CTM Common Reference Data Document
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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