Description
Type: int
Type of regulatory report.
Valid values:
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0 = Real-time (RT)
Report of data relating to a regulated transaction including price and volume that is to be disseminated publicly. 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.
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1 = Primary economic terms (PET)
Report to regulators of the full terms of a regulated transaction included in the legal confirmation.
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2 = Snapshot
Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction.
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3 = Confirmation
Report from a clearing organization of a cleared regulated transaction.
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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.
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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.
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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.
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7 = Post-trade valuation
Periodic report of the ongoing mark-to-market value of a regulated transaction.
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8 = Verification
Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository.
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9 = Post-trade event
Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting.
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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).
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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".
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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".
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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".
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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".
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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".
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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".
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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".
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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".
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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".
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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".
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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".
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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.
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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.
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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.
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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.
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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.
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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.
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28 = New transaction
In the context of EU SFTR reporting this corresponds to "action type" "NEWT".
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29 = Transaction correction
In the context of EU SFTR reporting this corresponds to "action type" "CORR".
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30 = Transaction modification
In the context of EU SFTR reporting this corresponds to "action type" "MODI".
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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).
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32 = Margin update
In the context of EU SFTR reporting this corresponds to "action type" "MARU".
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33 = Transaction reported in error
In the context of EU SFTR reporting this corresponds to "action type" "ERROR".
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34 = Termination / Early termination
In the context of EU SFTR reporting this corresponds to "action type" "ETRM".