Field number | Field | Type | Description | Sample |
|---|---|---|---|---|
1 | Security ID | String | Identification code | AU0000MBS99 |
2 | Name | String | Name of bond | IFC 5.750 24-Jun-2014 |
3 | Start date | Date | Date at which record becomes effective | [Blank]01/01/2010 |
4 | Security type | String | Type code for sinking security (SINKER) | SINKER |
5 | Currency | String | 3-character currency code | AUD |
6 | Yield curve | String | Yield curve applicable to this security | AUD_CURVE |
7 | Maturity | Date | Maturity date of sinking bond | 23/06/2014 |
8 | Credit rating | String | Credit rating of sinking bond | AAA |
9 | Coupon | Double | Nominal coupon | 0.0575 |
10 | Frequency | Integer | Number of coupons per year | 2 |
11 | Inception date | Date | Date at which sinking bond was issued | 15/01/2009 |
12 | Repayment rate | Double | PSA repayment rate in percent (0 for amortizing bond without prepayments) | 150 |