Instrument Types

Instrument Types

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