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WORLDWIDE FIXED INCOME
Fixed Income Events &
Critical Fields
Our Worldwide Fixed Income service divides
events affecting debt securities into 3 main categories:
Note: V and M indicate if the event is either Voluntary
or Mandatory.
Static Data Events:
·
New
Issue: Description of basic
terms and conditions of a newly issued bond.
Issuer; Bond Type; Debt Market; Coding (ISIN, CUSIP…); Par
Value; Issue details
(Date, Currency, Price, Amount…); Interest terms (Rate,
Cumulative, Accrual Convention, Frequency, First Coupon Date,
Pay Dates…); Tax details
(Rates, Rules, Governing Law…); Regulation S/ Rule 144a; Coupon type (Fixed, Floating,
Step Up…); FRN (Index
Benchmark, Interest Adjustment Frequency, Margins, Rounding…);
Maturity Terms (Structure,
Price, Date, Business Day Convention, Benchmark…); Denomination (Minimum, Tradable,
Multiple…); Tranche (Number, Date, Amount…); Conversion terms (Dates,
Resultant Security, Price, FX Rate, Ratio…); Agency (Name, Relationship,
Address, Depository Bank…); Paying Agent; Lead Manager; Redemption terms (Date; Type;
Price; Premium Amount; Redemption Percentage…), Sinking Fund (Date; Currency;
Amount; Amount as Percentage); Call/Put Option terms (Type;
Notice From/To; Minimum/Maximum Notice Days; Price; Call-Put
Price, Schedule dates, characterisation*…); Business Day Convention Centre (BDC)
(BDC Applied To; Centre); Selling restriction (Country
Code; Restriction); Security
Agency (Agency Name; Relationship; Guarantee Type;
Surety Period)
* European,
Bermudian, American…
·
International
Code Change (M)
Effective Date; Previous/Current ISIN;
Previous/Current CUSIP; Previous/Current Common Code; Event
Type
·
Bond
Static Change (M)
Effective Date; Previous/Current Bond
Type; Previous/Current Currency; Previous/Current Perpetual;
Previous/Current Interest Basis; Previous/Current Interest
Currency; Previous/Current Maturity Currency; Previous/Current
Interest; Previous/Current Maturity Business Day Convention;
Event Type
·
Sedol
Change (M)
Effective Date; Previous/Current
Country Code; Previous/Current Register Country;
Previous/Current SEDOL Code
·
Local
Code Change (M)
Exchange Code; Effective Date;
Previous/Current Local Code; Event Type
·
Incorporation
Change:
Change in the country of incorporation of the issuer.
(M)
Incorporation Change Date;
Previous/Current Country Code; Event Type
·
Issuer
Name Change (M)
Name Change Date; Previous/Current
Name; Event Type
·
Security
Agency Change:
Changes in a Security’s agency and/or its relationship.
(M)
Effective Date; Previous/Current
Relationship; Previous/Current Agency Code; Previous/Current
Guarantee Type; Previous/Current Surety Period
Start/End
·
Agency
Change (M)
Security Code; Country; Effective
Date; Previous/Current Agency Code
·
Agency
Details Change (M)
Effective Date; Previous/Current Name;
Previous/Current Address; Previous/Current
Contacts
·
Registered
Office Change (M)
Effective Date; Previous/Current Head
Office Details
·
Selling
Restrictions Change (M)
Country
Code; Effective Date; Previous/Current Restrictions
·
Maturity
Change (M)
Notification Date; Previous/Current
Maturity Date; Previous/Current Maturity Benchmark; Reason;
Event Type
·
Redemption
(M/V)
Effective
Date; Redemption Type; Redemption Price; Redemption Price as Percentage; Redemption
Amount; Redemption Percentage; Event Type
·
Redemption Change (M)
Effective Date; Previous/Current
Redemption Date; Previous/Current Redemption Type;
Previous/Current Currency; Previous/Current Redemption Price;
Previous/Current Redemption Premium; Previous/Current
Redemption Price as Percentage; Previous/Current Redemption
Amount; Previous/Current Redemption Percentage; Event
Type
·
Conversion
Terms Change (M)
Effective Date; Previous/Current
From/To Dates; Previous/Current Resultant Ratio;
Previous/Current Security Ratio; Previous/Current Currency;
Previous/Current Conversion Price; Previous/Current Conversion
Price as Percentage; Resultant Security Type; Previous/Current
Resultant Security ID; Previous/Current FX Rate; Event
Type
·
Interest Rate Change (M)
Effective Date; Previous/Current
Interest Rate; Event Type
·
Interest Basis
Change (M)
Effective Date; Previous/Current
Interest Basis; Event Type
·
Interest
Frequency Change (M)
Effective Date; Previous/Current
Interest Payment Frequency; Previous/Current Interest Pay
Dates, Previous/Current Variable Interest Payment Date; Event
Type
Distribution Events
·
Currency
Redenomination (M)
Effective Date; Previous/Current
Currency; Previous/Current Par Value; Event Type
·
Redenomination:
Changes in Bonds’ denomination which is due to part
redemption, amortisation or Euro conversion.
(M)
Effective Date; Previous/Current
Denominations; Previous/Current Minimum Denomination;
Previous/Current Denomination Multiple
·
Reconvention
(M)
Effective Date; Previous/Current
Interest Accrual Convention; Previous/Current Convention
Method; Event Type
·
Interest
(M)
Record, Ex & Pay Dates; Interest From/To Dates;
Days; Interest Default; FRN Fixings
·
Call
(V)
Call Number; Currency Code; To Face
Value; To Premium; Due Date
·
Listing
Status Change
(M)
Exchange Code; Notification/Effective
Date; Status; Event Type
·
Bond
Outstanding Value Change (M)
Effective Date; Previous/Current
Outstanding Value; Previous/Current Outstanding Date; Event
Type
·
Interest
Payment (M)
Option; Interest Type; Interest Rate
Percentage for the period; Annual Coupon Rate; Currency;
Gross/Net Interest; Interest in Percentage;
Domestic/Non-Resident Tax Rate; Agency Fees; Coupon Number;
Coupon ID; Step Up coupon schedule; Bond Currency; Bond Par
Value; Rescind Interest; Security Type; Resultant Security
Code; Previous/Current Ratio; Fractions; Rescind Stock
Interest; Default Option; Option Election
Date
Securities Exchange Events
·
Conversion
(M/V)
From/To Dates; Conversion Type;
Resultant Security Type; Resultant Security; Currency; Price;
Conversion Price as Percentage; FX Rate; Ratio; Fractions;
Mandatory
/Optional Part/Final
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