Treasury Money Market Export

IntegerID

Integer ID given by the system

integer

UniqueID

GuID given by the system

GuIDentifier

n/a

IntegerID (Entity)

Id

integer

n/a

Abbreviation (Entity)

Title

string

n/a

IntegerID (Counterparty)

Id

integer

n/a

Abbreviation (Counterparty)

Title

string

n/a

Direction

Indicating whether it is an investment or a loan

Enum

Investment, Loan

UniqueID (Deal Type)

UniqueID of deal type

n/a

Abbreviation (Deal Type)

Abbreviation of deal type

n/a

Currency

Currency of the deal

n/a

Initial Amount

Initial amount of the deal

decimal

n/a

Interest Rate (%)

Interest Rate (in %) of the deal

decimal (%)

n/a

Start date

Day of the initial payment

date

n/a

End Date

Maturity date of the deal

date

n/a

Interest Method

Day count convention for calculating interest

Enum

actual365, actual360, 30E360ISDA, actualActualISDA, 30360ICMA, actualActualICMA, bus252, 30360US, actual360Exp, 30360ICMAExp, bus252Exp

Compounded Rate

Method used for compounding

Enum

No,Plain, Lockout, LookbackLag, LookbackShift

Compounded Rate Rounding

Rounding convention for the daily interest rates to be applied to the rates before going into the compounding calculation

Enum

< none >, Rounding half away from zero, Rounding up, Rounding down

Compounded Rate Rounding Decimal Places

Number of decimal places to which the compounded rate is rounded

tinyint

n/a

Floor at Zero

Indicates whether daily (negative) interest rates are floored at 0 before the compounding calculation is applied

boolean

n/a

Lag Days

Number of days shift of the observation period/observation rate depending on the compounding method

integer

n/a

Spread

Spread to be applied to the daily interest rates before the compounding calculation is applied

decimal

n/a

Comments

Comments

n/a

Withholding Tax 1

Value added tax rate 1 (in %) on the Interest

decimal (%)

n/a

Withholding Tax 2

Value added tax rate 2 (in %) on the Interest

n/a

IntegerID (Hedge Name)

Id

integer

n/a

Underlying (Hedge Name)

Name

string

n/a

Currency (Hedge Name)

CurrencyIsoCode

string

n/a

First Due Date

First due date of interest payment

date

n/a

Last Day of the Month (Due Date)

Indicates whether the due date is always the last day of a month

boolean

n/a

First Calculation Date

First calculation date

date

n/a

Last Day of the Month (Calculation Date)

Indicates whether the calculation date is always the last day of a month

boolean

n/a

Effective Interest Rate (%)

Effective interest rate (in %)

decimal (%)

n/a

Payment Period

Payment period

Enum

Monthly, Quarterly, Biannually, Annually, Unique

Date Rolling

Indicates how a date is adjusted if it falls on a weekend or bank holiday

Enum

Actual, Following, Modified Following, Preceding

External Reference

Identification of the deal in external systems

n/a

Interest Rate Fixing

Indicates whether the interest is fixed: Automatic, variable, fixed

Enum

Automatic, Variable, Fixed

IntegerID (Previous Deal)

Integer ID given by the system

integer

n/a

UniqueID (Previous Deal)

GuID given by the system

GuIDentifier

n/a

IntegerID (FX Reference)

Integer ID given by the system

n/a

UniqueID (FX Reference)

GuID given by the system

n/a

IntegerID (Classic Credit Line)

Integer ID given by the system

n/a

UniqueID (Classic Credit Line)

GuID given by the system

n/a

UniqueID (Classic Credit Line)

GuID given by the system

n/a

IntegerID (Classic Credit Line)

Integer ID given by the system

integer

n/a

Ultimate Debtor (Credit Line)

Ultimate Debtor (Credit Line)

n/a

VAT (%)

Value added tax applied to the interest

n/a

Class

Indicates whether the deal is concluded, projected or used for benchmarking

Concluded, Projected, Benchmark

UniqueID (Project)

GuID given by the system

n/a

IntegerID (Project)

Integer ID given by the system

int

n/a

Abbreviation (Project)

Abbreviation of the project

Yes

string

n/a

UniqueID (Portfolio)

GuID given by the system

n/a

IntegerID (Portfolio)

Integer ID given by the system

int

n/a

Abbreviation (Portfolio)

Abbreviation of the portfolio

Yes

Yes

string

n/a

IntegerID (Financial Status Main Category)

IntegerID of the Financial Status Main Category

n/a

Name (Financial Status Main Category)

Name (language dependent) of the Financial Status Main Category

n/a

IntegerID (Financial Status Category)

IntegerID of the Financial Status Category

n/a

Name (Financial Status Category)

Name (language dependent) of the Financial Status Category

n/a

UniqueID (IFRS Class)

UniqueID (IFRS Class)

n/a

IntegerID (IFRS Class)

IntegerID (IFRS Class)

n/a

Abbreviation (IFRS Class)

Abbreviation (IFRS Class)

n/a

Initial Exchange Rate

Initial Exchange Rate

n/a

Exchange Rate at Principal Maturity

Exchange Rate at Principal Maturity

n/a

Exchange Rate at Interest Maturity

Exchange Rate at Interest Maturity

n/a

Valuation Exchange Rate

Valuation Exchange Rate

n/a

Market Interest Rate

Market Interest Rate

n/a

In Funding

Indicates whether the deal is included in funding reports

n/a

Traded Date

Date and time the deal was concluded

n/a

Classic User IntegerID (Traded User)

Classic User IntegerID (Traded User)

integer

n/a

Core User IntegerID (Traded User)

Core User IntegerID (Traded User)

integer

n/a

Entered Date

Date and time the deal was entered in the system

n/a

Classic User IntegerID (Entered User)

Classic User IntegerID (Entered User)

integer

n/a

Core User IntegerID (Entered User)

Core User IntegerID (Entered User)

integer

n/a

Changed Date

Date and time the deal was changed the last time

n/a

Classic User IntegerID (Changed User)

Classic User IntegerID (Changed User)

integer

n/a

Core User IntegerID (Changed User)

Core User IntegerID (Changed User)

integer

n/a

Approved

Indicates whether the deal was approved

n/a

Approved Date

Date and time the deal was approved

n/a

Classic User IntegerID (Approved User)

Classic User IntegerID (Approved User)

integer

n/a

Core User IntegerID (Approved User)

Core User IntegerID (Approved User)

integer

n/a

Confirmation Sent

Indicates whether a confirmation was sent for this deal

n/a

Confirmation Sent Date

Date and time the confirmation was sent

n/a

Classic User IntegerID (Confirmation Sent User)

Classic User IntegerID (Confirmation Sent User)

integer

n/a

Core User IntegerID (Confirmation Sent User)

Core User IntegerID (Confirmation Sent User)

integer

n/a

Confirmation Received

Indicates whether a confirmation was received for this deal

n/a

Confirmation Received Date

Date and time the confirmation was received

n/a

Classic User IntegerID (Confirmation Received User)

Classic User IntegerID (Confirmation Received User)

integer

n/a

Core User IntegerID (Confirmation Received User)

Core User IntegerID (Confirmation Received User)

integer

n/a

Fusion CMS Match

Indicates whether the deal was matched via Fusion CMS

n/a

Fusion CMS Match Date

Date and time the deal was matched via Fusion CMS

n/a

Classic User IntegerID (Fusion CMS Match User)

Classic User IntegerID (Fusion CMS Match User)

integer

n/a

Core User IntegerID (Fusion CMS Match User)

0

integer

n/a