Regulation Dictionary

Flag Name Description Related
'01' Roll month '01'
'02' Roll month 02
'03' Roll month 03
'04' Roll month 04
'05' Roll month 05
'06' Roll month 06
'07' Roll month 07
'08' Roll month 08
'09' Roll month 09
'1' If non-derivative financial instruments not traded by contracts.
'10' Roll month 10
'11' Roll month 11
'12' Roll month 12
'A' Agent Identifies whether reporting counterparty has concluded contract own their own behalf or on behalf of a client.

'P'

'ACTI' For order status. Active.
'ACTX' Agency cross transaction flag Transactions where an investment firm has brought together two clients’ orders with the purchase and the sale conducted as one transaction and involving the same volume and price.
‘ACTX’ (RTS 1) Agency cross transactions flag Transactions where an investment firm has brought together clients’ orders with the purchase and the sale conducted as one transaction and involving the same volume and price.
'AGGR' Aggregated orders
'AGRE' Passive or aggressive indicator - Aggressive

'PASV'

'AGRI' Agricultural Agricultural

'ENVR’

'FRGT'

'FRTL’

'INDP'

'INFL'

'MCEX'

'METL’

'NRGY'

'PAPR'

'POLY'

'AIF' Alternative Investment Fund
'AIFD' AIF managed by AIFMs authorized or registered in accordance with Directive 2011/61/EU or a third-country entity which would require authorisation or registration in accordance with that legislative act
'ALGO' Algorithmic
‘ALGO’ Algorithmic transaction flag Transactions executed as a result of an investment firm engaging in algorithmic trading as defined in Article 4(1)(39) of Directive 2014/65/EU.
‘AMER’ American option type
'AMND' Amendment flag When a previously published transaction is amended.
‘AMND’ (RTS 1) Amendment flag When a previously published transaction is amended.
‘AOTC’ Any other trading capacity
'ARGM' Argus/McCloskey Argus/McCloskey final price type
‘ASIA’ Asian option type
'B' Buyer Buyer of contract

'S'

'BAPO' Basis points
'BENC' Benchmark transaction flag All kinds of volume weighted average price transactions and all other trades where the price is calculated over multiple time instances according to a given benchmark.
'BENC' (RTS 1) Benchmark transactions flag Transactions executed in reference to a price that is calculated over multiple time instances according to a given benchmark, such as volume-weighted average price or time-weighted average price.
‘BERM’ Bermudan option type
'BLTC' Baltic Baltic final price type
'BNDF' Bond Futures
'BOND' Bonds
‘BUYI’ Buy
'C' Central Counterparty
'CALL' Call option
‘CAME’ Cancelled at the initiative of the member or participant or client of the trading venue
‘CAMO’ Cancelled by market operations
'CANC' Cancellation flag When a previously published transaction is cancelled.
'CANC' (RTS 1) Cancellation flag When a previously published transaction is cancelled.
‘CASH' Cash settled
'CCPS' Central counterparty authorized in accordance with "Regulation (EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with that legislative act
'CDTI' Credit institution authorized in accordance with Directive 2013/36/EU or Regulation (EU) No 1024/2013 or a third country entity which would require authorisation or registration in accordance with that legislative act
'CERE' CER
'CFDS' CFD
‘CHME’ Change of status at the initiative of the Member/Participant/client of the trading venue
‘CHMO’ Change of status due to market operations
'CLC' Client Code

'LEI'

‘COAF’ Consecutive aggregation flag (post volume omission for sovereign debt instruments) Transactions for which limited details have been previously published in accordance with Article 11(1)(b) and for which the publication of several transactions in aggregated form for an indefinite period of time has consecutively been allowed in accordance with Article 11(2)(c). See also 'VOLW'.
'COMM' Commodity
'CRCK' Crack Used for "Crack Transaction Type"
'CRDT' Credit
'CRPB' Corporate Bond
'CSDS' Central securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which would require authorisation or registration in accordance with that legislative act
'CURR' Currency
'CVDB' Covered Bond
'CVTB' Convertible Bond
‘DATF’ Daily aggregated transaction flag Publication of daily aggregated transaction in accordance with Article 11(1)(a)(ii). See also 'FULA'.
'DAYS' Day

'MNTH'

'WEEK'

'YEAR'

‘DAYV’ Good-For-Day
‘DEAL’ Dealing on own account
'DECR' Decrease
'DERV' Derivative
'DIFF' Differential Used for "Differential Transaction Type"
'DLVB' Deliverable
'DUPL' Duplicative
'DUPL' (RTS 1) Duplicative trade reports flag When a transaction is reported to more than one APA in accordance with Article 17(1) of Commission Delegated Regulation (EU) on [DRSP RTS}
'EGRN' Evergreen
'EMAL' Emission Allowances
'ENVR’ Environmental Environmental

'AGRI'

'FRGT'

'FRTL’

'INDP'

'INFL'

'MCEX'

'METL’

'NRGY'

'PAPR'

'POLY'

'EQUI' Equity
'ERUE' ERU - for emissions derivatives
'ETCS' ETCs
'ETF' Exchange Traded Fund
'ETNS' ETNs
'ETSB' extendable
'EUAA' EUAA - for emissions derivatives
'EUAE' EUA
‘EURO' European
'EUSB' Sovereign Bond
'EXOF' Exchange Exchange final price type
‘EXPI’ Expired order
'F' Nature of reporting counterparty - Financial Counterparty

'N'

'FFAS' Forward Freight Agreements
'FFMC' FLOAT TO FLOAT MULTI-CURRENCY SWAPS
'FFSC' FLOAT TO FLOAT SINGLE-CURRENCY SWAPS
'FIKI' Fill-Or-Kill
'FILL' Filled
'FIRM' For order status. Firm quotes.
‘FOKV’ Fill-Or-Kill
'FONS' Futures on a swap
'FORW' Forward
'FRAS' Forward Rate Agreement
'FRGT' Freight Freight

'AGRI'

'ENVR’

'FRTL’

'INDP'

'INFL'

'MCEX'

'METL’

'PAPR'

'POLY'

'FRTL’ Fertilizer Fertilizer

'AGRI'

'ENVR’

'FRGT'

'INDP'

'INFL'

'MCEX'

'METL’

'NRGY'

'PAPR'

'POLY'

'FTEQ' Futures on an equity
‘FULA’ Full details flag Individual transactions for which aggregated details have been previously published in accordance with Article 11(1)(a)(ii). See also 'DATF'
'FULF' Full details flag Transaction for which limited details have been previously published in accordance with Article 11(1)(a)(i). See also 'LMTF'
'FULJ' Full details flag Individual transactions which have previously benefited from aggregated publication in accordance with Article 11(1)(c). See also 'FWAF'
'FULV' Full details flag Transaction for which limited details have been previously published in accordance with Article 11(1)(b) See also 'VOLO'.
'FUTR' Futures
‘FWAF’ Four weeks aggregation flag Publication of aggregated transactions in accordance with Article 11(1)(c). See also 'FULJ'.
'FWOS' Forwards on a swap
'FXCR' FX Cross Rate Used for "FX Type" - FX Cross Rates
'FXEM' FX Emerging Markets Used for "FX Type" - FX Emerging Markets
'FXMJ' FX Majors Used for "FX Type" - FX Majors
‘GADT’ Good After Specified Date and Time
‘GADV’ Good After Date
‘GAFD’ Good After Date
‘GAFT’ Good After Time
‘GASV’ ‘GASV’ – Good After Specified Date and Time
‘GATV' ‘GATV’ – Good After Time
'GBCL’ GlobalCOAL GlobalCOAL final price type
'GDAY' Good-For-Day
'GENE' General collateral
'GIVE' Collateral provider
'GTCA' Good-Till-Cancelled
‘GTCV’ ‘GTCV’ – Good-Till- Cancelled
‘GTDT’ Good-Till-Specified Date and Time
‘GTDV’ ‘GTDV’ – Good-Till-Date
‘GTHD’ Good-Till-Date
‘GTHT’ Good-Till-Time
‘GTSV’ ‘GTSV’ – Good-Till- Specified Date and Time
‘GTTV' ‘GTTV’ – Good-Till-Time
'IDAF' Indefinite aggregation flag Transactions for which the publication of several transactions in aggregated form for an indefinite period of time has been allowed in accordance with Article 11(1)(d).
'IFMC' INFLATION MULTI- CURRENCY SWAPS
'IFSC' INFLATION SINGLE- CURRENCY SWAPS
'IHSM' IHS McCloskey IHS McCloskey final price type
‘ILQD’ Illiquid instrument transaction flag Transactions executed under the deferral for instruments for which there is not a liquid market.
'ILQD' (RTS 1) Illiquid instrument transaction flag Transactions in illiquid instruments as determined in accordance with Articles 1 to 9 of Commission Delegated Regulation [MiFIR Level 2] executed on a systematic internaliser.
'IMPL' For order status. Implied strategy orders.
'INAC' For order status. Inctive.
'INCR' Increase
'INDI' For order status. Indicative quotes.
'INDP' Industrial products Industrial products

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INFL'

'MCEX'

'NRGY'

'PAPR'

'INFL' Inflation Inflation

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INDP'

'MCEX'

'METL’

'PAPR'

'INTC' Used to designate an aggregate client account within the investment firm in order to report a transfer into or out of that account with an associated allocation to the individual client(s) out of or into that account respectively (in a Transaction Report).
'INTR' Interest rate
'INUN' Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third-country entity which would require authorisation or registration in accordance with that legislative act
'INVF' Investment firm authorized in accordance with Directive 2014/65/EU or a third third-country entity which would require authorisation or registration in accordance with that legislative act
'INVG' Investment Grade code that classifies the credit risk

'NOTR'

'IOCA' Immediate-Or-Cancel
‘IOCV’ ‘IOCV’ – Immediate-Or- Cancel
'ISIN' ISIN-code, where ISIN is available
'JUND' Junior Debt Junior Debt. Used for "Seniority of the Bond".

'MZZD'

'SBOD'

'SNDB'

'LEI' Legal Entity Identifier

'CLC'

'LMTF' Limited details flag First report with publication of limited details in accordance with Article 11(1)(a)(i). See also 'FULF'
'LMTO' An order type classification. For "cases where the order is tradable". See also "STOP".

'STOP'

‘LRGS' Post-trade LIS transaction flag Transactions executed under the post-trade large in scale deferral.
'LRGS' (RTS 1) Post-trade large in scale transaction flag Transactions that are large in scale compared with normal market size for which deferred publication is permitted under Article 14.
'MCEX' Multi Commodity Exotic Multi Commodity Exotic

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INDP'

'INFL'

'METL’

'NRGY'

'PAPR'

'POLY'

'METL’ Metals Metals

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INFL'

'MCEX'

'NRGY'

'PAPR'

'POLY'

'MINI' Minis Minis
'MMF' Money Market Fund
'MMFT' Money Market Fund Registered money market fund
'MNTH' Month

'DAYS'

'WEEK'

'YEAR'

'MONE' Monetary value
‘MTCH’ Matched principal
'MZZD' Mezzanine Mezzanine (Used for "seniority of the bond")

'JUND'

'SBOD'

'SNDB'

'N' Non-financial counterparty

'F'

'NDLV' Non-deliverable
‘NEWO’ New order
'NEWT' New transaction
'NIVG' Non-investment grade Code that classifies the credit risk

'NOTR'

‘NLIQ’ ‘NLIQ’ - Negotiated (liquid)
‘NLIQ’ (RTS 1) Negotiated transaction in liquid financial instruments flag Transactions executed in accordance with Article 4(1)(b)(i) of Regulation (EU) No 600/2014.
'NOAP' Not Applicable Not Applicable
‘NOML’ ‘NOML’ - Nominal value
'NOTR' Non-rated Non-Rated

'INVG'

'NIVG'

'NPFT' Non-price forming transaction flag All types of transactions listed under Article 12 of this Regulation and which do not contribute to the price formation.
‘NPFT’ (RTS 1) Non-price forming transactions flag Transactions where the exchange of financial instruments is determined by factors other than the current market valuation of the financial instrument as listed under Article 13.
'NRGY' Energy Energy

'AGRI'

'ENVR’

'FRTL’

'INDP'

'MCEX'

'METL’

'PAPR'

'POLY'

'NTAV' Information not available
'O' Other
'OEPB' Other Public Bond
'OEST’ Official economic statistics Official economic statistics
‘OILQ’ ‘OILQ’ - Negotiated (illiquid)
‘OILQ’ (RTS 1) Negotiated transaction in illiquid financial instruments flag Transactions executed in accordance with Article 4(1)(b)(ii) of Regulation (EU) No 600/2014.
'OPEQ' Options on an equity
‘OPTL’ ‘OPTL’ - Optional for counterparty or when determined by a third party
'OPTN' Options
'ORIT' Outright Use for "Outright Transaction Type"
'ORPI' Institution for occupational retirement provision authorized or registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act
'OSMC' OIS MULTI-CURRENCY SWAPS
'OSSC' OIS SINGLE-CURRENCY SWAPS
'OTCT' OTC Used for "OTC Transaction Type"
'OTHC' Other C10 Other C10 ‘as defined in Table 10.1 Section 10 of Annex III to [RTS 2 on transparency requirements in respect of bonds, structured finance products, emission allowances and derivatives]
‘OTHR’ Other
'P' Principal Identifies whether reporting counterparty has concluded contract own their own behalf or on behalf of a client.

'A'

'PAPR' Paper Paper

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'INDP'

'INFL'

'MCEX'

'METL’

'NRGY'

'POLY'

‘PARF’ ‘PARF’ - Partially filled
'PASV' Passive or aggressive indicator - Passive

'AGRE'

'PERC' ‘PERC’ – Percentage
‘PHYS’ ‘PHYS’ - Physically settled
'PLAT' Platts Platts final price type
'PNAL' ‘PNAL'
'PNDG' Pending Pending - e.g. in case the price is not available
'POLY' Polypropylene Polypropylene

'AGRI'

'ENVR’

'FRGT'

'FRTL’

'MCEX'

'METL’

'NRGY'

'PAPR'

'PRBP' Price return basic performance parameter
'PRDV' Parameter return dividend
‘PRIC’ ‘PRIC’ - Negotiated (conditions)
‘PRIC’ (RTS 1) Negotiated transaction subject to conditions other than the current market price flag Transactions executed in accordance with Article 4(1)(b)(iii) of Regulation (EU) No 600/2014 and as set out in Article 6.
'PRVA' Parameter return variance
'PRVO' Parameter return volatility
'PSTN' Position Position
'PSWP' Portfolio Swaps
'PUTO' Put option
'REIN' Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third-country entity which would require authorisation or registration in accordance with that legislative act
'REIT' Real Estate Investment Trust
‘REMA’ ‘REMA’ - Replaced by market operations (automatic)
‘REME’ ‘REME’ - Replaced by the member or participant or client of the trading venue
‘REMH’ ‘REMH’ - Replaced by market operations (human intervention)
'REMO' ‘REMO’ - Rejected order
'RFPT' Reference price
'RFPT’ 'RFPT’ - Reference price
'RFPT' (RTS 1) Reference price transaction flag Transactions which are executed under systems operating in accordance with Article 4(1)(a) of Regulation (EU) No 600/2014.
'ROUT' For order status. Routed orders.
'RPRI' Price improvement
‘RPRI’ Transactions which have received price improvement flag Transactions executed on a systematic internaliser with a price improvement in accordance with Article 15(2) of Regulation (EU) No 600/2014.
'S' Seller Seller of contract

'B'

'SBOD' Subordinated Debt Subordinated Debt (Used for "seniority of the bond")

'JUND'

'MZZD'

'SNDB'

'SDIV' Special dividend
‘SDIV’ Special dividend transaction flag Transactions that are either: executed during the ex-dividend period where the dividend or other form of distribution accrues to the buyer instead of the seller; or executed during the cum-dividend period where the dividend or other form of distribution accrues to the seller instead of the buyer.
'SDRV' Securitised derivatives
'SECU' Securities
‘SELL’ ‘SELL’ – sell or ‘SELL’ - No short sale (when used in context of "Short selling indicator")
'SESH' Short sale with no exemption
‘SESR’ ‘SESR’ – Good For Closing Price Crossing Session
'SFPS' Structured Finance Products (SFPs)
'SICA' securities financial collateral arrangement

'TTCA'

'SINT' Use SINT for financial instrument submitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser.
'SIUR' securities financial with the right of use

'TTCA'

‘SIZE’ Post-trade SSTI transaction flag Transactions executed under the post-trade size specific to the instrument deferral.
'SIZE' (RTS 1) Transaction above the standard market size flag Transactions executed on a systematic internaliser where the size of the incoming order was above the standard market size as determined in accordance with Article 11.
'SNDB' Senior Debt Senior Debt

'JUND'

'MZZD'

'SBOD'

'SPDB' Spread betting
'SPEC' Specific collateral
‘SSEX’ ‘SSEX’ - Short sale with exemption
‘SSHO’ ‘SSHO’ - Short sale with no exemption
'STOP' An order type classification. For cases where the order becomes tradable only upon the realisation of a pre-determined price event.

'LMTO'

'SWAP' Swaps
'SWPT' Swaptions
'TAKE' Collateral taker
'TAPO' TAPOS TAPOS
'TCTN' Transaction Transaction
'TNCP' Not contributing to the price discovery process
‘TNCP’ (RTS 1) Transactions not contributing to the price discovery process Transaction not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014 and as set out in Article 2.
'TOCD' Tonnes of carbon dioxide
'TPAC' Package transaction flag Package transactions which are not exchange for physicals as defined in Article 1.
‘TRIG’ ‘TRIG’ – Triggered
'TTCA' Title Transfer Capital Arrangement

'SICA'

'SIUR'

'UCIT' UCITS and its management company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require authorisation or registration in accordance with that legislative act
‘UNIT’ ‘UNIT’ - Number of units
‘VFAR’ ‘VFAR’ – Valid For Auction
‘VFCR’ ‘VFCR’ – Valid For Continuous Trading only
'VOLO' Volume omission flag Transaction for which limited details are published in accordance with Article 11(1)(b). See also 'FULV'
‘VOLW’ Volume omission flag Transaction for which limited are published in accordance with Article 11(1)(b) and for which the publication of several transactions in aggregated form for an indefinite period of time will be consecutively allowed in accordance with Article 11(2)(c). See also 'COAF'
'WEEK' Week

'DAYS'

'MNTH'

'YEAR'

'XFMC' FIXED TO FLOAT MULTI-CURRENCY SWAPS
'XFPH' Exchange for physicals transaction flag Exchange for physicals as defined in Article 1
'XFSC' FIXED TO FLOAT SINGLE-CURRENCY SWAPS
'XOFF' Use MIC code ‘XOFF’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue or systematic internaliser or organised trading platform outside of the Union.
'XXMC' FIXED TO FIXED MULTI- CURRENCY SWAPS
'XXSC' FIXED TO FIXED SINGLE-CURRENCY SWAPS
'YEAR' Year

'DAYS'

'MNTH'

'WEEK'

'YIEL' Yield