Code Set AssetSubClassCodeSet Scenario base

SYNOPSIS: The subcategory description of the asset class.

ID Datatype
1939int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1939001Metals13SYNOPSIS: Metals
✓FIX.5.0SP2161
1939002Bullion14SYNOPSIS: Bullion
✓FIX.5.0SP2161
1939003Energy15SYNOPSIS: Energy
✓FIX.5.0SP2161
1939004CommodityIndex16SYNOPSIS: Commodity index
✓FIX.5.0SP2161
1939005Agricultural17SYNOPSIS: Agricultural
✓FIX.5.0SP2161
1939006Environmental18SYNOPSIS: Environmental
✓FIX.5.0SP2161
1939007Freight19SYNOPSIS: Freight
✓FIX.5.0SP2161
1939008Fertilizer41SYNOPSIS: Fertilizer
✓FIX.5.0SP2235
1939009IndustrialProduct42SYNOPSIS: Industrial product
✓FIX.5.0SP2235
1939010Inflation43SYNOPSIS: Inflation
✓FIX.5.0SP2235
1939011Paper44SYNOPSIS: Paper
✓FIX.5.0SP2235
1939012Polypropylene45SYNOPSIS: Polypropylene
✓FIX.5.0SP2235
1939013OfficialEconomicStatistics46SYNOPSIS: Official economic statistics
✓FIX.5.0SP2235
1939014SingleName4SYNOPSIS: Single name
✓FIX.5.0SP2161
1939015CreditIndex5SYNOPSIS: Credit index
✓FIX.5.0SP2161
1939016IndexTranche6SYNOPSIS: Index tranche
✓FIX.5.0SP2161
1939017CreditBasket7SYNOPSIS: Credit basket
✓FIX.5.0SP2161
1939018Basket3SYNOPSIS: Basket [for multi-currency]
✓FIX.5.0SP2161
1939019FXCrossRates38SYNOPSIS: FX cross rates
✓FIX.5.0SP2235
1939020FXEmergingMarkets39SYNOPSIS: FX emerging markets
✓FIX.5.0SP2235
1939021FXMajors40SYNOPSIS: FX Majors
✓FIX.5.0SP2235
1939022Government20SYNOPSIS: Government
✓FIX.5.0SP2192
1939023Agency21SYNOPSIS: Agency
✓FIX.5.0SP2192
1939024Corporate22SYNOPSIS: Corporate
✓FIX.5.0SP2192
1939025Financing23SYNOPSIS: Financing
✓FIX.5.0SP2192
1939026MoneyMarket24SYNOPSIS: Money market
✓FIX.5.0SP2192
1939027Mortgage25SYNOPSIS: Mortgage
✓FIX.5.0SP2192
1939028Municipal26SYNOPSIS: Municipal
✓FIX.5.0SP2192
1939029Common9SYNOPSIS: Common
✓FIX.5.0SP2161
1939030Preferred10SYNOPSIS: Preferred
✓FIX.5.0SP2161
1939031EquityIndex11SYNOPSIS: Equity index
✓FIX.5.0SP2161
1939032EquityBasket12SYNOPSIS: Equity basket
✓FIX.5.0SP2161
1939033DividendIndex34SYNOPSIS: Dividend index
✓FIX.5.0SP2235
1939034StockDividend35SYNOPSIS: Stock dividend
✓FIX.5.0SP2235
1939035ExchangeTradedFund36SYNOPSIS: Exchange traded fund
✓FIX.5.0SP2235
1939036VolatilityIndex37SYNOPSIS: Volatility index
✓FIX.5.0SP2235
1939037MutualFund27SYNOPSIS: Mutual fund
✓FIX.5.0SP2192
1939038CollectiveInvestmentVehicle28SYNOPSIS: Collective investment vehicle
✓FIX.5.0SP2192
1939039InvestmentProgram29SYNOPSIS: Investment program
ELABORATION: A generalized fund for major investors.
✓FIX.5.0SP2192
1939040SpecializedAccountProgram30SYNOPSIS: Specialized account program
ELABORATION: A specialized fund setup for a particular account or group of accounts.
✓FIX.5.0SP2192
1939041SingleCurrency1SYNOPSIS: Single currency
✓FIX.5.0SP2161
1939042CrossCurrency2SYNOPSIS: Cross currency
✓FIX.5.0SP2161
1939043TermLoan31SYNOPSIS: Term loan
✓FIX.5.0SP2192
1939044BridgeLoan32SYNOPSIS: Bridge loan
✓FIX.5.0SP2192
1939045LetterOfCredit33SYNOPSIS: Letter of credit
✓FIX.5.0SP2192
1939046Exotic8SYNOPSIS: Exotic
✓FIX.5.0SP2179
1939047OtherC1047SYNOPSIS: Other C10
ELABORATION: Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility".
✓FIX.5.0SP2235FIX.5.0SP2253
1939048Other48SYNOPSIS: Other
ELABORATION: May be used with any AssetClass(1938) values.
✓FIX.5.0SP2235