Code Set
RegulatoryReportTypeCodeSet
| ID | 1934 |
| Type | int |
| Pedigree | Added EP161 |
Type of regulatory report.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| RT | 0 | Real-time (RT) | Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. | Added EP161 |
| PET | 1 | Primary economic terms (PET) | Report to regulators of the full terms of a regulated transaction included in the legal confirmation. | Added EP161 |
| Snapshot | 2 | Snapshot | Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. | Added EP161 |
| Confirmation | 3 | Confirmation | Report from a clearing organization of a cleared regulated transaction. | Added EP161 |
| RTPET | 4 | Combination of RT and PET | A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. | Added EP161 |
| PETConfirmation | 5 | Combination of PET and confirmation | A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. | Added EP161 |
| RTPETConfirmation | 6 | Combination of RT, PET and confirmation | A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. | Added EP161 |
| PostTrade | 7 | Post-trade valuation | Periodic report of the ongoing mark-to-market value of a regulated transaction. | Added EP161 |
| Verification | 8 | Verification | Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. | Added EP161 |
| PstTrdEvnt | 9 | Post-trade event | Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. | Added EP169, Updated EP187 |
| PstTrdEvntRTReportable | 10 | Post trade event RT reportable | Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). | Added EP187 |
| LMTF | 11 | Limited Details Trade | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". | Added EP216 |
| DATF | 12 | Daily Aggregated Trade | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". | Added EP216 |
| VOLO | 13 | Volume Omission Trade | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". | Added EP216 |
| FWAF | 14 | Four Weeks Aggregation Trade | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". | Added EP216 |
| IDAF | 15 | Indefinite Aggregation Trade | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". | Added EP216 |
| VOLW | 16 | Volume Omission Trade Eligible for Subsequent Aggregated Enrichment | Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". | Added EP216 |
| FULF | 17 | Full Details Trade of "Limited Details Trade" | Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". | Added EP216 |
| FULA | 18 | Full Details of "Daily Aggregated Trade" | Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". | Added EP216 |
| FULV | 19 | Full Details of "Volume Omission Trade" | Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". | Added EP216 |
| FULJ | 20 | Full Details of "Four Weeks Aggregation Trade" | Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". | Added EP216 |
| COAF | 21 | Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" | Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". | Added EP216 |
| Order | 22 | Order | Report for order handling events to enter, change or delete orders. In the context of US CAT this is used for the event types MENO, MEOM, MEOJ, and MEOC. | Added EP253 |
| ChildOrder | 23 | Child order | Report for child order handling events to enter, change or delete child orders. Child orders are created when a (parent) order is split into multiple (child) orders. In the context of US CAT this is used for the event types MECO, MECOM, and MECOC. | Added EP253 |
| OrderRoute | 24 | Order route | Reported when an order is routed between market participants and/or execution venues such as an exchange. In the context of US CAT this is used for the event types MEOR, MEOA and MEIR. | Added EP253 |
| Trade | 25 | Trade | Report for trade handling events to enter, change or delete trades. In the context of US CAT this is used for the event types MEOT, MEOF and MEFA. | Added EP253 |
| Quote | 26 | Quote | Report for quote handling events to enter, change or delete quotes. In the context of US CAT this is used for the event types MENQ, MEQR, and MEQC. | Added EP253 |
| Supplement | 27 | Supplement | Reported when an order, quote or trade report is split across multiple messages. The recipient must be able to create the full report by combining the initial and supplement reports. In the context of US CAT this is used for the event types MENOS, MEOMS and MEOTS. | Added EP253 |
| NewTransaction | 28 | New transaction | In the context of EU SFTR reporting this corresponds to "action type" "NEWT". | Added EP254 |
| TransactionCorrection | 29 | Transaction correction | In the context of EU SFTR reporting this corresponds to "action type" "CORR". | Added EP254 |
| TransactionModification | 30 | Transaction modification | In the context of EU SFTR reporting this corresponds to "action type" "MODI". | Added EP254 |
| CollateralUpdate | 31 | Collateral update | In the context of EU SFTR reporting this corresponds to "action type" "COLU" if CollStatus(910)=3 (Assigned (Accepted)), or "REUU" if CollStatus(910)=5 (Reused). | Added EP254 |
| MarginUpdate | 32 | Margin update | In the context of EU SFTR reporting this corresponds to "action type" "MARU". | Added EP254 |
| TransactionReportedInError | 33 | Transaction reported in error | In the context of EU SFTR reporting this corresponds to "action type" "EROR". | Added EP254 |
| TerminationEarlyTermination | 34 | Termination / Early termination | In the context of EU SFTR reporting this corresponds to "action type" "ETRM". | Added EP254 |
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