TBOND = US Treasury Bond TCAL = Principal Strip Of A Callable Bond Or Note TD = Time Deposit TECP = Tax Exempt Commercial Paper TERM = Term Loan TINT = Interest Strip From Any Bond Or Note TIPS = Treasury Inflation Protected Securities TLQN = Term Liquidity Note TMCP = Taxable Municipal CP TNOTE = US Treasury Note TPRN = Principal From A Non-Callable Bond Or Note TRAN = Tax Revenue Anticipation Note TRS = Total return swap VARSWAP = Variance swap VRDN = Variable Rate Demand Note WAR = Warrant WITHDRN = Withdrawn XCN = Extended Comm Note XLINKD = Indexed Linked XMISSION = Transmission YANK = Yankee Corporate Bond YCD = Yankee Certificate Of Deposit LegMaturityDate 611 N Maturity date of the instrument. LegAssetClass 2067 int N asset category for assessing risk exposure. Supported values: 1 = Interest rate 2 = Currency 3 = Credit 4 = Equity 5 = Commodity 6 = Other 7 = Cash 8 = Debt 9 = Fund - Such as mutual fund, collective investment vehicle, investment program, specialized account program 10 = Loan facility LegAssetSubClass 2068 int N Subcategory description of the asset class. Supported values: 1 = Single currency - Used with LegAssetClass(2067)=1 (Interest rate) 2 = Cross currency - Used with LegAssetClass(2067)=1 (Interest rate) 3 = Basket [for multi-currency] - - Used with LegAssetClass(2067)=2 (Currency) 4 = Single name - Used with LegAssetClass(2067)=3 (Credit) 5 = Credit index - Used with LegAssetClass(2067)=3 (Credit) 6 = Index tranche - Used with LegAssetClass(2067)=3 (Credit)
TBOND = US Treasury Bond TCAL = Principal Strip Of A Callable Bond Or Note TD = Time Deposit TECP = Tax Exempt Commercial Paper TERM = Term Loan TINT = Interest Strip From Any Bond Or Note TIPS = Treasury Inflation Protected Securities TLQN = Term Liquidity Note TMCP = Taxable Municipal CP TNOTE = US Treasury Note TPRN = Principal From A Non-Callable Bond Or Note TRAN = Tax Revenue Anticipation Note TRS = Total return swap VARSWAP = Variance swap VRDN = Variable Rate Demand Note WAR = Warrant WITHDRN = Withdrawn XCN = Extended Comm Note XLINKD = Indexed Linked XMISSION = Transmission YANK = Yankee Corporate Bond YCD = Yankee Certificate Of Deposit LegMaturityDate 611 N Maturity date of the instrument. LegAssetClass 2067 int N asset category for assessing risk exposure. Supported values: 1 = Interest rate 2 = Currency 3 = Credit 4 = Equity 5 = Commodity 6 = Other 7 = Cash 8 = Debt 9 = Fund - Such as mutual fund, collective investment vehicle, investment program, specialized account program 10 = Loan facility LegAssetSubClass 2068 int N Subcategory description of the asset class. Supported values: 1 = Single currency - Used with LegAssetClass(2067)=1 (Interest rate) 2 = Cross currency - Used with LegAssetClass(2067)=1 (Interest rate) 3 = Basket [for multi-currency] - - Used with LegAssetClass(2067)=2 (Currency) 4 = Single name - Used with LegAssetClass(2067)=3 (Credit) 5 = Credit index - Used with LegAssetClass(2067)=3 (Credit) 6 = Index tranche - Used with LegAssetClass(2067)=3 (Credit)
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx