SR Events

The following is an exhaustive list of events that can take place during the lifecycle of an SR contract. In the subsequent paragraphs we shall examine the accounting entries and advices for each of the events listed below.

Table A-1 SR Events

Event Code	Event Description	Remarks
BOOK	Booking a contract (Mandatory)	All Types
INIT	Take-down or Initiation (Mandatory)	All Types
ACCR	Accrual (Mandatory for products with interest payment frequency)	All Types
LIQD	Liquidation (Mandatory)	All Types
CONF	Confirmation of contract	All Types
CAMD	Amendment	All Types
ROLL	Rollover execution (treated as a liquidation + new booking)	All Types
REVC	Reversal (Mandatory)	All Types
RESD	Reversal of Residual Accrual	All Types
REVC	Contract Reversal	All Types
REVN	Rate Revision	All Types
REVP	Reversal of Payment	All Types
STCH	Status Change	Placements
VAMB	Value Dated Amendment Booking	All Types
VAMI	Value Dated Amendment Initiation	All Types
RTFX	Rate Fixing at contract level.	All Types
SMPY	Securities Margin Pay	All types
SMRV	Securities Margin Receive	All types
CMPY	Cash Margin Pay	All types
CMRV	Cash Margin Receive	All types
AMND	Amendment of User Defined Contract	All types
FACR	Fee Accrual	All types
FELR	Fee liquid	All types
NOTC	Billing Notice Generation	All types
SGEN	Settlements Generation	All types
YACR	Yield Accrual	All types