Regulation Dictionary

Symbol Datatype Description
{ACTION_TYPE} list 'NEWT' - New 'MODI' - Modification 'VALU' - Valuation 'COLU' - Collateral update 'EROR' - Error 'CORR' - Correction 'ETRM' - Termination / Early Termination 'POSC' - Position component
{ACTION_TYPE_2} list N = New M = Modify E = Error C = Early Termination R = Correction Z = Compression V = Valuation update P = Position component
{ACTION_TYPE_MARGIN_DATA} list 'NEWT' - New 'MARU' - Margin update 'EROR' - Error 'CORR' - Correction
{ACTION_TYPE_REUSE} list 'NEWT' - New 'REUU' - reuse update 'EROR' - Error 'CORR' - Correction
{AII} Alternative Investment Identifier - Used where the ISIN is not the industry method of identification of a security such as options, shares, equities or derivatives. Consists of six separate mandatory elements which are collectively known as the Aii. The Aii is one method being used in Europe to categorise trades being reported under EMIR. Combines the values for a 43 length code: Venue Identification - 4 - The four character MIC code (ISO 10383) should be used to identify the execution venue. If the transaction is made off market, then 'XOFF' should be used. If the instrument is an OTC instrument (e.g. spreadbets, CFDs or any non-exchange traded instrument), the MIC code 'XXXX' should be used, though this is not currently a valid MIC. Exchange Contract Code - 5 - The internal instrument identifier used by a given exchange Strike Price - 19 -A numeric field, up to 19 characters, with a maximum of 5 decimal places. No decimal point is necessary. The strike price must be expressed in the major currency (e.g. Pounds rather than Pence). Currency Code - 3 - The ISO 4217 3 Alpha digit currency code of the strike price. Delivery Date -10 -YYYY-MM-DD Call/Put Indicator -1 -A single character, the allowed values are: C Call P Put F for future Derivative Type -1 - A single character, the allowed values are: O Option F Future W Warrant D Contract for difference (CFD) X spreadbet Z Credit Default Swap (CDS) S other types of swap agreements
{ALPHANUM-140} Free text field Up to 140 alphanumerical characters. Used for name fields.
{ALPHANUM-20} Up to 20 alphanumerical characters. Used for order book codes.
{ALPHANUM-25} Free text field Up to 25 alphanumerical characters. Used widely for index names, quantity notations, settlement locations, etc.
{ALPHANUM-35} Free text field Up to 35 alphanumerical characters. Used e.g. for complex trade component IDs.
{ALPHANUM-350} Free text field Up to 350 alphanumerical characters. Used for instrument full names.
{ALPHANUM-4} Free text field Up to 4 alphanumerical characters, e.g. as a custom code for the trading venue’s own classification.
{ALPHANUM-50} Free text field Up to 50 alphanumerical characters. Used for example in algo IDs, order type, routing strategy.
{ALPHANUM-52} Free text field Up to 52 alphanumerical characters. Used for transaction identification codes.
{ASSET_CLASS} list CO = Commodity and emission allowances CR = Credit CU = Currency EQ = Equity IR = Interest Rate
{BOOLEAN} boolean True/False - Yes/No
{CASH_REINV_TYPE} list 'MMFT' - registered money market fund 'OCMP' - any other commingled pool 'REPM' - the repo market 'SDPU' - direct purchase of securities 'OTHR' - other
{CFI_CODE} ISO 10962 CFI code ISO 10962 CFI code
{COLLATERALISATION} list U = uncollateralised PC = partially collateralised OC = one way collateralised FC = fully collateralised Populated in accordance with Article 3b
{COMMODITY_BASE_1} list ‘AGRI’ - Agricultural 'NRGY’ – Energy 'ENVR’ - Environmental 'FRGT’ -Freight 'FRTL’ - Fertilizer 'INDP’ - Industrial products 'METL’ - Metals 'MCEX’ - Multi Commodity Exotic 'PAPR’ - Paper 'POLY’ - Polypropylene ‘INFL’ - Inflation ‘OEST’ - Official economic statistics ‘OTHC’ - Other C10 ‘as defined in Table 10.1 Section 10 of Annex III to Commission Delegated Regulation supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives ‘OTHR’ - Other
{COMMODITY_BASE_2} list AG = Agricultural EN = Energy FR = Freights ME = Metals IN = Index EV = Environmental EX = Exotic OT = Other
{COMMODITY_DETAILS} list GO = Grains oilseeds DA = Dairy LI = Livestock FO = Forestry SO = Softs SF = Seafood OT = Other OI = Oil NG = Natural gas CO = Coal EL = Electricity IE = Inter-energy DR = Dry WT = Wet PR = Precious NP = Non-precious Environmental WE = Weather EM = Emissions
{COMMODITY_FURTHER_SUB_PRODUCT} list 'FWHT’ - Feed Wheat 'SOYB’ - Soybeans 'CORN’ - Maize ‘RPSD’ – Rapeseed ‘RICE’ - Rice ‘OTHR’ - Other ' 'CCOA’ - Cocoa 'ROBU’ - Robusta Coffee 'WHSG’ - White Sugar ‘BRWN’ - Raw Sugar 'LAMP’ – ‘Lampante' ‘MWHT’ - Milling Wheat 'BSLD’ - Base load 'FITR’ - Financial Transmission Rights 'PKLD’ - Peak load ‘OFFP’ - Off-peak 'GASP’ - GASPOOL 'LNGG’ - LNG 'NBPG’ - NBP 'NCGG’ - NCG 'TTFG’ – TTF ‘BAKK’ - Bakken 'BDSL’ - Biodiesel 'BRNT’ - Brent 'BRNX’ - Brent NX 'CNDA’ - Canadian 'COND’ - Condensate 'DSEL’ - Diesel 'DUBA’ - Dubai 'ESPO’ - ESPO ’ETHA’ - Ethanol 'FUEL’ - Fuel 'FOIL’ - Fuel Oil 'GOIL’ - Gasoil 'GSLN’ - Gasoline 'HEAT’ - Heating Oil 'JTFL’ - Jet Fuel 'KERO’ - Kerosene 'LLSO’ - Light Louisiana Sweet (LLS) 'MARS’ - Mars 'NAPH’ - Naptha 'NGLO’ - NGL 'TAPI’ - Tapis 'URAL’ - Urals 'WTIO’ – WTI 'CERE' - CER 'ERUE' - ERU 'EUAE' - EUA 'EUAA' – EUAA ‘TNKR’ –Tankers ‘DBCR’ - Dry bulk carriers 'ALUM’ - Aluminium 'ALUA’ - Aluminium Alloy 'CBLT’ - Cobalt 'COPR’ - Copper 'IRON’ - Iron ore 'LEAD’ - Lead 'MOLY’ - Molybdenum 'NASC’ - NASAAC 'NICK’ - Nickel 'STEL’ - Steel 'TINN’ - Tin 'ZINC’ - Zinc 'GOLD’ - Gold 'SLVR’ - Silver 'PTNM’ - Platinum ‘PLDM’ - Palladium
{COMMODITY_SUB} list 'GROS’ - Grains Oil Seeds 'SOFT’ - Softs 'POTA'- Potato 'OOLI’- Olive oil 'DIRY’- Dairy 'FRST’ - Forestry 'SEAF’ - Seafood 'LSTK’ - Livestock 'GRIN’ - Grain 'ELEC’ -Electricity 'NGAS’ - Natural Gas 'OILP’ -Oil 'COAL’- Coal 'INRG’ - Inter Energy 'RNNG’ - Renewable energy ‘LGHT’ - Light ends ‘DIST’ – Distillates 'EMIS’ - Emissions 'WTHR’ - Weather 'CRBR’ - Carbon related' ‘WETF’ - Wet 'DRYF’ - Dry 'CSHP’ - Containerships 'AMMO’ - Ammonia 'DAPH' - DAP (Diammonium Phosphate) 'PTSH’ - Potash 'SLPH’ - Sulphur 'UREA’ - Urea 'UAAN' - UAN (urea and ammonium nitrate) 'CSTR’ - Construction 'MFTG’ - Manufacturing 'NPRM’ - Non Precious ‘PRME’ - Precious 'CBRD’ - Containerboard 'NSPT’ - Newsprint 'PULP’ - Pulp 'RCVP’ - Recovered paper 'PLST’ – Plastic ‘OTHR’ - Other
{CONFIRMATION_MEANS} list Y = Non-electronically confirmed N = Non-confirmed E = Electronically confirmed
{CONTRACT_TYPE} list CD = Financial contracts for difference FR = Forward rate agreements FU = Futures FW = Forwards OP = Option SB = Spreadbet SW = Swap ST = Swaption OT = Other
{COUNTRYCODE_2} alphanumerical 2 letter country code, as defined by ISO 3166-1.
{COUPON_FREQUENCY} list MNTH = Monthly QURT = Quarterly MIAN = Semi-annually YEAR = Yearly
{CURRENCYCODE_3} 3 letter currency code, as defined by ISO 4217.
{DATEFORMAT} ISO 8601 date ISO 8601 date format, i.e. YYYY-MM-DD.
{DATE_TIME_ FORMAT} ISO 8601 date and time format Date and time in the following format: YYYY-MM-DDThh:mm:ss.ddddddZ. - ‘YYYY’ is the year; - ‘MM’ is the month; - ‘DD’ is the day; - ‘T’ – means that the letter ‘T’ shall be used - ‘hh’ is the hour; - ‘mm’ is the minute; - ‘ss.dddddd’ is the second and its fraction of a second; - Z is UTC time. Dates and times shall be reported in UTC.
{DAYCOUNT} list ‘A001’ - IC30360ISDAor30360AmericanBasicRule ‘A002’ - IC30365 ‘A003’ - IC30Actual ‘A004’ - Actual360 ‘A005’ - Actual365Fixed ‘A006’ - ActualActualICMA ‘A007’ - IC30E360orEuroBondBasismodel1 ‘A008’ - ActualActualISDA ‘A009’ - Actual365LorActuActubasisRule ‘A010’ - ActualActualAFB ‘A011’ - IC30360ICMAor30360basicrule ‘A012’ - IC30E2360orEurobondbasismodel2 ‘A013’ - IC30E3360orEurobondbasismodel3 ‘A014’ - Actual365NL
{DAYCOUNT_2} string Numerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression “Actual”, e.g. 30/360 or Actual/365
{DAYS_OF_WEEK} list WD = Weekdays WN = Weekend MO = Monday TU = Tuesday WE = Wednesday TH = Thursday FR = Friday SA = Saturday SU = Sunday
{DECIMAL-11/10} decimal Decimal number of up to 11 digits in total of which up to 10 digits can be fraction digits. Where applicable, values shall be rounded and not truncated. The decimal separator should be ".", and negative numbers should be prefixed with "-". Used in price related fields, e.g. where price is expressed as percentage or yield.
{DECIMAL-18/13} decimal Decimal number of up to 18 digits in total of which up to 13 digits can be fraction digits. Where applicable, values shall be rounded and not truncated. The decimal separator should be ".", and negative numbers should be prefixed with "-". Used in price and quantity related fields, e.g. where price or quantity is expressed as a monetary value.
{DECIMAL-18/17} decimal Decimal number of up to 18 digits in total of which up to 17 digits can be fraction digits. Where applicable, values shall be rounded and not truncated. The decimal separator should be ".", and negative numbers should be prefixed with "-". Used in quantity related fields, e.g. where price or quantity is expressed as a number of units.
{DECIMAL-18/5} decimal Decimal number of up to 18 digits in total of which up to 5 digits can be fraction digits. Where applicable, values shall be rounded and not truncated. The decimal separator should be ".", and negative numbers should be prefixed with "-".
{DELIVERY_TYPE} list C = Cash P = Physical O = Optional for counterparty or when determined by a third party
{EIC} alphanumeric Energy Identification Code - 16 character alphanumeric
{FISN} 35 alphanumeric characters FISN (Financial Instrument Short Name) code as defined in ISO 18774
[Flags] 4 alphabetic characters See Flags.
Free text Free text field Free text
{FUNDING_SOURCES} list 'REPO' - repos or BSB 'SECL' - cash collateral from securities lending 'FREE' - free credits 'CSHS' - proceeds from customer short sales 'BSHS' - proceeds from broker short sales 'UBOR' - unsecured borrowing 'OTHR' - other
{INDEX} list An identifier of an index: ‘EONA’ – EONIA, ‘EONS’ - EONIA SWAP, ‘EURI’ - EURIBOR, ‘EUUS’ - EURODOLLAR, ‘EUCH’ - EuroSwiss, ‘GCFR’ - GCF REPO, ‘ISDA’ - ISDAFIX, ’LIBI’ - LIBID, ‘LIBO’ - LIBOR, ‘MAAA’ – Muni AAA, ‘PFAN’ - Pfandbriefe, ‘TIBO’ - TIBOR, ‘STBO’ - STIBOR, ‘BBSW’ - BBSW, ‘JIBA’ - JIBAR, ‘BUBO’ - BUBOR, ‘CDOR’ - CDOR, ‘CIBO’ - CIBOR, ‘MOSP’ - MOSPRIM, ‘NIBO’ - NIBOR, ‘PRBO’ - PRIBOR, ‘TLBO’ - TELBOR, ‘WIBO’ – WIBOR, ‘TREA’ – Treasury, ‘SWAP’ – SWAP, ‘FUSW’ – Future SWAP Future SWAP Or up to 25 alphanumerical characters if the reference rate is not included in the above list
{INTEGER-20} signed integer Up to 20 numeric positive digits.
{INTEGER-3} integer Integer number of up to 3 digits in total, for both positive and negative integer values.
{INTEGER-5} Integer Integer number of up to 5 digits in total, for both positive and negative integer values. Used for example for base point spread of the index/benchmark of a floating rate bond.
{INTEGER-50} integer Integer number of up to 50 digits in total, for both positive and negative integer values. Used for sequence numbers.
{ISIN} alphanumerical ISIN code, as defined in ISO 6166.
{ISO 3166-2 Country}-{ALPHANUM-3} ISO 3166-2 - 2 character country code followed by dash “-“ and up to 3 alphanumeric character country subdivision code
{LEI} ISO 17442 LEI Legal entity identifier as defined in ISO 17442
{LOAD_TYPE} list BL = Base Load PL = Peak Load OP = Off-Peak BH = Hour/Block Hours SH = Shaped GD = Gas Day OT = Other
{MASTER_AGREEMENT} list ‘MRAA' - MRA 'GMRA' – GMRA 'MSLA' - MSLA 'GMSL' - GMSLA 'ISDA' - ISDA 'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte 'CNBR' - China Bond Repurchase Master Agreement ‘KRRA’ - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement 'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement 'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees 'CHRA' -Swiss Master Repurchase Agreement 'DEMA' - German Master Agreement 'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds 'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA) 'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA) 'GESL' - Gilt Edged Stock Lending Agreement (GESLA) 'KRSL' - Korean Securities Lending Agreement (KOSLA) 'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement (AMSLA) 'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds 'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates 'BIAG' - bilateral agreement ‘CSDA’ - CSD bilateral agreement 'OTHR' if the master agreement type is not included in the above list
{MEASUREMENT_UNIT} list KILO' - Kilogram 'PIEC' - Piece 'TONS' - Ton 'METR' - Metre 'INCH' - Inch 'YARD' - Yard 'GBGA' - GBGallon 'GRAM' - Gram 'CMET' - Centimetre 'SMET' - SquareMetre 'FOOT' - Foot 'MILE' - Mile 'SQIN' - SquareInch 'SQFO' - SquareFoot 'SQMI' - SquareMile 'GBOU' - GBOunce 'USOU' - USOunce 'GBPI' - GBPint 'USPI' - USPint 'GBQA' - GBQuart 'USQA' - USQuart 'USGA' - USGallon 'MMET' - Millimetre 'KMET' - Kilometre 'SQYA' - SquareYard 'ACRE' - Acre 'ARES' - Are 'SMIL' - SquareMillimetre 'SCMT' - SquareCentimetre 'HECT' - Hectare 'SQKI' - SquareKilometre 'MILI' - MilliLitre 'CELI' - Centilitre 'LITR' - Litre 'PUND' - Pound 'ALOW' - Allowances 'ACCY' - AmountOfCurrency 'BARL' - Barrels 'BCUF' - BillionCubicFeet 'BDFT' - BoardFeet 'BUSL' - Bushels 'CEER' - CertifiedEmissionsReduction 'CLRT' - ClimateReserveTonnes 'CBME' - CubicMeters 'DAYS' - Days 'DMET' - DryMetricTons 'ENVC' - EnvironmentalCredit 'ENVO' - EnvironmentalOffset 'HUWG' - Hundredweight 'KWDC' - KilowattDayCapacity 'KWHO' - KilowattHours 'KWHC' - KilowattHoursCapacity 'KMOC' - KilowattMinuteCapacity 'KWMC' - KilowattMonthCapacity 'KWYC' - KilowattYearCapacity 'MWDC' - MegawattDayCapacity 'MWHO' - MegawattHours 'MWHC' - MegawattHoursCapacity 'MWMC' - MegawattMinuteCapacity 'MMOC' - MegawattMonthCapacity 'MWYC' - MegawattYearCapacity 'TONE' - MetricTons 'MIBA' - MillionBarrels 'MBTU' - OneMillionBTU 'OZTR' - TroyOunces 'UCWT' - USHundredweight 'IPNT' - IndexPoint 'PWRD' - PrincipalWithRelationToDebtInstrument 'DGEU' - DieselGallonEquivalent 'GGEU' - GasolineGallonEquivalent 'TOCD' - TonsOfCarbonDioxide
{MIC} ISO 10383 MIC Market identifier as defined in ISO 10383.
{NACE} list The following categories correspond to the main sections of Statistical classification of economic activities in the European Community (NACE) as defined in Regulation (EC) No 1893/2006 of the European Parliament and of the Council (7) 1 = Agriculture, forestry and fishing 2 = Mining and quarrying 3 = Manufacturing 4 = Electricity, gas, steam and air conditioning supply 5 = Water supply, sewerage, waste management and remediation activities 6 = Construction 7 = Wholesale and retail trade, repair of motor vehicles and motorcycles 8 = Transportation and storage 9 = Accommodation and food service activities 10 = Information and communication 11 = Financial and insurance activities 12 = Real estate activities 13 = Professional, scientific and technical activities 14 = Administrative and support service activities 15 = Public administration and defence; compulsory social security 16 = Education 17 = Human health and social work activities 18 = Arts, entertainment and recreation 19 = Other service activities 20 = Activities of households as employers; undifferentiated goods — and services — producing activities of households for own use 21 = Activities of extraterritorial organisations and bodies
{NATIONAL_ID} alphanumerical The ID is that set out in Article 6 and ANNEX II of [RTS 22 on transaction reporting obligations under Article 26 of Regulation (EU) No 600/2014].
Not Specified The regulation does not stipulate a datatype
{NUMERIC-10} numeric Up to 10 numerical characters including decimals expressed as percentage where 100 % is represented as “100”. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.
{NUMERIC-20} numeric Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.
{OPTION_EXERCISE_STYLE} list A = American B = Bermudan E = European S = Asian
{OPTION_TYPE} list P = Put C = Call O = where it cannot be determined whether it is a call or a put
{PRICE_NOTATION} list U = Units P = Percentage Y = Yield
{PRODUCT_CLASSIFICATION_TYPE} list C = CPI U = UPI
{PRODUCT_IDENTIFICATION_TYPE} list I = ISIN A = AII
{QUANTITY_UNIT} list KW KWh/h KWh/d MW MWh/h MWh/d GW GWh/h GWh/d Therm/d KTherm/d MTherm/d cm/d mcm/d
Reference Period The period specified in the Directive 2003/87/CE (e.g. 2013-2020 or subsequent trading periods)
{REPORT_LEVEL} list T=TRADE P=POSITION
{SECTOR} list Nature of financial company activities A = Assurance undertaking authorised in accordance with Directive 2002/83/EC C = Credit institution authorised in accordance with Directive 2006/48/EC F = Investment firm in accordance with Directive 2004/39/EC I = Insurance undertaking authorised in accordance with Directive 73/239/EEC L = Alternative investment fund managed by AIFMs authorised or registered in accordance with Directive 2011/61/EU O = Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC R = Reinsurance undertaking authorised in accordance with Directive 2005/68/EC U = UCITS and its management company, authorised in accordance with Directive 2009/65/EC
{SECURITY_TYPE} list 'GOVS' - Government securities 'SUNS' - Supra-nationals and agencies securities 'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions 'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions 'SEPR' - Securitized products (including CDO, CMBS, ABCP) 'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds)
{SENIORITY} list SNDB = Senior, such as Senior Unsecured Debt (Corporate/Financial), Foreign Currency Sovereign Debt (Government) SBOD = Subordinated, such as Subordinated or Lower Tier 2 Debt (Banks), Junior Subordinated or Upper Tier 2 Debt (Banks) OTHR = Other, such as Preference Shares or Tier 1 Capital (Banks) or other credit derivatives
{SFT_TYPE} list Specifies the type of SFT transaction as defined under Article 3(7)-3(10) of Regulation (EU) No 2365/2015 'SLEB' - securities or commodities lending or securities or commodities borrowing 'SBSC' - buy-sell back transaction or sell-buy back transaction 'REPO' - repurchase transaction 'MGLD' - margin lending transaction
{TIME_INTERVAL} time hh:mmZ
{TIME_PERIOD} list 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day
{TIME_PERIOD_2} list Y = Year M = Month W = Week D = Day
{TIME_PERIOD_3} list N = Minutes H = Hour D = Day W = Week M = Month Q = Quarter S = Season Y = Annual O = Other
{TRANCHE_STATUS} list T=Tranched U=Untranched
{UNDERLYING_IDENTIFICATION_TYPE} list I = ISIN A = AII U = UPI B = Basket X = Index
{UPI} Unique Product Identifier - Future standard for identification of OTC products. Likely to supersede ISIN and CFI once standards and schema are agreed.
{UTI} Unique Trade ID
{VALUATION_TYPE} list M = Mark-to-market O = Mark-to-model C = CCP's valuation
{YEAR} 4 character string ISO 8601 date in the format YYYY