Code Set PosAmtTypeCodeSet Scenario base

SYNOPSIS: Type of Position amount

ID Datatype
707String

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
707001CashAmountCASHSYNOPSIS: Cash amount (corporate event)
✓FIX.4.4FIX.5.0SP2141
707002CashResidualAmountCRESSYNOPSIS: Cash residual amount
✓FIX.4.4FIX.5.0SP2141
707003FinalMarkToMarketAmountFMTMSYNOPSIS: Final mark-to-market amount
✓FIX.4.4FIX.5.0SP2141
707004IncrementalMarkToMarketAmountIMTMSYNOPSIS: Incremental mark-to-market
✓FIX.4.4FIX.5.0SP2141
707005PremiumAmountPREMSYNOPSIS: Premium amount
✓FIX.4.4FIX.5.0SP2141
707006StartOfDayMarkToMarketAmountSMTMSYNOPSIS: Start of day mark-to-market
✓FIX.4.4FIX.5.0SP2141
707007TradeVariationAmountTVARSYNOPSIS: Trade variation amount
✓FIX.4.4FIX.5.0SP2141
707008ValueAdjustedAmountVADJSYNOPSIS: Value adjusted amount
✓FIX.4.4FIX.5.0SP2141
707009SettlementValueSETLSYNOPSIS: Settlement value
✓FIX.4.44FIX.5.0SP2141
707010InitialTradeCouponAmountICPNSYNOPSIS: Initial trade coupon amount
✓FIX.5.0SP183FIX.5.0SP2141
707011AccruedCouponAmountACPNSYNOPSIS: Accrued coupon amount
✓FIX.5.0SP183FIX.5.0SP2141
707012CouponAmountCPNSYNOPSIS: Coupon amount
✓FIX.5.0SP183FIX.5.0SP2141
707013IncrementalAccruedCouponIACPNSYNOPSIS: Incremental accrued coupon
✓FIX.5.0SP183FIX.5.0SP2141
707014CollateralizedMarkToMarketCMTMSYNOPSIS: Collateralized mark-to-market
✓FIX.5.0SP183FIX.5.0SP2141
707015IncrementalCollateralizedMarkToMarketICMTMSYNOPSIS: Incremental collateralized mark-to-market
✓FIX.5.0SP183FIX.5.0SP2141
707016CompensationAmountDLVSYNOPSIS: Compensation amount
✓FIX.5.0SP183FIX.5.0SP2141
707017TotalBankedAmountBANKSYNOPSIS: Total banked amount
✓FIX.5.0SP183FIX.5.0SP2141
707018TotalCollateralizedAmountCOLATSYNOPSIS: Total collateralized amount
✓FIX.5.0SP183FIX.5.0SP2141
707019LongPairedSwapNotionalValueLSNVSYNOPSIS: Long paired swap or swaption notional value
✓FIX.5.0SP2140
707020ShortPairedSwapNotionalValueSSNVSYNOPSIS: Short paired swap or swaption notional value
✓FIX.5.0SP2140
707021StartOfDayAccruedCouponSACPNSYNOPSIS: Start-of-day accrued coupon
✓FIX.5.0SP2162
707022NetPresentValueNPVSYNOPSIS: Net present value
✓FIX.5.0SP2162
707023StartOfDayNetPresentValueSNPVSYNOPSIS: Start-of-day net present value
✓FIX.5.0SP2162
707024NetCashFlowNCFSYNOPSIS: Net cash flow
✓FIX.5.0SP2162
707025PresentValueOfFeesPVFEESSYNOPSIS: Present value of all fees
✓FIX.5.0SP2162
707026PresentValueOneBasisPointsPV01SYNOPSIS: Present value of one basis points
ELABORATION: Change in value if yield curve shifts 0.01%.
✓FIX.5.0SP2162
707027FiveYearEquivalentNotional5YRENSYNOPSIS: The five year equivalent notional amount
✓FIX.5.0SP2162
707028UndiscountedMarkToMarketUMTMSYNOPSIS: Undiscounted mark-to-market
✓FIX.5.0SP2162
707029MarkToModelMTDSYNOPSIS: Mark-to-model
✓FIX.5.0SP2179
707030MarkToMarketVarianceVMTMSYNOPSIS: Mark-to-market variance
✓FIX.5.0SP2179
707031MarkToModelVarianceVMTDSYNOPSIS: Mark-to-model variance
✓FIX.5.0SP2179
707032UpfrontPaymentUPFRNTSYNOPSIS: Upfront payment
✓FIX.5.0SP2192
707033EndValeENDVSYNOPSIS: End value
ELABORATION: Principal amount of a securities financing transaction on matuity date.
✓FIX.5.0SP2254
707034OutstandingMarginLoanMGNLNSYNOPSIS: Outstanding margin loan
ELABORATION: The amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value.
✓FIX.5.0SP2254
707035LoanValueLNVLSYNOPSIS: Loan value
ELABORATION: The amount of the loan.
✓FIX.5.0SP2254