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Indication

Indication schema.

calendarsstring[]required

List of calendars followed by product

Example: ["TreasurySpring","United Kingdom"]
cellCodestringrequired

Cell Code

Example: Example-IC
createddate-time

Indication creation date (timezone aware, London time).

Example: 2024-01-01T00:00:00
currencystringrequired

FTF currency

Example: GBP
cutoffTimetimerequired

Time of day at which subscription cut-off occurs for this product, expressed as a naive wall-clock time in London local time (Europe/London). It is the same for every subscriptionDate. Because it carries no date, it has no UTC offset (a wall-clock time maps to a different UTC instant under GMT vs BST); to obtain the timezone-aware cut-off instant, combine it with the chosen subscriptionDate in the Europe/London timezone.

Example: 12:15:00
enabledbooleanrequired

Controls if the indication is enabled or set to notify me

Example: true
enforceMaximumbooleanrequired

Enforce maximum investment amount (if not enforced any subscription above maximum is subject to review)

Example: true
enforceMinimumbooleanrequired

Enforce minimum investment amount (if not enforced any subscription below minimum is subject to review)

Example: true
expirydate-time

Indication deprecated after expiring, rates subject to change (timezone aware, London time).

Example: 2025-01-01T00:00:00
extensionDaysinteger | nullnullable

Extension frequency (in days) (extendables only)

Example: 7
finalDaysinteger | nullnullable

Final period (in days) (extendables only)

Example: 45
indicativeFinalMmyA360Fnumber | nullnullable

Money-market equivalent of indicativeFinalYield over the finalDays of the final period, in MMYA360F format, rounded down to 3 decimal places as the portal shows it (extendables only).

Example: 5.298
indicativeFinalMmyA365Fnumber | nullnullable

Money-market equivalent of indicativeFinalYield over the finalDays of the final period, in MMYA365F format, rounded down to 3 decimal places as the portal shows it (extendables only).

Example: 5.371
indicativeFinalYieldnumber | nullnullable

Indicative final period yield, annualised APY (extendables only).

Example: 5.5
indicativeMmyA360Fnumber | nullnullable

Money-market equivalent of indicativeYield from issueDate to maturityDate, in MMYA360F format, rounded down to 3 decimal places as the portal shows it.

Example: 5.316
indicativeMmyA365Fnumber | nullnullable

Money-market equivalent of indicativeYield from issueDate to maturityDate, in MMYA365F format, rounded down to 3 decimal places as the portal shows it.

Example: 5.389
indicativeYieldnumberrequired

Indicative yield (annualised APY).

Example: 5.5
issueDatedaterequired

Issue date of the FTF

Example: 2024-01-01
maturityDatedaterequired

Maturity date of the FTF

Example: 2025-01-01
maximumnumberrequired

Maximum Investment amount (in Millions)

Example: 100
minExtensionsinteger | nullnullable

Minimum extensions to remove dropdown rate (extendables only)

Example: 7
minimumnumber | nullnullable

Minimum investment amount (in Millions)

Example: 10
nbPenaltyExtensionsinteger | nullnullable

Minimum extensions to remove penalty spread (extendables only)

Example: 7
obligorExposureCodestringrequired

Obligor Exposure Code

Example: BACR
obligorExposureNamestringrequired

Obligor Exposure Name

Example: Barclays Bank Plc [Gov secured]
optionDatedatenullable

Extension option date (extendables only)

Example: 2025-01-01
productCodestring | nullnullable

Product Code

Example: GBP-BACR[GC]-3M
ratings objectrequired

Credit ratings of the obligor behind this product: the counterparty the FTF is exposed to, not the FTF, the cell or any collateral. Every product on the same obligor carries the same ratings, which are the most recent TreasurySpring holds rather than those at issue.

creditBenchmarkstring | nullnullable

Credit Benchmark Consensus Credit Rating (CCR) of the obligor, on Credit Benchmark's lowercase scale (for example aa-), which keeps it distinct from agency ratings. Null where Credit Benchmark publishes no consensus for the obligor.

Example: a-
restrictedbooleanrequired

Controls if the indication is restricted for a particular entity

Example: false
sectorstring | nullnullable

Product Sector

Example: Financial
subscriptionDatesdate[]required

List of subscription dates

Example: ["2024-01-01"]
termstringrequired

The product term

Example: 3m
typestringrequired

FTF type

Example: Fixed
uidstringrequired

Indication uid

Example: 8ca8f50d3ef44a43962998a5533f0cfa
Indication
{
  "calendars": [
    "TreasurySpring",
    "United Kingdom"
  ],
  "cellCode": "Example-IC",
  "created": "2024-01-01T00:00:00",
  "currency": "GBP",
  "cutoffTime": "12:15:00",
  "enabled": true,
  "enforceMaximum": true,
  "enforceMinimum": true,
  "expiry": "2025-01-01T00:00:00",
  "extensionDays": 7,
  "finalDays": 45,
  "indicativeFinalMmyA360F": 5.298,
  "indicativeFinalMmyA365F": 5.371,
  "indicativeFinalYield": 5.5,
  "indicativeMmyA360F": 5.316,
  "indicativeMmyA365F": 5.389,
  "indicativeYield": 5.5,
  "issueDate": "2024-01-01",
  "maturityDate": "2025-01-01",
  "maximum": 100,
  "minExtensions": 7,
  "minimum": 10,
  "nbPenaltyExtensions": 7,
  "obligorExposureCode": "BACR",
  "obligorExposureName": "Barclays Bank Plc [Gov secured]",
  "optionDate": "2025-01-01",
  "productCode": "GBP-BACR[GC]-3M",
  "ratings": {
    "creditBenchmark": "a-"
  },
  "restricted": false,
  "sector": "Financial",
  "subscriptionDates": [
    "2024-01-01"
  ],
  "term": "3m",
  "type": "Fixed",
  "uid": "8ca8f50d3ef44a43962998a5533f0cfa"
}