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FIXtags

FIX TAG 707

PosAmtType

StringAdded FIX.4.4

Definition

Type of 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

Values only in FIX Latest · EP309 17

  • LSNVLong paired swap or swaption notional value
  • SSNVShort paired swap or swaption notional value
  • SACPNStart-of-day accrued coupon
  • NPVNet present value
  • SNPVStart-of-day net present value
  • NCFNet cash flow
  • PVFEESPresent value of all fees
  • PV01Present value of one basis points
    Additional source detail

    Change in value if yield curve shifts 0.01%.

  • 5YRENThe five year equivalent notional amount
  • UMTMUndiscounted mark-to-market
  • MTDMark-to-model
  • VMTMMark-to-market variance
  • VMTDMark-to-model variance
  • UPFRNTUpfront payment
  • ENDVEnd value
    Additional source detail

    Principal amount of a securities financing transaction on maturity date.

  • MGNLNOutstanding margin loan
    Additional source detail

    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.

  • LNVLLoan value
    Additional source detail

    The amount of the loan.

Value text or deprecation changed 18

ValueFIX 5.0 SP2FIX Latest · EP309
CASHCash Amount (Corporate Event)Cash amount (corporate event)
CRESCash Residual AmountCash residual amount
FMTMFinal Mark-to-Market AmountFinal mark-to-market amount
IMTMIncremental Mark-to-Market AmountIncremental mark-to-market
PREMPremium AmountPremium amount
SMTMStart-of-Day Mark-to-Market AmountStart of day mark-to-market
TVARTrade Variation AmountTrade variation amount
VADJValue Adjusted AmountValue adjusted amount
SETLSettlement ValueSettlement value
ICPNInitial Trade Coupon AmountInitial trade coupon amount
ACPNAccrued Coupon AmountAccrued coupon amount
CPNCoupon AmountCoupon amount
IACPNIncremental Accrued CouponIncremental accrued coupon
CMTMCollateralized Mark to MarketCollateralized mark-to-market
ICMTMIncremental Collateralized Mark to marketIncremental collateralized mark-to-market
DLVCompensation AmountCompensation amount
BANKTotal Banked AmountTotal banked amount
COLATTotal Collateralized AmountTotal collateralized amount

Values 35

ValueMeaning
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 source

Change 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 source

Principal amount of a securities financing transaction on maturity date.

MGNLN

Outstanding margin loan

Additional detail from the official source

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.

LNVL

Loan value

Additional detail from the official source

The 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 12

Includes nested components and repeating groups. Open a location to see its surrounding requirements.