CTM™
COMMON REFERENCE DATA AUGUST 22, 2021 © 2021 DTCC. All rights reserved. DTCC, DTCC (Stylized), ADVANCING FINANCIAL MARKETS. TOGETHER, and the Interlocker graphic are registered and unregistered trademarks of The Depository Trust & Clearing Corporation. The services described herein are provided under the “DTCC” brand name by certain affiliates of The Depository Trust & Clearing Corporation (“DTCC”). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see www.dtcc.com for more information on DTCC, its affiliates and the services they offer.Certain DTCC ITP LLC services are subject to regulation by the U.S. Securities and Exchange Commission (“SEC”) and are offered by DTCC ITP Matching (US) LLC (“DTCC Matching”), which is set out in SEC Release No. 34-44188; File No. 600-32; 66 FR 20494 (April 17, 2001). TradeSuite ID and CTM are services of DTCC Matching and are subject to SEC regulation when used for trades in which either the broker-dealer or its institutional customer is a U.S. entity and the securities in the trade are issued by a U.S. issuer. No other services offered by DTCC ITP LLC are regulated. Publication Date: August 22, 2021 Publication Code: CT940 Title: Common Reference Data CONTENTS
CONTENTS 3
PREFACE 6 Audience 6 Changes in This Version of the Document 6 Related Documents and Training 6 Questions? 6
1. COMMON REFERENCE DATA 7 Overview 7 Introduction 7 Relation of This Manual to Other Documentation 7 How to Use the Tables 7 Tables That Refer to ISO and SMPG Standards 7 Tables That Refer to ALERT Codes 8
2. TABLES 9 Introduction 9 AccountType 9 AffirmationStatus 9 AffirmingPartyIndicator 10 AlertCountryCode 10 AlertMethodType 10 AlertSecurityType 10 AlternativeMinimumTax 10 AOCCSubmitterType 10 AOCCType 11 BasisIndicator 11 BestExecution 11 BondOwnershipIndicator (Debt/Fixed Income Only) 11 BondTaxStatus (Debt/Fixed Income Only) 12 BondValuationIndicator (Debt/Fixed Income Only) 12 BookEntry 12 Boolean 12 BuySellIndicator 13 ByOrAgainstFlag 13 CallPutIndicator 13 CallType 14 ChargeTaxType 14 CommissionReasonCode 14 CommissionSharingBasisIndicator 15 CommissionSharingTypeIndicator 15 CommissionType 15 CompleteStatus 16 ConfirmDisclosureBypassIndicator 16 ConfirmDisclosureReferenceFoundIndicator 16 CountryCode 16 CouponType (Debt/Fixed Income Only) 17 CurrencyCode 17 DeliveryChannel 17 DeliveryMethod 17 DeliveryType 18 EBSettlementInstructionsSource 18 EligibilityStatus 18 ErrorParameterType 18 ErrorSeverity 19 ErrorStatus 19 EventCode and EventName 19 EventTrigger 20 EventTriggerSource 21 FederalTax (US) 21 FieldLevelMatchStatus 21 FlatDefaultStatus 22 ForceMatchTypeCode 22 FunctionOfTheMessage 22 GUIDirectIndicator 23 IDOwner 23 InterestPaymentFrequency (Debt/Fixed Income Only) 23 IOSystemCode 24 IPOFlag 24 IPSettlementInstructionsSource 24 LegalStatus 24 LongShortIndicator 24 MatchAgreedStatus 25 MessageFieldType 25 MessageFormat 25 MessageOutputType 25 MultiLegReportingType 26 MultiTradeDetailResponseRequested 26 MultiTradeLevelResponseIndicator 26 MuniBondType (Debt/Fixed Income Only) 26 NotificationActionType 27 OmniCompleteStatus 27 OmniConsistentStatus 27 OmniSummaryStatus 28 OptionCallIndicator 28 OptionType 28 OrderType 29 PartyCapacityIndicator 29 PartyIdentifier 29 PartyRole 30 PartyType 30 PaymentIndicator 31 PlaceCode 31 PlaceNarrative—MIC (Market Identifier Code) 31 PlaceOfSafekeepingType 32 PlaceOfSafekeepingPlace 32 PlaceOfSettlement (PSET BIC) 32 PriceTypeCode 32 ProcessingIndicator 32 ProtocolVersion 33 PutBondType (Debt/Fixed Income Only) 33 QuantityTypeCode 33 QueryType 33 RatingType 34 RatingVendor 34 Reject Reason Codes 34 RejectComponentFlag 35 Relationship 35 ReportingIndicator 35 SEBIRejectComponentReasonCode 36 SecurityCodeType/NumberingAgencyCode 37 SecurityTypeGroup 39 SettlementInstructionsSourceIndicator 39 SettlementMode 40 SettlementTransactionConditionIndicator 40 Sign 42 SNReleaseOverride 42 StepOutIndicator 42 StipulationCodeStandard 43 StipulationStateCode 44 TaxLotReleaseMethod 46 TDBusinessExceptionCode 46 TDMatchStatus 47 TDReferenceType 47 ThirdPartyCreatedAtBlockMatchStatus 47 ThirdPartyDetailStatus 47 ThirdPartyFunction 48 ThirdPartyStatus 48 ThirdPartySummaryStatus 49 TimeZone 50 TLBusinessExceptionCode 56 TLMatchStatus 57 TLReferenceType 57 TMMatchStatus 57 TPNotificationType 58 TPRejectReasonCode 58 TradeTimeQualifier 58 TradeTransactionConditionIndicator 58 TypeOfFinancialInstrument 61 TypeOfPriceIndicator 63 TypeOfTransactionIndicator 63 ViewRequestedIndicator 63 WhenIssue 64 WorkflowModifier 64 WorkflowType 65 YieldType (Debt/Fixed Income Only) 65 PREFACE
This document contains a cumulative listing of the valid values for debt and equity asset class XML elements in the CTM™ service.
Audience This document is for:
l Technical staff who support debt and equity trades in the CTM service.
l Users who want to understand the common reference data values that appear in the CTM service fields.
Changes in This Version of the Document In support of Release 3, this version of the document includes the following update:
Table 1 New Common Reference Data Field Values Table (Field) Field Value Description YieldType OTHR Not defined
Related Documents and Training For related documents and training in the DTCC Learning Center, go to Institutional Trade Processing.
Questions? The DTCC Client Contact Center provides general assistance and technical help. Visit www.dtcc.com/client-center to:
l Enter a service request or check the status of an existing service request
l Search the knowledge base
l Obtain contact information
Preface 6 1. COMMON REFERENCE DATA
Overview The tables below contain valid values for the controlled fields in the user interface. You provide the value for some fields and the CTM service provides the values for others.
Introduction This manual contains tables of all allowed values for controlled XML elements in the CTM service.
Relation of This Manual to Other Documentation All of the debt and equity user interface and message interface documents reference this manual. The reference appears in the documents when an element or field contains a controlled value. Either you provide the value for this element or the CTM service provides the value for you. To find the valid values for such fields, look up the table corresponding to element or field name.
Note For repurchase agreements (repos) controlled values, see the XML Message Specification: Repurchase Agreements (Repos). Access to the documents requires registration, which can take up to 24 hours.
How to Use the Tables The tables contained in this document information:
l Name of Table—Indicated in the heading. Tables appear in alphabetical order.
l XML element that uses the value [or values] in this table—Lists the XML element or elements that have the values in the table. Most tables apply to a single XML element. For example, the BuySellIndicator references only the valid values for the BuySellIndicator field: XML element that uses the values in this table: BuySellIndicator Several tables apply to multiple XML elements. Example of the ErrorSeverity table: XML elements that use the values in this table: ErrorSeverity, TDHighestErrorSeverity, ThirdPartyError, ThirdPartyHighestErrorSeverity,and so on. To determine the table that corresponds to a specific XML element, search for the element in the message specification.
l Last updated—The month and year when the table was introduced or updated.
Note Most XML elements that have the format 4!c derive codes from the tables in this manual.
Tables That Refer to ISO and SMPG Standards The CTM service synchronizes four tables with ISO- and SMPG-generated values. Instead of tables, view the links to the web sites of these organizations so that you can obtain the current values.
Common Reference Data 7 Common Reference Data
Table 1.1 ISO and SMPG Resources Table Link CountryCode http://www.iso.org/iso/country_codes CurrencyCode http://www.iso.org/iso/currency_codes PlaceNarrative—MIC (Market http://www.iso15022.org/MIC/homepageMIC.htm Identifier Code) PlaceOfSettlement (PSET https://www.smpg.info/fileadmin/documents/3_Settlement%20and%20Reconciliation%20WG/A_ BIC) Final%20Global%20Market%20Practices/Depositories_BICs_LIST_96.xlsx
Tables That Refer to ALERT Codes The ALERT® service synchronizes the following three tables with the ALERT platform code values.
l AlertCountryCode
l AlertMethodType
l AlertSecurityType To obtain current values, see the ALERT Common Reference Data .
Common Reference Data 8 2. TABLES
Introduction This chapter alphabetically lists all of CTM XML elements that require controlled values or that the CTM service returns to you Here is how the tables work:
l XML element that uses the value [or values] in this table—Lists the XML element or elements that have the values in the table.
l Name of Table—Indicated in the heading. Tables appear in alphabetical order.
l XML element or elements o Most tables apply to a single XML element. Example of the BuySellIndicator table: XML element that uses the values in this table: BuySellIndicator o Many tables apply to multiple XML elements. Example of the ErrorSeverity table: XML elements that use the values in this table: ErrorSeverity, TDHighestErrorSeverity, ThirdPartyError...
l Last updated—The month and year when DTCC updated the table or introduced the table to CTM. A vast majority of XML elements with the 4!c format derive codes from the tables in this Common Reference Data. All of the ALERT tables derive codes from the tables in the ALERT Common Reference Data.
AccountType
l XML element that uses the values in this table: AccountType
l Last updated: November 2018
Table 2.1 AccountType Valid Value Description CASH Cash Account MRGN Margin Accounts - Broker Financed OTHR Other or Unknown PBRK Prime Broker Account SHOR Sell Short
AffirmationStatus
l XML element that uses the values in this table: AffirmationStatus
l Last updated: July 2019
Table 2.2 AffirmationStatus Valid Value Description TradeSuite ID Value AFMD Affirmed 5 NAFM Not Affirmed 4 RAFM Reverse Affirmed 8
Tables 9 Common Reference Data
AffirmingPartyIndicator
l XML element that uses the values in this table: AffirmingPartyIndicator
l Last updated: April 2016
Table 2.3 AffirmingPartyIndicator Valid Value Description A Agent B Institution and All Agents I Institution P Interested Party
AlertCountryCode
l XML element that uses the values in this table: AlertCountryCode
l AlertCountryCode Listing: For a valid AlertCountryCode, see the Country Code table in the ALERT Common Reference Data.
AlertMethodType
l XML element that uses the values in this table: AlertMethodType
l AlertMethodType Listing: For a valid AlertMethodType, see the AlertMethodType table in the ALERT Common Reference Data.
AlertSecurityType
l XML element that uses the values in this table: AlertSecurityType
l AlertSecurityType Listing: For a valid AlertSecurityType, see the Security Code table in the ALERT Common Reference Data.
AlternativeMinimumTax
l XML element that uses the value in this table: AlternativeMinimumTax
l Last updated: May 2002
Table 2.4 AlternativeMinimumTax Valid Value Description AMTX Alternative Minimum Tax
AOCCSubmitterType
l XML element that uses the values in this table: AOCCSubmitterType
l Last updated: June 2016
Table 2.5 AOCCSubmitterType Valid Value Description AGNT Agent CLAG Clearing Agent
Tables 10 Common Reference Data
Table 2.5 AOCCSubmitterType (continued) Valid Value Description CSTM Customer INST Institution IPTY Interested Party
AOCCType
l XML element that uses the values in this table: AOCCType
l Last updated: June 2016
Table 2.6 AOCCType Valid Value Description ACAN Advice of Cancellation ACOR Advice of Correction RCAN Advice of Cancellation–Reverse Affirmation RCOR Advice of Correction–Reverse Affirmation
BasisIndicator
l XML element that uses the values in this table: BasisIndicator
l Last updated: May 2014
Table 2.7 BasisIndicator Valid Value Description TradeSuite ID™ Value YLBS Yield Basis 1 DLBS Dollar Basis 2 PRBS Par Basis 3 DSBS Discount Basis 4 UNDT Undetermined/No Basis 0
BestExecution
l XML element that uses the value in this table: BestExecution
l Last updated: May 2002
Table 2.8 BestExecution Valid Value Description BTEX Best Execution
BondOwnershipIndicator (Debt/Fixed Income Only)
l XML element that uses the values in this table: BondOwnershipIndicator
l Last updated: May 2014
Tables 11 Common Reference Data
Table 2.9 BondOwnershipIndicator Valid Value Description TradeSuite ID Value FURT Fully Registered 1 BOET Book Entry Only 2 RTPR Registered as to Principal Only 3 CURP Custodial Receipts 4 UNDT Undetermined/No Bond Form 0
BondTaxStatus (Debt/Fixed Income Only)
l XML element that uses the values in this table: BondTaxStatus
l Last updated: May 2014
Table 2.10 BondTaxStatus Valid Value Description TradeSuite ID Value TAXB Taxable 1 NTAX Non-taxable 2 UNDT Undetermined/No Tax Status 0
BondValuationIndicator (Debt/Fixed Income Only)
l XML element that uses the values in this table: BondValuationIndicator
l Last updated: May 2018
Table 2.11 BondValuationIndicator Valid Value Description TradeSuite ID Value PRTC Price to Call 01 PTPO Price to Par Option 02 PTMR Price to Maturity 03 YTCL Yield to Call 04 YTPO Yield to Par Option 05 YTMR Yield to Maturity 06 PRBS Par Basis 07 UNDT Undetermined 00
BookEntry
l XML element that uses the values in this table: BookEntry
l Last updated: May 2002
Table 2.12 BookEntry Valid Value Description BOOK Book Entry
Boolean
l XML elements that use the values in this table: AkasUseSettlementInstructionSourceIndicator, AllocationIsSteppedOut, AllSecurityTypeGroups, AllWorkflowTypes, AssetBacked, BlockSettlementIndicator,
Tables 12 Common Reference Data
BrokerCustodyIndicator, BySideCompleteIndicator, CreateConfirm, FieldComparisonRequested, FINRAMemberListed, MarketMaker, MoreFlag, OddLotDifferential , OMNIExpected, OneSided, OTCIndicator, OtherRemuneration, OverrideTradeMatch, ProrateAndAutoCreateConfirmations, SIPCMember, StipulationYOrN, ThirdPartyOmniConsistency, TradeLevelExpected, TradeLevelReceived, TruncateProratedAmounts, and USDepositoryIndicator
l Last updated: August 2020
Table 2.13 Boolean Valid Value Description N No Y Yes
BuySellIndicator
l XML element that uses the values in this table: BuySellIndicator
l Last updated: May 2002
Table 2.14 BuySellIndicator Valid Value Description BUYI Buy transactions SELL Sell transactions
ByOrAgainstFlag
l XML element that uses the values in this table: ByOrAgainstFlag
l Last updated: February 2010
Table 2.15 ByOrAgainstFlag Valid Value Description Used to... A Against Request trade information alleged against you. B By Request trade information that you submitted. E Executor Request trade information of the executing broker when the OriginatorOfMessage is not the InstructingParty (INST) or ExecutingBroker (EXEC). I InstructingParty Request trade information of the InstructingParty when the OrginatorOfMessage not the InstructingParty (INST) or ExecutingBroker (EXEC).
CallPutIndicator
l XML element that uses the values in this table: CallPutIndicator
l Last updated: May 2014
Table 2.16 CallPutIndicator Valid Value Description TradeSuite ID Value CALB Callable 1 PUTB Putable 2 CAPT Callable and Putable 3 RETD Retired (10b-10 field) 4 UNDT Undetermined/No Call or Put Features 0
Tables 13 Common Reference Data
CallType
l XML element that uses the values in this table: CallType
l Last updated: May 2002
Table 2.17 CallType Valid Value Description FULL Full MANDATORY Mandatory PARTIAL Partial PUT Put
ChargeTaxType
l XML element that uses the values in this table: ChargeTaxType
l Last updated:August 2010
Table 2.18 ChargeTaxType Valid Value Description CHAR Charges/Fees COUN Country/National Fed Tax LADT Local Tax (country specific 1) LEVY Payment Levy LIDT Local Tax - DE (German) Specific LOCL Local Tax LOTE Local Tax - DE (German) Specific LYDT Local Tax - DE (German) Specific OTHR Other Amount REGF Regulatory Amount SHIP Shipping Amount STAM Stamp Duty STEX Stock Exchange Tax TCHA Total Charge TFEE Total Charges/Taxes and Fees TRAN Transfer Tax TRAX Transaction Tax VATA Value Added Tax
Note The CTM service broker/dealers and investment managers historically used only four of the available tax fields (LOCL, TRAX, CHAR, and OTHR). A subset of investment managers implemented controls through an CTM service subscription (OGCO) to prevent their broker counterparties from sending the extended tax fields. A best practice is for investment managers to change their OGCO subscription to NO to remove this control.
CommissionReasonCode
l XML element that uses the values in this table: CommissionReasonCode
l Last updated: May 2002
Tables 14 Common Reference Data
Table 2.19 CommissionReasonCode Valid Value Description ANAL Analysis CUST Custody DIRE Directed (Commission Recapture, Directed Brokerage, Plan Sponsor Arrangement, Rebate Commission) EXEC Execution FUSA Fund Sales NONE None OTCT OTC Trading PRIC Pricing Services RESE Reserved RSRC Research SODO Soft Dollar or Independent Research UNDE Underwriting
CommissionSharingBasisIndicator
l XML element that uses the values in this table: CommissionSharingBasisIndicator
l Last updated: May 2002
Table 2.20 CommissionSharingBasisIndicator Valid Value Description FLAT Flat Rate PERC Percentage PERU Rate per Share
CommissionSharingTypeIndicator
l XML element that uses the values in this table: CommissionSharingTypeIndicator l Last updated: April 2016
Table 2.21 CommissionSharingTypeIndicator Valid Value Description CLDI Client-directed SOFT Soft STEP Step-out trade STPI Step-in trade
CommissionType
l XML element that uses the values in this table: CommissionType
l Last updated: June 2017
Table 2.22 CommissionType Valid Value Description BNDL Bundled Commission CLBC Clearing Broker’s Commission
Tables 15 Common Reference Data
Table 2.22 CommissionType (continued) Valid Value Description EXEC Executing Broker's Commission LOCO Local Broker's Commission RSCH Research Commission SPCN Special Concessions Amount TCOM Total Commissions Amount
Note The CTM service automatically creates and returns TCOM on all response messages.
CompleteStatus
l XML elements that use the values in this table: CompleteStatus, CompleteStatusQuery
l Last updated: May 2002
Table 2.23 CompleteStatus Valid Value Description Timer Eligible COMP Trade Side Complete N INCP Trade Side Not Complete Y
ConfirmDisclosureBypassIndicator
l XML element that uses the values in this table: ConfirmDisclosureBypassIndicator
l Last updated: May 2014
Table 2.24 ConfirmDisclosureBypassIndicator Valid Value Description BPSS Bypass Disclosure Enrichment ENRH Perform Disclosure Enrichment
ConfirmDisclosureReferenceFoundIndicator
l XML element that uses the values in this table: ConfirmDisclosureReferenceFoundIndicator
l Last updated: May 2014
Table 2.25 ConfirmDisclosureReferenceFoundIndicator Valid Value Description N No–Disclosure Reference found U Unsubscribed Y Yes–Disclosure Reference found
CountryCode
l XML elements that use country code values: BuyerCountryOfBranch, CorrespCountry, CountryCode, CountryOfBranch, CountryOfBranchDecisionMaker, CountryOfBranchMembership, CountryTimeZone, CustodianCountry, RegCountry, SellerCountryOfBranch SubAgentCountry
Tables 16 Common Reference Data
l Last updated: September 2017
l ISO Link: The CTM service supports the country codes maintained by ISO at http://www.iso.org/iso/country_codes.
CouponType (Debt/Fixed Income Only)
l XML element that uses the values in this table: CouponType
l Last updated: May 2014
Table 2.26 CouponType Valid Value Description TradeSuite ID Value ZRCP Zero Coupon 1 OIDS Original Issue Discountw 2 ADRT Adjustable Rate 3 CPBR Coupon Bearing 4 STCP Stepped Coupon 5 UNDT Undetermined/No Special Coupon 0
CurrencyCode
l XML elements that use currency code values: AlternateCurrency, BuyCurrency, CurrencyCode, FXDealCurrencyCode, PaymentCurrency, SellCurrency
l Last updated: January 2015
l ISO Link: The CTM service supports the currency codes maintained by ISO at http://www.iso.org/iso/currency_codes.
l Legacy Currencies: The CTM service allows you to enter all former European currency codes (for example, FRF, ESP, DEM, ITL) for matching. Because legacy currencies are not valid ISO codes, do not use them for settlement instructions.
DeliveryChannel
l XML element that uses the values in this table: DeliveryChannel
l Last updated: May 2014
Table 2.27 DeliveryChannel Valid Value Description Notification Type FILE EXPORT File Export Mechanism CFIN MQ Message Queue DEPO, USDN SFTP Secure File Transfer Protocol THRD SWIFT SWIFT Financial Network THRD UI User Interface CFIN
DeliveryMethod
l XML element that uses the values in this table: DeliveryMethod
l Last updated: April 2019
Table 2.28 DeliveryMethod Valid Value Description CASH Cash PHYS Physical
Tables 17 Common Reference Data
DeliveryType
l XML element that uses the values in this table: DeliveryType
l Last updated: May 2008
Table 2.29 DeliveryType Valid Value Description CASH Cash (delivery) PHYS Physical (delivery)
EBSettlementInstructionsSource
l XML element that uses the values in this table: EBSettlementInstructionsSource
l Last updated: May 2012
Table 2.30 EBSettlementInstructionsSource Valid Value Description EB-TD-ALRT The ALERT platform settlement instruction enrichment on executing broker confirmation. EB-TD-IOVR Manual settlement instruction enrichment on executing broker confirmation using a trade blotter settlement notification view. EB-TD-MANI Manual settlement instruction enrichment on executing broker confirmation. EB-TL-ALRT The ALERT platform settlement instruction enrichment on executing broker block. EB-TL-IOVR Manual settlement instruction enrichment on executing broker block using a trade blotter settlement notification view. EB-TL-MANI Manual settlement instruction enrichment on executing broker block. IP-TD-ALRT The ALERT platform settlement instruction enrichment on instructing party allocation. IP-TD-IOVR Manual settlement instruction enrichment of executing broker settlement instruction data on instructing party allocation using the trade blotter settlement notification view. IP-TD-MANI Manual settlement instruction enrichment on instructing party allocation.
EligibilityStatus
l XML element that uses the values in this table: EligibilityStatus
l Last updated: July 2019
Table 2.31 EligibilityStatus Valid Value Description TradeSuite ID Value ELIG Eligible 1 FRNY Not applicable—US 4 INEL Ineligible 2 LAFM Late Affirm 3 NAPL Not applicable 0 NNUS Not applicable—non-US 5
ErrorParameterType
l XML element that uses the values in this table: ErrorParameterType
l Last updated: July 2019
Tables 18 Common Reference Data
Table 2.32 ErrorParameterType Valid Value Description CMIE ErrorParameterValue contains a CMI error. TSHE ErrorParameterValue contains a TradeSuite ID error. value ErrorParameterValue contains a value. xpath ErrorParameterValue contains an XPath. FIXTag ErrorParameterValue contains a FIX tag.
ErrorSeverity
l XML elements that use the values in this table: ErrorSeverity, TDHighestErrorSeverity, ThirdPartyError, ThirdPartyHighestErrorSeverity, TLHighestErrorSeverity, TradeDetailHighestErrorSeverity, TradeSideHighestErrorSeverity
l Last updated: February 2008
Table 2.33 ErrorSeverity Valid Value Description FATL Fatal INFO Informational WARN Warning
ErrorStatus
l XML element that uses the values in this table: ErrorStatus
l Last updated: May 2002
Table 2.34 ErrorStatus Valid Value Description CLSD Closed Error OPEN Open Error
EventCode and EventName
l XML elements that uses the values in this table: EventCode, EventName
l Last updated: November 2020
Table 2.35 EventCode and EventName EventCode EventName A001 Exact Match Recommendation A002 Non-Exact Match Recommendation D001 All Field Changes Trade Component D002 Reject Component Flag Change Trade Component D003 Third Party Notification Flag Trade Component D004 L1 and L2 Field Changes Trade Component D005 SSI Change-Component D006 SSI Change in 3rd Party Notification-Component D007 Asynchronous Info Error Trade Component
Tables 19 Common Reference Data
Table 2.35 EventCode and EventName (continued) EventCode EventName D008 Asynchronous Warn Error Trade Component D009 Asynchronous Fatal Error Trade Component D010 By Side Complete Indicator Change D012 DepositoryData change D013 ConfirmDisclosureData change I003 Unsuppressed I004 Resuppressed M001 New Message Trade Component M002 Force Match Trade Component M003 Force Pair TradeLevel M004 Close Error Trade Component M005 New Alleged Against TradeLevel M006 No Longer Alleged Against Trade Component (to previous party) S001 Return to Not Matched Trade Component S002 Mismatched Trade Component S003 Matched Trade Component S004 Canceled Trade Component S005 Counterparty Cancel Requested Trade Component S006 Cancel Rejected Trade Component S007 Cancel Agreed Trade Component S008 Pending TradeLevel S009 Disqualified TradeDetail S010 Ineligible for Matching on TradeDetail S011 Complete Trade Side S012 Return to Not Complete S013 Match Agreed S014 Cancel Match Agreed S016 ThirdPartyStatus Change to TradeDetail S017 ThirdPartyDetailStatus Change to TradeDetail S018 ThirdPartySummaryStatus Change to TradeDetail S019 OmniConsistentStatus Change to TradeDetail S020 OmniCompleteStatus Change to TradeDetail S021 OmniSummaryStatus Change to TradeDetail S024 Third Party Status Change to TradeDetail (DEPO) S025 Cancel Requested on Trade Component S026 Counterparty Cancel Rejected on Trade Component S030 ThirdParty Status change component S042 Third Party Status change (USDA)
EventTrigger
l XML element that uses the values in this table: EventTrigger
l Last updated: June 2014
Tables 20 Common Reference Data
Table 2.36 EventTrigger Valid Value Description CETD CloseError TradeDetail CETL CloseError TradeLevel CNTD Cancel TradeDetail CNTL Cancel TradeLevel DEPO Receipt of a depository notification message FMTD ForceMatch TradeDetail FMTL ForceMatch TradeLevel FMTS ForceMatch TradeSide FPTL ForcePair TradeLevel FPTS ForcePair TradeSide RCTD Reject TradeDetail RCTL Reject TradeLevel RJTD RejectCancel TradeDetail RJTL RejectCancel TradeLevel SYST System Action (such as L1 pairing or other automated action) TDNW TradeDetail NEWM (New Message) TDRP TradeDetail REPC (Replacement) TLNW TradeLevel NEWM (New Message) TLRP TradeLevel REPC (Replacement)
EventTriggerSource
l XML element that uses the values in this table: EventTriggerSource
l Last updated: October 2014
Table 2.37 EventTriggerSource Valid Value Description CLBR Clearing Broker DEPO Depository Action EXEC Executing Broker INST Instructing Party SYST System Action
FederalTax (US)
l XML element that uses the values in this table: FederalTax
l Last updated: May 2002
Table 2.38 FederalTax (US) Valid Value Description FDTX US Tax
FieldLevelMatchStatus
l XML element that uses the values in this table: FieldLevelMatchStatus
l Last updated: June 2016
Tables 21 Common Reference Data
Table 2.39 FieldLevelMatchStatus Valid Value Description CNMA CTM serviice broker—Not Applicable MACH Matched MISM Mismatched SIBC Settlement instructions–Not applied for matching due to the executing broker’s BrokerCustodyIndicator value of Y. SINA Settlement instructions–Not applied for matching. XMCH Cross matched across the SubAccountNo and SecurityAccount fields. XMSM Cross mismatched across the SubAccountNo and SecurityAccount fields.
FlatDefaultStatus
l XML element that uses the values in this table: FlatDefaultStatus
l Last updated: May 2014
Table 2.40 FlatDefaultStatus Valid Value Description TradeSuite ID Value FLAT Flat 1 FLDF Flat/In Default 2 UNDT Undetermined/No Flat/Default Status 0
ForceMatchTypeCode
l XML element that uses the values in this table: ForceMatchTypeCode
l Last updated: February 2005
Table 2.41 ForceMatchTypeCode Valid Value Description DETS Force-matches selected mispaired allocations/confirmations from the block. LEVL Force-matches a single mispaired block SIDE Force Match all MISMATCHED TradeLevel or TradeDetail on the trade side
FunctionOfTheMessage
l XML element that uses the values in this table: FunctionOfTheMessage
l Last updated: July 2019
Table 2.42 FunctionOfTheMessage Valid Value Description ACRP Attempt to cancel response (internal CTM service use only) AFRP Affirmation Response (internal CTM service use only) AORP Advice of cancellation or correction response (internal CTM service use only) CANC Cancel message (for outbound messages from CTM service clients only) CLRP Cancellation Response (internal CTM service use only) INIM Inactive immediately MURP Matched Unaffirmed Confirm Response (internal CTM service use only) NEWM New message
Tables 22 Common Reference Data
Table 2.42 FunctionOfTheMessage (continued) Valid Value Description RCRP Reverse Affirmation/Cancellation Response (internal CTM service use only) REPC Replacement message TMUP CTM Trade Match Allocation Status Update (Internal CTM service use only— status and errors return) TMMS CTM Trade Match Match Status Update UNPD Undo pending UPDT Update—New or Cancel/Replaced USDI Confirm (internal CTM service use only)
GUIDirectIndicator
l XML element that uses the values in this table: GUIDirectIndicator
l Last updated: October 2003
Table 2.43 GUIDirectIndicator Valid Value Description DRCT Direct Message TEUI User Interface (TE)
IDOwner
l XML element that uses the values in this table: IDOwner
l Last updated: November 2010
Table 2.44 IDOwner Valid Value Description CLBR IDs refer to clearing broker trade side EXEC IDs refer to executing broker trade side INST IDs refer to instructing party trade side
InterestPaymentFrequency (Debt/Fixed Income Only)
l XML element that uses the values in this table: InterestPaymentFrequency
l Last updated: May 2014
Table 2.45 InterestPaymentFrequency Valid Value Description TradeSuite ID Value ANUL Annual 1 SEMI Semi-annual 2 QUTR Quarterly 3 MOTH Monthly 4 WEKY Weekly 5 BWKY Biweekly 6 INMR Interest at Maturity 7 NPIN No Periodic Interest 8 UNDT Undetermined/Frequency Unknown 0
Tables 23 Common Reference Data
IOSystemCode
l XML element that uses the values in this table: IOSystemCode
l Last updated: March 2017
Table 2.46 IOSystemCode Valid Value Description BSTP Bloomberg SSNC SS&C
IPOFlag
l XML element that uses the values in this table: IPOFlag
l Last updated: May 2002
Table 2.47 IPOFlag Valid Value Description NEWI New Issue
IPSettlementInstructionsSource
l XML element that uses the values in this table: IPSettlementInstructionsSource
l Last updated: March 2011
Table 2.48 IPSettlementInstructionsSource Valid Value Description EB-TD-ALRT ALERT settlement instruction enrichment on executing broker confirmation/contract EB--TD-MANI Manual settlement instruction enrichment on executing broker confirmation/contract IP-TD-ALRT ALERT settlement instruction enrichment on instructing party allocation IP-TD-MANI Manual settlement instruction enrichment on instructing party allocation
LegalStatus
l XML element that uses the values in this table: LegalStatus
l Last updated: May 2014
Table 2.49 LegalStatus Valid Value Description TradeSuite ID Value EXLG Ex legal 1 UNDT Undetermined 0
LongShortIndicator
l XML element that uses the values in this table: LongShortIndicator
l Last updated: November 2018
Tables 24 Common Reference Data
Table 2.50 LongShortIndicator Valid Value Description L Sell Long S Sell Short E Sell Short Exempt
MatchAgreedStatus
l XML elements that use the values in this table: MatchAgreedStatus, MatchAgreedStatusQuery
l Last updated: May 2002
Table 2.51 MatchAgreedStatus Valid Value Description NMAG Not Match Agreed MAGR Match Agreed CMAG Cancel Match Agreed
MessageFieldType
l XML element that uses the values in this table: MessageFieldType
l Last updated: December 2008
Table 2.52 MessageFieldType Valid Value Description L1 L1 message field type L2 L2 message field type
MessageFormat
l XML element that uses the values in this table: MessageFormat
l Last updated: January 2014
Table 2.53 MessageFormat Valid Value Description Notification Type CDS SWIFT CDS SWIFT Format DEPO CSV Third Party Notification CSV Format THRD SWIFT Third Party SWIFT Format THRD XML Push EventNotification XML Format USDN
MessageOutputType
l XML element that uses the values in this table: MessageOutputType
l Last updated: October 2020
Table 2.54 MessageOutputType Valid Value Description EVON EventNotification only
Tables 25 Common Reference Data
Table 2.54 MessageOutputType (continued) Valid Value Description FDCH FieldsChanged INVD Invalid IRRP InfoResponse ISRP InfoSettlementResponse MIRP MultiInfoResponse VLID Valid
MultiLegReportingType
l XML element that uses the values in this table: MultiLegReportingType
l Last updated: December 2008
Table 2.55 MultiLegReportingType Valid Value Description ILMS Individual leg of a multi- leg security MULS Multi-leg security SNSC Single security
MultiTradeDetailResponseRequested
l XML element that uses the value in this table: MultiTradeDetailResponseRequested
l Last updated: May 2002
Table 2.56 MultiTradeDetailResponseRequested Valid Value Description ADDD Additional Data Request CTMI CTM service Identifiers Request
MultiTradeLevelResponseIndicator
l XML element that uses the value in this table: MultiTradeLevelResponseIndicator
l Last updated: May 2002
Table 2.57 MultiTradeLevelResponseIndicator Valid Value Description ADDD Additional Data Request CTMI CTM service Identifiers Request
MuniBondType (Debt/Fixed Income Only)
l XML element that uses the values in this table: MuniBondType
l Last updated: May 2014
Tables 26 Common Reference Data
Table 2.58 MuniBondType Valid Value Description TradeSuite ID Value GNOB General Obligation 1 RVBN Revenue Bond 2 LMTX G.O./Limited Tax Tax 3 UNDT Undetermined/No Bond Type 0
NotificationActionType
l XML element that uses the values in this table: NotificationActionType
l Last updated: April 2010
Table 2.59 NotificationActionType Valid Value Description APPR Approve notification—The ThirdPartyToTrade approves the notification for the CTM service to send to the recipient identified as the ThirdParty in the ThirdPartyData composite. CAND Cancel notification—The ThirdPartyToTrade rejects the notification and does not want the CTM service to send it to the recipient identified as the ThirdParty in the ThirdPartyData composite. REJT Reject notification—The ThirdPartyToTrade cancels the notification and wants the CTM service to send the cancel notification to the recipient identified as the ThirdParty in the ThirdPartyData composite. STOP Stop notification—The ThirdPartyToTrade wants the CTM service to stop processing the notification. The ThirdPartyToTrade does not want DTCCto send the notification to the recipient identified as the ThirdParty in the ThirdPartyData composite.
OmniCompleteStatus
l XML element that uses the values in this table: OmniCompleteStatus
l Last updated: March 2009
Table 2.60 OmniCompleteStatus Valid Value Description AGGR Omni Aggregated—A default status for aggregated omni allocations because the Omgeo CTM aggregation process ensures Omni completeness. COMP Omni Complete—The sum of QuantityAllocated across all dependent allocations is equal to the QuantityAllocated value of the related submitted Omni allocation. INCP Omni Incomplete—The sum of QuantityAllocated across all dependent allocations is not equal to the QuantityAllocated value of the related submitted Omni allocation.
OmniConsistentStatus
l XML element that uses the values in this table: OmniConsistentStatus
l Last updated: March 2009
Table 2.61 OmniConsistentStatus Valid Value Description OCON Omni Consistent Status—The omni allocation and its dependent allocations are consistent: all static fields are the same between the associated dependent allocations.
Tables 27 Common Reference Data
Table 2.61 OmniConsistentStatus (continued) Valid Value Description OINC Omni Inconsistent Status—The omni allocation and its dependent allocations are inconsistent when one of the following conditions is true:
l At least one static field differs between the associated dependent allocations. Applies to both aggregated and submitted omni allocations).
l The sum of values within at least one of the calculated fields across the associated dependent allocations is not equal the corresponding Omni value. Applies only to submitted omni allocations). OPND Omni Pending Status—The omni consistency check is pending, resulting in this interim status (applies to both aggregated and submitted omni allocations).
OmniSummaryStatus
l XML element that uses the values in this table: OmniSummaryStatus
l Last updated: March 2009
Table 2.62 OmniSummaryStatus Valid Value Description CONT Consistent—The OmniSummaryStatus for the omni allocation is consistent under the following conditions:
l The OmniConsistentStatus is consistent (OCON).
l The OmniCompleteStatus is aggregated (AGGR).
l The Complete status for the trade side is complete (COMP). INCO Inconsistent—The OmniSummaryStatus for the omni allocation is inconsistent when one of the following conditions is true:
l The OmniConsistentStatus is not consistent.
l The OmniCompleteStatus is not aggregated (AGGR).
OptionCallIndicator
l XML element that uses the values in this table: OptionCallIndicator
l Last updated: May 2014
Table 2.63 OptionCallIndicator Valid Value Description TradeSuite ID Value CLPM Callable at a Premium 01 CLPR Callable at Par 02 CLDS Callable at a Discount 03 PRRF Pre-refunded 04 ESMT Escrowed to Maturity 05 NOCA Non callable 06 CLBL Callable, Feature Not Available (10b-10 field) 07
OptionType
l XML element that uses the values in this table: OptionType
l Last updated: April 2019
Tables 28 Common Reference Data
Table 2.64 OptionType Valid Value Description CALL Call PUTS Put
OrderType
l XML element that uses the values in this table: OrderType
l Last updated: December 2008
Table 2.65 OrderType Valid Value Description LMTO Limit order MKTO Market order
PartyCapacityIndicator
l XML elements that use the values in this table: PartyCapacityIndicator, DetailLevelPartyCapacityIndicator
l Last updated: October 2015
Table 2.66 PartyCapacityIndicator Valid Value Description AGEN Trading as Agent BAGN Acting as Agent for Customer and Other Person CAGN Crossing as Agent CPRN Crossing as Principal CRST CrestCO (UK) CUST Settling as a Custodian LCHL The London Clearing House Ltd. (UK) OAGN Acting as Agent for Person Other than Customer PRAG Acting as Agent for Some Executions and Principal PRIN Trading as a Principal PROA Principal, Agent, and Agent for Others RLPN Trading as a Riskless Principal SAGE Settling as an Agent SCOM SIS - Sega/Intersettle (Switzerland) SOUT Acting as a Step Out Broker SPRI Settling as a Principal
PartyIdentifier
l XML element that uses the values in this table: PartyIdentifier
l Last updated: May 2009
Table 2.67 PartyIdentifier Valid Value Description EXEC Executing broker (trade side) INST Instructing party (trade side)
Tables 29 Common Reference Data
PartyRole
l XML element that uses the values in this table: PartyRole
l Last updated: February 2010
Note Codes vary depending on XML context. See each occurrence of PartyRole in the message header composites and message layouts for the valid value for each instance.
Table 2.68 PartyRole Valid Value Description ACCW Account within institution BRCR Broker of credit CLBR Clearing broker CUST Custodian EXEC Executing broker INPA Interested party INST Instructing party ISSU Issuer MEOR Originator of message MERE Recipient of message PBRK Prime broker PSET Place of settlement SAGE Sub agent SMOD Settlement model owner STBR Step-in broker STOU Step-out broker
PartyType
l XML element that uses the values in this table: PartyType
l Last updated: October 2020
Notes
l Use a PartyType of BIC to identify CTM service users.
l Use a PartyType of OTBC to specify a BIC for a broker of credit. When you use a PartyType of OTBC, CTM does not validate the acronym.
l Use a PartyType of STMB to specify the CTM Straight to Match Broker.This functionality requires the CTM Straight to Match subscription option (USDS).
Table 2.69 PartyType Valid Value Description BIC Business Identifier Code (used to identify CTM service parties) BRMG Broker matching group ECCPID European central counterparty identifier
Tables 30 Common Reference Data
Table 2.69 PartyType (continued) Valid Value Description OASYSUS OASYS™ service US acronym OTBC Other broker of credit (CTM service does not validate the acronym) STMB Straight to Match Broker (used to specify the CTM Straight to Match Broker. CTM does not validate the PartyValue upon submission) UNKN Unknown
PaymentIndicator
l XML element that uses the values in this table: PaymentIndicator
l Last updated: May 2014
Table 2.70 PaymentIndicator Valid Value Description TradeSuite ID Value NPYP No Periodic Payments 1 CBMV Callable Below Maturity Value 2 NRSE Non-registered security 3 NPCB No Periodic Payments, callable below maturity value 4 UNDT Undetermined/No Payment 0
PlaceCode
l XML element that uses the values in this table: PlaceCode
l Last updated: October 2005
Notes
l If you enter EXCH as PlaceCode, use a valid MIC as the PlaceNarrative value.
l If you enter OTCO or VARI in PlaceCode, use a valid ISO country code as the PlaceNarrative value.
Table 2.71 PlaceCode Valid Value Description EXCH Exchange OTCO Over the counter unregistered VARI Various
PlaceNarrative—MIC (Market Identifier Code)
l XML element that uses market identifier values: PlaceNarrative
l ISO Link: The CTM service MICs match the full listing maintained by ISO: http://www.iso15022.org/MIC/homepageMIC.htm
Notes
l If you enter EXCH as PlaceCode, use a valid MIC as the PlaceNarrative value.
l If you enter OTCO or VARI as PlaceCode, use a valid ISO country code or a 30-character free format text field as the PlaceNarrative value.
Tables 31 Common Reference Data
PlaceOfSafekeepingType
l XML element that uses the values in this table: PlaceOfSafekeepingType
l Last updated: December 2007
Table 2.72 PlaceOfSafekeepingType Valid Value Description BIC Shares held at entity using a BIC identifier. COUN Shares held at entity using a country code.
PlaceOfSafekeepingPlace
l XML element that uses the values in this table: PlaceOfSafekeepingPlace
l Last updated: May 2020
Table 2.73 PlaceOfSafekeepingPlace Valid Value Description CUST Shares held at a local custodian. ICSD Shares held at International Central Securities Depositories. NCSD Shares held at a National Securities Depository. SHHE Shares held elsewhere. Used for certain financial instruments such as US mutual funds, where settlement is internal only (there is no external movement of securities).
PlaceOfSettlement (PSET BIC)
l Description: Supply the BIC or a valid ISO country code associated with the PSET.
l SMPG Link: PSET BICs in Omgeo CTM correspond to the full listing maintained by the Securities Market Practice Group (SMPG). See the full listing maintained by SMPG at https://www.smpg.info/fileadmin/documents/3_ Settlement%20and%20Reconciliation%20WG/A_Final%20Global%20Market%20Practices/Depositories_BICs_LIST_ 96.xlsx.
PriceTypeCode
l XML element that uses the values in this table: PriceTypeCode
l Last updated: February 2014
Table 2.74 PriceTypeCode Valid Value Description AMNT Amount PERC Percent UNIT Per share or contract
ProcessingIndicator
l XML element that uses the values in this table: ProcessingIndicator
l Last updated: May 2002
Tables 32 Common Reference Data
Table 2.75 ProcessingIndicator Valid Value Description CLOA Close Account - The movement relates to the closure of an account. CLOP Close Position - The trade is to close a position. OPEP Open Position - The trade is to open a position.
ProtocolVersion
l XML element that uses the value in this table: ProtocolVersion
l Last updated: May 2002
Table 2.76 ProtocolVersion Valid Value Description CM01 The CTM service Protocol Version 01
PutBondType (Debt/Fixed Income Only)
l XML element that uses the values in this table: PutBondType
l Last updated: May 2014
Table 2.77 PutBondType Valid Value Description TradeSuite ID Value COPT Conditional Put 01 LMPT Limited Put 02 OPPT Optional Put 03 MTRP Mandatory Repurchase 04 MTPT Mandatory Put 05 UNDT Undetermined/No Put Bond Type 00
QuantityTypeCode
l XML element that uses the values in this table: QuantityTypeCode
l Last updated: May 2002
Table 2.78 QuantityTypeCode Valid Value Description FAMT Face Amount UNIT Unit
QueryType
l XML elements that use the values in this table: QueryType
l Last updated: May 2008
Table 2.79 QueryType Valid Value Description ALLD TradeLevel and all TradeDetail
Tables 33 Common Reference Data
Table 2.79 QueryType (continued) Valid Value Description SDET Settlement Details—TradeLevel and one specific TradeDetail representing a settlement view for third-party notification and depository notification for third-party notification clients. TDET TradeLevel and specified TradeDetail TLEV TradeLevel only
RatingType
l XML element that uses the values in this table: RatingType
l Last updated: May 2002
Table 2.80 RatingType Valid Value Description LMAR Local Market THEO Theoretical VEND Vendor
RatingVendor
l XML element that uses the values in this table: RatingVendor
l Last updated: May 2002
Table 2.81 RatingVendor Valid Value Description MOODY Moody's SP Standard and Poor's
Reject Reason Codes
l XML elements that use the values in this table: ISITCRejectComponentReasonCode, ISITCRejectComponentCounterpartyReasonCode
l Last updated: June 2017
Table 2.82 Reject Reason Codes Valid Value Description None None 0001 Trade not recognized. 0002 Incorrect bought or sold indicator. 0003 Incorrect security. 0004 Incorrect price. 0005 Incorrect price currency. 0006 Incorrect commission. 0007 Incorrect accrued interest. 0008 Incorrect trade date. 0010 Incorrect dealing capacity. 0011 Incorrect settlement date.
Tables 34 Common Reference Data
Table 2.82 Reject Reason Codes (continued) Valid Value Description 0015 Incorrect quantity. 0016 Incorrect settlement instructions. 0018 Incorrect charges or taxes. 0019 Incorrect settlement currency. 0021 Incorrect net cash amount. 0022 Duplicate trade. 0025 Incorrect account. 0026 Incorrect CTM service BIC. 0027 Incorrect or missing PSET. 0028 Should be CFD/equity swap/give-up. 0029 Manual or alternate confirmation required. 0030 Alternate security identifier required. 0031 CTM service security cross-reference failed, please resend. 0032 Wrong platform. Send to the OASYS service. 0099 Reject reason does not exist, see comment.
RejectComponentFlag
l XML element that uses the values in this table: RejectComponentFlag
l Last updated: May 2002
Table 2.83 RejectComponentFlag Valid Value Description None None RJCT Rejected RJST Reject Sent
Relationship
l XML element that uses the values in this table: CorrespRelationship
l Last updated: May 2002
Table 2.84 Relationship Valid Value Description Used to... C Correspondent Indicate a cash correspondent in the settlement chain. S Subagent Indicates an intermediary in the settlement chain.
ReportingIndicator
l XML element that uses the values in this table: ReportingIndicator
l Last updated: May 2002
Table 2.85 ReportingIndicator Valid Value Description EXCH Stock Exchange—Reports the TradeDetails a stock exchange. TRRE TradeDetails Reported—Reports the TradeDetails to a regulatory organization.
Tables 35 Common Reference Data
SEBIRejectComponentReasonCode
l XML elements that use the values in this table: SEBIRejectComponentReasonCode, SEBIRejectComponentCounterpartyReasonCode
l Last updated: March 2010
Table 2.86 SEBIRejectComponentReasonCode Valid Value Description NONE None CADE Disagreement Repurchase Call Delay CLAT Counterparty too late for Matching CMIS Matching Instruction Not Found CPCA Counterparty Cancelled Instruction DDAT Disagreement Settlement Date DDEA Disagreement Deal Price DELN Disagreement Direction of Trade DEPT Disagreement Place of Settlement DMKT Disagreement in market Type DMON Disagreement Settlement Amount DQUA Disagreement Quantity DSEC Disagreement Security DTRA Not Recognized DTRD Disagreement Trade Date FORF Disagreement Forfeit Repurchase Amount FRAP Disagreement Payment Code ICAG Incorrect Agent ICUS Disagreement receiving delivering custodian IEXE Incorrect Buyer or Seller IIND Disagreement common reference LATE Your instruction is too late for matching. NARR Narrative NCRR Disagreement Currency Settlement Amount NMAS No Matching Started PHYS Disagreement Physical Settlement PLCE Disagreement Place of Trade PODU Possible Duplicate Instruction REGD Disagreement Registration Details REPA Disagreement Repurchase Amount REPO Disagreement Repurchase Rate REPP Disagreement Repurchase Premium Amount RERT Disagreement Repurchase rate Type RSPR Disagreement Repurchase Spread Rate RTGS Disagreement RTGS System SAFE Disagreement Safekeeping Account SETR Disagreement Settlement Transaction SLMT Security under RBI Limits TERM Disagreement Closing date/time VASU Disagreement Variable Rate Support
Tables 36 Common Reference Data
SecurityCodeType/NumberingAgencyCode
l XML element that uses the values in this table: NumberingAgencyCode in the SecurityCodeType composite
l Last updated: December 2018
Table 2.87 SecurityCodeType Description ISO Cross-Reference Value ISO Country Value Argentina Stock Exchange Code LOCA AR Australian Number LOCA AU Austrian Number LOCA AT Austrian Ticker LOC1 AT Bangladesh LOCA BD Belgian Number (BE) SVMN No Value Belgian Ticker LOCA BE Bermudan Number LOCA BM Bloomberg Global ID BBGI No Value Bloomberg Unique ID BBRT No Value Bolivia LOCA BO Botswana Stock Exchange Code LOCA BW Brazilian Short Name LOC1 BR Brazil Stock Exchange Code LOCA BR Bulgaria LOCA BG CAC Number LOCA FR Canadian Ticker LOCA CA CEDEL CEDE No Value Chile Stock Exchange Code LOCA CL Chinese Number LOCA CN CMU - Central Money Markets Unit (HK) LOC1 HK Colombia LOCA CO Common Code (Euroclear and CEDEL) COMM No Value Croatia LOCA HR CUSIP International Numbering System CINS No Value CUSIP Number (USA and CA) CUSI No Value Cyprus Stock Exchange Code LOCA CY Danish Ticker LOC1 DK Denmark Stock Exchange Code LOCA DK Dutch Number LOCA NL Dutch Ticker LOC1 NL Equadorian Ticker LOCA EC Estonia LOCA EE Euroclear Number EURO No Value Exchange EXCH No Value Exchange Fund Bills and Notes EFN No Value Finland Ticker LOCA FI Fond Kommission Number FOND No Value German Ticker LOCA DE Ghana Stock Exchange Code LOCA GH
Tables 37 Common Reference Data
Table 2.87 SecurityCodeType (continued) Description ISO Cross-Reference Value ISO Country Value Greece Number LOCA GR Hong Kong Number LOCA HK Iceland Stock Exchange Code LOCA IS ICMA Number ICMA No Value India Stock Exchange Code LOCA IN Indonesian Number LOCA ID ISIN - International Securities Identification Number ISIN No Value Israel Stock Exchange Code LOCA IL Israeli Ticker LOC1 IL Italian Number LOC1 IT Italian Ticker LOCA IT Ivory Coast LOCA CI Jamaica Ticker LOCA JM Latvia LOCA LV Lithuania Stock Exchange Code LOCA LT Luxembourg Number LOCA LU Malaysian Number LOCA MY Malaysian Ticker LOC1 MY Mauritius Stock Exchange Code LOCA MU Mexican Number LOCA MX Morocco Stock Exchange Code LOCA MA Namibia LOCA NA New Zealand Stock Exchange Code LOCA NZ Nigeria Stock Exchange Code LOCA NG Norway Stock Exchange Code LOCA NO Norwegian Ticker LOC1 NO On Market LOCA No Value Other OTHR No Value Pakistan LOCA PK Palestine Ticker LOCA PS Paraguay Stock Exchange Code LOCA PY Peru Stock Exchange Code LOCA PE Philippine Number LOCA PH Poland LOCA PL Polish Ticker LOC1 PL Portugal Stock Exchange Code LOCA PT Portuguese Central Depository Security LOC1 PT Portuguese Ticker LOC2 PT Quick Number (JP) QUIC No Value Reuters Number RICN No Value Romania LOCA RO Russian Federation Stock Exchange Code LOCA RU SEDOL Number (UK) SEDO No Value SICC Number (JP) SICC No Value
Tables 38 Common Reference Data
Table 2.87 SecurityCodeType (continued) Description ISO Cross-Reference Value ISO Country Value Sicovam Number (FR) SICO No Value Singapore Number LOCA SG Slovenia Stock Exchange Code LOCA SI South Africa Stock Exchange Code LOCA ZA South Korean Ticker LOCA KR Spain Numbering System LOCA ES Spanish Number LOC1 ES Sri Lanka LOCA LK SunGard GMI SGMI No Value Sweden LOCA SE Swedish Ticker LOC1 SE Switzerland Stock Exchange Code LOCA CH Taiwan Province Of China Stock Exchange Code LOCA TW Thai SET Number LOCA TH Topic Number TOPC No Value Tradable Instrument Display Mnemonic (TIDM) TIDM No Value Trinidad & Tobago LOCA TT Tunisia Stock Exchange Code LOCA TN Turkey Stock Exchange Code LOCA TR United States Ticker LOCA US Unknown UNKN No Value Uruguay Stock Exchange Code LOCA UY Valoren Number (CH) VALO No Value Venezuela Stock Exchange Code LOCA VE Wertpapier Kennummer (DE) WKNN No Value Zimbabwe Stock Exchange Code LOCA ZW
SecurityTypeGroup
l XML element that uses the values in this table: SecurityTypeGroup
l Last updated: May 2002
Table 2.88 SecurityTypeGroup Valid Value Description DBT Debt/fixed income instrument EQT Equity instrument
SettlementInstructionsSourceIndicator
l XML element that uses the values in this table: SettlementInstructionsSourceIndicator
l Last updated: May 2018
Table 2.89 SettlementInstructionsSourceIndicator Valid Value Description ALRT ALERT
Tables 39 Common Reference Data
Table 2.89 SettlementInstructionsSourceIndicator (continued) Valid Value Description AKAS ALERT Auto Key Select default keys MANI Manual settlement instructions
SettlementMode
l XML element that uses the values in this table: SettlementMode
l Last updated: July 2019
Table 2.90 SettlementMode Valid Value Description TradeSuite ID Value CNSM Continuous Net Settlement 4 NETS ID Net 6 NDET Not Determined 0 PDQS PDQ–DTC Settlement 2
SettlementTransactionConditionIndicator
l XML element that uses the values in this table: SettlementTransactionConditionIndicator
l Last updated: April 2021
Table 2.91 SettlementTransactionConditionIndicator Valid Value Description 144A Unregistered Security Issued Pursuant to Rule 144A BLCH Transaction is a block trade child BLPA Transaction is a block trade parent BUTC Buy to Cover CLEN Settlement of tax-exempt financial instruments COLA Security eligible for collateral purposes COLN Security not eligible for collateral purposes CROS Indicates that the trade is cross-border DIRT Settlement of taxable financial instruments DOME Indicates that the trade is domestic EXCT TradeDetail exact matching tolerance override for profile-enabled fields EXER Exercised EXPI Expired FRCL Free Clean Settlement FUSD Full Payment GB2X No Stamp Duty Reserve Tax (SDRT) liability, transfer result of corporate action GB3X No SDRT liability, intragroup transfer, a letter of direction executed GB4X No SDRT liability, stock loan return or transfer DBV collateral, relating to loans GB5X No SDRT liability, letter of direction executed GB6X No SDRT liability, AUT merger, or AUT/OEIC conversion/amalgamation GB7X No SDRT liability, security on an overseas register GBAX No SDRT liability, change of trustee GBBX No SDRT liability, transfer to beneficiary
Tables 40 Common Reference Data
Table 2.91 SettlementTransactionConditionIndicator (continued) Valid Value Description GBCX No SDRT liability, transfer intestate GBDX No SDRT liability, appropriation on death GBEX No SDRT liability, confirmation of traditional option GBFX No SDRT liability, hedge against traditional option GBGX No SDRT liability, transfer on marriage GBHX No SDRT liability, transfer on divorce GBIX No SDRT liability, transfer on liquidation GBLX No SDRT liability, gift to living recipient GBMX No SDRT liability, death (varying disposition) GBNX No SDRT liability, result of automatic transformation GBOX No SDRT liability, transfer to/from nominee, with no change of beneficial owner GBPX 0.5% ad Valorem SDRT GBRX 1.5% ad Valorem SDRT GBSX No SDRT liability, transfer to exempt charity GBTX No SDRT liability, SDRT paid inside CREST on another CREST transaction GBUX No SDRT liability, stamp duty paid outside CREST GBVX No SDRT liability, NCBO-NCLO GBWX No SDRT liability, issuing house exemption on new issue GBXX No SDRT liability, synthetic SLR GROS Gross settlement system HASD Half Payment IE1X Irish 1% ad Valorem IE8X Irish exempt, new issue IEJX Irish exempt, CCP clearing related relief claimed IELX Exempt Irish exempt, stock borrowing IEQX Irish exempt, for any other reason IEYX Irish exempt, NCBO IPEX Exempt Irish exempt, acting as recognized intermediary, approved by the Revenue NBEN Do Not Change NCCP Settlement Instruction is not CCP eligible NETS Net settlement system NLEG Letter of guarantee is not accepted NNET Not eligible for netting NOMC No Market Claim should be automatically generated NPAR Partial Settlement Not Allowed NREG Hold in Street Name NRST Ownership/Transfer Not Subject to Restrictions NRTG Settle through the Non-RTGS System NSET Settle through the Default Settlement System/Method PART Partial Settlement PHYS Physical Settlement RPTO Relates to a transaction that is for reporting purposes only RSTR Ownership/Transfer Subject to Restrictions SHOR Short Sale Indicator
Tables 41 Common Reference Data
Table 2.91 SettlementTransactionConditionIndicator (continued) Valid Value Description SPDL Special Delivery SPST Split Settlement TRIP Tri-party collateral segregation UNEX Unexposed USTN Uncertified Securities Tax not applicable YBEN Change YCCP Settlement Instruction is CCP eligible YLEG Letter of guarantee is accepted YNET Eligible for netting YREG Register Securities YRTG Settle through the RTGS System YSET Settle through the Alternate Settlement System/Method ZENG Zengin (JP)
Sign
l XML element that uses the values in this table: Sign l Last updated: July 2014
Table 2.92 Sign Valid Value Description + Plus - Minus
SNReleaseOverride
l XML element that uses the values in this table: SNReleaseOverride l Last updated: October 2003
Table 2.93 SNReleaseOverride Valid Value Description AUTO Auto Release MNU Manual Release
StepOutIndicator
l XML element that uses the values in this table: StepOutIndicator
l Last updated: July 2019
Table 2.94 StepOutIndicator Valid Value Description STEPOUT Stepout STEPIN Stepin
Tables 42 Common Reference Data
StipulationCodeStandard
l XML element that uses the values in this table: StipulationCodeStandard
l Last updated: May 2012
Table 2.95 StipulationCodeStandard Valid Value Syntax Description ARMCAP Numeric Adjustable Rate Mortgage Cap—The highest value to which the interest rate can adjust throughout the life of the loan.changed at the end of each adjustment period or over the life of the loan. ARMCOUPON Numeric Adjustable Rate Mortgage Coupon—The maximum amount that the monthly payment can be ARMRESET Alphanumeric The adjustable rate mortgage reset period. For example, for a 5/1 ARM, the interest rate is locked for the first five years but on year 6 the rate adjusts every year until the loan has matured. AVGLOANSIZE Numeric Average of all the mortgage loan pools to be incorporated in the mortgage-backed security. CONSPREPAYRATE Numeric Constant Prepayment Rate—Proportion of the principal of a pool of loans that is assumed to be paid off prematurely in each period. INDEX Numeric The benchmark used to determine the adjustable rate to tie to an ARM. INTONLY1020 Y or N Interest Only 10/20—Indicates which interest-only home loans of either 10- or 20-year maturity are to be used to fill the mortgage pools. INTRATECAP Numeric The highest interest rate allowed in the mortgage pools. INTRATECAPMAX Numeric The maximum (highest) interest rate allowed. INTRATECAPMIN Numeric The minimum (lowest) interest rate allowed. ISSUE Date The date on which the loan(s) were issued to the borrower(s). ISSUEMAX Date The latest date on which the loan can be issued to the borrower. ISSUEMIN Date The earliest date on which the loan can be issued to the borrower. MATURITY Date Loan maturity date or the date when the loan is expected to end if all scheduled payments are made. MATURITYMAX Date The loan maturity date or the latest date on which the loan is expected to end. MATURITYMIN Date The loan maturity date or the earliest date on which the loan is expected to end. MONTHTOROLL Numeric Specified month in which the TBA trade will be repurchased as part of the dollar roll. NEWISSUE Y or N Indicates whether the issue date occurs during month of purchase. PAYPERCCAP Numeric Payment Percentage Cap—Cap percentage amount of the loan that can be paid without penalty. PAYPERCCAPMAX Numeric \Maximum cap percentage amount of the loan that can be paid without penalty. PAYPERCCAPMIN Numeric Minimum cap percentage amount of the loan that can be paid without penalty. PERIODICCAPMAX Numeric The maximum that the periodic interest rate amount can adjust on an adjustable rate loan at specified adjustment dates. PERIODICCAPMIN Numeric The minimum that the periodic interest rate amount can adjust on an adjustable rate loan at specified adjustment dates. PIECES Numeric The number of mortgage pools to be used to create the mortgage-backed security. POOLSFACE Numeric The average face amount of the mortgage pools to be used. POOLSFACEMAX Numeric The maximum average face amount of the mortgage pools to be used. POOLSFACEMIN Numeric The minimum average face amount of the mortgage pools to be used. POOLSPERLOT Numeric The number of mortgage pools that make up a lot. A complete trade is typically 100 lots. POOLSPERMILL Numeric The number of mortgage pools allowed to equal one million dollars. POOLSPERTRADE Numeric The number of mortgage pools allowed per single TBA trade. PREPAYPERC Numeric The percentage above the minimum monthly amount paid by the borrower. RESETPERIODMAX Numeric The maximum number of months that the interest rate is set to adjust.
Tables 43 Common Reference Data
Table 2.95 StipulationCodeStandard (continued) Valid Value Syntax Description RESETPERIODMIN Numeric The minimum number of months that the interest rate is set to adjust. SERIESNUMBER Alphanumeric The number assigned by the issuer to identify the mortgage-backed security. SPECORIGFACE Numeric Specified Original Face—When specified, there can be no variance on the trade and the original face amount fulfilled is the same as what was requested at the time of the trade. STATEEXCLUSIVE State Code State of Pools Issuance Exclusive—Specified U.S. states that should not have loans issued as part of the TBA. STATEINCLUSIVE State Code State of Pool Issuance Inclusive—Specified U.S. states that should have loans issued as part of the TBA. VARIANCE Numeric The maximum, expressed as a percentage, that the delivered trade amount can be above or below the requested trade amount. For example, a variance of 2% means that the block amount can be 2% over or under the amount requested. VARIANCEDWNSIDE Numeric Variance Downside—When specified, the maximum, expressed as a percentage, that the delivered trade amount can be below the requested trade amount. VARIANCEUPSIDE Numeric Variance Upside—When specified, the maximum, expressed as a percentage, that the delivered trade amount can be above the requested trade amount. WAVGCOUPON Numeric Weighted Average Coupon (WAC) Percentage—The average coupon amount of the underlying loans. The coupon is also known as the monthly payment amount. WAVGCOUPONMAX Numeric Weighted Average Coupon Percentage Maximum—When specified, the WAC must be less than or equal to the value entered. WAVGCOUPONMIN Numeric Weighted Average Coupon Percentage Minimum—When specified, the WAC must be greater than or equal to the value entered. WAVGLOAN Numeric Weighted Average Loan Age (WALA)—The weighted average of the loan amount based on the loan amount in months. WAVGLOANMAX Numeric Weighted Average Loan Age (in months) Maximum—The WALA cannot be higher than the amount specified. WAVGLOANMIN Numeric Weighted Average Loan Age (in months) Minimum—The WALA cannot be lower than the specified amount. WAVGMATURITY Numeric Weighted Average Maturity (WAM)—The average loan maturity date in months for all the underlying loans. WAVGMATURITYMAX Numeric Weighted Average Maturity (in months) Maximum—When specified, the WAM must be less than or equal to the value entered. WAVGMATURITYMIN Numeric Weighted Average Maturity (in months) Minimum—When specified, the WAM must be greater than or equal to the value entered. WHOLE Y or N Whole Pool—Indicates whether one mortgage pool is used to create the mortgage-backed security. YIELDMAINT Y or N Yield Maintenance—Indicates whether the loan includes a prepayment premium that allows investors to attain the same yield as if the borrower made all scheduled mortgage payments until maturity.
StipulationStateCode
l XML element that uses the values in this table: StipulationStateCode
l Last updated: May 2012
Table 2.96 StipulationStateCode Valid Value Description AL Alabama (state) AK Alaska (state)
Tables 44 Common Reference Data
Table 2.96 StipulationStateCode (continued) Valid Value Description AS American Samoa (outlying area) AZ Arizona (state) AR Arkansas (state) CA California (state) CO Colorado (state) CT Connecticut (state) DE Delaware (state) DC District of Columbia (district) FL Florida (state) GA Georgia (state) GU Guam (outlying area) HI Hawaii (state) ID Idaho (state) IL Illinois (state) IN Indiana (state) IA Iowa (state) KS Kansas (state) KY Kentucky (state) LA Louisiana (state) ME Maine (state) MD Maryland (state) MA Massachusetts (state) MI Michigan (state) MN Minnesota (state) MS Mississippi (state) MO Missouri (state) MT Montana (state) NE Nebraska (state) NV Nevada (state) NH New Hampshire (state) NJ New Jersey (state) NM New Mexico (state) NY New York (state) NC North Carolina (state) ND North Dakota (state) MP Northern Mariana Islands (outlying area) OH Ohio (state) OR Oklahoma (state) OK Oregon (state) PA Pennsylvania (state) PR Puerto Rico (outlying area) RI Rhode Island (state) SC South Carolina (state) SD South Dakota (state)
Tables 45 Common Reference Data
Table 2.96 StipulationStateCode (continued) Valid Value Description TN Tennessee (state) TX Texas (state) UM United States Minor Outlying Islands (outlying area) UT Utah (state) VI Vermont (state) VT Virgin Islands, US (outlying area) VA Virginia (state) WA Washington (state) WV West Virginia (state) WI Wisconsin (state) WY Wyoming (state)
TaxLotReleaseMethod
l XML element that uses the values in this table: TaxLotReleaseMethod l Last updated: October 2015
Table 2.97 TaxLotReleaseMethod Valid Value Description AVCO Average cost FIFO First in/first out HICO Highest cost LIFO Last in/first out LOCO Lowest cost LTHC Long term highest cost MSTG Minimum short term gain SPEC Specify
TDBusinessExceptionCode
l XML element that uses the values in this table: TDBusinessExceptionCode
l Last updated: March 2002
Table 2.98 TDBusinessExceptionCode Valid Value Description CCRJ Counterparty Cancel Rejected time exceeded CCRQ Counterparty Cancel Requested time exceeded CRJX Cancel Rejected time exceeded CRQX Cancel Requested time exceeded MMEX Mismatch time exceeded UCLX Unmatched awaiting client time exceeded UCPX Unmatched awaiting counterparty time exceeded
Tables 46 Common Reference Data
TDMatchStatus
l XML elements that use the values in this table: TDMatchStatus, TDMatchStatusValues
l Last updated: March 2009
Table 2.99 TDMatchStatus Valid Value Description Timer Eligible End Status CAND Canceled N Y CREQ Cancel Requested Y N CREJ Cancel Rejected Y N CCRQ Counterparty Cancel Requested Y N CCRJ Counterparty Cancel Rejected Y N CANA Cancel Agreed N Y DISQ Disqualified component N Y ILFM Ineligible for Matching N Y NMAT Unmatched Y N MISM Mismatched Y N MACH Matched N Y
TDReferenceType
l XML element that uses the values in this table: TDReferenceType
l Last updated: June 2013
Table 2.100 TDReferenceType Valid Value Description COMM Common Transaction Reference POOL TradeDetail Pool Reference PREV Previous TradeDetail Reference RELA Related TradeDetail Reference XFID Execution Fill ID
ThirdPartyCreatedAtBlockMatchStatus
l XML element that uses the values in this table: ThirdPartyCreatedAtBlockMatchStatus
l Last updated: March 2011
Table 2.101 ThirdPartyCreatedAtBlockMatchStatus Valid Value Description MACH Matched MISM Mismatched NMAT Unmatched
ThirdPartyDetailStatus
l XML element that uses the values in this table: ThirdPartyDetailStatus
l Last updated: February 2010
Tables 47 Common Reference Data
Table 2.102 ThirdPartyDetailStatus Valid Value Description Notification Service Notification Type AWRL Awaiting Release Settlement Notification THRD CARL Cancel Released Settlement Notification THRD Trade Notification TRDN CMNR System Cancel Not Released Settlement Notification THRD CMRL System Cancel Released Settlement Notification THRD FAIL Failed Validation Settlement Notification THRD INEL Ineligible Settlement Notification THRD Trade Notification TRDN PEND Pending Release Settlement Notification THRD RLSD Released Settlement Notification THRD Trade Notification TRDN STOP Stopped Settlement Notification THRD
ThirdPartyFunction
l XML element that uses the value in this table: ThirdPartyFunction
l Last updated: February 2010
Table 2.103 ThirdPartyFunction Valid Value Description IPTN Instructing Party Trade Notification
ThirdPartyStatus
l XML element that uses the values in this table: ThirdPartyStatus
l Last updated: July 2019
Note An asterisk (*) indicates that it is unnecessary to create a new USDI notification service because DTCC uses push Notification Service for USDI. And, it only creates the USDI third-party data composite if the TradeDetail has the USDI WorkflowModifier.
Table 2.104 ThirdPartyStatus Valid Value Meaning Notification Service Notification Type ACCP Accepted EuroCCP Notification CCPT Depository Notification DEPO Not applicable * USDN ACNL Attempt to Cancel Not applicable * USDN AFAC Affirmation Message Accepted Not applicable * USDN AFRJ New Affirmation Message Rejected Not applicable * USDN CAAK Cancel Sent Acknowledgement (ACK). Settlement Notification THRD Trade Notification TRDN CANK Cancel Sent Negative Acknowledgement (NACK). Settlement Notification THRD Trade Notification TRDN CCCA CCP Cancel Accepted EuroCCP Notification CCPT CCCR CCP Cancel Rejected EuroCCP Notification CCPT
Tables 48 Common Reference Data
Table 2.104 ThirdPartyStatus (continued) Valid Value Meaning Notification Service Notification Type CCRJ CCP Rejected EuroCCP Notification CCPT CENK Cancel Sent Awaiting Ack EuroCCP Notification CCPT Settlement Notification THRD Trade Notification TRDN Not applicable * USDN CFIR Copy for Information (CFI) Recipient CFI Notification CFIN CLRJ Cancel Message Rejected Not applicable * USDN CMRJ New Confirm Message Rejected Not applicable * USDN CNCL Confirm Canceled Not applicable * USDN CQUE Cancel Queued EuroCCP Notification CCPT CREJ Cancel Rejected EuroCCP Notification CCPT CSEN Cancel Sent Trade Notification TRDN INEL Ineligible EuroCCP Notification CCPT Depository Notification DEPO INVL Invalid EuroCCP Notification CCPT Depository Notification DEPO NSEN Not Sent EuroCCP Notification CCPT Settlement Notification THRD Trade Notification TRDN PACC Pending Action—Cancel EuroCCP Notification CCPT PACT Pending Action EuroCCP Notification CCPT QUEU Queued EuroCCP Notification CCPT RAAC Reverse Affirmation Accepted Not applicable * USDN RACK Reverse Affirm/Cancel Sent Awaiting Acknowledgment Not applicable * USDN RANK Reverse Affirmation Sent Awaiting Acknowledgement Not applicable * USDN RARJ Reverse Affirmation Rejected Not applicable * USDN RCNL Confirm Reverse Affirmed/Canceled Not applicable * USDN RCRJ Reverse Affirm/Cancel Message Rejected Not applicable * USDN REJT Rejected EuroCCP Notification CCPT Depository Notification DEPO SACK Sent Awaiting ACK EuroCCP Notification CCPT Settlement Notification THRD Trade Notification TRDN Not applicable * USDN SAFM Sent Awaiting Affirmation Not applicable * USDN SEAK Sent ACK Settlement Notification THRD Trade Notification TRDN SENK Sent NACK Settlement Notification THRD Trade Notification TRDN STGD Staged Not Released Settlement Notification THRD TMAS CTM Trade Match Allocation Submitted Not applicable * USDN TMAA CTM Trade Match Allocation Accepted Not applicable * USDN TMAR CTM Trade Match Allocation Rejected Not applicable * USDN TMAM CTM Trade Match Allocation Matched Not applicable * USDN
ThirdPartySummaryStatus
l XML element that uses the values in this table: ThirdPartySummaryStatus
l Last updated: February 2010
Tables 49 Common Reference Data
Table 2.105 ThirdPartySummaryStatus Valid Value Description Notification Service Notification Type FAIL Failure INPR In progress Settlement Notification THRD NREL Not released Trade Notification TRDN SUCC Success
TimeZone
l XML elements that use the values in this table: CountryTimeZone is a composite of CountryCode and TimeZoneIndicator in the same row of Table 2.106.
l Last updated: November 2008
Table 2.106 TimeZone Valid CountryCode TimeZone Time Zone Description Value Indicator 273 AF SNGL Afghanistan 274 AL SNGL Albania 275 DZ SNGL Algeria 276 AS SNGL American Samoa 277 AD SNGL Andorra 278 AO SNGL Angola 279 AI SNGL Anguilla 280 AG SNGL Antigua & Barbuda 281 AR SNGL Argentina 282 AM SNGL Armenia 283 AW SNGL Aruba 284 AU CAPT Australia - Capital Territory 285 AU NWSW Australia - New South Wales 286 AU NOTR Australia - Northern Territory 287 AU QNSL Australia - Queensland 288 AU SOAU Australia - South Australia 289 AU TASM Australia - Tasmania 290 AU VICT Australia - Victoria 291 AU WEST Australia - Western Australia 292 AT SNGL Austria 293 AZ SNGL Azerbaijan 294 BS SNGL Bahamas 295 BH SNGL Bahrain 296 BD SNGL Bangladesh 297 BB SNGL Barbados 298 BY SNGL Belarus 299 BE SNGL Belgium 300 BZ SNGL Belize 301 BJ SNGL Benin 302 BM SNGL Bermuda 303 BT SNGL Bhutan
Tables 50 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 304 BO SNGL Bolivia 305 BA SNGL Bosnia & Herzegovina 306 BW SNGL Botswana 307 BV SNGL Bouvet Island 308 BR RIOG Brazil - Rio Grande Do Norte, Paraiba, Pernambuco, Alagos, Sergipe, Fernando De Noronha 309 BR RIOJ Brazil - Rio De Janeiro, Sao Paulo, Brasiiia, Bahia, Minas Gerais 310 BR AMAZ Brazil - Amazonas, Roraima, Rondonia, Amapa, Para, Mato Grosso, Mato Grosso 311 BR ACRE Brazil Acre State 312 IO SNGL British Indian Ocean Territory 313 BN SNGL Brunei Darussalam 314 BG SNGL Bulgaria 315 BF SNGL Burkina Faso 316 BI SNGL Burundi 317 KH SNGL Cambodia 318 CM SNGL Cameroon 319 CA ALBT Canada - Alberta, Manitoba, Northwest Territories, Ontario (W), Saskatchewan (Lloydminster) 320 CA BRTC Canada - British Columbia, Yukon 321 CA NEWB Canada - New Brunswick, Nova Scotia, Prince Edward Island 322 CA NEWF Canada - Newfoundland 323 CA NUNV Canada - Nunavet 324 CA ONTR Canada - Ontario (E), Quebec 325 CA QBCE Canada - Quebec (E) 326 CA SASK Canada - Saskatchewan 327 CV SNGL Cape Verde 328 KY SNGL Cayman Islands 329 CF SNGL Central African Republic 330 TD SNGL Chad 331 CL SNGL Chile 332 CN SNGL China 333 CX SNGL Christmas Island 334 CC SNGL Cocos (Keeling) Islands 335 CO SNGL Colombia 336 KM SNGL Comoros 337 CG SNGL Congo 338 CD SNGL Congo, The Democratic Republic Of The 339 CK SNGL Cook Islands 340 CR SNGL Costa Rica 341 CI SNGL Cote D’ivoire (Ivory Coast) 342 HR SNGL Croatia 344 CY SNGL Cyprus 345 CZ SNGL Czech Republic 346 DK SNGL Denmark
Tables 51 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 347 DJ SNGL Djibouti 348 DM SNGL Dominica 349 DO SNGL Dominican Republic 350 TP SNGL East Timor 351 EC SNGL Ecuador 352 EG SNGL Egypt 353 SV SNGL El Salvador 354 GQ SNGL Equatorial Guinea 355 ER SNGL Eritrea 356 EE SNGL Estonia 357 ET SNGL Ethiopia 358 FK SNGL Falkland Islands (Malvinas) 359 FO SNGL Faeroe Islands 360 FJ SNGL Fiji 361 FI SNGL Finland 362 FR SNGL France 363 GF SNGL French Guiana 364 PF SNGL French Polynesia 365 TF SNGL French Southern Territories 366 GA SNGL Gabon 367 GM SNGL Gambia 368 GE SNGL Georgia 369 DE SNGL Germany 370 GH SNGL Ghana 371 GI SNGL Gibraltar 372 GR SNGL Greece 373 GL GRLE Greenland East 374 GD SNGL Grenada 375 GP SNGL Guadeloupe 376 GU SNGL Guam 377 GT SNGL Guatemala 378 GN SNGL Guinea 379 GW SNGL Guinea-bissau 380 GY SNGL Guyana 381 HT SNGL Haiti 382 HM SNGL Heard Island & Mcdonald Islands 383 VA SNGL Holy See (Vatican city state) 384 HN SNGL Honduras 385 HK SNGL Hong Kong 386 HU SNGL Hungary 387 IS SNGL Iceland 388 IN SNGL India 389 ID SNGL Indonesia 391 IQ SNGL Iraq
Tables 52 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 392 IE SNGL Ireland 393 IL SNGL Israel 394 IT SNGL Italy 395 JM SNGL Jamaica 396 JP SNGL Japan 397 JO SNGL Jordan 398 KZ SNGL Kazakstan 399 KE SNGL Kenya 400 KI SNGL Kiribati 401 KP SNGL Korea, Democratic People’s Republic Of 402 KR SNGL Korea, Republic Of 403 KW SNGL Kuwait 404 KG SNGL Kyrgyzstan 405 LA SNGL Lao People’s Democratic Republic 406 LV SNGL Latvia 407 LB SNGL Lebanon 408 LS SNGL Lesotho 409 LR SNGL Liberia 410 LY SNGL Libyan Arab Jamahiriya 411 LI SNGL Liechtenstein 412 LT SNGL Lithuania 413 LU SNGL Luxembourg 414 MO SNGL Macau 415 MK SNGL Macedonia, The Former Yugoslav Republic Of 416 MG SNGL Madagascar 417 MW SNGL Malawi 418 MY SNGL Malaysia 419 MV SNGL Maldives 420 ML SNGL Mali 421 MT SNGL Malta 422 MH SNGL Marshall Islands 423 MQ SNGL Martinique 424 MR SNGL Mauritania 425 MU SNGL Mauritius 426 YT SNGL Mayotte 427 MX GENE Mexico, General Time Zone 428 FM MICH Micronesia, Federated States Of 429 MD SNGL Moldova, Republic Of 430 MC SNGL Monaco 431 MN SNGL Mongolia 432 MS SNGL Montserrat 433 MA SNGL Morocco 434 MZ SNGL Mozambique 436 NA SNGL Namibia
Tables 53 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 437 NR SNGL Nauru 438 NP SNGL Nepal 439 NL SNGL Netherlands 440 AN SNGL Netherlands Antilles 441 NC SNGL New Caledonia 442 NZ NZLD New Zealand 443 NI SNGL Nicaragua 444 NE SNGL Niger 445 NG SNGL Nigeria 446 NU SNGL Niue 447 NF SNGL Norfolk Island 448 MP SNGL Northern Mariana Islands 449 NO SNGL Norway 450 OM SNGL Oman 451 PK SNGL Pakistan 452 PW SNGL Palau 453 PS SNGL Palestinian Territory, Occupied 454 PA SNGL Panama 455 PG SNGL Papua New Guinea 456 PY SNGL Paraguay 457 PE SNGL Peru 458 PH SNGL Philippines 459 PN SNGL Pitcairn 460 PL SNGL Poland 461 PT PTMA Portugal, Mainland 462 PR SNGL Puerto Rico 463 QA SNGL Qatar 464 RE SNGL Reunion 465 RO SNGL Romania 466 RU KAII Russia - Kalingrad 467 RU EURO Russia - European Russia - Moscow, St. Petersburg 468 RU SAMA Russia - Samara Izhevsk 469 RU YEKA Russia - Yekaterinburg Perm 470 RU NOVO Russia - Novosibirsk 471 RU KRAS Russia - Krasnoyarsk 472 RU IRKU Russia - Irkutsk Ulan- ude 473 RU CHIT Russia - Chitia Yakutsk 474 RU VALD Russia - Valdivostok Khabarovsk 475 RU MAGA Russia - Magadan Kolyma 476 RU KAMC Russia - Kamchatka Anadyr 477 RW SNGL Rwanda 478 SH SNGL Saint Helena 479 KN SNGL Saint Kitts & Nevis 480 LC SNGL Saint Lucia
Tables 54 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 481 PM SNGL Saint Pierre & Miquelon 482 VC SNGL Saint Vincent & The Grenadines 483 WS SNGL Samoa 484 SM SNGL San Marino 485 ST SNGL Sao Tome & Principe 486 SA SNGL Saudi Arabia 487 SN SNGL Senegal 488 SC SNGL Seychelles 489 SL SNGL Sierra Leone 490 SG SNGL Singapore 491 SK SNGL Slovakia 492 SI SNGL Slovenia 493 SB SNGL Solomon Islands 494 SO SNGL Somalia 495 ZA SNGL South Africa 496 GS SNGL South Georgia & The South Sandwich Islands 497 ES SPMA Spain Mainland 498 LK SNGL Sri Lanka 500 SR SNGL Suriname 501 SJ SNGL Svalbard & Jan Mayen 502 SZ SNGL Swaziland 503 SE SNGL Sweden 504 CH SNGL Switzerland 505 SY SNGL Syrian Arab Republic 506 TW SNGL Taiwan, Province Of China 507 TJ SNGL Tajikistan 508 TZ SNGL Tanzania, United Republic Of 509 TH SNGL Thailand 510 TG SNGL Togo 511 TK SNGL Tokelau 512 TO SNGL Tonga 513 TT SNGL Trinidad & Tobago 514 TN SNGL Tunisia 515 TR SNGL Turkey 516 TM SNGL Turkmenistan 517 TC SNGL Turks & Caicos Islands 518 TV SNGL Tuvalu 519 UG SNGL Uganda 520 UA SNGL Ukraine (except Crimea) 521 AE SNGL United Arab Emirates 522 GB SNGL United Kingdom 523 US EST1 United States - Eastern Standard Time 524 US CST1 United States - Central Standard Time 525 US MST1 United States - Mountain Standard Time
Tables 55 Common Reference Data
Table 2.106 TimeZone (continued) Valid CountryCode TimeZone Time Zone Description Value Indicator 526 US PST1 United States - Pacific Standard Time 527 US INDE United States - Indiana (East) - No Daylight Savings 528 US ALAL United States - Alaska - Aleutian 529 US HAWI United States - Hawaii 530 UM SNGL United States Minor Outlying Islands 531 UY SNGL Uruguay 532 UZ SNGL Uzbekistan 533 VU SNGL Vanuatu 534 VE SNGL Venezuela 535 VN SNGL Viet Nam 536 VG SNGL Virgin Islands, British 537 VI SNGL Virgin Islands, U.s 538 WF SNGL Wallis & Futuna 539 EH SNGL Western Sahara 540 YE SNGL Yemen 541 YU SNGL Yugoslavia 542 ZM SNGL Zambia 543 ZW SNGL Zimbabwe 544 MX BASO Mexico, Baja South 545 MX BACA Mexico, Baja California 546 MX SONO Mexico, Sonora 547 FM MIPO Micronesia, Federated States Of, Pohnpei 548 NZ NZCI New Zealand, Chatham Islands 549 PT PTAZ Portugal, Azores 550 ES SPCI Spain, Canary Islands 551 GL GRLC Greenland Central 552 GL GRLW Greenland West 553 GB GMT1 United Kingdom
TLBusinessExceptionCode
l XML element that uses the values in this table: TLBusinessExceptionCode
l Last updated: May 2002
Table 2.107 TLBusinessExceptionCode Valid Value Description CCRJ Counterparty Cancel Rejected time exceeded CCRQ Counterparty Cancel Requested time exceeded CRJX Cancel Rejected time exceeded CRQX Cancel Requested time exceeded INCX Incomplete time exceeded MMEX Mismatch time exceeded NM AX Not Match Agreed time exceeded PNDX Pending time exceeded
Tables 56 Common Reference Data
Table 2.107 TLBusinessExceptionCode (continued) Valid Value Description UCLX Unmatched awaiting client time exceeded UCPX Unmatched awaiting counterparty time exceeded
TLMatchStatus
l XML elements that use the values in this table: TLMatchStatus, TLMatchStatusQuery
l Last updated: October 2016
Table 2.108 TLMatchStatus Valid Value Description Timer Eligible End Status CANA Cancel Agreed N Y CAND Canceled N Y CCRJ Counterparty Cancel Rejected Y N CCRQ Counterparty Cancel Requested Y N CREJ Cancel Rejected Y N CREQ Cancel Requested Y N DISQ Disqualified Component N Y MACH Matched N Y MISM Mismatched Y N NMAT Unmatched Y N PEND Pending Y N
TLReferenceType
l XML element that uses the values in this table: TLReferenceType
l Last updated: December 2013
Table 2.109 TLReferenceType Valid Value Description BASK Basket Reference BILL Billing or cost center COMM Common Transaction Reference CPTR Counterparty Deal Reference ORID Order ID PREV Previous Trade side Reference RELA Related Trade side Reference TRAN Transmission Number TRRF Deal Reference XOID Exchange Order ID
TMMatchStatus
l XML element that uses the values in this table: TMMatchStatus
l Last updated: July 2019
Tables 57 Common Reference Data
Table 2.110 TMMatchStatus Valid Value Description MACH CTM Trade Match allocation was matched in Trade Match. NMAT CTM Trade Match allocation was not matched in Trade Match.
TPNotificationType
l XML element that uses the values in this table: TPNotificationType
l Last updated: May 2014
Table 2.111 TPNotificationType Valid Value Description CCPT Central Counterparty Notification CFIN Copy for Information (CFI) Notification DEPO Depository Notification THRD Third Party Notification TRDN Trade Notification USDN US Depository Interface Notification
TPRejectReasonCode
l XML element that uses the values in this table: TPRejectReasonCode
l Last updated: February 2010
Table 2.112 TPRejectReasonCode Valid Value Description EC01 Insufficient Cash EC02 Insufficient Stock EC03 Trade not Independently Confirmed EC04 Other
TradeTimeQualifier
l XML element that uses the values in this table: TradeTimeQualifier
l Last updated: May 2002
Table 2.113 TradeTimeQualifier Valid Value Description GMTI Greenwich Mean Time LOCL Local time zone POTD Place of trade time zone SPEC Specific time zone sent in the message
TradeTransactionConditionIndicator
l XML element that uses the values in this table: TradeTransactionConditionIndicator
l Last updated: June 2013
Tables 58 Common Reference Data
Table 2.114 TradeTransactionConditionIndicator Valid Value Description APAY Delivery Against Payment BCFD Form of Delivery BCPD Place of Delivery BKFM Held in Book-Entry Form BLKO Block Order BLOT Board Lots BNAM Bad Names BRFM Held in Bearer Form BTEX Best Execution Price BTMI Bought Minus Indicator BUTC Buy Short or Buy to Cover BUYF Buy Free BUYI Buy In CARG Capital Reorganization CASH Cash CBNS Trade Executed Cum Bonus CCPN Trade Executed Cum Coupon CDIV Trade Executed Cum Dividend CLEN Clean CLHS Clearing House CONT Contingent COOR County of Origin CREO Trade Executed Cum Capital Reorganization CREP Trade Executed Cum Capital Repayment CRST Cross Trade Allowed CRTS Trade Executed Cum Rights DDEL Delayed Delivery DIOR Directed Order DIRT Dirty DORD Direct Order DTRC Direct Trace DUEB Due Bill EBAR Early Bargain ESUB Registration of a Subscriber ETTR Registration of a Transfer FCPA Free Clean Payment FDSS Fixed Delivery and Settlement Services FFRE For Foreign Registration FPRC Buy in Flat Price FRAC Fractional Parts Allowed GTDL Guaranteed Delivery GTVO German Tax Voucher HAND Hand Delivery HICU Held in Custody
Tables 59 Common Reference Data
Table 2.114 TradeTransactionConditionIndicator (continued) Valid Value Description IFRM Intra-Firm IRSE Irish Stock Exchange ISMA ISMA Rules ISSS Institutional Settlement Services LDEL London Delivery LPAY London Payment LTTR Deliver in Letter of Transfer NBUY No Buying In NCRS No Cross Trade Allowed NCST Not for Central Settlement NMRK No Marking NPAY Delivery Free of Payment NSTP No Stamp NTIM New Time NULL NULL ODEL Overseas Delivery ONOR One Name of Original OPAY Overseas Payment OPTC Option Closed OPTO Option Open PAPP Part Apportionment PAYG Payment Guaranteed PPLC Private Placement RBFM Held in Registered Form RDST Rolling/Demat Settlement REDN For Redemption REEM Report for European Equity Market RFRE Receive Free of Payment ROPT Result of Option RPAY Receive Versus Payment RSTR Restricted RTGS Real Time Gross Settlement SADE South African Delivery SETI Sold Exempt Indicator SOUT Sell Out SPCU Trade Executed Special Cum Dividend SPEX Trade Executed Special Ex Dividend SPRC Special Price SPSI Sold Plus Indicator SSET Special Settlement SSTI Sold Short Indicator TFOR Transmission Forms TREX Trade Executed WEEK Weekly Settlement
Tables 60 Common Reference Data
Table 2.114 TradeTransactionConditionIndicator (continued) Valid Value Description XBNS Trade Executed Ex Bonus XCPN Trade Executed Ex Coupon XDIV Trade Executed Ex Dividend XENT Ex Entitlement XPRI Ex Priority XQBB Ex Equal Access Buy Back XREO Trade Executed Ex Capital Reorganization XREP Trade Executed Ex Capital Repayment XRTS Trade Executed Ex Rights XTKO Ex Takeover Offer XXXX Special Conditions
TypeOfFinancialInstrument
l XML element that uses the values in this table: TypeOfFinancialInstrument
l Last updated: April 2021
Table 2.115 TypeOfFinancialInstrument Valid Values Asset Class Description CTM OASYS Debt Equity ABSS ABS Asset-Backed Securities (ABS) X AGDT AGS CTM: Agency Debt (AGDT) X OASYS: Agencies (AGS) BANK BAS Bankers Acceptances X BKLN Not applicable Bank Loan X CDEP COD Certificates of Deposit (CDs) X COMM Multiple: Common Stock/Ordinary Share in CTM. Also, in OASYS:
l CSH l US Cash (CSH)
l CWR l US Cash Wire (CWR) X
l EQU l Equities (EQU)
l PRC l Premium Contracts (PRC) COND CON Convertible Bond (Debt) X CONV CON Convertible Bond (Equity) X CORP COB Corporate Debt Securities X COUP CPN Coupons X CPAP COM Commercial Paper (CP) X DEPR ADR American Depository Receipts X ILBD ITS CTM: Inflation Linked Bonds (ILBD) X OASYS: Indexed Treasury Bonds (ITS) LIMP Not Applicable Limited Partnerships X
Tables 61 Common Reference Data
Table 2.115 TypeOfFinancialInstrument (continued) Valid Values Asset Class Description CTM OASYS Debt Equity MBSS Multiple: Mortgage-Backed Securities in CTM. Also, in OASYS:
l CMO l Collateralized Mortgage Obligation (CMO)
l FNM l Fannie Mae (FNM)
l FNR l Fannie Mae REMICS (FNR)
l FRM l Freddie Mac (FRM) X
l GMR l Ginnie Mae REMICS (GMR)
l GNM l Ginnie Mae (GNM)
l MBS l Mortgage-Backed Securities (MBS)
l OMB l Other Mortgage-Backed Securities (OMB) MISC Multiple: Miscellaneous in CTM. Also, in OASYS:
l CER l Representative Certificates (CER)
l DFI l DTC Omnibus (DFI)
l FIN l Financing Transactions (FIN)
l FMR l Freddie Mac REMICS (FMR) X l FPA l Face or Principal or Nominal Amount (FPA)
l MSC l Miscellaneous (MSC)
l PRS l Premium Shares (PRS)
l REP l Repurchases (REP)
l SLA l Student Loan Marketing Association (SLA) MMKT Multiple: Money Market Instruments in CTM. Also, in OASYS:
l MMT l Money Market Instruments (MMT) X l OMM l Other Money Market Instruments (OMM)
l TEM l Tax Exempt Money Markets (TEM) MTNT MTN Medium Term Notes in CTM and OASYS. Also, in OASYS: X NTE Notes (NTE) MUNI MNB CTM: Municipal Debt (MUNI) X OASYS: Municipal Bonds (MNB) OPTC OPC Options Contracts X OPTS OPS Options Shares X PRPL PRP Private Placement in CTM and OASYS. Also, in OASYS: X CPP Corporate Private Placement (CPP) PREF SHP CTM: Preferred Stock/Preference Shares (PREF) X OASYS: Equities-Preferred Shares (SHP) REPO REP Repurchase Agreement X RGHT RTS Rights X SVDT NSD CTM: Sovereign Debt X OASYS: Non-US Sovereign Debt SWAP Not applicable Equity Swaps X TBAN TBA To Be Announced (TBA) Mortgage-Backed Securities X TBIL TBI Treasury Bills X TBON Multiple: Treasury Bonds in CTM. Also, in OASYS:
l FFI l Fixed Income Omnibus (FFI) X
l TRB l Treasury Bonds (TRB) TECP XCP Tax Exempt Commercial Paper X TIME Not applicable Time Deposits X TNOT TRN Treasury Notes X
Tables 62 Common Reference Data
Table 2.115 TypeOfFinancialInstrument (continued) Valid Values Asset Class Description CTM OASYS Debt Equity TRES TRY Treasuries X TRYS TRS Treasury Strips X UMBS Not applicable Uniform Mortgage-Backed Securities X UNIT UNT Units X WARR WAR Warrants X
TypeOfPriceIndicator
l XML element that uses the values in this table: TypeOfPriceIndicator
l Last updated: July 2019
Table 2.116 TypeOfPriceIndicator Valid Value Description AVER Average Price EXEC Executed Price GROS Gross Price NET1 Net price, net of all charges, fees, and taxes
TypeOfTransactionIndicator
l XML element that uses the values in this table: TypeOfTransactionIndicator
l Last updated: November 2016
Table 2.117 TypeOfTransactionIndicator Valid Value Description CONV Depository receipt conversion ETFT Exchange traded fund (ETF) creation or redemption ISSU Issuance of a security such as an equity or a depository receipt NETT Netted transaction OAUX Ancillary transactions OTCS Over the Counter Services transactions OWNI Account transfer involving one instructing party (messages sender) at one account servicer (messages receiver) PLAC Placement or new issue of a financial instrument TRAD Trade
ViewRequestedIndicator
l XML element that uses the values in this table: ViewRequestedIndicator
l Last updated: June 2008
Table 2.118 ViewRequestedIndicator Valid Value Description A Against B By S Settlement
Tables 63 Common Reference Data
WhenIssue
l XML element that uses the values in this table: WhenIssue
l Last updated: May 2002
Table 2.119 WhenIssue Valid Value Description WISS When issued
WorkflowModifier
l XML element that uses the values in this table: WorkflowModifier
l Last updated: October 2020
Table 2.120 WorkflowModifier Valid Value Description BLKS Block settlement. CBII The CTM service broker and interoperability investment manager—Applied to a TradeDetail in one of the following two ways:
l At submission of a new TradeDetail by an investment manager subscribed to BuySide Interoperability for CTM.
l At submission of a new TradeDetail by an executing broker that is alleged against an investment manager subscribed to BuySide Interoperability for CTM. CIIB The CTM service non-USDI investment manager and interoperability broker—Applied to a TradeDetail in one of the following two ways:
l At submission of a new TradeDetail by an executing broker subscribed to SellSide Interoperability for CTM alleged against a CTM service investment manager that is NOT subscribed to the US Depository Interface.
l At submission of a new TradeDetail by a CTM service investment manager that is o NOT subscribed to the US Depository Interface AND o Alleged against an executing broker subscribed to SellSide Interoperability for CTM.
CTM2 CTM service to CTM service counterparties. CTNO CTM service investment manager to non-DTCC broker/dealer. CTOU CTM service broker/dealer to OASYS service US investment manager. CUIB CTM service USDI investment manager and interoperability broker—Applied to a TradeDetail in one of the following two ways:
l At submission of a new TradeDetail message by an executing broker subscribed to SellSide Interoperability for CTM alleged against a CTM service investment manager subscribed to the US Depository Interface.
l At submission of a new TradeDetail message by an investment manager subscribed to the US Depository Interface alleged against an executing broker subscribed to SellSide Interoperability for CTM. ECCP Euro Central Counterparty IONM Non-Matching Workflow—Assigned to an Interoperable investment manager's TradeDetail when a non-matching workflow is being used by the Interoperable investment manager in the Away System. PACC Applies to BACW WorkflowType—When executing broker does one of the following:
l Trade Blotter—Creates a block and selects the Proration option in the Prorate and Auto Create Confirmations field.
l Direct XML interface—Sets the ProrateAndAutoCreateConfirmations field to Y on a TradeLevel. PACT Applies to BACW WorkflowType—When executing broker does one of the following:
l Trade blotter—Creates a block and selects the Proration with Truncation option in the Prorate and Auto Create Confirmations field.
l Direct XML interface—Sets both the TruncateProratedAmounts and ProrateAndAutoCreateConfirmations fields to Y on a TradeLevel. USDA The investment manager’s allocation will participate in the CTM Trade Match process.
Tables 64 Common Reference Data
Table 2.120 WorkflowModifier (continued) Valid Value Description USDI US Depository Interface–Applies to a USDI TradeDetail in one of the following two ways:
l A USDI subscribed broker's TradeDetail alleged against a USDI subscribed investment manager that meets the appropriate data requirements.
l A USDI subscribed investment manager’s TradeDetail pairs with a broker/dealer’s TradeDetail that is assigned the USDI WorkflowModifier. USDM US Depository Interface—External Affirmation. Applies to a TradeDetail in the following way:
l A USDI subscribed broker's TradeDetail alleged against a non-USDI subscribed investment manager that meets the appropriate data requirements. An investment manager's TradeDetail cannot be the USDM WorkflowModifier. USDS The investment manager’s allocation will participate in the CTM Straight to Match process.
WorkflowType
l XML element that uses the values in this table: WorkflowType
l Last updated: January 2020
Table 2.121 WorkflowType Valid Value Description BACW Block Allocation Confirmation Workflow BMAW Block Matching Allocation Workflow:
l CTM service investment managers who trade with CTM service broker/dealers.
l CTM service matches on blocks only. Reserved for legacy use.
YieldType (Debt/Fixed Income Only)
l XML element that uses the values in this table: YieldType
l Last updated: August 2021
Table 2.122 YieldType Valid Value Description CALL Yield to next call CURR Current Yield MATR Yield to Maturity OTHR Not defined REPR Represented
Tables 65 FOR MORE INFORMATION
Email DTCC Learning at: [email protected] or visit us on the web at: www.dtcclearning.com