bonds by wanghonghx

VIEWS: 54 PAGES: 72

									Line         Term
 1 ALL Bond AND Traditional
     Warrant
 2   selection
 3   selection
 4   Bank Qualified Tax Exemption




 6   Bank Qualified
 7   Bond Amortization Payment
     Terms Set
11   Periodic Amortization Amount

12   Principal Amortization Type
13   Amortization Calculations Day
     ount Convention
14   Bond Bullet Principal
     Repayment Terms Set
17   Bond Call Terms Set


20   Call Conditions
21   Premium
22   Lockout Period




23   Bond Coupon Interest Terms
     Set
25   Special Record Date

26   Annual Coupon Rate

27   Coupon Payment currency
28   Bond Coupon Terms Set

30   specifies
31   Bond Issue Information

33   OID
34   Bond Issue Prospectus

36   describes


37   Bond Offer Issue

39   is issue of
40   described in

41   Bond Offer Issue With Warrant
44   is issue of

45   Bond Principal Repayment
     Terms Set
48   Bond With Partial Call

50   has call terms
51   Bullet Bond

54   has repayment terms
55   Call Date
57   Callable Convertible Bond
59   Callable
60   Conditional Coupon Terms
     Set

64   has term for one coupon


65   Coupon Conditional Term

67   specifies

68   Condition
69   Coupon Periodic Date Series
71   regular period duration
72   Coupon Regular Period
74   regular period description
75   beginning
76   series end
77   Coupon Regular Period
     Length
79   Regular Period Days
80   Coupon Schedule
     Specification
82   scheduled coupon payment

83   has stub

84   has periodic date series
85   Coupon Stub Period

87   stub length
88   stub start
89   stub end
90   Credit Curve To Use
92   Debt Fixed Coupon Terms Set

95   has formula term
96   Fixed Coupon Amount

97  Debt Variable Coupon Terms
    Set
100 has formula term
101 specifies base rate


102 Reset Date Offset Days
103 Discount Curve To Use
105 Equity Linked Bond

107 Explicit Coupon Schedule
     Listing
109 specifies
110 Factor Calculation Formula


112 First Regular Coupon Date


114 Fixed Coupon Bond
117 has coupon
118 Fixed Interest Amount

120 Fixed Interest Calculation
     Formula
122 expression
123 Fixed Interest Expression
125 has parameter

126 Interest Amount
127 FRN Terms Set

131 specifies base rate

132 Base offset business days

133 Index Amortizing Bond

136 has principal repayment terms

137 Index Linked Coupon Terms
     Set
141 specifies base rate

142 Index Linked Principal
     Determination Terms Set
144 specifies index parameter


145 has formula term

146 Inflation Bond
148 has interest payment terms
149 has principal based on

150 has principal repayment terms
151 has factor

152 has principal repayment terms

153 Inflation Bond Interest
    Payment Terms Set
155 specifies coupon

156 Pays Variable Coupon



157 Inflation Bond Principal
     Repayment Terms Set
159 refers to

160 sets out formula

161 Pegged To Inflation Rate

162 Inflation Bond Variable
     Coupon Terms Set
166 refers to

167 Inflation Factor Expression
169 underlying parameter

170 Inflation Factor Formula

172 has subject
173 expression
174 Inflation Factor Subject

176 identity

177 Inflation Factor Underlying

179 operand is

180 Interest Reference Rate OR
     Tradable Debt Instrument
181 is instrument rate


182 is reference rate
183 Last Regular Coupon Date



185 Mandatory Sinking Fund
     Schedule Listing
187 schedules mandatory event
188 Mandatory Sinking Fund
     Terms
190 includes
191 Mandatory Sinking Fund
192 Super Sinker




193 MTN Issue


196 is issue of


197 Municipal Bond Issue
     Information
199 Bank Qualified




200 Debt Issuance Purpose
201 ONE OF Coupon Schedule
    Specification OR Explicit
    Coupon Schedule Listing
202 selection
203 selection
204 Partial Call Feature

206 Principal Payment Calculation
     Formula
208 has expression
209 Principal Payment Formula
     Expression
211 Redemption Schedule Listing

213 schedules

214 Single Coupon Terms Set


218 specifies
219 Sinking Fund Amortization
     Terms Set
221 includes

222 Mandatory

223 Sinking Fund Bond
226 has principal amortizaton terms

227 Step Schedule Listing
229 schedules
230 Stepped Coupon Terms Set

234 has schedule

235 Stub End Date
237 Stub Length
239 Stub Days
240 Stub Period
242 has length
243 Stub Start Date
245 Variable Interest Calculation
    Formula
247 Variable Principal Bond

249 sets out terms for
250 Zero Coupon and OID Bond
      Call Terms
252 includes basis for each date
253 Zero Coupon Terms Set

255 Fixed Coupon Amount
256 Coupon Frequency For Accrual
    alculations
257 Amortizing Security

260 has principal amortization terms

261 Notional
262 Bond




264 has listing
265 has coupon terms

266 has price
267 has issuance information
268 has principal repayment terms

269 has call terms
270 Callable
271 Capitalized Interest

272 Convertible

273 Bond with Warrant

275 Convertible Bond
277 has conversion terms

278 convertible into
279 Convertible
280 Corporate Bond

284 issuer

285 Corporate Bond Issuer
287 identified as
288 Floating Rate Note



290 has coupon



291 Government Bond

295 issuer
296 Index Linked Security

298 is based on
299 Medium Term Note



301 Municipal Bond
305 issuer
306 bank qualified status



307   has issuance information
308   Simple fact
309   Variable Coupon Bond
312   has coupon


313 Zero Coupon Bond


315 has zero coupon terms
316 has zero coupon call terms
317 FHLMC :Government
      Mortgage Agency




319 FNMA :Government Mortgage
      Agency
321 GNMA :Government Mortgage
    Agency
                                   Definition                                                          Synonym
One or more series of Bonds and a Warrant which is issued with the bond.

The Warrant which forms part of the Issue.
The Bond(s) which make up the issue.
Whether or not a municipal reasonably expects to issue in the calendar year of such
offering no more than $10 million par amount of bonds of the type required to be
included in making such calculation under the Internal Revenue Code.

Whether the bond is classed as being Bank Qualified.
Terms for payment of partial amounts of the Principal during the life of the Debt
Security.
The monetary amount of each amortization payment in the Amortization Schedule.

The type of principal payments applicable to this security.


Terms for payment of Principal as a single amount of payment of the full Principal.

The terms and conditions in which a bond can be redeemed by the issuer prior to its
maturity. Usually a premium is paid to the bond owner when the bond is called.

The conditions under which a bond can be called back by the issuer.
A premium paid to the bond owner when the bond is called.
The lockout period refers to the amount of time for which a callable security cannot be
called and only interest coupon payments are received by the security holder. For
example, with a 10-year noncall 3-year ("10nc3") debt security, the security cannot be
called for the first three years.
Terms for payment of Interest on a Bond. These include terms for determining interest          Coupon Terms.
amounts, and terms for dates on which those amounts are to be paid.
The record date associated with an odd first interest payment date that occurs before
the start of the normal accrual cycle.
Original annual rate of interest payable to the lender as expressed as a percentage of
principal as stated in the bond's offering documents.
The currency in which interest payment is to be made.
A set of contractual terms defining the interest payments for a coupon of a bond.

The schedule for payments of bond interest.
Information about the Issuance of a Bond, which is maintained throughout the life of the
Security.
Discount from par value at the time a bond or other debt instrument is issued.
The prospectus for the bond issue describes the terms of the issue and each of the
instruments included in the bond issue.
The Prospectus for a bond issue describes the Bond Offer Issue, including facts about
the issue itself such as closing dates, and anticipated facts about the securities that will
form part of that issue,
An Issue of one or more Bonds, as all or part of an Offering of these bonds to the
market.
The bond(s) which make up the issue.
Has Prospectus describing the terms of the issue and each of the instruments included
in the bond issue.
A bond issue where the issue includes a Warrant attached.
The instruments which make up the issue, namely one or more series of Bonds and a
Warrant which is issued with the bond.
Terms for the repayment of the Principal on a Bond security.                              Bond Repayment Terms.

A bond with a feature whereby the issue can be partially called for amounts that are at
the discretion of the issuer.
Feature of the bond whereby partial call is possible.
A bond where the principal is paid off in a single payment on the scheduled maturity
date.
Has terms for repayment of the principal. This is paid in one single payment.
Date on which the instrument may be called.
A Convertible Bond which is also callable.

Coupon where the coupon rate or the coupon terms may change according to some
pre-defined trigger, for example when a given published interest rate passes a defined
threshold.
The term in the conditional coupon terms which matches one set of coupon terms
(fixed rate or variable coupon) with one condition. When the condition is true, that
coupon will be payable.
A term in the conditional coupon terms which matches one set of coupon terms (fixed
rate or variable coupon) with one condition.
The bond coupon defined in this conditional term. When the condition described in this
term is true, this Bond Coupon is applied to the Bond.
The condition under which the given coupon is payable. This is stated as text.
Periodic dates on which Interest Payments are made.

The regular periodic component of a coupon schedule.




Length of a regular periodic component of a coupon schedule.

Number of days in coupon period in the series.
Formal specification of the Schedule for regular payment of Coupon Amounts.

The specified future event whereby payment of a given Coupon interest amount is to be
made.
Irregular Coupon Period at the start and / or the end of the Coupon Schedule, which
does not fall into the Periodic Date Series.
Periodic regular Coupon payments in the Coupon Schedule.
Irregular Coupon Period at the start and / or the end of the Coupon Schedule, which
does not fall into the Periodic Date Series.




This is a working note from ongoing reviews.
Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

The formula for calculation of fixed interest amounts.
Fixed interest payment amount due on each Interest Payment Date. This is derived
from the Annual Coupon Rate.
Terms setting out how variable rate interest is determined and paid.

The formula for calculation of variable interest amounts.
Term identifying the variable in the marketplace which is to form the variable
component of the variable interest rate. This is specialized for specific kinds of
parameter.
Number of days from the Coupon Payment Date that the Coupon Rate is reset.
This is a working note from ongoing reviews.
A bond where the bond is based on the return on an equity over time i.e. the price and
dividend payments i.e. the total return (similar to total return swaps).
Schedule of itemised coupon payment dates.


Formula for the determination of some variable factor which is then used in subsequent
calculations. The result of such a formula is a parameter referred to by another
formula.
The scheduled date of the first regular coupon payment, that is the start of payments
according to a regular repeating series of coupon periods, after any non standard (long
or short) first coupon period in the schedule.
A bond which pays a fixed rate of interest at regular intervals.
The fixed coupon payable with the bond.
The Fixed Interest amount which is the parameter of the Expression. This is the only
parameter in this expression.
Formula for Fixed Interest.

How the Formula is expressed i.e. the Right Hand Side of the Formula.
Expression of the value of a fixed interest amount.
The parameter of the Expression which is the Fixed Interest amount. This is the only
parameter in this expression.
The percentage fixed amount of the Interest.
Terms setting out the interest payments determination and dates for Flating Rate Note
interest.
The Interest Rate which is to be used as the Base in the Interest Calculation Formula.

Number of days before the coupon refix date, when the value of the underlying base is
to be taken from. Also known as Lookback.
An amortizing security where the principal repayments are tied to some index or on a
calculation over the life (period) of the bond.
Has terms for payment of the principal. These link the principal amounts to some
underlying index or interest rate.
Terms setting out the interest payments determination and dates for Index Linked
Security interest.
The Interest Rate which is to be used as the Base in the Interest Calculation Formula

Terms for payment of the principal. These link the principal amounts to some
underlying index or interest rate.
The underlying parameter which is used in the calculation of the principal repayment
amount. This may be any market referential parameter, i.e. any interest rate or
economic rate which is published in the marketplace.
The term for calculation of the principal repayment. This takes the form of a formula.

A bond where the principal amount is linked to an index.
Terms setting out how interest is to be paid on the Inflation Bond.
The inflation index used to determine the Principal Amount, via the principal amount
determination terms.
Terms setting out how principal is to be repaid on the Inflation Bond. These terms
specifically define a variable payment based on the Factor in this instance.
The factor is a numeric measure calculated from the Inflation Rate, used to determine
the principal paydown amounts, interest amounts or both.
Terms setting out how principal is determined on the Inflation Bond.

Terms for the payment of interest on an Inflation Bond.

A variable coupon to be paid on the Inflation Bond, if this is specified in the Interest
Payment Terms.
Whether the interest payable on the Inflation Bond is variable with reference to the
Factor. If Yes, then the terms include an Inflation Bond Variable Coupon. If No, then
the terms may be any coupon or set of coupons, by inheritance of this fact from the
parent class of Bond Coupon Terms Set.
Terms specifying how the principal amount on an Inflation Bond is to be paid down.

The factor, calculated from the Inflation Rate, optionally used to determine the principal
paydown amounts.
The formula by which the inflation factor is determined for the bond. This is part of the
formula terms.
Whether the principal repayment is made with reference to the inflation rate via the
Inflation Rate Factor calculated for the bond.
The terms for payment of the coupon on an Inflation Bond in the event that that bond
specifies variable coupon payments linked to the Factor.
The factor, calculated from the Inflation Rate, from which the interest payments on the
Inflation Bond are to be based.
How the Formula is expressed i.e. the Right Hand Side of the Formula.
The underlying which forms one of the parameters of the inflation factor formula.

The formula by which the inflation factor is determined for the bond. This is part of the
formula terms.
The subject of the formula.
The expression that makes up the inflation factor formula.
The Left Hand Side of the Formula, giving what is being expressed in terms of the Right
Hand Side. This is the Inflation Bond Factor.
The inflation bond factor; this forms the subject of the inflation factor formula, i.e. this is
what that formula is about.
The argument of the Inflation Factor calculation formula, which is the inflation factor
itself.
The identity of the parameter which is the operand, which in this case is an inflation
rate.
Either an interest rate such as LIBOR or the interest on a Treasury Bill.

The parameter is a debt instrument. This would typically be a Treasury Bill interest rate,
but could in principal be any traded (and therefore quotable) debt security's rate of
interest.
The parameter is a reference rate of interest
The scheduled date of the last regular coupon payment, that is the last of the payments
that are made according to a regular repeating series of coupon periods, before any
non standard (long or short) last coupon period in the schedule.

A full schedule of dates and payments for a Mandatory Sinking Fund style of Call.

Call Event which must occur on the scheduled date.
Terms relating to a Mandatory Sinking Fund call of the issue.

Schedule for the payments of the Sinking Funds amounts. REVIEW
Yes indicates there is a Mandatory Sinking fund feature.
A colloquial term for a term maturity, usually from a single family mortgage revenue
issue with several term maturities, that will be the first to be called from a sinking fund
into which all proceeds from prepayments of mortgages financed by the issue are
deposited. The maturity's priority status under the call provisions means that it is likely
to be redeemed in its entirety well before the stated maturity date.

The issue of a set of Medium Term Notes. This consists of a number of MTNs to be
issued at some time in the future with the terms registered in a pre-existing Program.

The Medium Term Notes issued as part of the MTN program. The precise matiruty
dates of those securities are defined at the time of the issue while the remaining terms
are already defined in the program ahead of issue.
Information about the Issuance of a Municipal Bond, which is maintained throughout
the life of the Security.
Designation given to a public purpose bond offering by the issuer if it reasonably
expects to issue in the calendar year of such offering no more than $10 million par
amount of bonds of the type required to be included in making such calculation under
the Internal Revenue Code. When purchased by a commercial bank for its portfolio,
the bank may receive an 80% tax deduction for the interest cost of carry for the issue.
A bond that is bank qualified is also known as a qualified tax-exempt obligation.

Purpose of the Issue of a Municipal Debt Security.
The expression of the Coupon Schedule takes the form either of an explicit schedule of
coupon dates or as a specification for when those dates should fall.

Schedule is expressed as an explicit list of dates.
Schedule is expressed as a schedule specification.
These are terms whereby the issuer can recall part of the issue on scheduled dates but
there is no specific amount defined for those dates. Consenus:Yes
A formula for calculation of principal payments.

The expression for the principal repayment formula.
The expression of the formula by which the payment of principal is formally described.

Schedule for payments of defined amounts of the Principal on a Debt Security.

The specified future event whereby payment of a given Redemption amount is to be
made.
A set of coupon terms which remain the same through the life of the Bond. This is the
default and is the case when there is not a Step Coupon or Conditional Coupon.

The coupon specified in the coupon terms.
Terms for the paydown of principal in a sinking fund type of amortizing security.

The schedule for payment of scheduled amounts of principal on pre-defined dates.

Whether the SF is mandatory or conditional on some event (No means conditional)

Bonds where the amortizing is via a known and published schedule.
Terms for the Amortization of the Principal on sinking fund.

A schedule of dates and interest rates which take effect on those dates. At present
these are assumed to always be ficxed interest rates, and are modeled as such.
A coupon (interest payment) which rises to different fixed values at scheduled intervals.

The schedule of dates and interest amounts applicable from those dates, forming part
of the terms of the Stepped Coupon.
The calendar date when the coupon stub period is scheduled to end.
The length of the Stub Period as a temporal duration (a number of days).
Length in days of the irregular Stub period.
The Stub Period as a temporal duration.

The calendar date when the coupon stub period is scheduled to start.
Formula for the calculation of variable interest.

A bond where the actual principal amount may vary, other than through paydown of the
principal as amortization.

Terms defining the Call options for a Zero Coupon or OID Bond.

The details set out for each date in the Call Schedule.
Terms for payment of Interest on a Bond, where this pays a zero rate of interest.

Has no coupon term associated to it.
The frequency to be used in the calculation of accruals. Supersedes the Coupon
Payment Frequency.
An amortizing security is one where the principal is paid off during the life of the bond
by the issuer. Often this may be based on an index.
Terms for the Amortization of the Principal on an Amortizing Security; the amortizing
security terms and conditions.
The amortizing security pays interest only and no principal over its life.
In finance, a bond is a debt security, in which the authorized issuer owes the holders a
debt and, depending on the terms of the bond, is obliged to pay interest (the coupon)
and/or to repay the principal at a later date, termed maturity. It is a formal contract to
repay borrowed money with interest at fixed intervals.

A listing of the bond on an exchange or multilateral trading facility.
Mechanism whereby an investor receives income from interest payments, which are
usually made periodically.

Issuance information specific to the Bond.
Repayment terms for the Principal on a Bond.

Call terms for bond by the issuer.
Whether the issuer has the right to pay the security prior to maturity.
Whether the interest amount is capitalised until maturity date or paid out at each
interest payment date.
The bond has a conversion feature enabling it to be converted into another instrument
on maturity.
A bond issue where the issue includes a Warrant attached. This need not be any
specific type of bond.
A Bond instrument which on maturity converts into an Equity instrument.
Terms for the conversion of the Convertible Bond into an Equity instrument. These
cover how, when and to what the Bond can be converted.
The related Equity instrument into which the Bond can be converted.
Bond is Convertible
A debt security issued by a corporation, as opposed to those issued by a government
or municipality.
The issuer of the Corporate Bond, which is a Corporation or other commercial legal
entity (company).
A Company or Corporation, acting in the capacity of an Issuer.
The identity of the Corporation which acts as an Issuer.
A bond with a variable interest rate based on a published bank interest rate. The
adjustments to the interest rate (coupon) are made periodically, usually on a quarterly
or monthly basis, and are tied to a certain money-market index. Also known as a
"floater".
An investor receives income from coupon payments, which are usually made
periodically. These are of a variable amount specified by some formula. The underlying
parameter used in the formula is an interest rate such as the LIBOR interbank rate or a
bank base rate.
A government debt obligation (local or national) backed by the credit and taxing power
of a country with very little risk of default.
The issuer of the Government Bond, which is a government.
A bond in which payment of income on the principal is related to a specific price index,
such as the Consumer Price Index.

A Medium Term Note is a Negotiable debt instrument offered under a program
agreement through one or more dealers upon request of the Issuer. The Program
defines the terms and conditions of the notes. An MTN issue is defined by the fact that
the registration doesn't have a pre-defined maturity.
A bond issued by a Municipality.
The issuer of the Municipal Bond, which is a Municipality.
Whether or not a municipal reasonably expects to issue in the calendar year of such
offering no more than $10 million par amount of bonds of the type required to be
included in making such calculation under the Internal Revenue Code.

Issuance Information specific to the Municipal Bond.
Whether legal opinion exists for municipal securities.
Any bond with a variable interest rate.
An investor receives income from coupon payments, which are usually made
periodically. These are of a variable amount specified by some formula. The underlying
parameter used in the formula can be any variable.
A debt security that doesn't pay interest (a coupon) but is traded at a deep discount,
rendering profit at maturity when the bond is redeemed for its full face value.

Coupon Terms for a Zero Coupon Bond. These are that there is no Coupon.
Call terms that are applicable to the Zero Coupon Bond.
  Federal Home Loan Mortgage Corporation. Government-chartered corporation which
buys qualified mortgage loans from the financial institutions that originate them,
securitizes the loans, and distributes the securities through the dealer community. The
securities are not backed by the U.S. Government. The market value of these
securities prior to maturity is not guaranteed and will fluctuate. From
http://www.investorwords.com/1927/FHLMC.html

  Federal National Mortgage Association. A congressionally chartered corporation
which buys mortgages on the secondary market, pools them and sells them as
mortgage-backed securities to investors on the open market. Monthly principal and
interest payments are guaranteed by FNMA but not by the U.S. Government. also
called Fannie Mae. from http://www.investorwords.com/2031/FNMA.html
 A government-owned agency which buys mortgages from lending institutions,
securitizes them, and then sells them to investors. Because the payments to investors
are guaranteed by the full faith and credit of the U.S. Government, they return slightly
less interest than other mortgage-backed securities. From
http://www.investorwords.com/2184/GNMA.html
Line  Term type                           Term
 1 Logic                 ALL Bond AND Traditional
                         Warrant
 2   Relationship fact   selection
 3   Relationship fact   selection

 4   Thing               Bank Qualified Tax Exemption




 5   Parent              Is a
 6   Simple fact         Bank Qualified




 7   Thing               Bond Amortization Payment
                         Terms Set
 8   Parent              Is a

 9   Disjoint            mutually exclusive

10   Disjoint            mutually exclusive
11   Relationship fact   Periodic Amortization Amount

12   Simple fact         Principal Amortization Type


13   Simple fact          Amortization Calculations Day ount
                         Convention
14   Thing               Bond Bullet Principal Repayment
                         Terms Set
15   Parent              Is a

16   Disjoint            mutually exclusive

17   Thing               Bond Call Terms Set




18   Parent              Is a
19   Disjoint            mutually exclusive

20   Simple fact         Call Conditions

21   Relationship fact   Premium
22   Relationship fact   Lockout Period




23   Thing               Bond Coupon Interest Terms Set


24   Parent              Is a

25   Simple fact         Special Record Date




26   Simple fact         Annual Coupon Rate


27   Relationship fact   Coupon Payment currency
28   Thing               Bond Coupon Terms Set

29   Parent              Is a
30   Relationship fact   specifies
31   Thing               Bond Issue Information

32   Parent              Is a

33   Simple fact         OID




34   Thing               Bond Issue Prospectus

35   Parent              Is a
36   Relationship fact   describes




37   Thing               Bond Offer Issue

38   Parent              Is a
39   Relationship fact   is issue of

40   Relationship fact   described in

41   Thing               Bond Offer Issue With Warrant
42   Parent              Is a
43   Disjoint            mutually exclusive

44   Relationship fact   is issue of

45   Thing               Bond Principal Repayment
                         Terms Set
46   Parent              Is a

47   Disjoint            mutually exclusive
48   Thing               Bond With Partial Call

49   Parent              Is a
50   Relationship fact   has call terms
51   Thing               Bullet Bond

52   Parent              Is a
53   Disjoint            mutually exclusive
54   Relationship fact   has repayment terms

55   Thing               Call Date
56   Parent              Is a
57   Thing               Callable Convertible Bond
58   Parent              Is a
59   Simple fact         Callable
60   Thing               Conditional Coupon Terms Set




61   Parent              Is a
62   Disjoint            mutually exclusive
63   Disjoint            mutually exclusive




64   Relationship fact   has term for one coupon




65   Thing               Coupon Conditional Term


66   Parent              Is a
67   Relationship fact   specifies


68   Simple fact         Condition

69   Thing               Coupon Periodic Date Series
70   Parent              Is a
71   Relationship fact   regular period duration
72   Thing               Coupon Regular Period
73   Parent              Is a
74   Relationship fact   regular period description

75   Relationship fact   beginning
76   Relationship fact   series end

77   Thing               Coupon Regular Period Length
78   Parent              Is a

79   Simple fact         Regular Period Days
80   Thing               Coupon Schedule Specification




81   Parent              Is a
82   Relationship fact   scheduled coupon payment

83   Relationship fact   has stub


84   Relationship fact   has periodic date series

85   Thing               Coupon Stub Period


86   Parent              Is a
87   Relationship fact   stub length
88   Relationship fact   stub start
89   Relationship fact   stub end
90   Thing               Credit Curve To Use
91   Parent              Is a
92   Thing               Debt Fixed Coupon Terms Set

93   Parent              Is a

94   Disjoint            mutually exclusive

95   Relationship fact   has formula term


96   Simple fact         Fixed Coupon Amount

97   Thing               Debt Variable Coupon Terms Set

98   Parent              Is a

99   Disjoint            mutually exclusive

100 Relationship fact    has formula term




101 Relationship fact    specifies base rate


102 Simple fact          Reset Date Offset Days

103 Thing                Discount Curve To Use
104 Parent               Is a
105 Thing                 Equity Linked Bond


106 Parent                Is a
107 Thing                 Explicit Coupon Schedule
                          Listing
108 Parent                Is a
109 Relationship fact     specifies

110 Thing                 Factor Calculation Formula




111 Parent                Is a
112 Thing                 First Regular Coupon Date




113 Parent                Is a

114   Thing               Fixed Coupon Bond
115   Parent              Is a
116   Disjoint            mutually exclusive
117   Relationship fact   has coupon
118   Thing               Fixed Interest Amount




119 Parent                Is a
120 Thing                 Fixed Interest Calculation
                          Formula




121 Parent                Is a

122 Relationship fact     expression

123 Thing                 Fixed Interest Expression




124 Parent                Is a

125 Relationship fact     has parameter




126 Simple fact           Interest Amount
127 Thing                 FRN Terms Set
128 Parent              Is a

129 Disjoint            mutually exclusive

130 Disjoint            mutually exclusive

131 Relationship fact   specifies base rate


132 Simple fact         Base offset business days


133 Thing               Index Amortizing Bond


134 Parent              Is a
135 Disjoint            mutually exclusive
136 Relationship fact   has principal repayment terms

137 Thing               Index Linked Coupon Terms Set

138 Parent              Is a

139 Disjoint            mutually exclusive
140 Disjoint            mutually exclusive

141 Relationship fact   specifies base rate

142 Thing               Index Linked Principal
                        Determination Terms Set




143 Parent              Is a

144 Relationship fact   specifies index parameter




145 Relationship fact   has formula term
146 Thing               Inflation Bond




147 Parent              Is a
148 Relationship fact   has interest payment terms


149 Relationship fact   has principal based on




150 Relationship fact   has principal repayment terms


151 Relationship fact   has factor


152 Relationship fact   has principal repayment terms




153 Thing               Inflation Bond Interest Payment
                        Terms Set




154 Parent              Is a
155 Relationship fact   specifies coupon




156 Relationship fact   Pays Variable Coupon




157 Thing               Inflation Bond Principal
                        Repayment Terms Set




158 Parent              Is a

159 Relationship fact   refers to

160 Relationship fact   sets out formula

161 Simple fact         Pegged To Inflation Rate

162 Thing               Inflation Bond Variable Coupon
                        Terms Set

163 Parent              Is a

164 Disjoint            mutually exclusive
165 Disjoint            mutually exclusive

166 Relationship fact   refers to

167 Thing               Inflation Factor Expression

168 Parent              Is a
169 Relationship fact   underlying parameter

170 Thing               Inflation Factor Formula

171 Parent              Is a

172 Relationship fact   has subject
173 Relationship fact   expression
174 Thing               Inflation Factor Subject


175 Parent              Is a
176 Relationship fact   identity

177 Thing               Inflation Factor Underlying

178 Parent              Is a
179 Relationship fact   operand is

180 Logic               Interest Reference Rate OR
                        Tradable Debt Instrument
181 Relationship fact   is instrument rate


182 Relationship fact   is reference rate
183 Thing               Last Regular Coupon Date




184 Parent              Is a

185 Thing               Mandatory Sinking Fund
                        Schedule Listing
186 Parent              Is a
187 Relationship fact   schedules mandatory event

188 Thing               Mandatory Sinking Fund Terms
189 Parent              Is a

190 Relationship fact   includes

191 Simple fact         Mandatory Sinking Fund
192 Simple fact         Super Sinker




193 Thing               MTN Issue


194 Parent              Is a
195 Disjoint            mutually exclusive

196 Relationship fact   is issue of




197 Thing               Municipal Bond Issue
                        Information
198 Parent              Is a
199 Simple fact         Bank Qualified




200 Simple fact         Debt Issuance Purpose
201 Logic               ONE OF Coupon Schedule
                        Specification OR Explicit
                        Coupon Schedule Listing
202 Relationship fact   selection

203 Relationship fact   selection
204 Thing               Partial Call Feature


205 Parent              Is a
206 Thing               Principal Payment Calculation
                        Formula
207 Parent              Is a
208 Relationship fact   has expression




209 Thing               Principal Payment Formula
                        Expression


210 Parent              Is a
211 Thing               Redemption Schedule Listing

212 Parent              Is a
213 Relationship fact   schedules

214 Thing               Single Coupon Terms Set


215 Parent              Is a
216 Disjoint            mutually exclusive

217 Disjoint            mutually exclusive

218 Relationship fact   specifies

219 Thing               Sinking Fund Amortization
                        Terms Set




220 Parent              Is a

221 Relationship fact   includes

222 Simple fact         Mandatory

223 Thing               Sinking Fund Bond

224 Parent              Is a
225 Disjoint            mutually exclusive
226 Relationship fact   has principal amortizaton terms

227 Thing               Step Schedule Listing


228 Parent              Is a
229 Relationship fact   schedules
230 Thing               Stepped Coupon Terms Set

231 Parent              Is a
232 Disjoint            mutually exclusive
233 Disjoint              mutually exclusive




234 Relationship fact     has schedule

235 Thing                 Stub End Date

236 Parent                Is a
237 Thing                 Stub Length

238 Parent                Is a

239   Simple fact         Stub Days
240   Thing               Stub Period
241   Parent              Is a
242   Relationship fact   has length
243   Thing               Stub Start Date

244 Parent                Is a
245 Thing                 Variable Interest Calculation
                          Formula
246 Parent                Is a

247 Thing                 Variable Principal Bond




248 Parent                Is a
249 Relationship fact     sets out terms for
250 Thing                 Zero Coupon and OID Bond Call
                          Terms




251 Parent                Is a
252 Relationship fact     includes basis for each date
253 Thing                 Zero Coupon Terms Set

254 Parent                Is a

255 Simple fact           Fixed Coupon Amount
256 Simple fact            Coupon Frequency For Accrual
                          alculations
257 Thing               Amortizing Security




258 Parent              Is a
259 Disjoint            mutually exclusive
260 Relationship fact   has principal amortization terms

261 Simple fact         Notional

262 Thing               Bond




263 Parent              Is a
264 Relationship fact   has listing

265 Relationship fact   has coupon terms


266 Relationship fact   has price
267 Relationship fact   has issuance information
268 Relationship fact   has principal repayment terms

269 Relationship fact   has call terms

270 Simple fact         Callable

271 Simple fact         Capitalized Interest

272 Simple fact         Convertible

273 Thing               Bond with Warrant




274 Parent              Is a
275 Thing               Convertible Bond

276 Parent              Is a
277 Relationship fact   has conversion terms


278 Relationship fact   convertible into

279 Simple fact         Convertible
280 Thing                 Corporate Bond


281   Parent              Is a
282   Disjoint            mutually exclusive
283   Disjoint            mutually exclusive
284   Relationship fact   issuer

285 Thing                 Corporate Bond Issuer
286 Parent                Is a
287 Relationship fact     identified as




288 Thing                 Floating Rate Note




289 Parent                Is a
290 Relationship fact     has coupon




291 Thing                 Government Bond


292   Parent              Is a
293   Disjoint            mutually exclusive
294   Disjoint            mutually exclusive
295   Relationship fact   issuer
296   Thing               Index Linked Security




297 Parent                Is a
298 Relationship fact     is based on
299 Thing                 Medium Term Note
300   Parent              Is a
301   Thing               Municipal Bond
302   Parent              Is a
303   Disjoint            mutually exclusive
304   Disjoint            mutually exclusive
305   Relationship fact   issuer
306   Relationship fact   bank qualified status




307 Relationship fact     has issuance information

308   Simple fact         Simple fact
309   Thing               Variable Coupon Bond
310   Parent              Is a
311   Disjoint            mutually exclusive
312   Relationship fact   has coupon




313 Thing                 Zero Coupon Bond


314 Parent                Is a
315 Relationship fact     has zero coupon terms

316 Relationship fact     has zero coupon call terms

317 Individual            FHLMC :Government Mortgage
                          Agency




318 Type of               type of

319 Individual            FNMA :Government Mortgage
                          Agency




320 Type of               type of

321 Individual            GNMA :Government Mortgage
                          Agency




322 Type of               type of
                             Definition                                     Synonym          Simple Type
One or more series of Bonds and a Warrant which is issued with the
bond.
The Warrant which forms part of the Issue.
The Bond(s) which make up the issue.

Whether or not a municipal reasonably expects to issue in the calendar
year of such offering no more than $10 million par amount of bonds of
the type required to be included in making such calculation under the
Internal Revenue Code.



Whether the bond is classed as being Bank Qualified.                                  yes/no




Terms for payment of partial amounts of the Principal during the life of
the Debt Security.




The monetary amount of each amortization payment in the
Amortization Schedule.
The type of principal payments applicable to this security.                           Amortization Type


                                                                                      Day Count Basis

Terms for payment of Principal as a single amount of payment of the
full Principal.




The terms and conditions in which a bond can be redeemed by the
issuer prior to its maturity. Usually a premium is paid to the bond owner
when the bond is called.




The conditions under which a bond can be called back by the issuer.                   text

A premium paid to the bond owner when the bond is called.
The lockout period refers to the amount of time for which a callable
security cannot be called and only interest coupon payments are
received by the security holder. For example, with a 10-year noncall 3-
year ("10nc3") debt security, the security cannot be called for the first
three years.
Terms for payment of Interest on a Bond. These include terms for          Coupon Terms.
determining interest amounts, and terms for dates on which those
amounts are to be paid.


The record date associated with an odd first interest payment date that                   date
occurs before the start of the normal accrual cycle.




Original annual rate of interest payable to the lender as expressed as a                  percentage
percentage of principal as stated in the bond's offering documents.

The currency in which interest payment is to be made.
A set of contractual terms defining the interest payments for a coupon
of a bond.

The schedule for payments of bond interest.
Information about the Issuance of a Bond, which is maintained
throughout the life of the Security.


Discount from par value at the time a bond or other debt instrument is                    percentage
issued.




The prospectus for the bond issue describes the terms of the issue and
each of the instruments included in the bond issue.

The Prospectus for a bond issue describes the Bond Offer Issue,
including facts about the issue itself such as closing dates, and
anticipated facts about the securities that will form part of that issue,

An Issue of one or more Bonds, as all or part of an Offering of these
bonds to the market.

The bond(s) which make up the issue.

Has Prospectus describing the terms of the issue and each of the
instruments included in the bond issue.
A bond issue where the issue includes a Warrant attached.
The instruments which make up the issue, namely one or more series
of Bonds and a Warrant which is issued with the bond.
Terms for the repayment of the Principal on a Bond security.               Bond Repayment
                                                                           Terms.




A bond with a feature whereby the issue can be partially called for
amounts that are at the discretion of the issuer.

Feature of the bond whereby partial call is possible.
A bond where the principal is paid off in a single payment on the
scheduled maturity date.



Has terms for repayment of the principal. This is paid in one single
payment.
Date on which the instrument may be called.

A Convertible Bond which is also callable.

                                                                                            yes/no
Coupon where the coupon rate or the coupon terms may change
according to some pre-defined trigger, for example when a given
published interest rate passes a defined threshold.




By definition, a se tof terms setting out conditional coupon payments
and a set of terms defining in advance what interest rates take effect
on given dates, are mutually exclusibe, that is a set of terms cannot
embody both of these functions.
The term in the conditional coupon terms which matches one set of
coupon terms (fixed rate or variable coupon) with one condition. When
the condition is true, that coupon will be payable.

A term in the conditional coupon terms which matches one set of
coupon terms (fixed rate or variable coupon) with one condition.



The bond coupon defined in this conditional term. When the condition
described in this term is true, this Bond Coupon is applied to the Bond.

The condition under which the given coupon is payable. This is stated                       text
as text.
Periodic dates on which Interest Payments are made.



The regular periodic component of a coupon schedule.
Length of a regular periodic component of a coupon schedule.


Number of days in coupon period in the series.                              whole number
Formal specification of the Schedule for regular payment of Coupon
Amounts.




The specified future event whereby payment of a given Coupon
interest amount is to be made.
Irregular Coupon Period at the start and / or the end of the Coupon
Schedule, which does not fall into the Periodic Date Series.

Periodic regular Coupon payments in the Coupon Schedule.

Irregular Coupon Period at the start and / or the end of the Coupon
Schedule, which does not fall into the Periodic Date Series.




This is a working note from ongoing reviews.

Terms for payment of Interest on a Bond, where this pays a fixed rate
of interest.




The formula for calculation of fixed interest amounts.


Fixed interest payment amount due on each Interest Payment Date.            percentage
This is derived from the Annual Coupon Rate.
Terms setting out how variable rate interest is determined and paid.




The formula for calculation of variable interest amounts.




Term identifying the variable in the marketplace which is to form the
variable component of the variable interest rate. This is specialized for
specific kinds of parameter.
Number of days from the Coupon Payment Date that the Coupon Rate            whole number
is reset.
This is a working note from ongoing reviews.
A bond where the bond is based on the return on an equity over time
i.e. the price and dividend payments i.e. the total return (similar to total
return swaps).

Schedule of itemised coupon payment dates.




Formula for the determination of some variable factor which is then
used in subsequent calculations. The result of such a formula is a
parameter referred to by another formula.




The scheduled date of the first regular coupon payment, that is the
start of payments according to a regular repeating series of coupon
periods, after any non standard (long or short) first coupon period in
the schedule.



A bond which pays a fixed rate of interest at regular intervals.



The fixed coupon payable with the bond.
The Fixed Interest amount which is the parameter of the Expression.
This is the only parameter in this expression.




Formula for Fixed Interest.




How the Formula is expressed i.e. the Right Hand Side of the Formula.

Expression of the value of a fixed interest amount.




The parameter of the Expression which is the Fixed Interest amount.
This is the only parameter in this expression.




The percentage fixed amount of the Interest.                                   percentage
Terms setting out the interest payments determination and dates for
Flating Rate Note interest.
The Interest Rate which is to be used as the Base in the Interest
Calculation Formula.

Number of days before the coupon refix date, when the value of the         whole number
underlying base is to be taken from. Also known as Lookback.

An amortizing security where the principal repayments are tied to some
index or on a calculation over the life (period) of the bond.




Has terms for payment of the principal. These link the principal
amounts to some underlying index or interest rate.
Terms setting out the interest payments determination and dates for
Index Linked Security interest.




The Interest Rate which is to be used as the Base in the Interest
Calculation Formula
Terms for payment of the principal. These link the principal amounts to
some underlying index or interest rate.




The underlying parameter which is used in the calculation of the
principal repayment amount. This may be any market referential
parameter, i.e. any interest rate or economic rate which is published in
the marketplace.
The term for calculation of the principal repayment. This takes the form
of a formula.
A bond where the principal amount is linked to an index.




Terms setting out how interest is to be paid on the Inflation Bond.


The inflation index used to determine the Principal Amount, via the
principal amount determination terms.




Terms setting out how principal is to be repaid on the Inflation Bond.
These terms specifically define a variable payment based on the
Factor in this instance.
The factor is a numeric measure calculated from the Inflation Rate,
used to determine the principal paydown amounts, interest amounts or
both.
Terms setting out how principal is determined on the Inflation Bond.




Terms for the payment of interest on an Inflation Bond.
A variable coupon to be paid on the Inflation Bond, if this is specified in
the Interest Payment Terms.


Whether the interest payable on the Inflation Bond is variable with
reference to the Factor. If Yes, then the terms include an Inflation
Bond Variable Coupon. If No, then the terms may be any coupon or set
of coupons, by inheritance of this fact from the parent class of Bond
Coupon Terms Set.
Terms specifying how the principal amount on an Inflation Bond is to
be paid down.




The factor, calculated from the Inflation Rate, optionally used to
determine the principal paydown amounts.
The formula by which the inflation factor is determined for the bond.
This is part of the formula terms.
Whether the principal repayment is made with reference to the inflation       yes/no
rate via the Inflation Rate Factor calculated for the bond.
The terms for payment of the coupon on an Inflation Bond in the event
that that bond specifies variable coupon payments linked to the Factor.




The factor, calculated from the Inflation Rate, from which the interest
payments on the Inflation Bond are to be based.
How the Formula is expressed i.e. the Right Hand Side of the Formula.


The underlying which forms one of the parameters of the inflation
factor formula.
The formula by which the inflation factor is determined for the bond.
This is part of the formula terms.


The subject of the formula.
The expression that makes up the inflation factor formula.
The Left Hand Side of the Formula, giving what is being expressed in
terms of the Right Hand Side. This is the Inflation Bond Factor.



The inflation bond factor; this forms the subject of the inflation factor
formula, i.e. this is what that formula is about.
The argument of the Inflation Factor calculation formula, which is the
inflation factor itself.

The identity of the parameter which is the operand, which in this case
is an inflation rate.
Either an interest rate such as LIBOR or the interest on a Treasury Bill.
The parameter is a debt instrument. This would typically be a Treasury
Bill interest rate, but could in principal be any traded (and therefore
quotable) debt security's rate of interest.
The parameter is a reference rate of interest
The scheduled date of the last regular coupon payment, that is the last
of the payments that are made according to a regular repeating series
of coupon periods, before any non standard (long or short) last coupon
period in the schedule.



A full schedule of dates and payments for a Mandatory Sinking Fund
style of Call.

Call Event which must occur on the scheduled date.

Terms relating to a Mandatory Sinking Fund call of the issue.


Schedule for the payments of the Sinking Funds amounts. REVIEW

Yes indicates there is a Mandatory Sinking fund feature.                       yes/no
A colloquial term for a term maturity, usually from a single family            yes/no
mortgage revenue issue with several term maturities, that will be the
first to be called from a sinking fund into which all proceeds from
prepayments of mortgages financed by the issue are deposited. The
maturity's priority status under the call provisions means that it is likely
to be redeemed in its entirety well before the stated maturity date.

The issue of a set of Medium Term Notes. This consists of a number of
MTNs to be issued at some time in the future with the terms registered
in a pre-existing Program.




The Medium Term Notes issued as part of the MTN program. The
precise matiruty dates of those securities are defined at the time of the
issue while the remaining terms are already defined in the program
ahead of issue.
Information about the Issuance of a Municipal Bond, which is
maintained throughout the life of the Security.

Designation given to a public purpose bond offering by the issuer if it        yes/no
reasonably expects to issue in the calendar year of such offering no
more than $10 million par amount of bonds of the type required to be
included in making such calculation under the Internal Revenue Code.
When purchased by a commercial bank for its portfolio, the bank may
receive an 80% tax deduction for the interest cost of carry for the
issue. A bond that is bank qualified is also known as a qualified tax-
exempt obligation.

Purpose of the Issue of a Municipal Debt Security.                             text
The expression of the Coupon Schedule takes the form either of an
explicit schedule of coupon dates or as a specification for when those
dates should fall.
Schedule is expressed as an explicit list of dates.

Schedule is expressed as a schedule specification.
These are terms whereby the issuer can recall part of the issue on
scheduled dates but there is no specific amount defined for those
dates. Consenus:Yes

A formula for calculation of principal payments.


The expression for the principal repayment formula.




The expression of the formula by which the payment of principal is
formally described.




Schedule for payments of defined amounts of the Principal on a Debt
Security.

The specified future event whereby payment of a given Redemption
amount is to be made.
A set of coupon terms which remain the same through the life of the
Bond. This is the default and is the case when there is not a Step
Coupon or Conditional Coupon.




The coupon specified in the coupon terms.

Terms for the paydown of principal in a sinking fund type of amortizing
security.




The schedule for payment of scheduled amounts of principal on pre-
defined dates.
Whether the SF is mandatory or conditional on some event (No means        yes/no
conditional)
Bonds where the amortizing is via a known and published schedule.




Terms for the Amortization of the Principal on sinking fund.

A schedule of dates and interest rates which take effect on those
dates. At present these are assumed to always be ficxed interest
rates, and are modeled as such.



A coupon (interest payment) which rises to different fixed values at
scheduled intervals.
By definition, a se tof terms setting out conditional coupon payments
and a set of terms defining in advance what interest rates take effect
on given dates, are mutually exclusibe, that is a set of terms cannot
embody both of these functions.
The schedule of dates and interest amounts applicable from those
dates, forming part of the terms of the Stepped Coupon.
The calendar date when the coupon stub period is scheduled to end.


The length of the Stub Period as a temporal duration (a number of
days).


Length in days of the irregular Stub period.                             whole number
The Stub Period as a temporal duration.



The calendar date when the coupon stub period is scheduled to start.


Formula for the calculation of variable interest.




A bond where the actual principal amount may vary, other than through
paydown of the principal as amortization.




Terms defining the Call options for a Zero Coupon or OID Bond.




The details set out for each date in the Call Schedule.
Terms for payment of Interest on a Bond, where this pays a zero rate
of interest.


Has no coupon term associated to it.                                     percentage
The frequency to be used in the calculation of accruals. Supersedes      Frequency
the Coupon Payment Frequency.
An amortizing security is one where the principal is paid off during the
life of the bond by the issuer. Often this may be based on an index.




Terms for the Amortization of the Principal on an Amortizing Security;
the amortizing security terms and conditions.
The amortizing security pays interest only and no principal over its life.   yes/no

In finance, a bond is a debt security, in which the authorized issuer
owes the holders a debt and, depending on the terms of the bond, is
obliged to pay interest (the coupon) and/or to repay the principal at a
later date, termed maturity. It is a formal contract to repay borrowed
money with interest at fixed intervals.
A Bond is a kind of tradable debt instrument.
A listing of the bond on an exchange or multilateral trading facility.

Mechanism whereby an investor receives income from interest
payments, which are usually made periodically.



Issuance information specific to the Bond.
Repayment terms for the Principal on a Bond.

Call terms for bond by the issuer.

Whether the issuer has the right to pay the security prior to maturity.      yes/no

Whether the interest amount is capitalised until maturity date or paid       yes/no
out at each interest payment date.
The bond has a conversion feature enabling it to be converted into           yes/no
another instrument on maturity.
A bond issue where the issue includes a Warrant attached. This need
not be any specific type of bond.




A Bond instrument which on maturity converts into an Equity
instrument.

Terms for the conversion of the Convertible Bond into an Equity
instrument. These cover how, when and to what the Bond can be
converted.
The related Equity instrument into which the Bond can be converted.

Bond is Convertible                                                          yes/no
A debt security issued by a corporation, as opposed to those issued by
a government or municipality.




The issuer of the Corporate Bond, which is a Corporation or other
commercial legal entity (company).
A Company or Corporation, acting in the capacity of an Issuer.

The identity of the Corporation which acts as an Issuer.




A bond with a variable interest rate based on a published bank interest
rate. The adjustments to the interest rate (coupon) are made
periodically, usually on a quarterly or monthly basis, and are tied to a
certain money-market index. Also known as a "floater".



An investor receives income from coupon payments, which are usually
made periodically. These are of a variable amount specified by some
formula. The underlying parameter used in the formula is an interest
rate such as the LIBOR interbank rate or a bank base rate.

A government debt obligation (local or national) backed by the credit
and taxing power of a country with very little risk of default.




The issuer of the Government Bond, which is a government.
A bond in which payment of income on the principal is related to a
specific price index, such as the Consumer Price Index.




A Medium Term Note is a Negotiable debt instrument offered under a
program agreement through one or more dealers upon request of the
Issuer. The Program defines the terms and conditions of the notes. An
MTN issue is defined by the fact that the registration doesn't have a
pre-defined maturity.
A MTN is a kind of Bond.
A bond issued by a Municipality.




The issuer of the Municipal Bond, which is a Municipality.
Whether or not a municipal reasonably expects to issue in the calendar
year of such offering no more than $10 million par amount of bonds of
the type required to be included in making such calculation under the
Internal Revenue Code.

Issuance Information specific to the Municipal Bond.

Whether legal opinion exists for municipal securities.                     yes/no
Any bond with a variable interest rate.



An investor receives income from coupon payments, which are usually
made periodically. These are of a variable amount specified by some
formula. The underlying parameter used in the formula can be any
variable.
A debt security that doesn't pay interest (a coupon) but is traded at a
deep discount, rendering profit at maturity when the bond is redeemed
for its full face value.

Coupon Terms for a Zero Coupon Bond. These are that there is no
Coupon.
Call terms that are applicable to the Zero Coupon Bond.

Federal Home Loan Mortgage Corporation. Government-chartered
corporation which buys qualified mortgage loans from the financial
institutions that originate them, securitizes the loans, and distributes
the securities through the dealer community. The securities are not
backed by the U.S. Government. The market value of these securities
prior to maturity is not guaranteed and will fluctuate.




Federal National Mortgage Association. A congressionally chartered
corporation which buys mortgages on the secondary market, pools
them and sells them as mortgage-backed securities to investors on the
open market. Monthly principal and interest payments are guaranteed
by FNMA but not by the U.S. Government. also called Fannie Mae.




A government-owned agency which buys mortgages from lending
institutions, securitizes them, and then sells them to investors.
Because the payments to investors are guaranteed by the full faith and
credit of the U.S. Government, they return slightly less interest than
other mortgage-backed securities.
      Related Thing         Multiples                      Business Justification



Traditional Warrant
Bond                        one or
                            more
                                        When purchased by a commercial bank for its portfolio, the
                                        bank may receive an 80% tax deduction for the interest cost
                                        of carry for the issue. A bond that is bank qualified is also
                                        known as a Qualified Tax-exempt Obligation. This is a
                                        specifically US term.
Security Tax Treatment
                                        US Term. Information set by the issuer of a public purpose
                                        bond offering if it reasonably expects to issue in the
                                        calendar year of such offering no more than $10 million par
                                        amount of bonds of the type required to be included in
                                        making such calculation under the Internal Revenue Code.
                                        When purchased by a commercial bank for its portfolio, the
                                        bank may receive an 80% tax deduction for the interest cost
                                        of carry for the issue. A bond that is bank qualified is also
                                        known as a Qualified Tax-exempt Obligation.




Bond Principal Repayment
Terms Set
Bond Bullet Principal
Repayment Terms Set
Bond Call Terms Set
Monetary Amount                         NOTE: Does not cover variable Amortization amounts, if
                                        these exist.
                                        REVIEW: whether all the listed entries apply to Amortizing
                                        Security specifically, as part of Amortization terms.

                            may be




Bond Principal Repayment
Terms Set
Bond Amortization Payment
Terms Set
                                        Also known as a "redeemable bond". The main cause of a
                                        call is a decline in interest rates. If interest rates have
                                        declined since a company first issued the bonds, it will likely
                                        want to refinance this debt at a lower rate of interest. The
                                        company will call its current bonds and reissue them at a
                                        lower rate of interest. The maturity date of a callable debt
                                        instrument is the latest and final possible date at which the
                                        security will be retired and principal will be redeemed at par.

Debt Call Terms Set
Bond Amortization Payment
Terms Set


Monetary Amount             may be
Date Period




                                  For stepped coupons, several set of this information may
                                  exist, with these coming into force.

Debt Security Interest
Payment Terms Set
                                  REVIEW how "Associated". Original DTCC definition gives
                                  more meaning: The record date on which the holders of
                                  the security are established to make an interest payment for
                                  the period after the issue and before the start of normal
                                  interest accrual cycle.




Currency


Contract Terms Set
Coupon Schedule


Debt Instrument Issue
Information
                                  Originally this term appeared to apply to all securities.
                                  Review notes from SME Review session: Defined for:
                                  Bonds; For equity incentives you tend to get shares rather
                                  than an OID. OID is a taxation advantage so this gives an
                                  incentive for investors as it gives them more yield up front.
                                  Also think about zero coupon bonds in this context.
                                  ACTION: Move to Bonds. This action now implemented.




Debt Issue Prospectus
Bond Offer Issue                  Anticipated facts might include expected issue price, yields,
                                  pool parameters as appropriate for the type of debt
                                  instrument being issued.




Debt Offer Issue
Bond                     one or
                         more
Bond Issue Prospectus

                                  ISO 10962 CFI definition is A bond that is issued together
                                  with one or more warrant(s) attached as part of the offer, the
                                  warrant(s) granting the holder the right to purchase a
                                  designated security, often the common stock of the issuer of
                                  the debt, at a specified price. Review notes: This need not
                                  be any specific type of bond. The warrant is used as a
                                  sweetener to encourage people to subscribe to a new bond
                                  issue. The Bond and the Warrant trade together as a unit
                                  (called "Bond Unit").
Bond Offer Issue
Bond Offer Issue With
Warrant
ALL Bond AND Traditional
Warrant


Tradable Debt Security
Redemption Terms
Debt Call Terms Set


Bond
Partial Call Feature


Bond
Amortizing Security
Bond Bullet Principal
Repayment Terms Set

Scheduled Event Date

Convertible Bond
                            yes




Bond Coupon Terms Set
Single Coupon Terms Set
Stepped Coupon Terms Set




Coupon Conditional Term




Contract Term
Bond Coupon Interest Terms one or
Set                        more




Periodic Date Series
Coupon Regular Period

Known Duration
Coupon Regular Period
Length
First Regular Coupon Date
Last Regular Coupon Date


Duration Description in
Calendar Days

                                         (from Algo review Oct 09) May need to add information
                                         about at which stage in the process you have received the
                                         information about the date e.g. whether the date you are
                                         looking at has been rolled back or needs to be rolled back.
                                         CONTEXT: add this detail in the context of trading or other
                                         consumption of data.
Schedule Specification
Coupon Payment

Coupon Stub Period              may be
                                some

Coupon Periodic Date Series




Date Period
Stub Period
Stub Start Date
Stub End Date

Curve To Use


Bond Coupon Interest Terms
Set
Debt Variable Coupon Terms
Set
Fixed Interest Calculation               This is a restricted sub-type of the more general formula for
Formula                                  specifying any interest rate (fixed or variable).




Bond Coupon Interest Terms
Set
Debt Fixed Coupon Terms
Set
Variable Interest Calculation            This is derived from the more general formula for specifying
Formula                                  any interest rate (fixed or variable). No new terms are added
                                         as the general (parent) formula has all the terms defined for
                                         variable coupon payments.
Market Referential Parameter




Curve To Use
Variable Coupon Bond


Explicit Schedule Listing
Scheduled Coupon Payment

                                   Examples include the formula for determining the Factor for
                                   an Inflation Bond, which may then be used in calculation of
                                   interest payments, principal repayments or both. It is
                                   referred ot separately and may be determined by a different
                                   party to the party which determines the factor itself.
                                   Conensus:Review
Formula




Contractually Determined
Date

Bond
Variable Coupon Bond
Bond Fixed Coupon              1
                                   This duplicates the simple fact "Interest Amount" in the
                                   Fixed Interest expression and is essentially redundant. It is
                                   included only to show how the parameter relationship for
                                   Interst Calculation Expression is specialized (and thereby
                                   overridden) for the Fixed Interest Expression.

Margin
                                   This limits the more general interest calculation formula, for
                                   fixed interest rates. Alternatively this formula can be ignored
                                   and the interest rate specified directly as a value in the
                                   Interest Terms. It is provided here for completeness.

Interest Calculation Formula

Fixed Interest Expression

                                   This is a numerical amount only. The operand Base does
                                   not exist and the Margin operand is over-ridden by the
                                   single property Interest Amount here, i.e. this sub-class of
                                   Interest Calculation Expression restricts those operands by
                                   not having them (this cannot be shown graphically).

Interest Calculation
Expression
Fixed Interest Amount              This duplicates the simple fact "Interest Amount" in the
                                   Fixed Interest expression and is essentially redundant. It is
                                   included only to show how the parameter relationship for
                                   Interst Calculation Expression is specialized (and thereby
                                   overridden) for the Fixed Interest Expression.
Debt Variable Coupon Terms
Set
Index Linked Coupon Terms
Set
Inflation Bond Variable
Coupon Terms Set
Interest Reference Rate OR
Tradable Debt Instrument




                             Index in this sense means any kind of parameter in the
                             market

Amortizing Security
Sinking Fund Bond
Index Linked Principal
Determination Terms Set


Debt Variable Coupon Terms
Set
FRN Terms Set
Inflation Bond Variable
Coupon Terms Set
Economic Rate

                             Terms are linked to the calculation of the factor - see
                             definition for Inflation Bond. This has been renamed from
                             Principal Repayment Terms to Principal Determination
                             Terms, since further review indicates a term whereby the
                             principal amount itself varies, and this is borne out by the
                             notes made at the original review, where this was
                             mislabeled.
Bond Amortization Payment
Terms Set
Inflation Rate




Principal Payment
Calculation Formula
                                    Refers to an Inflation Index. This is used to define the factor
                                    or multiplier for the bond, that is the factor that you muliply
                                    the bond by. How this works is that you you take the inflation
                                    rate when the security was issued, and the inflation rate at
                                    the present. The difference betwen these becomes the
                                    Factor, e.g. 100% -> 101% gives 1% so for example for a
                                    $1000 issue - calculate the principlal on which the interest is
                                    paid AND the principal from the point of view of how the
                                    principal is repaid. Some inflation bonds only do this on
                                    interest, some only on interest, but most apply it to the
                                    principal and interest. Coupon interest calculated based on
                                    the adjusted amoutn of the bond. so a fixed coupon rate is
                                    multipled by e.g. 1010 in the example above. Variations
                                    e.g. Italy - daily published factor published for that bond,
                                    whereas other calculate based on underlying index.
                                    Typically a CPI or a statistical number generated by the
                                    govt. typically a wagging three month index. See UK bonds
                                    on this. US and Jap ones - look at inflation rate 3 months
                                    prior. Unlike an Amortizing Security this prinipal value of
                                    the bond is increasing, whereas for and Amortizing, the
                                    principal is decreasing. In Canada, these are also referred
                                    to as "real return bonds". Additional review with OTPP May
Index Linked Security
Inflation Bond Interest             These terms define either a variable coupon based on the
Payment Terms Set                   Factor, or (less typically) the payment of fixed coupon
                                    amounts.
Inflation Rate                      Note this part of the model has been updated during one on
                                    one reviews with OTPP May 2010 but this term already
                                    defined July 2009, possibly redundant now that contractual
                                    terms redefined from determination of amortization
                                    payments, to determination of principal amount itself.

Inflation Bond Principal
Repayment Terms Set

Inflation Bond Factor


Index Linked Principal     may be   These terms define either a variable payment based on the
Determination Terms Set    some     Factor, or (less typically) the payment of fixed principal
                                    amounts. Further research indicates that it is the principal
                                    amount that varies in this type of instrument, regardless of
                                    whether the principal repayments themselves are amortized
                                    or fixed, either of which would be covered by terms
                                    elsewhere (the variable principal type of bond is not mutually
                                    exclusive with any classification of bonds by proincipal
                                    payment type, so these may be amortizing or bullet
                                    repayment). Description updated following OTPP review
                                    and re-review of original review notes.


                                    These may for example specify that the interest payments
                                    are by way of coupone calculated with reference to the
                                    inflation rate that is referenced for that bond, or they may
                                    not (for example they may specify a fixed coupon amount).
                                    Therefore these terms may specify any potential interest
                                    payment arrangement used on bonds.

Bond Coupon Terms Set
Inflation Bond Variable       may be       If the terms do not specify a variable coupon amount, then
Coupon                        some         the coupon may be any type of coupon, as defined in the
                                           parent set of terms for all bond coupon terms.

yes/no




                                           This is typically but not necessarily with reference to the
                                           Inflation rate that is referred to for this bond. Further model
                                           action: identify and model terms for the case where the bond
                                           principal repayments are not pegged to an inflation rate.

Index Linked Principal
Determination Terms Set
Inflation Bond Factor         may be
                              some
Inflation Factor Formula




                                           This is not referred to in the event that the inflation bond
                                           interest payment terms specify payment of a fixed coupon.

Debt Variable Coupon Terms
Set
FRN Terms Set
Index Linked Coupon Terms
Set
Inflation Bond Factor                  1




Formula Expression
Inflation Factor Underlying




Factor Calculation Formula

Inflation Factor Subject
Inflation Factor Expression




Formula Subject
Inflation Bond Factor




Formula Argument
Inflation Rate

                                           Review: Examples to date cite treasury bill only, but in
                                           principle there could be any debt instrument or any short
                                           term debt used as a reference rate?
Debt Instrument Reference
Rate

Interest Reference Rate




Contractually Determined
Date


Explicit Schedule Listing
Call Of Issue               one or
                            more

Sinking Fund Amortization
Terms Set
Mandatory Sinking Fund
Schedule
                            yes




Bond Offer Issue
Bond Offer Issue With
Warrant
Medium Term Note




Bond Issue Information




Explicit Coupon Schedule
Listing
Coupon Schedule
Specification
Bond Call Terms Set


Formula
Principal Payment Formula             Action: Determine what these can be at the next review and
Expression                            model accordingly. For example, presume this is a base
                                      parameter plus a margin percentage, similar to interest
                                      payment calculation formula expressions.

                                      Determine what these can be at the next review and model
                                      accordingly. For example, presume this is a base parameter
                                      plus a margin percentage, similar to interest payment
                                      calculation formula expressions.
Formula Expression
                                      Terms for dates and amounts to be added.

Explicit Schedule Listing
Redemption Payment           one or
                             more




Bond Coupon Terms Set
Conditional Coupon Terms
Set
Stepped Coupon Terms Set

Bond Coupon Interest Terms
Set
                                      At present there is only a schedule, there should be other
                                      terms for what happens on the scheduled dates. Sinking
                                      fund may be bullet e.g. x% over year for y years. SF may
                                      be mandatory or contingent on some other economic event.

Bond Amortization Payment
Terms Set
Redemption Schedule




Amortizing Security
Index Amortizing Bond
Sinking Fund Amortization
Terms Set




Explicit Schedule Listing
Step Event


Bond Coupon Terms Set
Single Coupon Terms Set
Conditional Coupon Terms
Set


Step Schedule




Known Date


Duration Description in
Calendar Days



Known Duration
Stub Length


Known Date
                                   This inherits all the facts about Interest Calculation Formula
                                   without alteration.
Interest Calculation Formula

                                   This would typically be a bond where the principal is not a
                                   fixed amount but is varied according to some index, that is
                                   the actual amount of the debt itself varies, independently of
                                   whether the principal is amortized or not, and regardless of
                                   whether the coupon is fixed or variable (though a coupon of
                                   a fixed percentage would translate to a variable monetary
                                   amount).

Bond
Variable Debt Principal
                                   Fannie Mae also issues zero-coupon callable debt
                                   securities. Zero-coupon notes are debt securities on which
                                   no coupon interest is paid to the investor. Rather, the
                                   security is purchased at a discounted dollar price and
                                   matures at par. If the option on a callable zero-coupon
                                   security is exercised, it is redeemed at a higher dollar price
                                   than the original issue price. The yield for a callable zero-
                                   coupon security is based on the difference between the
                                   original discounted price and the principal payment at the
                                   call date.


Bond Call Terms Set
Zero Coupon Bond Call


Debt Fixed Coupon Terms
Set
                               0
                                     Amortizing means there is a basis change to the principal
                                     value. Typically the principal basis of the bond is
                                     decreasing. Further Notes The different between this and
                                     callable bonds is you are spreading that payoff across every
                                     bond holder. Call bonds are paid off via a lottery.
                                     Securitization is a financing process in which a corporate
                                     entity moves assets, to an ostensibly bankruptcy-remote /
                                     low risk vehicle, in order to obtain lower interest rates from
                                     potential lenders. This is obtained because the assets
                                     cannot be seized in a bankruptcy proceeding, the risk is less
                                     for lenders and they are willing to offer a lower rate.


Bond
Bullet Bond
Bond Amortization Payment
Terms Set




Tradable Debt Instrument
Bond Listing

Bond Coupon Terms Set       one or   The coupon terms specify whether there is a single type of
                            more     coupon, a schedule of stepped coupons or a conditional
                                     coupon set.
Debt Security Price
Bond Issue Information
Bond Principal Repayment             FIBIM has link directly to Redemption Schedule.
Terms Set
Bond Call Terms Set         may be
                            some




                                     This is NOT a kind of Bond Contract but a kind of Issue
                                     Offer, and is modeled as such, in the Issuance Terms
                                     section of the model. This class of contract is retained in the
                                     model for now in order to provide traceability with the CFI
                                     term for "Bond With Warrant" only.

Bond


Bond
Debt Conversion Terms Set


Issued Share

                            yes
                          Added by extension from CFI Municipal. If there are
                          Municipal Bonds inthe classification hierarchy then
                          Corporate and Government should also be included.
Bond
Municipal Bond
Government Bond
Corporate Bond Issuer


Security Issuer
Incorporated Company      It is assumed here that other types of legal entities which
                          are businesses (e.g. limited liability partnerships) do not
                          issue Corporate Bond, or that if they did so these would be
                          identified as a different kind of bond which is not modeled
                          here. Otherwise the scope of the target of this relationship
                          would need to be broadened.

                          For example six months USD LIBOR + 0.20%.




Variable Coupon Bond
FRN Coupon




                          Added by extension from CFI Municipal. If there are
                          Municipal Bonds inthe classification hierarchy then
                          Corporate and Government should also be included.
Bond
Municipal Bond
Corporate Bond
Government Debt Issuer
                          This feature provides protection to investors by shielding
                          them from changes in the underlying index. The bond's cash
                          flows are adjusted to ensure that the holder of the bond
                          receives a known real rate of return. Notes 04 May: There
                          may also be a kind of security where the coupon payments
                          fluctuate according to an "Index" in the sense of non Interest
                          rate e.g. inflation rate, GDP. But more commonly the term
                          Index Linked refers to principal.

Variable Principal Bond
Market Base Rate
                          MTNs have a maturity typically of 1 to 10 years. This may
                          vary in different jurisductions. Bonds issued with a long
                          maturity are not redefined as MTNs when their maturity
                          reduces. MTN typically has a long last coupon payment.
                          Some things are different from regular bonds, e.g.: You can
                          register one with different maturities, issued in different
                          groups (cf tranches). See also shelf registration (issuing
                          bond before you file the paperwork with e.g. SEC - not the
                          same). In this case it is registered but not issued all at one
                          time. Flexible. Difference with bond issuance is that you
                          have indenture that says what the maturity is, so every
                          different maturity is a different bond.
Bond

Bond
Corporate Bond
Government Bond
Municipal Debt Issuer
Bank Qualified Tax             This is a US term. When purchased by a commercial bank
Exemption                      for its portfolio, the bank may receive an 80% tax deduction
                               for the interest cost of carry for the issue. A bond that is
                               bank qualified is also known as a Qualified Tax-exempt
                               Obligation.
Municipal Bond Issue
Information



Bond
Fixed Coupon Bond
Bond Variable Coupon       1




                               Note that a zero coupon is treated for calculation purposes
                               as a fixed coupon bond with a coupon rate of zero, and not
                               as a bond without a coupon rate.
Fixed Coupon Bond
Zero Coupon Terms Set

Zero Coupon and OID Bond
Call Terms
                               http://www.investorwords.com/1927/FHLMC.html




Government Mortgage
Agency
                               http://www.investorwords.com/2031/FNMA.html




Government Mortgage
Agency
                               http://www.investorwords.com/2184/GNMA.html




Government Mortgage
Agency
     Term Origin                    Definition Source    Consensus   Last Modified
ISO 10962 = Bonds With   SMER                           Review              30-Jun-10
Warrants Attached
                                                        Review              30-Jun-10
                                                        Review              30-Jun-10

DTCC                     SR Draft                       Review              30-Jun-10




                                                                            30-Jun-10
DTCC                     SR Draft                       Review              30-Jun-10




                                                        Review              30-Jun-10

                                                                            30-Jun-10

                                                                            30-Jun-10

                                                                            30-Jun-10
                                                                            30-Jun-10

                                                        Action              30-Jun-10


                                                                            30-Jun-10

                                                                            30-Jun-10

                                                                            30-Jun-10

                                                                            30-Jun-10

                                                        Review              30-Jun-10




                                                        Review              30-Jun-10
                                                                            30-Jun-10

                                                                            30-Jun-10

                                                                            30-Jun-10
                                             30-Jun-10




SR Modeling              SR Draft   Review   30-Jun-10


                                    Review   30-Jun-10

                                    Action   30-Jun-10




FIBIM = InterestRate                Review   30-Jun-10


                                    Review   30-Jun-10
SR Modeling              SR Draft   Review   30-Jun-10

                                             30-Jun-10
SR Modeling              SR Draft   Review   30-Jun-10
                                             30-Jun-10

                                             30-Jun-10

                                    Review   30-Jun-10




SMER                     SMER       Review   30-Jun-10

                                             30-Jun-10
ABS PoC                  MB Draft   Review   30-Jun-10




SR Modeling              SR Draft   Review   30-Jun-10

                                             30-Jun-10
                                    Review   30-Jun-10

ABS PoC Review           MB Draft   Review   30-Jun-10

ISO 10962 = Bonds With   SMER       Yes      30-Jun-10
Warrants Attached
                                             30-Jun-10
                                             30-Jun-10

ISO 10962 = Bonds With   SMER       Review   30-Jun-10
Warrants Attached
                                             30-Jun-10

                                             30-Jun-10

                                             30-Jun-10
                                             30-Jun-10

                                             30-Jun-10
                                             30-Jun-10
                                    Review   30-Jun-10

                                             30-Jun-10
                                             30-Jun-10
                                             30-Jun-10

                                             30-Jun-10
                                             30-Jun-10
SMER                     SR Draft   Review   30-Jun-10
                                             30-Jun-10
                                             30-Jun-10
MDDL Debt Terms          SR Draft   Review   30-Jun-10




                                             30-Jun-10
                                             30-Jun-10
                                    Review   30-Jun-10




SR Modeling              SR Draft   Review   30-Jun-10




MDDL = When construct    SR Draft   Review   30-Jun-10


                                             30-Jun-10
SR Modeling              SR Draft   Review   30-Jun-10


MDDL = When details      SR Draft   Review   30-Jun-10

                                             30-Jun-10
                                             30-Jun-10
                                             30-Jun-10
                                             30-Jun-10
                                             30-Jun-10
                                             30-Jun-10

                                             30-Jun-10
                                  30-Jun-10

                                  30-Jun-10
                                  30-Jun-10

                                  30-Jun-10
SR Modeling   SR Draft   Review   30-Jun-10




                                  30-Jun-10
                                  30-Jun-10

                                  30-Jun-10


                                  30-Jun-10

                                  30-Jun-10


                                  30-Jun-10
                                  30-Jun-10
                                  30-Jun-10
                                  30-Jun-10
                         Action   30-Jun-10
                                  30-Jun-10
                         Review   30-Jun-10

                         Review   30-Jun-10

                                  30-Jun-10

SR Modeling   SR Draft   Review   30-Jun-10


                         Review   30-Jun-10

                         Review   30-Jun-10

                         Review   30-Jun-10

                                  30-Jun-10

SR Modeling   SR Draft   Review   30-Jun-10




                         Review   30-Jun-10


                         Review   30-Jun-10

                         Action   30-Jun-10
                                  30-Jun-10
Unclear. SMER>   Unknown    Action   30-Jun-10


                            Yes      30-Jun-10
SR Modeling      SR Draft   Review   30-Jun-10

                                     30-Jun-10
                                     30-Jun-10

                                     30-Jun-10




                                     30-Jun-10
                                     30-Jun-10




                                     30-Jun-10

                            Review   30-Jun-10
                            Review   30-Jun-10
                                     30-Jun-10
                            Review   30-Jun-10
SR Modeling      SR Draft   Review   30-Jun-10




                                     30-Jun-10
SR Modeling      SR Draft   Review   30-Jun-10




                                     30-Jun-10

                                     30-Jun-10

                            Review   30-Jun-10




                                     30-Jun-10

SR Modeling      SR Draft   Review   30-Jun-10




                            Review   30-Jun-10
                            Review   30-Jun-10
                            Review   30-Jun-10

                                     30-Jun-10

                                     30-Jun-10

                            Review   30-Jun-10


                            Review   30-Jun-10


                            Review   30-Jun-10


                                     30-Jun-10
                            Yes      30-Jun-10
                            Review   30-Jun-10

                            Review   30-Jun-10

                            Review   30-Jun-10

                                     30-Jun-10
                                     30-Jun-10

                                     30-Jun-10

SME Reviews   SME Reviews   Review   30-Jun-10




                            Review   30-Jun-10

                            Review   30-Jun-10




                            Review   30-Jun-10
SME Review    SME Review adapted   Review   30-Jun-10




                                            30-Jun-10
                                   Review   30-Jun-10


SME Reviews   SME Reviews          Review   30-Jun-10




                                   Review   30-Jun-10


                                   Review   30-Jun-10


SME Review    SME Review adapted   Review   30-Jun-10




                                   Review   30-Jun-10




                                            30-Jun-10
Review   30-Jun-10




Review   30-Jun-10




Action   30-Jun-10




         30-Jun-10

Review   30-Jun-10

Review   30-Jun-10

Review   30-Jun-10

Review   30-Jun-10


         30-Jun-10

         30-Jun-10
         30-Jun-10

review   30-Jun-10

Review   30-Jun-10

         30-Jun-10
Review   30-Jun-10

Review   30-Jun-10

         30-Jun-10

Review   30-Jun-10
Review   30-Jun-10
Review   30-Jun-10


         30-Jun-10
Review   30-Jun-10

Review   30-Jun-10

         30-Jun-10
Review   30-Jun-10

Action   30-Jun-10
                         Review   30-Jun-10


                                  30-Jun-10
                                  30-Jun-10




                                  30-Jun-10

                                  30-Jun-10

                                  30-Jun-10
                                  30-Jun-10

                         Review   30-Jun-10
                                  30-Jun-10

                                  30-Jun-10

                         Review   30-Jun-10
                         Review   30-Jun-10




SMER          SR Draft   Yes      30-Jun-10


                                  30-Jun-10
                                  30-Jun-10

                         Review   30-Jun-10




                                  30-Jun-10

                                  30-Jun-10
                                  30-Jun-10




                                  30-Jun-10
SR Modeling   SR Draft   Review   30-Jun-10


SR Modeling   SR Draft   Review   30-Jun-10

SR Modeling   SR Draft   Review   30-Jun-10
                                      30-Jun-10


                                      30-Jun-10
                             Action   30-Jun-10

                                      30-Jun-10
                             Action   30-Jun-10




                             Action   30-Jun-10




                                      30-Jun-10
                             Action   30-Jun-10

                                      30-Jun-10
                                      30-Jun-10

Algo Review       SR Draft   Review   30-Jun-10


                                      30-Jun-10
                                      30-Jun-10

                                      30-Jun-10

SR Modeling       SR Draft   Review   30-Jun-10

                             Action   30-Jun-10




                             Yes      30-Jun-10

                             Review   30-Jun-10

                             Review   30-Jun-10

                             Review   30-Jun-10

                             Review   30-Jun-10
                             Yes      30-Jun-10
                             Review   30-Jun-10

                             Review   30-Jun-10


                                      30-Jun-10
                                      30-Jun-10
MDDL Debt Terms   SR Draft   Review   30-Jun-10

                                      30-Jun-10
                                      30-Jun-10
                            Review   30-Jun-10




                            Review   30-Jun-10

                                     30-Jun-10

                                     30-Jun-10
                                     30-Jun-10

                                     30-Jun-10

                                     30-Jun-10
                                     30-Jun-10
                                     30-Jun-10
                                     30-Jun-10
                                     30-Jun-10

                                     30-Jun-10
SR Modeling   SR Draft      Review   30-Jun-10

                                     30-Jun-10

OTPP Review   OTPP Review   Yes      30-Jun-10




                                     30-Jun-10
                                     30-Jun-10
                            Action   30-Jun-10




                            Review   30-Jun-10
                                     30-Jun-10
                            Review   30-Jun-10

                            Yes      30-Jun-10

                            Yes      30-Jun-10
                            Yes      30-Jun-10
                                     Review   30-Jun-10




                                              30-Jun-10
                                              30-Jun-10
                                              30-Jun-10

                                              30-Jun-10

CFI                      Wikipedia   Review   30-Jun-10




                                     Yes      30-Jun-10
FIBIM: TradingMarket     SMER        Review   30-Jun-10
(part)
SR Modeling              SR Draft    Review   30-Jun-10


                                              30-Jun-10
                                              30-Jun-10
SR Modeling                          Review   30-Jun-10

                                     Review   30-Jun-10

FIBIM = CallableIndicator SMER       Review   30-Jun-10

FIBIM =                  FIBIM       Review   30-Jun-10
CapitalisedInterest
FIBIM =                  SMER        Yes      30-Jun-10
ConvertibleIndicator
ISO 10962 = Bonds With   SMER        Review   30-Jun-10
Warrants Attached




                                              30-Jun-10
                                              30-Jun-10

                                              30-Jun-10
                                              30-Jun-10


                                              30-Jun-10

                                              30-Jun-10
SR Modeling   SR Draft      Review   30-Jun-10


                                     30-Jun-10
                                     30-Jun-10
                                     30-Jun-10
SR Modeling   SR Draft      Review   30-Jun-10

SR Modeling   SR Draft      Review   30-Jun-10
                                     30-Jun-10
SR Modeling   SR Draft      Review   30-Jun-10




SR Modeling   SR Draft?     Yes      30-Jun-10




                            Review   30-Jun-10
                            Review   30-Jun-10




SR Modeling   SR Draft      Review   30-Jun-10


                                     30-Jun-10
                                     30-Jun-10
                                     30-Jun-10
SR Modeling   SR Draft      Review   30-Jun-10
OTPP Review   OTPP Review   Review   30-Jun-10




                                     30-Jun-10
                                     30-Jun-10
                            Yes      30-Jun-10
                                  Yes      30-Jun-10
CFI           SR Draft            Review   30-Jun-10
                                           30-Jun-10
                                           30-Jun-10
                                           30-Jun-10
SR Modeling   SR Draft            Review   30-Jun-10
DTCC          SR Draft            Review   30-Jun-10




                                           30-Jun-10

DTCC Review   SR Draft            Review   30-Jun-10
                                           30-Jun-10
                                  Yes      30-Jun-10
                                           30-Jun-10
                                  Review   30-Jun-10




                                  Review   30-Jun-10


                                  Yes      30-Jun-10
                                  Review   30-Jun-10

                                  Review   30-Jun-10

PoC reviews   Investorwords.com   Review   30-Jun-10




                                           30-Jun-10

PoC reviews   Investorwords.com   Review   30-Jun-10




                                           30-Jun-10

PoC reviews   Investorwords.com   Review   30-Jun-10




                                           30-Jun-10

								
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