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Codification Tables PREDEFINED VALUES

MEFF S/MART v9.50

28 November 2013

The information contained in this document is subject to modification without notice. Unless otherwise indicated, the companies, names and data used in the examples are fictitious. No part of this document may be reproduced or transmitted in any form or by any means, be it electronic or otherwise, for any reason without written permission.

© 2013 MEFF. All rights reserved

Codification Tables - Predefined Values

i

Contents

1. Codification Tables ........................................................................................................................ 1 Table 1: Currency Codes ................................................................................................................................ 1 Table 2: Asset Types ...................................................................................................................................... 1 Table 3: Required margin types ...................................................................................................................... 1 Table 4: Cash Movement Concepts ................................................................................................................ 2 Table 5: Payment Methods ............................................................................................................................. 2 Table 6: Methods of Posting Margins .............................................................................................................. 2 Table 7: Destination of Margins ...................................................................................................................... 3 Table 8: Give Up Status .................................................................................................................................. 3 Table 9: Order Types ...................................................................................................................................... 3 Table 10: Order Status .................................................................................................................................... 4 Table 11: Order. Reason for Cancellation ....................................................................................................... 4 Table 12: Order Types in FIX .......................................................................................................................... 5 Table 13: Time in Force in FIX ........................................................................................................................ 5 Table 14: Participant entity types .................................................................................................................... 5 Table 15: Central Securities Depositories Codes ............................................................................................ 6 Table 16: CFICode .......................................................................................................................................... 6 Table 17: Markets and Trading Contract Group Codes .................................................................................. 9 Table 18: Central Counterparty and Clearing Contract Group Codes ............................................................. 9 Table 19: MEFF Trade Types ......................................................................................................................... 9 Table 20: Contract Subgroups ...................................................................................................................... 11 Table 21: Underlying Assets ......................................................................................................................... 14 Table 22: Orders: Action type ....................................................................................................................... 17 Table 23: Fee Groups ................................................................................................................................... 17 Table 24: Fee Types ..................................................................................................................................... 18 Table 25: Person Types ................................................................................................................................ 19 Table 26: Prearranged Trades – Reject reason ............................................................................................ 19 Table 27: Prearranged trades - Status .......................................................................................................... 20 Table 28: Product families............................................................................................................................. 20 Tabla 29: Action types for a trader ................................................................................................................ 21


28 November 2013 © MEFF 2013 1

1. Codification Tables

Table 1: Currency Codes

The currency codes used are those defined by ISO-4217. The current values can be consulted at the following site:

http://www.xe.com/iso4217.htm

For instance:

Code Concept

EUR Euro

Table 2: Asset Types

Code Concept

ACE Spanish shares

BON Government Bonds (up to 5 years)

CSH Cash

CUP Segregated Coupon on Government Bonds

EBN Bonds Euro zone

EST Stocks Euro zone

LET Treasury Notes

NDP Segregated Principal on Government Bonds

OBL Government Bonds (long term)

Table 3: Required margin types

Value Description

DFC Default Fund Contribution

DFST Individual Guarantee for fulfillment of Stress Test criteria related to the Default Fund

DRP Shareholders’ Equity Deficit

LIM Margin due to Risk Limits (the highest amount amongst the Margin Call Limit, the end-of-session Intra-day risk limit, the Shareholders’ Equity Deficit and the Register Margin)

LRI Intra-day risk limit

MC Extraordinary margins due to Margin Call

OTH Other extraordinary margins

PM Position margin to be pledge by the clearing member (not covered by pledges owned by account holders or non-clearing members).

RM Register margin

STR Margin Call Limit





Table 4: Cash Movement Concepts

Code Concept

01 Initial margin

02 Other margins

03 Variation Margin

04 Daily fees

05 Premiums

06 Invoicing

07 Non-Periodic interests

08 Open Position fee

09 Monthly Minimun Fee Adjustment

10 Daily trading fees

11 Daily clearing fees

80 Monthly Interest Payment (Euro Services)

96 - 99 Other concepts

Table 5: Payment Methods

Code Concept

01 Multilateral in Bank of Spain

02 Funds transfer order

99 Other payment method

Table 6: Methods of Posting Margins

Code Concept

C Cash

I Pledge in a CSD

P Pledge in IBERCLEAR

R Repo

T Transfer of securities

A Bank guarantee



Table 7: Destination of Margins

Code Concept

GD Initial margin

GE Extraordinary margin

GG General Margin

GI General Guarantee

Table 8: Give Up Status

Code Concept Visible for Clearing Member

A Accepted by Clearing Member Yes

C Cancelled by Executing Broker No

H Non valid request Yes

L Rejected by Clearing Member Yes

N Accepted by Clearing Broker Yes

P Pending No

R Rejected by Clearing Broker No

S Cancelled by central system Yes

X Rejected request Yes

Table 9: Order Types

Code Concept MEFF Eurex

AT Attack X X

L Limit X X

LI Immediate limit X X

M Market X X

MM Market Maker X X

Q Quote X -

Sa Stop at rise - X

Sb Stop at fall - X

Sla Stop limit at rise X -

Slb Stop limit at fall X -

Sub Auction order price X -

TN Fill or kill X -



Table 10: Order Status

Code Concept

AA Cancelled automatically (Immediate limit, fill or kill, attack)

AD Cancelled by disconnection

AE Cancelled and partially executed

AO Cancelled by trader

E Executed

P Pending

PE Partially pending (part of volume executed)

PN Pending confirmation

PS Stop order pending trigger

R Rejected

Table 11: Order. Reason for Cancellation

Code Concept

Adm By administrator

Auc Auction

Dab Delta protection: Maximum absolute delta

Dat Date incorrect

Des By disconnection

Dmx Delta protection: maximum accumulated delta

Dnc Delta protection: number of contracts

Eje By execution

Err By error

HFT Maximum number of contracts matched

IdE Not valid QuoteID or ClOrdID

ITL Intraday futures trading limit

Kbt Kill Button

Lim By limits

Liq Clearing member status

Mer Changes in market status

NEj Not executed immediately

Ope By trader

Otr Others

Par Criteria for Quote order do not exist

Per By permissions

Pre Price incorrect

PrF Price filters



Sco Contract status

Sme Cancelled by market status

Sus Quote cancelled by substitution

Val By end of validity of the order

Vig By end of validity of the contract

Vlt By volatility auction filters

VoF Volume filters

Table 12: Order Types in FIX

Code Concept

1 Market

2 Limit

3 Stop

4 Stop Limit

Table 13: Time in Force in FIX

Code Concept

0 Day (default value)

2 At the Opening (OPG)

3 Immediate or Cancel (IOC)

4 Fill or Kill (FOK)

Table 14: Participant entity types

Code Concept

C Custodian

L Clearing

N Trading



Table 15: Central Securities Depositories Codes

Code Concept

0 N/A

1 IBERCLEAR

2 CLEARSTREAM

3 EUROCLEAR

4 DECEVAL

5 DCV

6 CUD

Table 16: CFICode

Index

CFICode Description

FFICSX Standard financial future on an index. Cash settlement

FFICNX Non-standardized financial future on an index. Cash settlement

FMICXX Time spread of a future on an index. Cash settlement

OCEICS Standardized European call option on an index. Cash settlement

OCEICN Non-standardized European call option on an index. Cash settlement

OPEICS Standardized European put option on an index. Cash settlement

OPEICN Non-standardized European put option on an index. Cash settlement

MMMXXX Referential instrument on an index (external contract)

MRIXXX Referential instrument

Stocks

CFICode Description

FFSPSX Standardized financial future on stocks. Physical delivery

FFSPNX Non-standardized financial future on stocks. Physical delivery

FFSCSX Standardized financial future on stocks. Cash settlement

FFSCNX Non-standardized financial future on stocks. Cash settlement

FFMCSX Standardized financial future on others (dividend). Cash settlement

FFMCNX Non-standardized financial future on others (dividend). Cash settlement

FMSPXX Time spread of a future on stocks with physical deliveryº

FMSCXX Time spread of a future on stocks with cash settlement

FMMCXX Time spread of a future on others (dividend). Cash settlement

FMSXXX Facility on futures on stocks

OCASPS Standardized American call option on stocks. Physical delivery



OCASPN Non-standardized American call option on stocks. Physical delivery

OPASPS Standardized American put option on stocks. Physical delivery

OPASPN Non-standardized American put option on stocks. Physical delivery

OCESPS Standardized European call option on stocks. Physical delivery

OCESPN Non-standardized European call option on stocks. Physical delivery

OPESPS Standardized European put option on stocks. Physical delivery

OPESPN Non-standardized European put option on stocks. Physical delivery

OCESCS Standardized European call option on stocks. Cash settlement

OCESCN Non-standardized European call option on stocks. Cash settlement

OPESCS Standardized European put option on stocks. Cash settlement

OPESCN Non-standardized European put option on stocks. Cash settlement

MRSXXX Referential instrument for stocks derivatives (external contract)

ESXXXX ESXXXA

Stocks (cash)

MRIXXX Referential instrument

Fixed Income

CFICode Description

FFDPSX Standardized financial future on fixed income. Physical delivery

FFDCSX Standardized financial future on fixed income. Cash settlement

FMDPXX Time-spread of futures on fixed income. Physical delivery

OCEDPS Standardized European call option on fixed income. Physical delivery

OPEDPS Standardized European put option on fixed income. Physical delivery

OCEDPN Non-standardized European call option on fixed income. Physical delivery

OPEDPN Non-standardized European put option on fixed income. Physical delivery

OCEDCS Standardized European call option on fixed income. Cash settlement

OPEDCS Standardized European put option on fixed income. Cash settlement

OCEDCN Non-standardized European call option on fixed income. Cash settlement

OPEDCN Non-standardized European put option on fixed income. Cash settlement

Currencies

CFICode Description

FFCCSX Standardized financial future on currencies. Cash settlement

OCECCS Standardized European call option on currencies. Cash settlement

OPECCS Standardized European put option on currencies. Cash settlement



Commodities

CFICode Description

FCAPSX Standardized future on agricultural commodities. Physical delivery

FMAPXX Time-spread of futures on agricultural commodities. Physical delivery

MRTXXX Commodities

Energy

CFICode Description

FCECSY Standardized Yearly future on energy. Cash settlement.

FCECSQ Standardized Quarterly future on energy. Cash settlement

FCECSM Standardized Monthly future on energy. Cash settlement

FCECSK Standardized full weeK future on energy (Mon-Sun). Cash settlement

FCECSB Standardized weekly working days future on energy (Mon-Fri). Cash

settlement.

FCECSE Standardized week-End future on energy (Sat-Sun). Cash settlement.

SCECSY Standardized Yearly swap on energy. Cash settlement

SCECSQ Standardized Quarterly swap on energy. Cash settlement.

SCECSM Standardized Monthly swap on energy. Cash settlement

SCECSK Full weeK Energy Swap Contract (Mon-Sun). Cash settlement.

SCECSB Weekly working days Energy Swap Contract (Mon-Fri). Cash settlement

SCECSE Week-End Energy Swap Contract (Sat-Sun). Cash settlement

SCECSD Daily Energy Swap Contract. Cash settlement

Government Debt

CFICode Description

DBFTFR Government Bonds (long term)

DBFTPR Government Bonds (perpetual)

DTFTFR Government Bonds (up to 5 years)

DYZTXR Treasury Notes

MMFDXX Forward on Government Debt

For further information see appendix 6-D “CFICode Usage – ISO 10962 Classification of Financial Instrument (CFI Code)” of the document “Financial Information Exchange Protocol (FIX) version 4.4 with errata 20030618”. (http://www.fixprotocol.org/specifications/fix4.4spec)

http://www.fixprotocol.org/specifications/fix4.4spec



Table 17: Markets and Trading Contract Group Codes

Code Description

M3 MEFF Financial Contract Group

G1 EUREX

M7 MEFF Energy Contract Group

M8 MEFF Government Debt Contract Group

Table 18: Central Counterparty and Clearing Contract Group Codes

Code Description

C2 MEFF Financial Contract Group

C5 EUREX

C7 MEFF Energy Contract Group

CM MEFF CCP

C8 MEFF Government Debt Contract Group

Table 19: MEFF Trade Types

The current trade types on a Market or Clearing House are informed daily in the corresponding raw data file that can be generated from a MEFF workstation.

MEFF – Financial and Energy

Trade Type

Description

Trading

Clearing

A Cross trade out of trading hours X X

C1 Corporate Action X

D Transfer from daily account X

E Options exercise X

G Give-up Trade X

H Cross trade during trading hours X X

J Trades at the Average price X

L Delta X X

M Market X X

P Position adjustment X

R Rollover X

S Trade associated with rollover X X

T Trade transfer X

V Expiration X

1 It will be communicated by circular the date when it is effective from


28 November 2013 © MEFF 2013 10

Trade Type

Description

Trading

Clearing

X Countertrade X

Y Cancel countertrade X

Z Position transfer X

MEFF - Government Debt

Trade Type

Description

Trading

Clearing


G Give-up Trade X

H Simple trade register X X


T Trade transfer X

V Expiration X

X Countertrade X



1 First leg register X X

2 Second leg register X X

B Settlement X

EUREX

Trade Type

Description

Trading Clearing


F Basis Trade X X

G Give-up Trade X

I Give-Out X X

K Give-In X X

M Market X X


R Rollover X

S Trade associated with rollover X X

T Trade transfer X

V Expiration X

X Countertrade X




28 November 2013 © MEFF 2013 11

Table 20: Contract Subgroups

The contract subgroups current on an environement are informed daily in the corresponding raw data file that can be generated from a MEFF workstation

MEFF FINANCIAL CONTRACT SUBGROUP

02 BONO 10

20 MINI IBEX

21 IBEX

23 BBVA

24 ABERTIS

25 ENDESA

27 IBERDROLA

28 SCH

30 REPSOL

31 TELEFONICA

33 ACERINOX

34 BANCO POPULAR

35 BANKINTER

37 GAS NATURAL

38 INDRA

41 AMADEUS

43 INDITEX

45 ACS

46 B.SABADELL

48 ACCIONA

49 METROVACESA

50 SACYR VALLE

51 FCC

52 ENAGAS

53 RED ELECTRICA

54 GAMESA

56 MEDIASET

57 MAPFRE

58 ANTENA 3TV

59 FADESA

61 BANESTO

65 NH HOTELES

67 BME


28 November 2013 © MEFF 2013 12


68 GRIFOLS

69 ABENGOA

72 ARCELORMITTAL

73 TÉCNICAS REUNIDAS

74 OBRASCÓN HUARTE

75 FERROVIAL

76 EBRO FOODS

78 IAG

80 CAIXABANK

81 BANKIA

82 DIA

83 ABENGOA BASKET

84 ABENGOA B

85 VISCOFAN

86 JAZZTEL

99 IBEX IMPACTO DIV

AA AXA

AE AEGON

AH AHOLD

AI ALLIED IRISH BANK

AL ALCATEL

AQ AIR LIQUID

AR ASSICURAZIONI GENERALI

AZ ALLIANZ

BA BASF

BN BNP PARIBAS

BY BAYER

CA CARREFOUR SUPER.

CR CREDIT AGRICOLE

DA DANONE

DB DEUTSCH BANK

DC DAIMLER CHRYSLER

DT DEUTSCHE TELEKOM

EI ENI

EL ENEL

EO E.ON

FO FORTIS

FT FRANCE TELECOM

GS SOCIETE GENERALE


28 November 2013 © MEFF 2013 13


IN ING

IS INTESA SANPAOLO

LA LAFARGE

LV LVMH

LY SUEZ

MU MUENCHENER RUECK

NO NOKIA

OR L’OREAL

PH PHILIPS

RN RENAULT

RW RWE

SA SANOFI-AVENTIS

SI SIEMENS

SO SAiNT GOBAIN

SP SAP

TI TELECOM ITALIA

TO TOTAL

UI UNICREDITO

UV UNILEVER

VI VIVENDI

D1 TEF DIVIDENDOS

D2 SAN DIVIDENDOS

D3 BBVA DIVIDENDOS

D4 REP DIVIDENDOS

D5 IBE DIVIDENDOS

D6 ITX DIVIDENDOS

MEFF – ENERGY CONTRACT SUBGROUP

01 FUTURE BASE MIBEL

02 SWAP BASE MIBEL

11 FUTURE PEAK MIBEL

12 SWAP PEAK MIBEL

MEFF – GOVERNMENT DEBT CONTRACT SUBGROUP

For contracts on government debt, the data for this table has to be obtained from files TCONTRGRP.

EUREX

10 SCHATZ


28 November 2013 © MEFF 2013 14

EUREX

20 BOBL

30 BUND

40 BUXL

50 DAX

60 EURO BTP

80 EURO OAT

90 STOXX 50

91 EUROSTOXX 50

Table 21: Underlying Assets


ABENGOA ABG

ABENGOA BASKET ABZ

ABENGOA B ABG.P

ABERTIS ABE

ACCIONA ANA

ACERINOX ACX

ACS ACS

AEGON AEG

AHOLD AHL

AIR LIQUID AIR

ALCATEL ALU

ALLIANZ ALV

ALLIED IRISH BANK ALB

AMADEUS AMS

ANTENA 3TV A3M

ARCELORMITTAL MTS

ASSICURAZIONI GENERALI ASI

AXA AXA

B.SABADELL SAB

BANCO POPULAR POP

BANESTO BTO

BANKIA BKIA

BANKINTER BKT

BASF BAS

BAYER BAY

BBVA BBVA

BBVA DIVIDEND BBVD


28 November 2013 © MEFF 2013 15


BME BME

BNP PARIBAS BNP

BONO 10 B10

CAIXABANK CABK

CARREFOUR SUPER. CAR

CREDIT AGRICOLE CAG

DAIMLER CHRYSLER DCX

DANONE DAN

DEUTSCH BANK DBK

DEUTSCHE TELEKOM DTE

DIA DIA

E.ON EON

EBRO FOODS EBRO

ENAGAS ENG

ENDESA ELE

ENEL ENE

ENI ENI

FADESA FAD

FCC FCC

FERROVIAL FER

FORTIS FOR

FRANCE TELECOM FTE

GAMESA GAM

GAS NATURAL GAS

GRIFOLS GRF

IAG IAG

JAZZTEL JAZ

IBE DIVIDEND IBED

IBERDROLA IBE

IBEX FIE

IBEX IMPACTO DIV IBH

IBEX MINI FIE In Fix the underlying asset is FIEM.

INDITEX ITX

INDRA IDR

ING ING

INTESA SANPAOLO SPI

ITX DIVIDEND ITXD

L’OREAL ORE

LAFARGE LAF


28 November 2013 © MEFF 2013 16


LVMH LVM

MAPFRE MAP

MEDASET TL5

METROVACESA MVC

MUENCHENER RUECK MUV

NH HOTELES NHH

NOKIA NOK

OBRASCÓN HUARTE OHL

PHILIPS PHG

RED ELECTRICA REE

RENAULT REN

REP DIVIDEND REPD

REPSOL REP

RWE RWE

SACYR VALLE SYV SCYR

SAiNT GOBAIN SGO

SAN DIVIDEND SAND

SANOFI-AVENTIS SAS

SAP SAP

SCH SAN

SIEMENS SIE

SOCIETE GENERALE SOG

SUEZ LYO

TÉCNICAS REUNIDAS TRE

TEF DIVIDEND TEFD

TELECOM ITALIA TLI

TELEFONICA TEF

TOTAL TOT

UNICREDITO CRD

UNILEVER UNC

VISCOFAN VIS

VIVENDI VIV

MEFF – ENERGY CONTRACT SUBGROUP

FUTURE BASE MIBEL MIBFTB

SWAP BASE MIBEL MIBSWB

FUTURE PEAK MIBEL MIBFTP

SWAP PEAK MIBEL MIBSWP


28 November 2013 © MEFF 2013 17

MEFF – GOVERNMENT DEBT CONTRACT SUBGROUP

For contracts on government debt, the data for this table has to be obtained from files TCONTRGRP.

EUREX

BOBL FGBM

BUND FGBL

BUXL FGBX

DAX FDX

EURO BTP FBTP

EURO OAT FOAT

EUROSTOXX 50 STXE

SCHATZ FGBS

STOXX 50 STXX

Table 22: Orders: Action type

Code Description

AN Order cancel request

CA Order cancel confirmation

CO Order request confirmation

DS Stop order triggered

MO Order modification request

OE Executed order

OM Order modification confirmation

OR New order

RA Order cancel rejection

RM Order modification rejection

RJ Request rejection (new)

Table 23: Fee Groups

Code Description

00 Fee group not associated to trades

01 IBEX Futures – General fee

02 IBEX Futures – Members’ own account

03 IBEX Mini Futures – General fee

04 IBEX Mini Futures – Members’ own account

05 IBEX Options – General fee


28 November 2013 © MEFF 2013 18

Code Description

06 IBEX Options – Members’ own account

07 Spanish Single Stock Futures – General Fee

08 Spanish Single Stock Futures – Members’ own account

09 Spanish Single Stock Futures – Market Makers

10 Equity Options – General Fee

11 Equity Options – Members’ own account

12 Equity Options – Market Makers

13 European Single Stock Futures– General Fee

14 European Single Stock Futures– Members’ own account

15 European Single Stock Futures– Market Makers

16 IBEX Futures impact DIV – General fee

17 IBEX Futures Impact DIV – Members’ own account

18 Dividend Stock Futures – General Fee

19 Dividend Stock Futures – Members’ Own Account

20 Dividend Stock Futures – Market Makers

21 IBEX Futures impact DIV – Market Makers

50 Bond Futures and Options – General fee

51 Bond Futures and Options – Members’ own account

52 Bond Futures and Options – Market Makers

G1 Dividend Stock Futures – Fee A - General

P1 Dividend Stock Futures – Fee A - Members’ Own Account

G2 Dividend Stock Futures – Fee B - General

P2 Dividend Stock Futures – Fee B - Members’ Own Account

G3 Dividend Stock Futures – Fee C - General

P3 Dividend Stock Futures – Fee C - Members’ Own Account

G4 Dividend Stock Futures – Fee D - General

P4 Dividend Stock Futures – Fee D - Members’ Own Account

G5 Dividend Stock Futures – Fee E - General

P5 Dividend Stock Futures – Fee E - Members’ Own Account

E1 Energy contracts – General fee A

E2 Energy contracts – General fee B

D1 Government Debt contracts – Fee per contract

T1 Government Debt contracts – Tranche 1



99 Exempt fee trades

Table 24: Fee Types


28 November 2013 © MEFF 2013 19

Code Description

1 Trading, Register and Clearing

2 Expiration

3 Requested exercises

4 Assignments of exercises

5 Clearing department management

6 Position adjustment

7 Trading and Clearing (repos)

Table 25: Person Types

Code Description

AV Investment Service Company (agency)

B Banks

CA Savings Bank

CL Clients

CS Insurance Company

EF Other Financial Companies

FI Investment Funds

FP Pension Fund

OT Others

PJ Other legal entities

SV Investment Service Company (agency and principal)

Table 26: Prearranged Trades – Reject reason

Value Description

1 Invalid party information

2 Unknown instrument

3 Unauthorized to report trades

4 Invalid trade type

5 Contract code already in use, parameters not compatible

6 System parameters don’t support the requested new contract

4000 Incorrect TransactId

4001 Invalid volume

4002 Invalid price

4003 Contract inactive

4004 Member inactive


28 November 2013 © MEFF 2013 20

Value Description

4005 Account inactive

4006 Not valit request

4007 Incorrect side

4008 Incorrect account

4010 Incorrect gross amount

4012 Insufficient volume not to publish

Table 27: Prearranged trades - Status

Value Description

0 Awaiting approval by both sides (buyer and seller)

1 Awaiting approval by the sell side

2 Awaiting approval by the buy side

3 Awaiting approval by the Market Supervision

4 Cancelled

5 Rejected by the sell side

6 Rejected by the buy side

7 Rejected by Market Supervision

8 Accepted

9 Registered

A Cancelled by the system

B Rejected by the system

Table 28: Product families

Value Description

FBONO BONO E10 Futures

TBONO BONO E10 Time-spread

FIBX Futures IBEX 35

TIBX Time-spread IBEX 35

OIBXM Options MINI IBEX 35

FIBXM Futures MINI IBEX 35

TIBXM Time-spread MINI IBEX 35

OSTCK Single Stock Options

FSTCK Single Stock Futures

TSTCK Single Stock Time-spread

FIBXD Futures Ibex impacto Div

TIBXD Time-spread Ibex impacto Div

FSTCD Futures on Stock Dividends

TSTCD Time-spread on Stock Dividends

FENGY Fut.Energy Annual


28 November 2013 © MEFF 2013 21

FENGQ Fut.Energy Quarterly

FENGM Fut.Energy Monthly

FENGW Fut.Energy Weekly

SENGY Swaps Energy Annual

SENGQ Swaps Energy Quarterly

SENGM Swaps Energy Monthly

SENGW Swaps Energy Weekly

SENGD Swaps Energy Daily

FDEBT Debt Forwards

FEXRF Eurex Fix Income Futures

TEXRF Eurex Fix Income Time-spread

FEXI Eurex Index Futures

TEXI Eurex Index Time-spread

Tabla 29: Action types for a trader

Action Description

1 Order management

2 RFQs

3 Filter management for a Clearing Member

4 Filter management for a Trading Member

5 Cross trades management

6 Quote management

8 Cross trades acceptance

10 Kill Button (Clearing Member)

12 Kill Button (Trading Member)

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