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.

Snapshot

Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction.

Combination of RT and PET

A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction.

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.

Verification

Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository.

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to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade).

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.

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.

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.

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.

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.

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.

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.

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.

New transaction

In the context of EU SFTR reporting this corresponds to action type NEWT.

Transaction modification

In the context of EU SFTR reporting this corresponds to action type MODI.

Margin update

In the context of EU SFTR reporting this corresponds to action type MARU.

Termination / Early termination

In the context of EU SFTR reporting this corresponds to action type ETRM.