Code value,Description,When added,Symbolic name,Elaboration
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CASH,Cash settlement only (Y/N),FIX.5.0SP2 EP161,[CashOnly],Specifies whether the settlement of the obligation is cash only (Y) or not (N). An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Cash Settlement Only.
CATGRY,Category of obligation reference entity,FIX.5.0SP2 EP161,[Category],"The underlying obligations category of the reference entity on which you are buying or selling protection.  Valid values: 0 = Payment; 1 = Borrowed money; 2 = Reference oblivations only; 3 = Bond; 4 = Loan; 5 = Bond or loan   The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations. ISDA 2003 Term: Used to represent a class or type of securities which apply. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category."
CCY,Currency,FIX.5.0SP2 EP161,[PayableCcy],The currency or currencies in which an obligation or deliverable obligation must be payable in.Multiple ISO currency codes supported separated by space. ISDA 2003 Term: Specified Currency).
CONTINUITY,Continuity (Y/N),FIX.5.0SP2 EP161,[Continuity],"Specifies whether continuity is applicable (Y) or not (N) in the relevant Confirmation. When specified as ""Y"" (or if no election is made), all the funded portion of the Reference Obligations are redeemed, repaid or otherwise discharged in full (and no commitments attributable to the Reference Obligations are available for utilisation under the Reference Credit Agreement) and either (a) the Calculation Agent makes a determination that no Substitute Reference Obligation will be identified, or (b) the Substitute Reference Obligation Long-Stop Date occurs and no Substitute Reference Obligation has been identified, such day shall be the Scheduled Termination Date and on that date, the Notional Amount shall be reduced to zero. When specified as ""N"" and all the funded portion of the Reference Obligations are redeemed, repaid or otherwise discharged in full (and no commitments attributable to the Reference Obligations are available for utilisation under the Reference Credit Agreement), then the latest date on which all the Reference Obligations are so redeemed, repaid or otherwise discharged in full (or the commitments attributable to the Reference Obligations cease to be available for utilisation under the Reference Credit Agreement) (as identified by the Calculation Agent following a request by either Buyer or Seller) shall be the Scheduled Termination Date and on that date, the Notional Amount shall be reduced to zero. An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Continuity. 2007 ISDA CDS on Leveraged Loans Terms."
DLVYCOMMTS,Delivery of commitments (Y/N),FIX.5.0SP2 EP161,[DeliveryOfCommitments],"Specifies whether the delivery of commitments is applicable (Y) or not (N) in the relevant Conformation. When specified as ""Y"" or if no election is made in such Confirmation, if the Deliverable Obligation is a credit facility with a commitment, Buyer must specify in the Notice of Physical Settlement the amount of the commitment (drawn and undrawn) which it will Deliver, but it is acknowledged that the drawn and undrawn portions thereof may alter prior to Delivery. When specified as ""N"", if the Deliverable Obligation is a credit facility with a commitment, Buyer may not specify an undrawn commitment in the Notice of Physical Settlement, provided that Buyer may specify in the Notice of Physical Settlement an amount of drawn commitment of a partially drawn commitment if the drawn portion can be separated from the relevant undrawn portion and Buyer is able to Deliver the drawn portion only. An obligation and deliverable obligation characteristic. Defined in the ISDA published Standard Terms Supplement for use with CDS Transactions on Leveraged Loans. ISDA 2003 Term: Delivery of Commitments. 2007 ISDA CDS on Leveraged Loans Terms."
EXCLUDED,Excluded obligations,FIX.5.0SP2 EP161,[Excluded],"Specifies any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations. Multiple instances can be specified. ISDA 2003 Term: Excluded Obligations/Excluded Deliverable Obligations."
FULLFTHCRD,Full faith and credit obligation liability (Y/N),FIX.5.0SP2 EP161,[FullFaithCredit],Specifies whether obligation is a full faith and credit obligation liability (Y) or not (N). An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Full Faith and Credit Obligation Liability.
GENFUND,General fund obligation liability (Y/N),FIX.5.0SP2 EP161,[GeneralFund],Specifies whether obligation has a general fund liability (Y) or not (N). An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: General Fund Obligation Liability.
LIENPRI,Designated lien priority,FIX.5.0SP2 EP161,[DesignatedLienPriority],"Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation. Applies to European Loan CDS, to indicate the Ranking of the obligation. Example: a 2nd lien Loan CDS would imply that the deliverable obligations are 1st or 2nd lien loans.  Valid values: 0 = Unknown; 1 = First; 2 = Second; 3 = Third.  ISDA 2010 LCDS Term."
LISTED,Listed (Y/N),FIX.5.0SP2 EP161,[Listed],"Indicates whether (Y) or not (N) the obligation is quoted, listed or ordinarily purchased and sold on an exchange. ISDA 2003 Term: Listed. Omit ObligationValue."
NOTCNTNGNT,Not contingent (Y/N),FIX.5.0SP2 EP161,[NotContingent],"When specified as ""Y"" this means the repayment of principal cannot be dependent on a formula/index, i.e. to prevent the risk of being delivered an instrument that may never pay any element of principal, and to ensure that the obligation is interest bearing (on a regular schedule). ISDA 2003 Term: Not Contingent."
NOTDOMCCY,Not domestic currency (Y/N),FIX.5.0SP2 EP161,[NotDomesticCcy],"When specified as ""Y"" this means obligation is payable in any currency other than the domestic currency. Domestic currency is either the currency so specified or, if no currency is specified, the currency of (a) the reference entity, if the reference entity is a sovereign, or (b) the jurisdiction in which the relevant reference entity is organised, if the reference entity is not a sovereign. ISDA 2003 Term: Not Domestic Currency."
NOTDOMISS,Not domestic issuance (Y/N),FIX.5.0SP2 EP161,[NotDomesticIssuance],"When specified as ""Y"" this means obligation is not intended for sale primarily in the domestic market. Any obligation other than an obligation that was intended to be offered for sale primarily in the domestic market of the relevant Reference Entity. This specifies that the obligation must be an internationally recognized bond. ISDA 2003 Term: Not Domestic Issuance."
NOTDOMLAW,Not domestic law (Y/N),FIX.5.0SP2 EP161,[NotDomesticLaw],"When specified as ""Y"" this means obligation is not subject to the laws or laws of the jurisdiction of the reference entity. If the reference entity is a Sovereign, this means any obligation that is not subject to the laws of the reference entity. If the reference entity is not a sovereign, this means any obligation that is not subject to the laws of the jurisdiction of the reference entity. ISDA 2003 Term: Not Domestic Law."
NOTSOVLNDR,Not sovereign lender (Y/N),FIX.5.0SP2 EP161,[NotSovereignLender],"When specified as""Y"" this means obligation that is not primarily (majority) owed to a Sovereign or Supranation Organization. ISDA 2003 Term: Not Sovereign Lender."
NOTSUBORD,Not subordinated (Y/N),FIX.5.0SP2 EP161,[NotSubordinated],"When specified as ""Y"" this means obligation is not subordinated, and ranks at least equal with the most senior Reference Obligation in priority of payment or, if no Reference Obligation is specified in the related Confirmation, the obligations of the Reference Entity that are senior. ISDA 2003 Term: Not Subordinated."
OTRREFENTY,Other reference entity obligation,FIX.5.0SP2 EP161,[OtherReferenceEntity],Specify any other obligations of a reference entity in both obligations and deliverable obligations. Multiple instances can be specified. ISDA 2003 Term: Other Obligations of a Reference Entity.
REVENUE,Revenue obligation liability (Y/N),FIX.5.0SP2 EP161,[Revenue],Specifies whether obligation has revenue liabilities (Y) or not (N). An obligation and deliverable obligation characteristic. Defined in the ISDA published additional provisions for U.S. Municipal as Reference Entity. ISDA 2003 Term: Revenue Obligation Liability.