ActiveCurrencyAnd13DecimalAmount
A number of monetary units specified in an active currency where the unit of currency is explicit and compliant with ISO 4217. The number of fractional digits (or minor unit of currency) is not checked as per ISO 4217: It must be lesser than or equal to 13.
Note: The decimal separator is a dot.
Currency
Medium of exchange of value.
ActiveCurrencyCode
A code allocated to a currency by a Maintenance Agency under an international identification scheme as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds".
ActiveOrHistoricCurrencyAndAmount
A number of monetary units specified in an active or a historic currency where the unit of currency is explicit and compliant with ISO 4217.
Currency
Medium of exchange of currency.
ActiveOrHistoricCurrencyCode
A code allocated to a currency by a Maintenance Agency under an international identification scheme, as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds".
AmountAndDirection53
Amount of money expressed with an optional currency code and debit/credit indicator.
Amount
Amount of money that results in an increase (positively signed) or decrease (negatively signed), with specification of the currency.
Sign
Indicates that the amount value is positive or negative.
Usage: When absent, the amount is positive.
AmountAndDirection61
Amount of money expressed with an optional currency code and debit/credit indicator.
Amount
Amount of money that results in an increase (positively signed) or decrease (negatively signed), with specification of the currency.
Sign
Indicates that the amount value is positive or negative.
AssetClassAttributes1Choice__1
Asset class specific details of a derivative.
Interest
Asset class is a non-financial instrument of type interest rate.
ForeignExchange
Asset class is a non-financial instrument of type foreign exchange.
BasketDescription3__1
Describes the constituents of the basket.
ISIN
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
Index
Index on which the financial instrument is based.
BenchmarkCurveName2Code
Specifies a benchmark curve name.
WIBOR
Warsaw Interbank Offered Rate.
Treasury
Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series.
TIBOR
Tokyo Interbank Offered Rate.
TELBOR
Tel Aviv Interbank Offered Rate.
SWAP
In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term.
The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed.
STIBOR
Stockholm Interbank Offered Rate.
PRIBOR
Czech Fixing of Interest Rates on Interbank Deposits.
Pfandbriefe
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market.
NIBOR
Norwegian Interbank Offered Rate.
MuniAAA
Benchmark curve used for municipals based on the best credit rating for municipal market debt.
MOSPRIM
Moscow Prime Offered Rate.
LIBOR
London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing.
LIBID
Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks.
JIBAR
Johannesburg Interbank Agreed Rate.
ISDAFIX
Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA).
GCFRepo
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index.
FutureSWAP
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond.
EuroSwiss
Swiss Franc LIBOR rate.
EURODOLLAR
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve.
Euribor
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank.
EONIASwaps
Euro OverNight Index Average swap rate.
EONIA
Euro OverNight Index Average rate.
CIBOR
Copenhagen Interbank Offered Rate.
CDOR
Canadian Dollar Offered Rate.
BUBOR
Budapest Interbank Offered Rate.
BBSW
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW).
BenchmarkCurveName5Choice__1
Choice of format for benchmark curve name.
Index
Index name where the underlying is an index.
Name
Provides the name that should be used where no ISIN or standardized name of the index exists, including its term (such as ‘EURIBOR6M’, ‘LIBOR3M’).
CFIOct2015Identifier
Classification type of the financial instrument, as per the ISO 10962 Classification of Financial Instrument (CFI) codification, eg, common share with voting rights, fully paid, or registered.
CountryCode
Code to identify a country, a dependency, or another area of particular geopolitical interest, on the basis of country names obtained from the United Nations (ISO 3166, Alpha-2 code).
DebtInstrument4
Specifies the debit instrument.
MaturityDate
Maturity date/time at which an interest bearing financial instrument becomes due, that is original date of expiry of the reported financial instrument.
Usage:
Within MiFIR, only applies to debt instruments with defined maturity.
DecimalNumber
Number of objects represented as a decimal number, eg, 0.75 or 45.6.
DerivativeForeignExchange2
Attributes of non-financial instrument of type foreign exchange as underlying.
OtherNotionalCurrency
Underlying currency 2 of the currency pair (the currency 1 will be populated in the notional currency).
DerivativeInstrument6__1
Specifies the derivative instrument.
ExpiryDate
Original expiry date of the reported financial instrument.
Usage:
Field applies to derivatives with defined expiry date.
PriceMultiplier
Number of units of the underlying instrument represented by a single derivative contract.
For a future or option on an index, the amount per index point.
UnderlyingInstrument
Choice to specify the type(s) of underlying instrument(s) that make up the financial instrument.
Usage:
Within MiFIR, for ADRs, GDRs and similar instruments, the ISIN code of the instrument on which the instruments is based. For Convertible bonds, the ISIN code of the instrument in which the bond can be converted. For derivatives or other instruments which have an underlying, the direct underlying instrument ISIN code, when the direct underlying is admitted to trading, or traded on a trading venue. When the underlying is a stock dividend, then the instrument code of the related share entitling the underlying dividends. For Credit Default Swaps derivatives, the ISIN of the reference obligation should be provided. In case the underlying or the direct underlying is an Index and has an ISIN, the ISIN code for that index. In case the instrument is referring to an issuer, rather than to one single instrument, the LEI code of the Issuer. In case the underlying is an Index, the name of the index. When the direct underlying is a basket, include all the identifying codes for each constituent of the basket that is admitted to trading or is traded on a trading venue.
OptionType
Specifies whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).
StrikePrice
Predetermined price at which the holder will have to buy or sell the underlying instrument.
OptionExerciseStyle
Indication as to whether the option may be exercised only at a fixed date (European, and Asian style), a series of pre-specified dates (Bermudan) or at any time during the life of the contract (American style). This field does not have to be populated for ISIN instruments.
DeliveryType
Indicates whether the transaction is settled physically or in cash.
AssetClassSpecificAttributes
Specific attributes of the underlying asset class of the financial instrument.
DerivativeInterest2
Specifies a multi-leg interest derivative.
OtherNotionalCurrency
Currency in which leg 2 of the contract is denominated, in case of multi-currency or cross-currency swaps.
Currency in which leg 2 of the swap is denominated, in case of swaptions where the underlying swap is multi-currency.
ESMA_AlphaNumericAdditionalCharactersMax25_Pattern
ESMA_AlphaNumericAdditionalCharactersMax350_Pattern
ESMA_AlphaNumericCapitalLettersMax35_Pattern
ESMA_AlphaNumericCapitalLettersMax50_Pattern
ESMA_AlphaNumericMax52_Pattern
ESMA_Concat_Pattern
ESMA_NindCcpt_Pattern
ESMA_NonNegativeExcludingZeroMax18
ESMA_PersonalIdentification_Pattern
ESMA_PositiveExcludingZeroMax18
Currency
Medium of exchange of currency.
ExecutingParty1Choice__1
Identification of the executing party.
Person
Identification of a person.
Algorithm
Identification of an algorithm.
Client
Indication that the transaction was executed directly by the client.
ExternalValidationRuleIdentification1Code
Specifies the external validation rule identification scheme name code in the format of character string with a maximum length of 4 characters.
The list of valid codes is an external code list published separately.
External code sets can be downloaded from www.iso20022.org.
FinancialInstrument58__1
Specifies underlying instruments or index a derivative has.
ISIN
Identification of the index on which the financial instrument is based.
Usage:
Within the scope of MiFIR RTS 23, this is the specific ISIN code associated with the index, where it exists. This field represents field 26 where the underlying will be an index.
Name
Name of the index on which the financial instrument is based.
FinancialInstrumentAttributes3Choice__1
Specifies the attributes of the financial instrument.
Identification
Identification of a financial instrument admitted to trading.
Other
Description of the financial instrument, such as a a derivative, when the instrument is not admitted to trading on a trading venue.
FinancialInstrumentIdentification6Choice__1
Choice between formats for the identification of the financial instruments.
ISIN
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
Index
Index on which the financial instrument is based.
FinancialInstrumentIdentification7Choice__1
Choice for identifying the underlying instruments that a derivative can consist of.
Single
Instrument consists of single instrument.
Usage:
Within MiFIR, this is populated where the underlying is at most one instrument.
Basket
Instrument consists of multiple instruments.
Usage:
Within MiFIR, this is populated where the underlying consists of multiple instruments even if they are not all to be reported.
FinancialInstrumentQuantity25Choice__1
Choice between formats for the quantity of security.
Unit
Quantity expressed as a number, such as a number of shares.
NominalValue
TBC
MonetaryValue
TBC
FinancialInstrumentReportingTransactionReportV01
The FinancialInstrumentReportingTransactionReport message is sent by the reporting agent to the competent authority to report on the securities transactions or by the competent authority to another competent authority when the transaction needs to be exchanged between the competent authorities.
Transaction
Provides the details of the reported securities transactions.
FloatingInterestRate8__1
Provides the index used to define the rate and optionally the basis point spread.
ReferenceRate
Identifies the reference index for the instrument.
Usage:
Index or name if the reference rate is not included in the index list.
Term
Term of the reference rate.
GenericPersonIdentification1__1
Information related to an identification of a person.
Identification
Unique and unambiguous identification of a person.
SchemeName
Name of the identification scheme.
GenericValidationRuleIdentification1__1
Information for the identification of a validation rule.
Identification
Unique and unambiguous identification of a validation rule.
Description
Further information on the validation rule as identified in the Identification.
SchemeName
Name of the identification scheme.
Issuer
Entity that assigns the identification.
ISINOct2015Identifier
International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
ISODate
A particular point in the progression of time in a calendar year expressed in the YYYY-MM-DD format. This representation is defined in "XML Schema Part 2: Datatypes Second Edition - W3C Recommendation 28 October 2004" which is aligned with ISO 8601.
ISONormalisedDateTime
an ISODateTime whereby all timezoned dateTime values are UTC.
ImpliedCurrencyAndAmount
Number of monetary units specified in a currency where the unit of currency is implied by the context and compliant with ISO 4217. The decimal separator is a dot.
Note: a zero amount is considered a positive amount.
InterestRateContractTerm2
Describes how interest rates are reported.
Unit
Unit for the rate basis.
Value
Value of the contract term in number of units.
InternalPartyRole1Code
Specifies the role as an internal party in the transaction.
Internal
Party acting as an internal agent.
InvestmentParty1Choice__1
Identification of the investment party.
Person
Identification of a person.
Algorithm
Identification of an algorithm.
LEIIdentifier
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial Services - Legal Entity Identifier (LEI)".
MICIdentifier
Market Identifier Code. The identification of a financial market, as stipulated in the norm ISO 10383 'Codes for exchanges and market identifications'.
Max3Number
Number (max 999) of objects represented as an integer.
Max25Text
Max350Text
Specifies a character string with a maximum length of 350 characters.
Max140Text
Specifies a character string with a maximum length of 140 characters.
Max35Text
Specifies a character string with a maximum length of 35 characters.
NoReasonCode
Specifies that there is no reason available.
NoReason
No reason to report or no reason available to report.
OptionStyle7Code
Specifies how an option for a derivative or securities derivative can be exercised.
American
Option can be exercised before or on expiry date.
Asian
Option where the payoff is not determined by the underlying price at maturity but by the average underlying price over some pre-set period of time.
Bermudan
Option that can be exercised on multiple discrete dates prior to, or on expiry date.
European
Option that can be exercised on expiry date only.
Other
Other type of option style.
OptionType2Code
Specifies whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset) or any other type of option.
Call
Right to buy a quantity of an asset for an agreed price at exercise date.
Put
Right to sell a quantity of an asset for an agreed price at exercise date.
Other
Right where the holder of the option decides whether the option is put or call.
PartyIdentification76__1
Set of elements used to identify a person or an organisation.
Identification
Identifies the owner of the investment account which is used to acquire or sell financial instruments.
CountryOfBranch
Country of the branch that received the order from the client or made an investment decision for a client in accordance with a discretionary mandate given to it by the client.
PartyIdentification79__1
Set of elements used to identify an account owner and the associated decision maker.
AccountOwner
Identifies the account which is used to acquire or sell financial instruments.
DecisionMaker
Identifies the person who makes the decision on the financial instrument, acquire in case the of a buyer or to sell in case of the seller.
PercentageRate
Rate expressed as a percentage, ie, in hundredths, eg, 0.7 is 7/10 of a percent, and 7.0 is 7%.
PersonIdentification10__1
Unique and unambiguous way to identify a person.
FirstName
First name of a person (also known as given name).
Name
Name by which a party is known and which is usually used to identify that party.
BirthDate
Date on which a person is born.
Other
Unique identification of a person, as assigned by an institution, using an identification scheme.
Usage:
In the scope of MIFIR, the scheme name is restricted to a passport number (use of code CCPT), any other national identifier (use of code NIDN) or CONCAT (use of proprietary with value CONCAT).
Issuer field will be ignored and should not be populated by reporting parties.
PersonIdentification12__1
Specifies the identification of a person.
CountryOfBranch
Branch where the trader is located.
Other
Unique identification of a person, as assigned by an institution, using an identification scheme.
Usage:
In the scope of MIFIR, the scheme name is restricted to a passport number (use of code CCPT), any other national identifier (use of code NIDN) or CONCAT (use of proprietary with value CONCAT).
Issuer field will be ignored and should not be populated by reporting parties.
PersonIdentificationSchemeName1Choice__1
Sets of elements to identify a name of the identification scheme.
Code
Name of the identification scheme, in a coded form as published in an external list.
Proprietary
Name of the identification scheme, in a free text form.
PersonOrOrganisation1Choice__1
Specifies the identification of a person or an organisation.
LEI
Legal entity identifier of the party.
MIC
Market identifier code of the party.
Person
Identification of a person.
Internal
Identifies internal party.
PersonOrOrganisation2Choice__1
Specifies the identification of a person or an organisation.
LEI
Legal entity identifier of the party.
Person
Identification of a person.
PhysicalTransferType4Code
Specifies the asset delivery type when the financial instrument is settled.
Physical
Physical transfer.
Optional
Determined by a third party or optional for counterparty.
Cash
Cash transfer.
PlusOrMinusIndicator
Indicates a positive or negative value.
PriceStatus1Code
Specifies the status of the price of a financial instrument.
Pending
Price is pending.
NotApplicable
No price for transaction (e.g. transfer between accounts).
PriceStatus1Code__1
Specifies the status of the price of a financial instrument.
Pending
Price is pending.
RateBasis1Code
Specifies a rate basis.
Days
Rate is reported in days.
Months
Rate is reported in months.
Weeks
Rate is reported in weeks.
Years
Rate is reported in years.
RegulatoryTradingCapacity1Code
Specifies the regulatory trading capacity.
MatchedPrincipal
Transaction was carried out as a matched principal trading under Article 4(38) of Directive 2014/65/EU.
DealOnOwnAccount
Transaction was carried out as a deal under own account under Article 4(6) of Directive 2014/65/EU.
AnyOtherCapacity
Transaction was carried out as an agent.
ReportingTransactionType1__1
Report of a transaction plus the feedback.
New
Transaction is a newly reported transaction.
Cancellation
Transaction is a cancellation transaction.
Record feedback
Previously delivered processing feedback.
Submission date
The date the transaction was submitted to MDP.
ReportingWaiverType1Code
Specifies the limit of regulatory reporting pre-trade waiver.
ReportingWaiverType3Code
Specifies the limit of regulatory reporting pre-trade waiver.
SecuritiesTransaction1__1
Provides the details of the reported transaction.
TradeDate
Specifies the date/time on which the trade was executed.
TradingCapacity
Indication of whether the transaction results from the reporting firm carrying out matched principal trading under Article 4(38) of Directive 2014/65/EU or dealing on own account under Article 4(6) of Directive 2014/65/EU, or where the transaction does not result from the reporting firm carrying out matched principal trading or dealing on own account, the field shall indicate that the transaction was carried out under any other capacity.
Quantity
Number of units of the financial instrument, or the number of derivative contracts in the transaction.
DerivativeNotionalChange
Indicates as to whether an increase or a decrease of notional of derivative contracts has taken place.
Price
Traded price of the transaction excluding, where applicable, commission and accrued interest.
In the case of option contracts, it is the premium of the derivative contract per underlying security or index point.
In the case of spread bets it should be the reference price of the direct underlying instrument.
Where price is currently not available but pending, the value should be ’PNDG’.
For CDS it should be the coupon in basis points.
Where price reported in monetary terms, it shall be provided in the major currency unit.
Where price is not applicable the field should be left blank.
NetAmount
Net amount of the transaction means the cash amount which is paid by the buyer of the debt instrument upon the settlement of the transaction.
TradeVenue
Identification of the venue where the transaction was executed.
Usage:
Use the ISO 10383 segment MIC (4 characters) for financial instruments executed on a MiFID trading venue, System Internaliser (SI) or non-EU organised trading platform. Where the segment MIC does not exist, use the operating MIC.
Use MIC code ‘XOFF’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a MiFID trading venue, SI or non-EU organised trading platform, or where an investment firm does not know it is trading with another investment firm acting as an SI.
Use MIC code ‘XXXX’ for financial instruments that are not admitted to trading or traded on a trading venue or for which no request for admission has been made and that are not traded on an non-EU organised trading platform but where the underlying is admitted to trading or traded on a trading venue.
CountryOfBranch
Country of the branch of the investment firm whose market membership was used to execute the transaction.
TBC with item 46.
UpFrontPayment
Monetary value of any up-front payment in basis points of notional received or paid by the seller.
Where the seller receives the up-front payment, the value populated is positive. Where the seller pays the up-front payment, the value populated is negative.
For increase or decrease in notional derivative contracts, the number shall reflect the absolute value of the change and shall be expressed as a positive number.
TradePlaceMatchingIdentification
Common matching identification when executed on a trade place.
Usage: Must be present when a trade venue has been provided.
ComplexTradeComponentIdentification
Identification, internal to the reporting party to identify all the reports related to the same execution of a combination of financial instruments. The code must be unique for the reporting party for the group of reports for the execution.
Usage:
Field only applies when the instrument is complex.
SecuritiesTransactionIndicator2__1
Provides additional indicators on the transaction.
WaiverIndicator
Indicates whether the transaction was executed under a pre-trade waiver.
ShortSellingIndicator
Indicates a short sell concluded by the investment agent on its own accounts or on behalf of a client, as described in Article 10.
OTCPostTradeIndicator
Indicates the type of transaction in accordance to Articles 20(3)(a) and 21(5)(a) of regulation (EU) 600/2014.
RiskReducingTransaction
Indicates whether the transaction is objectively measurable as reducing risks directly relating to the commercial activity of the entity executing the transaction.
SecuritiesFinancingTransactionIndicator
Indicates whether the transaction falls within the scope of activity to be reported under the Securities Financing Transactions Regulation.
SecuritiesTransactionPrice1
Descriptive fields capturing where no strike price is known.
Pending
Price is currently not available, but pending.
Currency
Currency that will be used but for which no price is yet known.
SecuritiesTransactionPrice1__1
Descriptive fields capturing where no strike price is known.
Pending
Price is currently not available, but pending.
Currency
Currency that will be used but for which no price is yet known.
SecuritiesTransactionPrice2Choice
Choice to define the price of the securities transaction.
MonetaryValue
Price expressed as a monetary value.
Usage:
Within the scope of MiFIR, this element captures fields 31 and 32.
Percentage
Price expressed as a rate, that is a percentage.
Yield
Price expressed as a yield.
BasisPoints
Price expressed as basis points
SecuritiesTransactionPrice4Choice
Choice element capturing strike price related descriptive information.
Price
Predetermined price at which the holder will have to buy or sell the underlying instrument.
NoPrice
Captures where no price is yet known.
SecuritiesTransactionPrice4Choice__1
Choice element capturing strike price related descriptive information.
Price
Predetermined price at which the holder will have to buy or sell the underlying instrument.
NoPrice
Captures where no price is yet known.
SecuritiesTransactionReport2__1
Details of the securities transaction report.
TransactionIdentification
Unique and unambiguous identification of the transaction.
ExecutingParty
Identification of the entity executing the transaction.
Usage:
For legal entities, use the legal entity identifier. For non-legal entities, this field shall be populated with an identifier as specified in Article 7 of this Regulation.
SubmittingParty
Entity submitting the transaction report to the competent authority.
SecuritiesTransactionReport4__1
Details of the securities transaction report.
TransactionIdentification
Unique and unambiguous identification of the transaction.
ExecutingParty
Identification of the entity executing the transaction.
InvestmentPartyIndicator
Indicates whether the reporting party is defined as an investment firm under the local regulation or not.
SubmittingParty
Entity submitting the transaction report to the competent authority.
Buyer
Identifies the acquirer of the legal title to the financial instrument.
Seller
Identifies the seller of the legal title to the financial instrument.
OrderTransmission
Indication as to whether the transaction results from an order transmitted by the reporting of a client to a third party.
Usage: Only applicable when the conditions for transmission are not satisfied.
Transaction
Provides the details of the reported transaction.
FinancialInstrument
Financial instrument representing a sum of rights of the investor vis-a-vis the issuer.
InvestmentDecisionPerson
Identifies the person or algorithm which is responsible within the reporting party for the investment decision.
ExecutingPerson
Person or algorithm responsible for the execution of the transaction.
AdditionalAttributes
Provides additional indicators on the reported transaction.
SecuritiesTransactionTransmission2
Specifies the securities order transmission attributes.
TransmissionIndicator
Indication as to whether the transaction results from an order transmitted by the reporting of a client to a third party.
Usage: Only applicable when the conditions for transmission are not satisfied.
TransmittingBuyer
Identifies the buyer transmitting the order to the reporting firm.
Usage: Only required for reporting firms reporting transactions on behalf of order transmitting firm.
TransmittingSeller
Identifies the seller transmitting the order to the reporting firm.
Usage: Only required for reporting firms reporting transactions on behalf of order transmitting firm.
SecurityInstrumentDescription11__1
Identifies the security instrument by its name and typical characteristics.
Identification
Identifies the financial instrument using an ISIN.
FullName
Full name or description of the financial instrument.
ClassificationType
Classification type of the financial instrument, as per the ISO Classification of Financial Instrument (CFI) codification, that is common share with voting rights, fully paid, or registered.
NotionalCurrency
Currency in which the notional is denominated.
Usage:
Within MiFIR, in the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair.
Within MiFIR, in the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap.
SecurityInstrumentDescription13__1
Identifies the security instrument by its name and typical characteristics.
FinancialInstrumentGeneralAttributes
Attributes and characteristics of the financial instrument.
DebtInstrumentAttributes
Attributes specific to debt instruments.
DerivativeInstrumentAttributes
Attributes specific to derivative instruments.
Side5Code
Side taken by a party on an order.
SellShort
An order to sell a security that the seller does not own; a sale effected by delivering a security borrowed by, or for the account of, the seller. Can only be executed on a plus or zero plus tick.
Sell
Order is sell driven.
SellShortExempt
Short sale exempt from short-sale rules.
Undisclosed
The side of the indication of interest is not disclosed.
FinancialInstrumentReportingStatus3Code__1
Specifies the financial instrument reporting status per submitted item where an issue has been identified.
Pending
Processing of transaction or report is pending.
Accepted
Transaction or report has been accepted.
Rejected
Transaction or report has been rejected.
Received
Report has been received.
StatusReportRecord2__1
Provides the per record status details.
Status
Defines status of the reported transaction.
ValidationRule
Provides the details of the rule which could not be validated.
SwapLegIdentification2__1
Details of the legs of swap transaction.
SwapIn
Instrument received by the buyer.
SwapOut
Instrument paid by the buyer.
TrueFalseIndicator
A flag indicating a True or False value.
UnderlyingIdentification2Choice__1
Details of the underlying of a security transaction.
Swap
Underlying of a swap transaction.
Other
Underlying of any other type of transaction.
ValidationRuleSchemeName1Choice
Identifies a name of the identification scheme.
Code
Name of the identification scheme, in a coded form as published in an external list.
Proprietary
Name of the identification scheme, in a free text form.
VariationType1Code
Specifies the type of variation.
Decrease
Decrease to undertaking amount.
Increase
Increase to undertaking amount.