[This message was posted by Vitalina Marynenko of EPAM <[email protected]> to the "Fixed Income" discussion forum at http://fixprotocol.org/discuss/6. You can reply to it on-line at http://fixprotocol.org/discuss/read/9a942340 - PLEASE DO NOT REPLY BY MAIL.]
Hi! I'm wondering to know what FIX fields are appropriate for the following repo terms: 1. REPO value - it's cash amount which buyer pays for seller in first part of REPO but not market value of securities which are collateral. That's means that value of collateral as ussual should be more than value of loan. Can I use StartCash (921) field for this purpose? 2. Reverse REPO value - it's cash amount which initial seller should return to initial buyer in second part of REPO. Can I use EndCash (922) for this purpose? 3. Refund rate - fixed rate of refunding in case when second part of REPO isn't executed. 4. Repo value after margin call was complied. 5. Current haircut (discount) which is recalculated after margin call was complied. Please help me, ASAP. Any information will be appreciated. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en -~----------~----~----~----~------~----~------~--~---
