Instrument Types
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calc code, calccode, calc_code, product, CUSIP, instrument type, instrument_type

Q: When I create a new security, how do I know which calc code to assign to it?

A:  The following is an example instrument type table.  This lists a number of types of securities and the calc_code that is used for their calculation.

Type Description Class Code Round
ABFAUT
Asset Backed Security Floating - Auto
ABS
12
FED
ABFCLO
Asset Backed Security Floating - CLO
ABS
12
FED
ABFCRD
Asset Backed Security Floating- Cred Crd
ABS
12
FED
ABFHE 
Asset Backed Security Floating - Home Eq
ABS
12
FED
ABFOTH
Asset Backed Security Floating - Other  
ABS
12
FED
ABSAUT
Asset Backed Security Fixed - Auto 
ABS
12
FED
ABSCLO
Asset Backed Security Fixed - CLO
ABS
12
FED
ABSCRD
Asset Backed Security Fixed - Credit Crd
ABS
12
FED
ABSHE 
Asset Backed Security Fixed - Home Eq
ABS
12
FED
ABSOTH
Asset Backed Security Fixed - Other
ABS
12
FED
AGY
U.S. Agency - Fixed  
USAGY 
00
FED
AGYFLT
U.S Agency - Floater 
USAGY 
00
FED
BA
Bankers Acceptance
MMKT  
05
FED
BNFL  
Bank Note - Floating 
MMKT  
05
FED
BNFX  
Bank Note - Fixed
MMKT  
05
FED
BRDY  
Brady Bond 
CORP  
00
FED
CASH  
Cash
CASH  
10
None
CDFL  
Certificate of Deposit - Float
MMKT  
03
FED
CDFX  
Certificate of Deposit - Fixed
MMKT  
03
FED
CMBF  
Commercial MBS Floater 
MTG
00
FED
CMBS  
Commercial MBS Fixed 
MTG
00
FED
CMOF  
Collateralized Mortgage Oblig - Floater 
MTG
00
FED
CMOS  
Collateralized Mortgage Oblig - Fixed
MTG
00
FED
COMMON
Stock-Common
COMMON
06
None
CONVRT
Convertible Bond
CONVRT
00
FED
CORP  
Corporate Note - Fixed 
CORP  
00
FED
CORPFL
Corporate Note - Float 
CORP  
00
FED
CP
Commercial Paper - Fixed
MMKT  
05
None
CP4(2)
4(2) Commercial Paper - Fixed
MMKT  
05
None
CPFL  
Commercial Paper - Float
MMKT  
05
None
CPFL42
4(2) Commercial Paper - Float
MMKT  
05
None
CPIB  
Interest Bearing Commercial Paper
MMKT  
03
FED
CPLOC 
Letter of Credit Commercial Paper
MMKT  
05
FED
DN
Agency Discount Note 
USAGY 
05
FED
ECDFL 
Euro Certificate of Deposit - Floating  
MMKT  
03
FED
ECDFX 
Euro Certificate of Deposit - Fixed
MMKT  
03
FED
ECN
Extendable Commercial Notes 
MMKT  
05
FED
EURO  
Euro Bond
CORP  
00
FED
FA
Funding Agreement/GICs 
MMKT  
03
FED
FEQUIT
Futures-Equity  
FEQTY 
18
None
FFIXED
Futures-Fixed Income 
FFIXED
18
None
FHLM  
FHLMC Pool 
MTG
00
FED
FINDEX
Futures-Index
FINDEX
18
None
FNMA  
FNMA Pool
MTG
12
FED
FUNBND
Bond Fund
FUND  
10
None
FUNEQY
Equity Fund
FUND  
10
None
GNMA  
GNMA Pool
MTG
12
FED
LP
Loan Participation
CORP  
03
FED
MBS
Mortgage Backed Security - Fixed 
MTG
12
FED
MBSFL 
Mortgage Backed Security - Floating
MTG
12
FED
MMF
Money Market Fund
CASH  
10
None
MNFL  
Master Note - Floating 
MMKT  
10
None
MNFX  
Master Note - Fixed  
MMKT  
10
None
MUNIB 
Municipal Bond - Fixed 
MUNNTE
02
FED
MUNICP
Municipal Commercial Paper  
MUNCP 
02
FED
MUNIN 
Municipal Note - Fixed 
MUNNTE
02
FED
NONE  
None
NONE  
00
FED
OFEQTY
Options on Futures(Equity)  
OFUTUR
16
None
OFFIX 
Options on Futures(FI) 
OFUTUR
16
None
OFINDE
Options on Futures (Index)  
OFUTUR
16
None
OPTEQY
Equity Options  
OEQTY 
16
64ths
OPTFIX
Fixed Income Options 
OFIXED
16
64ths
OPTIND
Index Options
OINDEX
16
64ths
PN
Promissory Note 
MMKT  
05
FED
PREFER
Stock-Preferred 
PREFER
06
None
PUT
Put Bond 
MUNNTE
02
FED
RIGHTS
Stock-Rights/Warrants
RIGHTS
06
None
RP-AGY
Repo - Agency
REPO  
03
FED
RP-MM 
Repo - Money Market/Corporates
REPO  
03
FED
RP-MTG
Repo - Mortgage Backed 
REPO  
03
FED
RPTREA
Repo - U.S. Treasury 
REPO  
03
FED
RVREPO
Reverse Repo
REPO  
03
FED
TBA
Mortgage Backed TBA  
MTG
12
FED
TBILL 
U.S. Treasury Bill
USTSY 
05
FED
TBOND 
U.S. Treasury Bond
USTSY 
01
FED
TD
Time Deposit
MMKT  
03
02 
TNOTE 
U.S. Treasury Note
USTSY 
01
FED
TRIAGY
Tri-party Repo - Agency
REPO  
03
FED
TRIMM 
Tri-Party Repo - Money Market/Corporates
REPO  
03
FED
TRIMTG
Tri-Party Repo - Mortgage Backed 
REPO  
03
FED
TRITRE
Tri-Party Repo - U.S. Treasury
REPO  
03
FED
TSTRIP
Tsy Strips 
USTSY 
01
FED
VARN  
Variable Rate Demand Note
MUNFLT
00
MUNI
YCDFL 
Yankee CD - Floating 
MMKT  
03
FED
YCDFX 
Yankee CD - Fixed
MMKT  
03
FED
ZEROS 
Zero-Coupon Security 
CORP  
00
FED  

See Also

Last updated: 04/28/05