Delivered Instrument Types

This table lists the delivered, preconfigured instrument types based on the related instrument base types. Instrument types available to you vary depending on your organization's implementation of Deal Management.

Base Instrument Type Instrument Type Description

Commodity

COMMGOLD

Commodity contract on gold

Equity

EQUITY

Equities (stocks)

Foreign Exchange Deal Physicals

FX FWD

FX Forward—a foreign exchange deal set at an agreed upon rate for future execution

Foreign Exchange Deal Physicals

FX SPOT

FX Spot—a foreign exchange deal set at an agreed upon rate for execution in the near future (typically two days in the United States and one day in Canada)

Futures Contract

FUTR-TBOND

Futures contract U.S. treasury bond

Generic Instrument

GENERIC

Generic instrument

Interest Rate Physical

1YR_FLOATR

1-year floating-rate investment

Interest Rate Physical

6MO_COMPPR

6-month commercial paper investment

Interest Rate Physical

BANKDEP

Commercial bank term deposit

Interest Rate Physical

BANKLOAN

Commercial bank loan

Interest Rate Physical

BNKACCEPT

Bankers acceptance

Interest Rate Physical

BONDROLL

Rolling bond - single pay

Interest Rate Physical

CASH

Cash transaction

Interest Rate Physical

CDDAYCOMP

CD term deposit - interest compounded daily

Interest Rate Physical

CDWEEKCOMP

CD term deposit - interest compounded weekly

Interest Rate Physical

COMPAPD

Commercial paper-discount

Interest Rate Physical

COMPAPIB

Commercial paper-interest bearing

Interest Rate Physical

CORPBOND

Corporate bond

Interest Rate Physical

ECD

Euro certificate of deposit

Interest Rate Physical

ECP

Euro commercial paper

Interest Rate Physical

EMTN

Euro medium term note

Interest Rate Physical

FRN

Corporate floating rate note

Interest Rate Physical

JUMBOCD

Jumbo CD

Interest Rate Physical

LCLOAN

Line of credit

Interest Rate Physical

O/N USD

Overnight investment/borrowing

Interest Rate Physical

ON_BOND

Underlying U.S. Treasury bills

Interest Rate Physical

REPO

Repurchase agreement, using two lines—a sell line and a buyback line

Interest Rate Physical

REPOCBOND

Repurchase agreement on a corporate bond

Interest Rate Physical

RREPOCBOND

Reverse repurchase agreement on a corporate bond

Interest Rate Physical

SHARE MTN

Medium-term note

Interest Rate Physical

T-BILL

U.S. Treasury bill

Interest Rate Physical

T-BOND US

U.S. Treasury bond

Interest Rate Physical

TRLOAN

Loan granted by treasury

Interest Rate Swap

AMORTSWAP

Amortizing swap

Interest Rate Swap

BASSWAP

Basis swap

Interest Rate Swap

CCIRSWAP

Cross-currency interest rate swap

Interest Rate Swap

FRA

Forward rate agreement

Interest Rate Swap

IRSWAP

Interest rate swap

Interest Rate Swap

IRSWAP PSC

Interest rate swap - principals swapped at commencements

Option

BINARY

Binary option

Option

FXAMCLPT

FX option - American style exercise

Option

FXBARRIR

FX option - single barrier

Option

IRCAP

Interest rate cap

Option

IRCOLLAR

Interest rate collar

Option

IRFLOOR

Interest rate floor

Option

IRSWPTN

Interest rate swap

Option

OPT_ONFUT

Option on U.S. Treasury bills futures

Option

OPTEQ

Option on equity (stocks)