
| MAXCLC | Period Maximum Calculated Price | |
| MAXIND | Period Maximum Indicative Price | |
| MAXNAV | Period Maximum Net Asset Value | |
| AVGBID | Period Average Bid Price | |
| AVGASK | Period Average Ask Price | |
| AVGMID | Period Average Mid Price | |
| AVGPAY | Period Average Paid Price | |
| AVGCLC | Period Average Calculated Price | |
| AVGIND | Period Average Indicative Price | |
| AVGNAV | Period Average Net Asset Value |
B.26 Quotation Basis
Table B.26: Quotation Basis code list
| Code | Code Name | Description |
|---|---|---|
| CCY | Currency per share/unit | Nominal Currency |
| PCL | Percentage of nominal—Clean | Percentage of par nominal value—excluding accrued interest |
| PDT | Percentage of nominal—Dirty | Percentage of par nominal value—including accrued interest |
| PNT | Points | Point (Indices) |
| UNT | Unit | Monetary amount per unit |
| PCT | Percentage | Percentage of nominal value |
| DDT | Discount—Dirty | |
| DCL | Discount—Clean | |
| DAC | Discount—Annualised Clean | |
| DAD | Discount—Annualised Dirty | |
| YLD | Yield | |
| YAN | Yield Annualised |
B.27 Party Account Amount Function
Table B.27: Party Account Amount Function code list
| Code | Code Name |
|---|---|
| CAEV.ATAX | CAEV Additional Tax Amount |
| CAEV.CAPG | CAEV Capital Gains Amount |
| CAEV.CHAR | CAEV Charges/Fees Amount |
| CAEV.CINL | CAEV Cash in Lieu of Shares |
| CAEV.COUN | CAEV Country, National Federal Tax |
| CAEV.ENTL | CAEV Entitled Amount |
| CAEV.EUTR | CAEV EU Tax Retention Amount |
| CAEV.EXEC | CAEV Executing Broker’s Amount |
| CAEV.FISC | CAEV Fiscal Stamp |
| CAEV.FLFR | CAEV Fully Franked Amount |
| CAEV.GRSS | CAEV Gross Amount |
| CAEV.INCE | CAEV Cash Incentive |
| CAEV.INDM | CAEV Indemnity Amount |
| CAEV.INTR | CAEV Interest Amount |
| CAEV.ISDI | CAEV Issue Discount Amount |
| CAEV.LADT | CAEV Local Tax (DE specific 1) |
| CAEV.LEVY | CAEV Payment Levy Tax |
| CAEV.LIDT | CAEV Local Tax (DE specific 2) |
| CAEV.LOCL | CAEV Local Tax |
| CAEV.LOCO | CAEV Local Broker’s Commission |
| CAEV.LOTE | CAEV Local Tax (DE specific 3) |
| CAEV.LYDT | CAEV Local Tax (DE specific 4) |
| CAEV.MFDV | CAEV Manufactured Dividend |
| CAEV.MKTC | CAEV Market Claim |
| CAEV.NETT | CAEV Net Cash Amount |
| CAEV.OCMT | CAEV Original Currency and Ordered Amount |
| CAEV.PAMM | CAEV Paying/Sub-paying Agent Commission |
| CAEV.POST | CAEV Postage Amount |
| CAEV.PRIN | CAEV Principal or Corpus |
| CAEV.REDP | CAEV Redemption Premium Amount |
| CAEV.REGF | CAEV Regulatory Fees |
| CAEV.REIN | CAEV Reinvestment Amount |
| CAEV.RESU | CAEV Resulting Amount |
| CAEV.SHIP | CAEV Shipping Amount |
| CAEV.SOFE | CAEV Solicitation Fee |
| CAEV.SOIC | CAEV Sundry/Other Income Amount |
| CAEV.SPCN | CAEV Special Concessions |
| CAEV.STAM | CAEV Stamp Duty |
| CAEV.STEX | CAEV Stock Exchange Tax |
| CAEV.SUBS | CAEV Additional Subscription Costs |
| CAEV.TAXC | CAEV Amount of Tax Credit |
| CAEV.TAXR | CAEV Withholding Tax Amount |
| CAEV.TRAN | CAEV Transfer Tax |
| CAEV.TRAX | CAEV Transaction Tax |
| CAEV.TXDF | CAEV Tax Deferred Amount |
| CAEV.TXFR | CAEV Tax Free Amount |
| CAEV.TXRC | CAEV Reclaim of Taxes |
| CAEV.UNFR | CAEV Unfranked Amount |
| CAEV.VATA | CAEV Value-Added Tax |
| CAEV.WITF | CAEV Withholding of Foreign Tax |
| CAEV.WITL | CAEV Withholding of Local Tax |
| PFTX.BUYC | PTF TX Purchase Cost (Clean) |
| PFTX.BUYD | PTF TX Purchase Cost (Dirty) |
| PFTX.ACIP | PTF TX Accrued Interest Purchased |
| PFTX.ACIS | PTF TX Accrued Interest Sold |
| PFTX.ACIR | PTF TX Interest Accrual (Int. Rec) |
| PFTX.ACIO | PTF TX Interest Accrual (Int. Owing) |
| PFTX.SELC | PTF TX Sales Revenue (Clean) |
| PFTX.SELD | PTF TX Sales Revenue (Dirty) |
| PFTX.STMP | PTF TX Stamp Duty |
| PFTX.COMM | PTF TX Trade Commission |
| PFTX.IMRG | PTF TX Initial Margin |
| PFTX.VMRG | PTF TX Variation Margin |
| PFTX.TLEV | PTF TX Other Trade Charges/Taxes |
| PFTX.INVA | PTF TX Invoice Amount |
| PFTX.VATA | PTF TX VAT Amount |
| PFTX.TAXA | PTF TX Tax Amount |
| PFTX.PAYA | PTF TX Amount to be Paid |
| PFTX.RECA | PTF TX Amount to be Received |
| PFTX.CMV1 | PTF TX Amount of Ledger Credit Movement 01 |
| PFTX.CMV2 | PTF TX Amount of Ledger Credit Movement 02 |
| PFTX.CMV3 | PTF TX Amount of Ledger Credit Movement 03 |
| PFTX.CMV4 | PTF TX Amount of Ledger Credit Movement 04 |
| PFTX.CMV5 | PTF TX Amount of Ledger Credit Movement 05 |
| PFTX.CMV6 | PTF TX Amount of Ledger Credit Movement 06 |
| PFTX.CMV7 | PTF TX Amount of Ledger Credit Movement 07 |
| PFTX.CMV8 | PTF TX Amount of Ledger Credit Movement 08 |
| PFTX.CMV9 | PTF TX Amount of Ledger Credit Movement 09 |
| PFTX.CMV0 | PTF TX Amount of Ledger Credit Movement 10 |
| PFTX.DMV1 | PTF TX Amount of Ledger Debit Movement 01 |
| PFTX.DMV2 | PTF TX Amount of Ledger Debit Movement 02 |
| PFTX.DMV3 | PTF TX Amount of Ledger Debit Movement 03 |
| PFTX.DMV4 | PTF TX Amount of Ledger Debit Movement 04 |
| PFTX.DMV5 | PTF TX Amount of Ledger Debit Movement 05 |
| PFTX.DMV6 | PTF TX Amount of Ledger Debit Movement 06 |
| PFTX.DMV7 | PTF TX Amount of Ledger Debit Movement 07 |
| PFTX.DMV8 | PTF TX Amount of Ledger Debit Movement 08 |
| PFTX.DMV9 | PTF TX Amount of Ledger Debit Movement 09 |
| PFTX.DMV0 | PTF TX Amount of Ledger Debit Movement 10 |
B.28 Party Account Scheme
Table B.28: Party Account Scheme code list
| Code | Code Name |
|---|---|
| BLS | Balance Sheet |
| PNL | Profit and Loss Statement |
| CFL | Annual Cash Flow |
| OPS | Operative Data |
| PTF | Portfolio Accounts |
B.29 Party Account Scheme Element
Table B.29: Party Account Scheme Element code list
| Account Scheme | Code | Code Name |
|---|---|---|
| BLS | 111100 | Cash Balances |
| BLS | 111200 | Money Market Investments |
| BLS | 112000 | Other Debt due within 12 Months |
| BLS | 121000 | Stock & Work in Progress at Beginning of Period |
| BLS | 122000 | Stock & Work in Progress at End of Period |
| BLS | 131000 | Medium Term Financial Investments |
| BLS | 132000 | Long Term Financial Investments |
| BLS | 133000 | Debt due in more than 12 Months |
| BLS | 141000 | Fixed Assets other than Land |
| BLS | 142000 | Accum. Depreciation on Fixed Assets other than Land |
| BLS | 150000 | Investments in Land |
| BLS | 160000 | Participations in other Companies |
| BLS | 170000 | Goodwill |
| BLS | 210000 | Creditor Claims due on Demand |
| BLS | 220000 | Creditor Claims due in 12 months or less |
| BLS | 230000 | Creditor Claims due in more than 12 months |
| BLS | 240000 | Reserves |
| BLS | 250000 | Accumulated Profit & Loss |
| BLS | 261000 | Share Capital—Nominal |
| BLS | 261000 | Share Premium |
| PNL | 310000 | Sales Revenue |
| PNL | 320000 | Cost of sales |
| PNL | 330000 | Gross Profit |
| PNL | 410000 | Administrative Salaries & Wages |
| PNL | 420000 | Marketing Costs |
| PNL | 430000 | Other Administrative Costs |
| PNL | 440000 | Depreciation Expenses |
| PNL | 510000 | Interest Received |
| PNL | 520000 | Interest Paid |
| PNL | 610000 | Profit before Interest & Taxes |
| PNL | 620000 | Profit before Taxes |
| PNL | 630000 | Taxes on Profit |
| PNL | 640000 | Profit after Interest & Taxes |
| PTF | 110000EUR | Euro Cash Account |
| PTF | 110000GBP | GBP Cash Account |
| PTF | 110000USD | US Dollar Cash Account |
| PTF | 110000JPY | Japanese Yen Cash Account |
| PTF | 110000CHF | Swiss Franc Cash Account |
| PTF | 110000PXC | Portfolio Cash Control Account |
| PTF | 110000CXC | Client Cash Control Account |
| PTF | 120000 | Investment Positions at Cost |
| PTF | 130000 | Unrealised Investment Gains/Losses |
| PTF | 140000 | Realised Investment Gains/Losses |
| PTF | 210000 | Transaction Taxes |
| PTF | 220000 | Transaction Fees |
| PTF | 230000 | Management Fees |
| PTF | 240000 | Operating Fees |
| PTF | 300000 | Cash Inflows |
| PTF | 400000 | Cash Outflows |
B.30 Party Account Status
Table B.30: Party Account Status code list
| Code | Code Name | Description |
|---|---|---|
| O | Open | Account is open. |
| R | Reconciled | Account is reconciled. |
| C | Closed | Account is closed. |
| U | Un-posted | Account is not yet posted. |
B.31 Party Type
Table B.31: Party Type code list
| Code | Code Name |
|---|---|
| COM | Company or other commercial legal entity |
| GOV | Sovereign Government |
| AGY | Government Agency |
| MUN | Municipality |
| INT | International Organisation |
| BRA | Unincorporated Branch |
| DIV | Unincorporated Division |
| GRP | Unincorporated Group |
| IPR | Issuance program |
B.32 Party Status
Table B.32: Party Status code list
| Code | Code Name | Description |
|---|---|---|
| ACT | Active | The party is active and can operate without any legal impediment. |
| SUS | Suspended | |
| DIS | Dissolved | The party is dissolved. |
| ADM | In Administration | |
| ISV | Insolvent | The party is insolvent. |
| LIQ | In liquidation | The party is in liquidation. |
| LQT | Liquidated | The party has been liquidated. |
| TER | Terminated | The party is terminated by the relevant bodies. |
| REJ | Rejected | The creation of the party has been rejected by the relevant authorities. |
| UKN | Unknown | The status of the party is unknown. |
| PLN | Planned | The party is yet in the status of planning. |
B.33 Rating Scheme
Table B.33: Rating Scheme code list
| Code | Code Name |
|---|---|
| AMBFSTR | AM Best Financial Strength Rating |
| AMBLTDR | AM Best Long-Term Debt Rating |
| AMBLTIR | AM Best Long-Term Insurance Company Credit Rating |
| AMBLTNR | AM Best Long-Term Non-Insurance Company Credit Rating |
| AMBSTDR | AM Best Short-Term Debt Rating |
| AMBSTSR | AM Best Short-Term Issuer Credit Rating |
| BASELIIW | Basle II Weight |
| FERCLOSENDFND | Feri Closed-End Fund Rating |
| FERMUTFND | Feri Mutual Fund Rating |
| FITALTASSTMAN | Fitch Alternative Asset Managers Rating |
| FITASSTMAN | Fitch Asset Management Rating |
| FITCDOASSTMAN | Fitch CDO Asset Manager Rating |
| FITDISTRECOV | Fitch Distressed Recovery Rating |
| FITBANK | Fitch Individual Bank Rating |
| FITINSTLGT | Fitch Instrument Long-term Rating |
| FITINSTSHT | Fitch Instrument Short-term Rating |
| FITINVPROC | Fitch Investment Process Rating |
| FITLGTINSFSTRNG | Fitch Long-Term Insurer Financial Strength Rating |
| FITLGTISSDEF | Fitch Long-Term Issuer Default Rating |
| FITMFNDVOL | Fitch Managed Fund Volatility Rating |
| FITMFNDCRED | Fitch Managed Funds Credit Rating |
| FITREASSTMAN | Fitch Real Estate Asset Managers Rating |
| FITRECOV | Fitch Recovery Rating |
| FITSERV | Fitch Servicer Ratings |
| FITSHTINSFSTRNG | Fitch Short-Term Insurer Financial Strength Rating |
| FITSHTISSDEF | Fitch Short-Term Issuer Default Rating |
| FITSUPP | Fitch Support Rating |
| FITUSPUBFIN | Fitch U.S. Public Finance Rating |
| LGTPTYGEN | Long-term Generic Rating |
| LGTINSTGEN | Long-term Generic Rating |
| MDYBKFS | Moody’s Bank Financial Strength Rating |
| MDYHYBK | Moody’s Classification for Hybrid Baskets |
| MDYCDSR | Moody’s Credit Default Swaps Rating |
| MDYEQFD | Moody’s Equity Fund Rating |
| MDYFSTR | Moody’s Financial Strength Rating |
| MDYHFQR | Moody’s Hedge Fund Operations Quality Rating |
| MDYIMQR | Moody’s Investment Manager Quality Rating |
| MDYLDSR | Moody’s Lloyd’s Syndicate Rating |
| MDYLDVR | Moody’s Lloyd’s Volatility Rating |
| MDYLTCO | Moody’s Long-Term Corporate Obligation Rating |
| MDYLTIFS | Moody’s Long-Term Insurance Financial Strength Rating |
| MDYLTIR | Moody’s Long-Term Issuer Rating |
| MDYLGDA | Moody’s Loss Given Default Assessment |
| MDYMKRS | Moody’s Market Risk Rating |
| MDYMMBF | Moody’s Money Market and Bond Fund Rating |
| MDYRECF | Moody’s Real Estate Portfolio Cash Flow Volatility Rating |
| MDYSRVQR | Moody’s Servicer Quality Rating |
| MDYSTCOR | Moody’s Short-Term Corporate Obligation Rating |
| MDYSTIFSR | Moody’s Short-Term Insurance Financial Strength Rating |
| MDYSTIR | Moody’s Short-Term Issuer Rating |
| MDYSGLR | Moody’s Speculative Grade Liquidity Rating |
| MDYSFIR | Moody’s Structured Finance Issuer Rating |
| MDYFLTR | Moody’s Structured Finance Long-Term Rating |
| MDYFSTIR | Moody’s Structured Finance Short-Term Issuer Rating |
| MDYTQR | Moody’s Trustee Quality Rating |
| MDYUMDOR | Moody’s US Municipal Demand Obligation Rating |
| MDYUMLDR | Moody’s US Municipal Long-Term Debt Rating |
| MDYUMSDR | Moody’s US Municipal Short-Term Debt Rating |
| MSTARFR | Morningstar Fund Rating |
| SNPBANKFSR | S&P Bank Fundamental Strength Rating |
| SNPBANKSA | S&P Bank Survivability Assessment |
| SNPCPR | S&P Commercial Paper Rating |
| SNPFCQR | S&P Fund Credit Quality Rating |
| SNPFVR | S&P Fund Volatility Rating |
| SNPIFER | S&P Insurer Financial Enhancement Rating |
| SNPLIFSR | S&P Long-Term Insurer Financial Strength Rating |
| SNPSTIR | S&P Short-Term Issue Credit Rating |
| SNPLTIR | S&P Long-Term Issuer Credit Rating |
| SNPSMICR | S&P Short-Term Municipal Issue Credit Rating |
| SNPLMICR | S&P Long-Term Municipal Issuer Credit Rating |
| SNPPSFR | S&P Principal Stability Fund Rating |
| SNPR | S&P Recovery Rating |
| SNPSIFSR | S&P Short-Term Insurer Financial Strength Rating |
| SNPSICR | S&P Short-Term Issue Credit Rating |
| SNPLICR | S&P Long-Term Issuer Credit Rating |
| SNPSMICR | S&P Short-Term Municipal Issue Credit Rating |
| SNPLMICR | S&P Long-Term Municipal Issuer Credit Rating |
| SNPSFSE | S&P Structured Finance Servicer Evaluation |
| SNPSRR | S&P Swap Risk Rating |
B.34 Repetition Period Type
Table B.34: Redemption Period Type code list
| Code | Code Name |
|---|---|
| DY | Period in Days |
| WK | Period in Weeks |
| MO | Period in Months |
| YR | Period in Years |
| EV | Triggered by a Specific Event |
| DT | Single Specific Date |
B.35 Unit
| Code | Code Name | Description |
|---|---|---|
| SHR | Shares/Units | |
| PRI | Principal | Type of percentage. Based in relative amount of what the principal is |
| CCY | Currency | |
| PNT | Points | |
| PCT | Percentage | Unit for truly percentage based instruments, like (H)CPI. |
| TOU | Troy ounces | |
| BAR | Barrels | |
| GAL | Gallons | |
| TON | Tonnes | |
| LBS | Pounds | |
| BSH | Bushels | |
| CEL | Celsius degrees | |
| MW | Megawatts | |
| INH | Inches | |
| HRS | Hours |
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