Code Set
TradePriceConditionCodeSet
| ID | 1839 |
| Type | int |
| Pedigree | Added EP141 |
Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| SpecialCumDividend | 0 | Special cum dividend (CD) | Added EP141 | |
| SpecialCumRights | 1 | Special cum rights (CR) | Added EP141 | |
| SpecialExDividend | 2 | Special ex dividend (XD) | Added EP141 | |
| SpecialExRights | 3 | Special ex rights (XR) | Added EP141 | |
| SpecialCumCoupon | 4 | Special cum coupon (CC) | Added EP141 | |
| SpecialCumCapitalRepayments | 5 | Special cum capital repayments (CP) | Added EP141 | |
| SpecialExCoupon | 6 | Special ex coupon (XC) | Added EP141 | |
| SpecialExCapitalRepayments | 7 | Special ex capital repayments (XP) | Added EP141 | |
| CashSettlement | 8 | Cash settlement (CS) | Added EP141 | |
| SpecialCumBonus | 9 | Special cum bonus (CB) | Added EP141 | |
| SpecialPrice | 10 | Special price (SP) | Usually net or all-in price. | Added EP141 |
| SpecialExBonus | 11 | Special ex bonus (XB) | Added EP141 | |
| GuaranteedDelivery | 12 | Guaranteed delivery (GD) | Added EP141 | |
| SpecialDividend | 13 | Special dividend | Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. | Added EP216 |
| PriceImprovement | 14 | Price improvement | The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. | Added EP216 |
| NonPriceFormingTrade | 15 | Non-price forming trade | In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. | Added EP216 |
| TradeExemptedFromTradingObligation | 16 | Trade exempted from trading obligation | Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed on exchange, however, they are ignored for price formation despite published by venue. For the UK implementation of MiFIR RTS 1, this is the "TNCP" flag. | Added EP216, Updated EP277 |
| PricePending | 17 | Price or strike price is pending | In the context of MiFIR RTS 1, RTS 2, and RTS 22, this is the "PNDG" flag. | Added EP228, Updated EP277 |
| PriceNotApplicable | 18 | Price is not applicable | In the context of MiFIR RTS 1, RTS 2, and RTS 22, this is the "NOAP" flag. | Added EP228, Updated EP277 |
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