ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.
2014-05-06
collateralAssetDefinitionsScheme
1-0
http://www.fpml.org/coding-scheme/collateral-asset-definitions
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml
Code
63
Source
Description
key
AU-CASH
FpML
Australian Dollar (AUD) Cash.
AU-CIB
FpML
Australian Government Securities Capital-Indexed Bonds.
AU-FIB
FpML
Australian Semi-Government Securities Fixed Interest Bonds.
AU-FRB
FpML
Australian Government Securities Fixed Rate Bonds.
AU-ILB
FpML
Australian Semi-Government Securities Index Linked Bonds.
AU-NOTE
FpML
Australian Government Securities Treasury Notes.
AU-STATENOTE
FpML
Australian Semi-Government Securities Treasury Notes.
AU-TAB
FpML
Australian Government Securities Treasury Adjustable Rate Bonds.
BE-BEL20
FpML
BEL20 Equity Securities.
BE-CERT
FpML
Belgian Treasury Certificates.
BE-LINEAR
FpML
Belgian Linear Obligations.
BE-NOTE
FpML
Belgian Treasury notes.
BE-REGIONGT
FpML
Public sector issues guaranteed by Regional Authorities.
BE-STATEGT
FpML
Public sector issues guaranteed by the Belgian State.
BE-STATELOAN
FpML
Belgian State Loans.
CA-BOND
FpML
Canada Bonds.
CA-CASH
FpML
Canadian Dollar (CAD) Cash.
CA-RRB
FpML
Government of Canada Real Return Bonds.
CA-TBILL
FpML
Government of Canada Treasury Bills.
CH-CANTON
FpML
Public Authority Bond.
CH-CASH
FpML
Swiss Franc (CHF) Cash.
CH-FEDBOND
FpML
Federal Bond.
DE-BILL
FpML
Unverzinsliche Schatzanweisungen (Bills).
DE-BOND
FpML
Bundesanleihen (Bonds).
DE-ERBLAST
FpML
Negotiable Debt Obligations issued by or taken over and since serviced and managed by the Erblasttilgungsfond (Redemption Fund for Inherited Liabilities) backed by Federal Republic of Germany, including but not limited to former issues of the Treuhandanstalt, the Bundesbahn, the Bundespost, the Economic Recovery Program (ERP), the privatised Federal Railway (Bahn AG), the telecommunications element of the Federal Post Office (Telekom) and the German Unity Fund.
DE-MUNI
FpML
Kommunalschuldverschreib ungen (Municipal Bonds).
DE-NOTE2
FpML
Bundesschatzanweisungen (Notes).
DE-NOTE5.5
FpML
Bundesobligationen (Notes).
DE-PFAND
FpML
Hypothekenpfandbriefe (Mortgage Bonds).
DK-BILL
FpML
Skatkammerbeviser (Treasury Bills).
DK-BOLIGX
FpML
BoligX obligationer.
DK-BOND
FpML
Statsobligationer (Government Bonds).
DK-CALLMORT
FpML
Callable Mortgage Bonds.
DK-CASH
FpML
Danish Krone (DKK) Cash.
DK-KFX
FpML
KFX Equity Securities.
DK-MORT
FpML
Non-callable Mortgage Bonds.
DK-NOTE
FpML
Statsgaeldsbeviser (Treasury Notes).
ES-BILL
FpML
Treasury Bills - Letras del Tesoro.
ES-BOND
FpML
Public Government Debt.
ES-CEDULAS
FpML
Cedulas.
ES-CORP
FpML
Corporate Bonds.
ES-EQUITY
FpML
Equity securities issued by a Spanish company, and listed as an IBEX 35 constituent company as reported by the Sociedad de Bolsas, each share representing the minimum unit of participation of a shareholder in the stock capital of the company.
EU-CASH
FpML
Euro (EUR) Cash.
EU-EURO100
FpML
FTSE Euro 100 Index Equity Securities.
EU-EUROTOP300
FpML
FTSE Eurotop 300 Index Equity Securities.
EU-STOXX50
FpML
EuroSTOXX 50 Index Equity Securities.
EU-STOXX600
FpML
STOXX 600 Index Equity Securities.
FI-BILL
FpML
Treasury bills.
FI-BOND
FpML
Serial bonds (Finnish Government Bond).
FI-HEX
FpML
HEX Equity Securities.
FR-BDT
FpML
Commercial Paper: (Billet de Trésorerie).
FR-BTAN
FpML
Treasury Notes: Bons du Trésor à Taux Annuel (BTAN).
FR-BTF
FpML
Treasury Bills: Bons du Trésor à Taux Fixe (BTF).
FR-OAT
FpML
Government bonds: Obligations Assimilables du Trésor (OAT).
FR-STRIP
FpML
STRIPS.
GA-AU-GOV
FpML
Generally Accepted Australian Government Obligations.
GA-BE-GOV
FpML
Generally Accepted Belgian Government Obligations.
GA-CA-GOV
FpML
Generally Accepted Canadian Government Obligations.
GA-CH-GOV
FpML
Generally Accepted Swiss Government Obligations.
GA-DE-GOV
FpML
Generally Accepted German Government Obligations.
GA-DK-GOV
FpML
Generally Accepted Danish Government Obligations.
GA-ES-GOV
FpML
Generally Accepted Spanish Government Obligations.
GA-EU-GOV
FpML
Generally Accepted EU Member State Government Securities.
GA-EUROZONE-GOV
FpML
Generally Accepted Euro Zone Government Securities.
GA-FI-GOV
FpML
Generally Accepted Finnish Government Obligations.
GA-FR-GOV
FpML
Generally Accepted French Government Obligations.
GA-G5-GOV
FpML
Generally Accepted G5 Government Obligations.
GA-GB-GOV
FpML
Generally Accepted British Government Obligations.
GA-HK-GOV
FpML
Generally Accepted Hong Kong Government Obligations.
GA-IT-GOV
FpML
Generally Accepted Italian Government Obligations.
GA-JP-GOV
FpML
Generally Accepted Japanese Government Obligations.
GA-KR-GOV
FpML
Generally Accepted Korean Government Obligations.
GA-NL-GOV
FpML
Generally Accepted Netherlands Government Obligations.
GA-NO-GOV
FpML
Generally Accepted Norwegian Government Obligations.
GA-NZ-GOV
FpML
Generally Accepted New Zealand Government Obligations.
GA-SE-GOV
FpML
Generally Accepted Swedish Government Obligations.
GA-SG-GOV
FpML
Generally Accepted Singaporean Government Obligations.
GA-US-AGENCY
FpML
Generally Accepted US Agency Obligations.
GA-US-GOV
FpML
Generally Accepted US Government Obligations.
GA-US-MORTGAGES
FpML
Generally Accepted US Mortgage-Backed Obligations.
GB-CASH
FpML
British Pound Sterling (GBP) Cash.
GB-DDGILT
FpML
Double-dated Gilts.
GB-FT100
FpML
FTSE 100 Equity Securities.
GB-FT250
FpML
FTSE 250 Equity Securities.
GB-FT350
FpML
FTSE 350 Equity Securities.
GB-GILT
FpML
Conventional Gilts.
GB-INDEXGILT
FpML
Index-Linked Gilts.
GB-PERPGILT
FpML
Undated or Perpetual Gilts.
GB-RUMPGILT
FpML
Rump Stock.
GB-SUPR1
FpML
Bank of England Euro Bills.
GB-SUPR2
FpML
Bank of England Euro Notes.
GB-TBILL
FpML
UK Treasury Bills.
GB-ZEROGILT
FpML
Gilt Strips or Zero Coupon Gilts.
HK-BILL
FpML
Hong Kong Government Exchange Fund Bills.
HK-CASH
FpML
Hong Kong Dollar (HKD) Cash.
HK-NOTE
FpML
Hong Kong Government Exchange Fund Notes.
IT-BOT
FpML
Botbuoni Ordinari del Tesoro (BOT) zero coupon debt securities issued by the Italian Treasury with maturities up to 365 days.
IT-BTP
FpML
Buoni del Tesoro Poliennali fixed interest semi-annual debt securities issued by the Italian Treasury with original maturities between 3 and 30 years.
IT-CCT
FpML
Certificati di Credito del Tesoro a Cedola Variable (CCT) or floating rate interest bearing debt securities issued by the Italian Treasury.
IT-CORP
FpML
Corporate bonds.
IT-CTZ
FpML
Certificati del Tesoro zero coupon debt securities issued by the Italian Treasury with maturities between 18 and 24 months.
IT-MIB30
FpML
MIB30 Equity Securities.
IT-REP
FpML
Debt securities issued and marketed by the Republic of Italy outside the Italian market, traded as Eurobonds.
JP-CASH
FpML
Japanese Yen (JPY) Cash.
JP-CORPORATE
FpML
Corporate bonds including straight bonds.
JP-CP
FpML
Commercial Paper.
JP-EQUITY
FpML
Equity securities issued by a Japanese company, each share representing the minimum unit of participation of a partner in the stock capital of the company.
JP-EUROBOND
FpML
Yen-denominated foreign bonds.
JP-JGB
FpML
Japanese Government Bonds.
KR-BOND
FpML
Korean Treasury Bonds.
KR-CASH
FpML
Korean Won (KRW) Cash.
KR-EXIM
FpML
Non Korean Won denominated Export-Import Bank of Korea bonds.
KR-KDICKRW
FpML
Korean Development Insurance Corporation Bonds (Korean Won denominated).
KR-KDR
FpML
Non-Korean Won denominated Korea Development Bank bonds (KDBs).
KR-KEPCO
FpML
KEPCO bonds.
KR-MSB
FpML
Monetary Stabilisation Bonds.
KR-NHC
FpML
Non Korean Won denominated Korea National Housing Corporation bonds (KNHCs).
KR-ROK
FpML
Non-Korean Won denominated Republic of Korea bonds (ROKs).
NL-AEX
FpML
AEX Equity Securities.
NL-BILL
FpML
Dutch Treasury Certificates.
NL-BOND
FpML
Dutch State Loans.
NO-BOND
FpML
Norwegian Government Bonds.
NO-CASH
FpML
Norwegian Krone (NOK) Cash.
NO-OBX
FpML
OBX Equity Securities.
NO-TBILL
FpML
Norwegian T-Bills.
NZ-BOND
FpML
New Zealand Government Bonds.
NZ-CASH
FpML
New Zealand Dollar (NZD) Cash.
NZ-TBILL
FpML
New Zealand Government Treasury Bills.
SE-CASH
FpML
Swedish Krona (SEK) Cash.
SE-GOVT
FpML
Swedish Government Bonds (SGB).
SE-ILGOVT
FpML
Swedish Index Linked Government bonds.
SE-MORT
FpML
Swedish Mortgage Bonds.
SE-OMX
FpML
OMX Equity Securities.
SE-TBILL
FpML
Swedish Treasury Bills (STB).
SG-BOND
FpML
Singapore Government (SGS) Bonds.
SG-CASH
FpML
Singapore Dollar (SGD) Cash.
SG-TBILL
FpML
Singapore Government T-Bills (T-Bills).
SU-IADB
FpML
Inter-American Development Bank Bonds.
SU-IBRDDN
FpML
International Bank for Reconstruction and Development (World Bank) Discount Notes.
SU-IBRDGB
FpML
International Bank for Reconstruction and Development (World Bank or IBRD) Global Benchmark Bonds.
US-ARM
FpML
Adjustable Rate Mortgage (ARM) Bonds.
US-CASH
FpML
United States of America Dollar (USD) Cash.
US-DERIV
FpML
REMICs, CMOs and other derivative structures.
US-DOW
FpML
Dow Jones Industrial Average Equity Securities.
US-DOW-COMP
FpML
Dow Jones Composite Average Equity Securities.
US-DOW-TRAN
FpML
Dow Jones Transportation Average Equity Securities.
US-DOW-UTIL
FpML
Dow Jones Utilities Average Equity Securities.
US-FAMC
FpML
Federal Agricultural Mortgage Corp (Farmer Mac) Bonds.
US-FCS
FpML
Farm Credit System (FCS) Bonds.
US-FCSFAC
FpML
Farm Credit System Financial Assistance Corporation (FCSFAC) Bonds.
US-FHLB
FpML
Callable Agency Debt – Federal Home Loan Bank (FHLB).
US-FHLBNC
FpML
Non-Callable Federal Home Loan Bank Debt.
US-FHLBNCDN
FpML
Non-Callable Federal Home Loan Bank Discount Notes.
US-FHLMC
FpML
Callable Agency Debt – the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac).
US-FHLMCMBS
FpML
Federal Home Loan Mortgage Corporation Certificates – Mortgage Backed Securities.
US-FICO
FpML
Financing Corp (FICO) Bonds.
US-FNMA
FpML
Callable Agency Debt – Federal National Mortgage Association (FNMA or Fannie Mae).
US-FNMAMBS
FpML
Federal National Mortgage Association Certificates – Mortgage Backed Securities.
US-GNMA
FpML
Callable Agency Debt – Government National Mortgage Association (GNMA).
US-GNMAMBS
FpML
Government National Mortgage Association Certificates – Mortgage Backed Securities (GNMA or Ginnie Mae)
US-LEHM-BOND
FpML
Lehman Brothers Credit Bond Index Debt Securities.
US-NAS-100
FpML
NASDAQ-100 Index Equity Securities.
US-NAS-COMP
FpML
NASDAQ Composite Index Equity Securities.
US-NCAD
FpML
Non-Callable Agency Debt – Various Issuers.
US-NCADN
FpML
Non-Callable Agency Discount Notes – Various Issuers.
US-NYSE-COMP
FpML
NYSE Composite Index Equity Securities.
US-REFCORP
FpML
Resolution Funding Corp (REFCorp) Bonds.
US-S&P100
FpML
Standard & Poor’s 100 Index Equity Securities.
US-S&P400
FpML
Standard & Poor’s Midcap 400 Equity Securities. corporations that are included within the Standard And Poor's Midcap 400 Index published by Standard And Poor's, a division of The McGraw-Hill Companies, Inc.
US-S&P500
FpML
Standard & Poor’s 500 Index Equity Securities.
US-S&P600
FpML
Standard & Poor’s Smallcap 600 Index Equity Securities.
US-SLMA
FpML
Student Loan Marketing Association (Sallie Mae) Bonds.
US-STRIP
FpML
US Treasury Strips.
US-TBILL
FpML
US Treasury Bills.
US-TBOND
FpML
US Treasury Bonds.
US-TIPS
FpML
US Treasury Inflation Protected Issues (TIPS).
US-TNOTE
FpML
US Treasury Notes.
US-TVA
FpML
Tennessee Valley Authority (TVA) Bonds.