FIX TAG 1588
LegPosAmtType
Definition
Type of leg position amount.
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.
Values 35
| Value | Meaning |
|---|---|
CASH | Cash amount (corporate event) |
CRES | Cash residual amount |
FMTM | Final mark-to-market amount |
IMTM | Incremental mark-to-market |
PREM | Premium amount |
SMTM | Start of day mark-to-market |
TVAR | Trade variation amount |
VADJ | Value adjusted amount |
SETL | Settlement value |
ICPN | Initial trade coupon amount |
ACPN | Accrued coupon amount |
CPN | Coupon amount |
IACPN | Incremental accrued coupon |
CMTM | Collateralized mark-to-market |
ICMTM | Incremental collateralized mark-to-market |
DLV | Compensation amount |
BANK | Total banked amount |
COLAT | Total collateralized amount |
LSNV | Long paired swap or swaption notional value |
SSNV | Short paired swap or swaption notional value |
SACPN | Start-of-day accrued coupon |
NPV | Net present value |
SNPV | Start-of-day net present value |
NCF | Net cash flow |
PVFEES | Present value of all fees |
PV01 | Present value of one basis points Additional detail from the official sourceChange in value if yield curve shifts 0.01%. |
5YREN | The five year equivalent notional amount |
UMTM | Undiscounted mark-to-market |
MTD | Mark-to-model |
VMTM | Mark-to-market variance |
VMTD | Mark-to-model variance |
UPFRNT | Upfront payment |
ENDV | End value Additional detail from the official sourcePrincipal amount of a securities financing transaction on maturity date. |
MGNLN | Outstanding margin loan Additional detail from the official sourceThe amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value. |
LNVL | Loan value Additional detail from the official sourceThe amount of the loan. |
About the String data type
Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).
Used in messages 2
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=AETradeCaptureReportTrdInstrmtLegGrp / LegPositionAmountData35=ARTradeCaptureReportAckTrdInstrmtLegGrp / LegPositionAmountData