Field number | Field | Type | Description | Sample |
|---|---|---|---|---|
1 | Security ID | String | Identification code | 10YDEC2012 |
2 | Name | String | Name of futures contract | 10yr bond future Dec 2012 |
3 | Start date | Date | Date at which record becomes effective | [Blank]01/01/2010 |
4 | Security type | String | Type code for bond future (BOND_FUTURE) | BOND_FUTURE |
5 | Currency | String | 3-character currency code | AUD |
6 | Yield curve | String | Yield curve applicable to this security | AUD_CURVE |
7 | Term | Double | Term of future, in years | 10 |
8 | Credit rating | String | Credit rating | AAA |
9 | Coupon | Double | Nominal coupon | 0.06 |
10 | Frequency | Integer | Number of coupons per year | 2 |