omgeo tradesuite id input/output information

TradeSuite ID Input/Output Information

TRADESUITE ID

INPUT/OUTPUT INFORMATION

VERSION 8.0.5MARCH 21, 2018

Copyright 2018 DTCC. All rights reserved.Thiswork(including,withoutlimitation,alltext,images,logos,compilationanddesign)isproprietaryandprotectedbycopyright,andisfortheexclusiveuseofusersauthorizedbyDTCC.IfthisworkisreceivedfromDTCCinanyelectronicmedium,authorizedusersofthisworkaregrantedalimited,non-exclusive,non-transferable,non-sublicensableandfreelyrevocablelicensetomakereproductionsandtransmissionsnecessaryfordownloadingandstorageofthisworkontheusers'computersandtoprintoneormorepapercopiesfromtheelectronicversionfortheirownuse.Otherthantothislimitedextent,nopartofthiswork(includinganypapercopiesthereoforprintversionsthereof)maybeprinted,copied,altered,modified,posted,reproduced,displayed,published,sold,licensed,usedordistributed(includingbytransmission)inanyformorbyanymeans,orstoredinanyinformationstorageandretrievalsystem,withoutDTCC'spriorwrittenpermission.Allproductorservicenamesarethepropertyoftheirrespectiveowners.TheservicesdescribedhereinareprovidedundertheDTCCbrandnamebycertainaffiliatesofTheDepositoryTrust&ClearingCorporation("DTCC").DTCCitselfdoesnotprovidesuchservices.Eachofaffiliatesisaseparatelegalentity,subjecttothelawsandregulationsoftheparticularcountryorcountriesinwhichsuchentityoperates.Pleaseseewww.dtcc.comformoreinformationonDTCC,itsaffiliatesandtheservicestheyoffer.Publication Code:TS206Service:TradeSuiteIDTitle:Input/OutputInformation

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TABLE OF CONTENTS

1. Preface 5

Audience 5

ChangesinThisVersion 5

RelatedDocumentsandTraining 6

Questions? 6

2. Input/Output Information Codes 7

Introduction 7

ISOCountryCodes 7

ISOCurrencyCodes 13

MarketCodesandAbbreviations 19

Index(Benchmark)Codes 22

SettlementLocationCodes 23

CancellationReasonCodes 30

IneligibleConfirmationCodes 35

InteractiveFormatInputtoEODFormatOutputCodeConversion 38

Mortgage-BackedSecuritiesSpecificationCodes 39

MoodysConversionCodesandRatings 40

Standard&PoorsConversionCodesandRatings 41

SecurityNumberingSystems 43

ExpandedSecurityTypes 44

TransactionTypes 47

InteractiveFields 48

3. Processing Procedures 49

Computer-to-ComputerFacility(CCF) 49

BlockSpecification 49

MessagePrefixSpecification 50

MessageQuerying(MQ) 50

Codes 50

TradeInputCodes 51

4. Additional Notes 71

ProcessingNotes 71

AffirmingPartyIndicator 71

PaymentMethodIndicator 71

PriceConversion 71

InterestedParties 71

InterestedPartiesDerivedFromALERT 71

New-FormatInput 72

OutputLocations 72

SettlementLocationofDTCorBRC 72

SettlementLocationofNFS 72

AllOtherSettlementLocations 73

A. Security Numbering System Formats 74

EfficiencyofChecking 74

ISINDefinition 74

ComputingCheck-Digits 75

ISINModulus10Double-Add-DoubleCheck-Digit 75

CUSIPModulus10Double-Add-DoubleCheck-Digit 76

NotesoftheCUSIPandISINComputations 77

SEDOLSecuritiesIdentifierCheck-Digit 78

Format 78

SignificanceoftheSeriesDigit 78

CheckingaNumber 80

DerivingaCheck-Digit 81

Preface 5

1. PREFACEThisdocumentdescribestheinputandoutputinformationrequiredfortheTradeSuiteIDservice.

AudienceThisdocumentisforinformationtechnologyprofessionalswhoareresponsibleforworkingwiththeIDinputandoutput.

Changes in This VersionTradeSuite ID 8.05 (new changes)TheSecuritiesandExchangeCommission(SEC)approvedamendmentstoFINRARule2232(CustomerConfirmations)thatrequirememberfirmstodiscloseadditionaltransaction-relatedinformationtoretailcustomersfortradesincertainfixedincomesecurities.Specifically,amendedRule2232requiresamembertodisclosetheamountandpercentageofmark-upormark-downitappliestotradeswithretailcustomersincorporateoragencydebtsecuritiesifthememberalsoexecutesanoffsettingprincipaltradeinthesamesecurityonthesametradingday.Theamendedrulealsorequiresmemberstodisclosetwoadditionalitemsonallretailcustomerconfirmationsforcorporateandagencydebtsecuritytrades:(1)areference,andahyperlinkiftheconfirmationiselectronic,toawebpagehostedbyFINRAthatcontainspubliclyavailabletradingdataforthespecificsecuritythatwastraded,and(2)theexecutiontimeofthetransaction,expressedtothesecond.TheMSRBRuleG-15andG-30hasalsochangedtoaccommodatethesechanges.ThisnewregulationgoesintoeffectonMay14,2018.Tocomplywiththeseregulatorychanges,DTCChasmadethechangesoutlinedbelow.AnewTradeInputCodehasbeenadded:l BADG

ThedescriptionsfortwoCancellationReasoncodeshavebeenupdated:

l 579l 580

Inadditiontoregulatorychanges,DTCChasalsoaddedtwonewmarketcodesandabbreviationsforUSExchanges:

l 97(InvestorsExchange)l 98(InvestorsExchange-Dark)

TheappearanceandlayoutofthisdocumenthavealsobeenupdatedtoensureconsistencyacrossDTCC.TradeSuite ID 8.0.4(previouslycommunicatedchanges)Tocomplywiththemarketsinfinancialinstrumentsdirective(MiFIDII)regulationsandallowforgreatertransparencyacrossthetradingprocess,theLocalTaxfieldisnowcalledResearchAmount.ThenewDAA9ICMcode,seeDAA9,andupdatedcancellationreasoncode,see020,reflectthischange.InadditiontotheMiFIDIIinitiativechanges,theappearanceandlayoutofthedocumentationhaschangedtoensureconsistencyacrossDTCC.

Input/Output Information

Preface 6

Related Documents and TrainingUsethisdocumentinconjunctionwiththeTradeSuiteIDConfirmArchiveReferencedocumentavailableintheConfirmArchivesectionoftheDTCCLearningCenter.Forotherrelatedcontentandallreferencesinthisdocument,seetheTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.

Questions?TheDTCCClientCenterprovidesgeneralassistanceandtechnicalhelp.Visitwww.dtcc.com/client-centerto:

l Enteraservicerequestorcheckthestatusofanexistingrequestl Searchtheknowledgebasel Obtaincontactinformation


https://dtcclearning.com/documents/institutional-trade-matching/docman-cat-tsid/docman-tsid-guides/docman-tsid-guides-conf-arch/1977-confirm-archive-service.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/confirm-archive.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.htmlhttp://www.dtcc.com/client-center

Input/Output Information Codes 7

2. INPUT/OUTPUT INFORMATION CODESIntroductionTradeSuiteIDservicesupportsthefollowingcodes:

l ISOCountryCodesl ISOCurrencyCodesl MarketCodesandAbbreviationsl Index(Benchmark)Codesl SettlementLocationCodesl CancellationReasonCodesl IneligibleConfirmationCodesl InteractiveFormatInputtoEODFormatOutputCodeConversionl Mortgage-BackedSecuritiesSpecificationCodesl MoodysConversionCodesandRatingsl Standard&PoorsConversionCodesandRatingsl SecurityNumberingSystemsl ExpandedSecurityTypesl TransactionTypesl InteractiveFields

ISO Country CodesTheTradeSuiteIDservicesupportscodesshowninTable2.1andmaintainedbyISOatwww.iso.org/country_codes.Foralistofcurrencycodes,seeTable2.2.Foralistofcountryandcurrencycodeexceptionsduetoglobaleconomicsanctions,seetheOFACDisclosuresectionavailableontheLearningCenterwebsite.

Country Code

Alpha-3 Code

Numeric Code

Country Name Abbreviated Country Name

AD AND 020 ANDORRA ANDORRAAE ARE 784 UNITEDARABEMIRATES UNTDARABEMAF AFG 004 AFGHANISTAN AFGHANISTANAG ATG 028 ANTIGUAANDBARBUDA ANT.BARBUDAAI XCD 951 ANGUILLA ANGUILLAAL ALB 008 ALBANIA ALBANIAAM ARM 051 ARMENIA ARMENIAAN ANT 532 NETHERLANDSANTILLES NETHERLANDSAO AGO 024 ANGOLA ANGOLAAQ ATA 010 ANTARCTICA ANTARCTICAAR ARG 032 ARGENTINA ARGENTINAAS ASM 016 AMERICANSAMOA AMER.SAMOAAT AUT 040 AUSTRIA AUSTRIAAU AUS 036 AUSTRALIA AUSTRALIA

Table 2.1 ISO Country Codes


http://www.iso.org/country_codeshttps://dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-itp-cp/menu-itm-cp-ofac.html


Country Code

Alpha-3 Code

Numeric Code


AW ABW 533 ARUBA ARUBAAX EUR 978 ALANDISLANDS ALANDISLANDAZ AZN 944 AZERBAIJAN AZERBAIJANBA BAM 977 BOSNIA-HERZEGOVINA BOSNIA-HERZEBB BRB 052 BARBADOS BARBADOSBD BGD 050 BANGLADESH BANGLADESHBE BEL 056 BELGIUM BELGIUMBF XOF 952 BURKINAFASO BURKINAFASOBG BGR 100 BULGARIA BULGARIABH BHR 048 BAHRAIN BAHRAINBI BDI 108 BURUNDI BURUNDIBJ BEN 204 BENIN BENINBL BLM 652 SAINTBARTHELEMY STBARTHELEMYBM BMU 060 BERMUDA BERMUDABN BRN 096 BRUNEI BRUNEIBO BOL 068 BOLIVIA BOLIVIABQ BES 535 BONAIRE BONAIREBR BRA 076 BRAZIL BRAZILBS BHS 044 BAHAMAS BAHAMASBT BTN 064 BHUTAN BHUTANBV NOK 578 BOUVETISLAND BOUVETISLANBW BWA 072 BOTSWANA BOTSWANABY BYS 112 BYELORUSSIASOVIETSOCIALISTREPUBLIC BYELORUSSIABZ BLZ 084 BELIZE BELIZECA CAN 124 CANADA CANADACC CCK 166 COCOS(KEELING)ISLANDS COCOSISLNDSCD CON 976 CONGOTHEDEMOCRATICREPUBLICOFTHE CONGODEMCF CAF 140 CENTRALAFRICANREPUBLIC CENT.AF.REPCG COG 178 CONGO CONGOCH CHE 756 SWITZERLAND SWITZERLANDCI CIV 384 IVORYCOAST-COTED'LVOIRE IVORYCOASTCK COK 184 COOKISLANDS COOKISLANDSCL CHL 152 CHILE CHILECM CMR 120 UNITEDREPUBLICOFCAMEROON UNTD.RP.CAMRCN CHN 156 CHINA CHINACO COL 170 COLOMBIA COLOMBIACR CRI 188 COSTARICA COSTARICACS CSK 200 CZECHOSLOVAKIA CZECHOSLOVAKCT CTE 128 CANTONANDENDERBURYISLANDS CANTONISLDSCV CPV 132 CAPEVERDE CAPEVERDECW CUW 531 CURACAO CURACAOCX CXR 162 "CHRISTMASISLANDS,AUSTRALIA" CHRISTMASISCY CYP 196 CYPRUS CYPRUS

Table 2.1 ISO Country Codes (continued)



Country Code

Alpha-3 Code

Numeric Code


CZ CZE 203 CZECHREPUBLIC CZECHREPUBLDE DEU 280 "GERMANY,FEDERALREPUBLICOF" "GERMANY,FR"DJ DJI 262 DJIBOUTI DJIBOUTIDK DNK 208 DENMARK DENMARKDM DMA 212 DOMINICA DOMINICADO DOM 214 DOMINICANREPUBLIC DOMINICANRPDZ DZA 012 ALGERIA ALGERIAEC ECU 218 ECUADOR ECUADOREE EST 233 ESTONIA ESTONIAEG EGY 818 EGYPT EGYPTEH ESH 732 WESTERNSAHARA WESTN.SAHARAER ERI 232 ERITREA ERITREAES ESP 724 SPAIN SPAINET ETH 230 ETHIOPIA ETHIOPIAFI FIN 246 FINLAND FINLANDFJ FJI 242 FIJI FIJIFK FLK 238 FALKLANDISLANDS FALKLANDISLFM FSM 583 FEDERATEDSTATESOFMICRONESIA MICRONESIAFO FRO 234 FAEROEISLANDS FAEROEISLDSFR FRA 250 FRANCE FRANCEGA GAB 266 GABON GABONGB GBR 826 UNITEDKINGDOM UKGD GRD 308 GRENADA GRENADAGE GEL 981 GEORGIA GEORGIAGF GUF 254 FRENCHGUIANA FR.GUIANAGG GGY 831 GUERNSEY GUERNSEYGH GHA 288 GHANA GHANAGI GIB 292 GIBRALTAR GIBRALTARGL GRL 304 GREENLAND GREENLANDGM GMB 270 GAMBIA GAMBIAGN GIN 324 GUINEA GUINEAGP GLP 312 GUADELOUPE GUADELOUPEGQ GNQ 226 EQUATORIALGUINEA EQ.GUINEAGR GRC 300 GREECE GREECEGS SGS 239 SOUTHGEORGIAANDTHESOUTHSANDWICH

ISLANDSSGSSI

GT GTM 320 GUATEMALA GUATEMALAGU GUM 316 GUAM GUAMGW GNB 624 GUINEA-BISSAU GUINEABISSAUGY GUY 328 GUYANA GUYANAHK HKG 344 HONGKONG HONGKONGHM HMD 334 HEARDISLANDANDMCDONALDISLANDS HEARD.MCDISHN HND 340 HONDURAS HONDURASHR HRK 191 CROATIA CROATIA




Country Code

Alpha-3 Code

Numeric Code


HT HTI 332 HAITI HAITIHU HUN 348 HUNGARY HUNGARYHV HVO 854 UPPERVOLTA UPPERVOLTAID IDN 360 INDONESIA INDONESIAIE IRL 372 IRELAND IRELANDIL ISR 376 ISRAEL ISRAELIM IMN 833 ISLEOFMAN ISLEOFMANIN IND 356 INDIA INDIAIO IOT 086 BRITISHINDIANOCEANTERRITORY BR.IND.OC.TRIQ IRQ 368 IRAQ IRAQIS ISL 352 ICELAND ICELANDIT ITA 380 ITALY ITALYJE JEY 832 JERSEYCI JERSEYCIJM JAM 388 JAMAICA JAMAICAJO JOR 400 JORDAN JORDANJP JPN 392 JAPAN JAPANKE KEN 404 KENYA KENYAKG KGS 417 KYRGYZSTAN KYRGYZSTANKH KHM 116 DEMOCRATICKAMPUCHEA DM.KAMPUCHEAKI KIR 296 KIRIBATI KIRIBATIKM COM 174 COMOROS COMOROSKN KNA 659 SAINTKITTSANDNEVIS STKITTS.NEVISKR KOR 410 "KOREA,REPUBLICOF" "KOREA,REP"KW KWT 414 KUWAIT KUWAITKY CYM 136 CAYMANISLANDS CAYMANISLDSKZ KAZ 398 KAZAKHSTAN KAZAKHSTANLA LAO 418 LAOPEOPLESDEMOCRATICREPUBLIC LAOP.DEM.RLB LBN 422 LEBANON LEBANONLC LCA 662 SAINTLUCIA ST.LUCIALI LIE 438 LIECHTENSTEIN LIECHTENSTEILK LKA 144 SRILANKA SRILANKALR LBR 430 LIBERIA LIBERIALS LSO 426 LESOTHO LESOTHOLT LTU 440 LITHUANIA LITHUANIALU LUX 442 LUXEMBOURG LUXEMBOURGLY LBY 434 LIBYA LIBYAMA MAR 504 MOROCCO MOROCCOMC MCO 492 MONACO MONACOMD MDL 498 "MOLDOVA,REPUBLICOF" "MOLDOVA,REP"MF MAF 663 SAINT-MARTIN SAINT-MARTINMG MDG 450 MADAGASCAR MADAGASCARMH MHL 584 MARSHALLISLANDS MARSHALLISLMI MID 488 MIDWAYISLANDS MIDWAYISLDS




Country Code

Alpha-3 Code

Numeric Code


MK MKD 807 "MACEDONIA,THEFORMERYUGOSLAVREPUBLIC"

MACEDONIA

ML MLI 466 MALI MALIMN MNG 496 MONGOLIA MONGOLIAMO MAC 446 MACAU MACAUMP USD 840 NORTHERNMARIANAISLANDS NORTHERNMARMQ MTQ 474 MARTINIQUE MARTINIQUEMR MRT 478 MAURITANIA MAURITANIAMS MSR 500 MONTSERRAT MONTSERRATMT MLT 470 MALTA MALTAMU MUS 480 MAURITIUS MAURITIUSMV MDV 462 MALDIVES MALDIVESMW MWI 454 MALAWI MALAWIMX MEX 484 MEXICO MEXICOMY MYS 458 MALAYSIA MALAYSIAMZ MOZ 508 MOZAMBIQUE MOZAMBIQUENA NAM 516 NAMIBIA NAMIBIANC NCL 540 NEWCALEDNIA NEWCALEDNIANE NER 562 NIGER NIGERNF NFK 574 NORFOLKISLAND NORFOLKISLDNG NGA 566 NIGERIA NIGERIANI NIC 558 NICARAGUA NICARAGUANL NLD 528 NETHERLANDS NETHERLANDSNO NOR 578 NORWAY NORWAYNP NPL 524 NEPAL NEPALNR NRU 520 NAURU NAURUNU NIU 570 NIUE NIUENZ NZL 554 NEWZEALAND NEWZEALANDOM OMN 512 OMAN OMANPA PAN 591 PANAMA PANAMAPC PCI 582 PACIFICISLANDS PACIFICISLDPE PER 604 PERU PERUPF PYF 258 FRENCHPOLYNESIA FR.POLYNESIAPG PNG 598 PAPUANEWGUINEA PAPUAN.GUINPH PHL 608 PHILIPPINES PHILIPPINESPK PAK 586 PAKISTAN PAKISTANPL POL 616 POLAND POLANDPM SPM 666 ST.PIERREANDMIQUELON STPIER.MIQUPN PCN 612 PITCAIRNISLANDS PITCAIRNISLPR PRI 630 PUERTORICO PUERTORICOPT PRT 620 PORTUGAL PORTUGALPY PRY 600 PARAGUAY PARAGUAYQA QAT 634 QATAR QATARRE REU 638 REUNION REUNION




Country Code

Alpha-3 Code

Numeric Code


RO ROM 642 ROMANIA ROMANIARS SRB 688 SERBIA SERBIARU RUS 643 RUSSIA RUSSIARW RWA 646 RWANDA RWANDASA SAU 682 SAUDIARABIA SAUDIARABIASB SLB 090 SOLOMONISLANDS SOLOMONISLSSC SYC 690 SEYCHELLES SEYCHELLESSE SWE 752 SWEDEN SWEDENSG SGP 702 SINGAPORE SINGAPORESH SHN 654 ST.HELENA ST.HELENASJ SJM 744 SVALBARDANDJANMAYENISLANDS SVALBARDISLSL SLE 694 SIERRALEONE SIERRALEONESM SMR 674 SANMARINO SANMARINOSN SEN 686 SENEGAL SENEGALSO SOM 706 SOMALIA SOMALIASR SUR 740 SURINAME SURINAMEST STP 678 SAOTOMEANDPRINCIPE SAOTOMEPRNSU SUN 810 UNIONOFSOVIETSOCIALISTREPUBLICS USSRSV SLV 222 ELSALVADOR ELSALVADORSX SXM 534 SINTMAARTEN SINTMAARTENSZ SWZ 748 SWAZILAND SWAZILANDTA TA TAHITI TAHITITC TCA 796 TURKSANDCAICOSISLANDS TURKSCA.ISLTD TCD 148 CHAD CHADTG TGO 768 TOGO TOGOTH THA 764 THAILAND THAILANDTJ TJS 972 TAJIKISTAN TAJIKISTANTK TKL 772 TOKELAU TOKELAUTL TMP 626 EASTTIMOR EASTTIMORTM TMT 934 TURKMENISTAN TURKMENISTANTN TNN 788 TUNISIA TUNISIATO TON 776 TONGA TONGATR TUR 792 TURKEY TURKEYTT TTO 780 TRINIDADANDTOBAGO TRINIDADTBGTV TUV 798 TUVALU TUVALUTW TWN 158 TAIWAN TAIWANTZ TZA 834 UNITEDREPUBLICOFTANZANIA UNTD.RP.TANZUA UKR 804 UKRAINIANSOVIETSOCIALISTREPUBLIC UKRAINESSRUG UGA 800 UGANDA UGANDAUS USA 840 UNITEDSTATESOFAMERICA USAUY URY 858 URUGUAY URUGUAYVA VAT 336 HOLYSEE HOLYSEEVC VCT 670 SAINTVINCENTANDTHEGRENADINES ST.VINCTGRN




Country Code

Alpha-3 Code

Numeric Code


VE VEN 862 VENEZUELA(BOLIVARIANREPUBLICOF) VENEZUELA

VG VGB 092 BRITISHVIRGINISLANDS BR.VIRGINISVI VIR 850 UNITEDSTATESVIRGINISLANDS US.VIRGINISVN VNM 704 VIETNAM VIETNAMVU VUT 548 VANUATU VANUATUWF WLF 876 WALLISANDFUTUNAISLANDS WALLISFUT.IWK WAK 872 WAKEISLAND WAKEISLANDWS WSM 882 SAMOA SAMOAXS XS 000 CEDELEUROCLEAR CEDELEUROCLYD YMD 720 DEMOCRATICYEMEN DEM.YEMENYE YEM 886 YEMEN YEMENYU YUG 890 YUGOSLAVIA YUGOSLAVIAZA ZAF 710 SOUTHAFRICA SOUTHAFRICAZM ZMB 894 ZAMBIA ZAMBIAZW ZWE 716 ZIMBABWE ZIMBABWE


ISO Currency CodesTheTradeSuiteIDservicesupportsthecurrencycodesshowninTable2.2andmaintainedbyISOatwww.iso.org/iso/currency_codes.Foralistofcountrycodes,seecountrycodes,showninTable2.1.Foralistofcountryandcurrencycodeexceptionsduetoglobaleconomicsanctions,seetheOFACDisclosuresectionavailableontheLearningCenterwebsite.

Currency Code Description

ADP ANDORRANPESETA

AED UAEDIRHAM

AFA AFGHANI

AFN AFGHANI

ALL LEK

AMD ARMENIANDRAM

ANG NETHERLANDSANTILLEANGUILDER

AOA KWANZA

AON NEWKWANZA

ARS ARGENTINEPESO

ATS SHILLING

AUD AUSTRALIANDOLLAR

AWG ARUBANFLORIN

AZN AZERBAIJANMANAT

BAM CONVERTIBLEMARK

Table 2.2 ISO Currency Codes


http://www.iso.org/iso/currency_codeshttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-cp-cmi/men-cp-cmi-ofac.html



BBD BARBADOSDOLLAR

BDT TAKA

BEF BELGIANFRANC

BGN BULGARIA

BHD BAHRAINIDINAR

BIF BURUNDIFRANC

BMD BERMUDIANDOLLAR

BND BRUNEIDOLLAR

BOB BOLIVIANO

BOV MVDOL

BRL BRAZILIANREAL

BSD BAHAMIANDOLLAR

BTN NGULTRUM

BWP PULA

BYR BELARUSSIANRUBLE

BZD BELIZEDOLLAR

CAD CANADIANDOLLAR

CDF CONGOLESEFRANC

CHE WIREURO

CHF SWISSFRANC

CHW WIRFRANC

CLF UNIDADESDEFORMENTO

CLP CHILEANPESO

CNY YUANRENMINBI

COP COLOMBIANPESO

COU UNIDADDEVALORREAL

CRC COSTARICANCOLON

CVE CAPEVERDEESCUDO

CZK CZECHKORUNA

DEM DEUTSCHEMARK

DJF DJIBOUTIFRANC

DKK DANISHKRONE

DOP DOMINICANPESO

DZD ALGERIANDINAR

ECS SUCRE

EEK KROON

Table 2.2 ISO Currency Codes (continued)




EGP EGYPTIANPOUND

ERN NAKFA

ESP SPANISHPESETA

ETB ETHIOPIANBIRR

EUR EURO

FIM MARKKA

FJD FIJIDOLLAR

FKP FALKLANDISLANDSPOUND

FRF FRENCHFRANC

GBP POUNDSTERLING

GEK GEORGIANCOUPON

GEL LARIGEORGIA

GHC CEDI

GHS GHANACEDI

GIP GIBRALTARPOUND

GMD DALASI

GNF GUINEAFRANC

GRD DRACHMA

GTQ QUETZAL

GWP GUINEA-BISSAUPESO

GYD GUYANADOLLAR

HKD HONGKONGDOLLAR

HNL LEMPIRA

HRD CROATIANDINAR

HRK KUNA

HTG GOURDE

HUF FORINT

IDR RUPIAH

IEP IRISHPOUND

ILS SHEKEL

INR INDIANRUPEE

IQD IRAQIDINAR

ISK ICELANDKRONA

ITL ITALIANLIRA

JMD JAMAICANDOLLAR

JOD JORDANIANDINAR





JPY YEN

KES KENYANSHILLING

KGS SOM

KHR RIEL

KMF COMOROFRANC

KRW WON

KWD KUWAITIDINAR

KYD CAYMANISLANDSDOLLAR

KZT TENGE

LAK KIP

LBP LEBANESEPOUND

LKR SRILANKARUPEE

LRD LIBERIANDOLLAR

LSL LOTI

LTL LITHUANIANLITAS

LTT TALONAS

LUF LUXEMBOURGFRANC

LYD LIBYANDINAR

MAD MOROCCANDIRHAM

MDL MOLDOVANLEU

MGA MALAGASYARIARY

MGF MALAGASYFRANC

MKD DENAR

MNT TUGRIK

MOP PATACA

MRO OUGUIYA

MUR MAURITIUSRUPEE

MVR RUFIYAA

MWK MALAWIKWACHA

MXN MEXICANNUEVOPESO

MXV MEXICANUNIDADDEINVERSION(U

MYR MALAYSIANRINGGIT

MZN MOZAMBIQUEMETICAL

NAD NAMIBIADOLLAR

NGN NAIRA

NIO CORDOBAORO





NLG NETHERLANDSGUILDER

NOK NORWEGIANKRONE

NPR NEPALESERUPEE

NZD NEWZEALANDDOLLAR

OMR RIALOMANI

PAB BALBOA

PEN SOL

PGK KINA

PHP PHILIPPINEPESO

PKR PAKISTANRUPEE

PLN POLISHZLOTKY

PLZ ZLOTY

PTE PORTUGUESEESCUDO

PYG GUARANI

QAR QATARIRIAL

RON ROMANIANLEU

RSD SERBIADINAR

RUB RUSSIA

RWF RWANDAFRANC

SAR SAUDIRIYAL

SBD SOLOMONISLANDSDOLLAR

SCR SEYCHELLESRUPEE

SEK SWEDISHKRONA

SGD SINGAPOREDOLLAR

SHP ST.HELENAPOUND

SLL LEONE

SOS SOMALISHILLING

SRD SURINAMDOLLAR

SRG SURINAMGUILDER

STD DOBRA

SVC ELSALVADORCOLON

SZL LILANGENI

THB BAHT

TJS SOMONI

TMM MANAT

TMT TURKMENISTANNEWMANAT





TND TUNISIANDINAR

TOP PA'ANGA

TPE TIMORESCUDO

TRY NEWTURKISHLIRA

TTD TRINIDADANDTOBAGODOLLAR

TWD NEWTAIWANDOLLAR

TZS TANZANIANSHILLING

UAH UKRAINEHRYVNIA

UAK KARBOVANET

UGX UGANDASHILLING

USD USDOLLAR

USN USDOLLAR(NEXTDAY)

UYI URUGUAYPESOENUNIDADESINDEX

UYU PESOURUGUAYO

UZS UZBEKISTANSUM

VEF BOLIVAR

VND VIETNAMDONG

VUV VATU

WST TALA

XAF CFAFRANCBEAC

XAG SILVER

XAU GOLD

XBA EUROPEANCOMPOSITEUNIT(EURCO

XBB EUROPEANMONETARYUNIT(EMU-6)

XBC EUROPEANUNITOFACCOUNT-9(EU

XBD EUROPEANUNITOFACCOUNT-17(E

XCD EASTCARIBBEANDOLLAR

XDR SDRINT'LMONETARYFUND(I.M.F

XEU EUROPEANCURRENCYUNIT(E.C.U.

XFO GOLD-FRANC(SPECIALSETTLEMENT

XOF CFAFRANCBCEAO

XPD PALLADIUM

XPF CFPFRANC

XPT PLATINUM

XSU SUCRE

XUA ADBUNITOFACCOUNT





XXX TRANSACTIONSWITHOUTCURRENCY

YER YEMENIRIAL

YUN YUGOSLAVIANDINAR

ZAL FINANCIALRAND

ZAR RAND

ZMW ZAMBIANKWACHA

ZRN NEWZAIRE

ZWD ZIMBABWEDOLLAR

ZWL ZIMBABWEDOLLAR


Market Codes and AbbreviationsTheTradeSuiteIDservicesupportsthemarketcodesandmarketabbreviations,showninTable2.3andmaintainedbyISOinISO10383:2012,Securities and related financial instruments -- Codes for exchanges and market identification (MIC),whichisavailableontheISOwebsiteathttp://www.iso.org/.

Market code Exchange Abbreviation Area

95 Amex144A 144A USExchanges16 AmexBasketTrade ABSK USExchanges14 AveragePriceTrade AVGP USExchanges03 BrokertoBrokerTrade BKEX USExchanges18 CBOEBasketTrade CBSK USExchanges05 ChicagoStockExchange CSE USExchanges19 CincinnatiStockExchange CSX USExchanges96 NASDPortal 144P USExchanges04 NASDAQOMXBX(Boston) XBOS USExchanges06 NASDAQOMXPHLX(Philadelphia) XPHL USExchanges02 NewYorkStockExchange NYSE USExchanges94 NYSE144A 144N USExchanges01 NYSEAmexEquities ALTX USExchanges15 NYSEBasketTrade NBSK USExchanges07 Option EXER USExchanges13 Other OTH USExchanges09 OvertheCounter OTC USExchanges17 OvertheCounterBasketTrade OBSK USExchanges08 PacificStockExchange PSE USExchanges10 Principal PRN USExchanges12 Special SPC USExchanges11 Syndicate SYN USExchanges51 SyndicateDirectedConcession SYDC USExchanges52 SyndicateOverSubscribed SYOS USExchanges

Table 2.3 Market Codes and Abbreviations


http://www.iso.org/



53 SyndicateDirected/OverSubscribed SYDO USExchanges90 StockBorrow SBOR USExchanges91 StockLoan SLON USExchanges92 StockLoanRecall SLRC USExchanges93 StockLoanReturn SLRT USExchanges25 BATSBYX YBAT USExchanges

97 InvestorsExchange IEXG USExchanges

98 InvestorsExchange-Dark IEXD USExchanges

PG Asuncion(Paraguay) PGUY Americas(ExcludingUS)BG Bogota(Colombia) BGTA Americas(ExcludingUS)BE BuenosAires(Argentina) BUEN Americas(ExcludingUS)CA Caracas(Venezuela) CRCS Americas(ExcludingUS)KS Kingston(Jamaica) KSTN Americas(ExcludingUS)BO LaPaz(Bolivia) BOLV Americas(ExcludingUS)LI Lima(Peru) LIMA Americas(ExcludingUS)24 MexicoCity(Mexico) MEXC Americas(ExcludingUS)UR Montevideo(Uruguay) URGY Americas(ExcludingUS)22 Montreal(Canada) MONT Americas(ExcludingUS)PN PanamaCity(Panama) PNMA Americas(ExcludingUS)TT PortofSpain(Trinidad/Tobago) TRTO Americas(ExcludingUS)EC Quito(Ecuador) ECUA Americas(ExcludingUS)RI RioDeJaneiro(Brazil) RIOD Americas(ExcludingUS)RO Rosario(Argentina) ROSA Americas(ExcludingUS)CO SanJose(CostaRica) COSR Americas(ExcludingUS)HO SanPedroSula(Honduras) HOND Americas(ExcludingUS)SS SanSalvador(ElSalvador) SANS Americas(ExcludingUS)ST Santiago(Chile) STGO Americas(ExcludingUS)SD SantoDomingo(DominicanRepublic) STOD Americas(ExcludingUS)SP SaoPaulo(Brazil) SAPA Americas(ExcludingUS)BD St.Michael(Barbados) BARB Americas(ExcludingUS)21 Toronto(Canada) TORO Americas(ExcludingUS)23 Vancouver(Canada) VANC Americas(ExcludingUS)41 Amsterdam(Netherlands) AMST EuropeAT Athens(Greece) ATHN EuropeBR Barcelona(Spain) BRCL EuropeBL Bilbao(Spain) BILB EuropeSV Bratislava(Slovakia) SVKA Europe32 Brussels(Belgium) BRUX EuropeBP Budapest(Hungary) BUDP Europe33 Copenhagen(Denmark) DENM EuropeCR Croatia(Zagreb) CROA Europe38 Dublin(Ireland) DUBL Europe34 EuropeanEconomicCommunity EECO Europe37 Frankfurt(Germany) GERF Europe

Table 2.3 Market Codes and Abbreviations (continued)




46 Geneva(Switzerland) GEVA Europe35 Helsinki(Finland) HELS EuropePT Lisbon(Portugal) PORT EuropeSL Ljubljana(Slovenia) SLOV Europe47 London(UnitedKingdom) LNDN Europe40 Luxembourg(Luxembourg) LUXE Europe43 Madrid(Spain) MADR Europe39 Milan(Italy) ITMI EuropeMO Moscow(Russia) MOSC Europe42 Oslo(Norway) OSLO Europe36 Paris(France) PARI EuropePR Porto(Portugal) PRTO EuropeCZ Prague(CzechRepublic) CZEC EuropeRK Reykjavik(Iceland) ICLA EuropeBU Sofia(Bulgaria) BULG EuropeSG St.Petersburg(Russia) STPT Europe44 Stockholm(Sweden) STOK EuropeVL Valencia(Spain) VLCA EuropeVT virt-x Europe31 Vienna(Austria) VIEN EuropeWZ Warsaw(Poland) WARZ Europe45 Zurich(Switzerland) ZURH EuropeBN Bangalore(India) BNGL PacificBasinBK Bangkok(Thailand) BNGK PacificBasinBB Bombay(India) BMBY PacificBasinCL Colombo(SriLanka) CLMB PacificBasinDH Dhaka(Bangladesh) DHKA PacificBasin73 HongKong(HongKong) HONG PacificBasinJK Jakarta(Indonesia) JKTA PacificBasinKR Karachi(Pakistan) KRCH PacificBasin76 KualaLumpur(Malaysia) MALY PacificBasin78 Manila(Philippines) PHPS PacificBasin72 Melbourne(Australia) MELB PacificBasinND NewDelhi(India) NDEL PacificBasin75 Osaka(Japan) OSAK PacificBasinSE Seoul(Korea) SEUL PacificBasinSH Shanghai(China) SHGH PacificBasinSZ Shenzhen(China) SHEN PacificBasin79 Singapore(Singapore) SGPR PacificBasin71 Sydney(Australia) SYDN PacificBasinTP Taipei(Taiwan) TAIP PacificBasin74 Tokyo(Japan) TOKY PacificBasin77 Wellington(NewZealand) NEWZ PacificBasinIC Abidjan(IvoryCoast) IVCT Africa/MiddleEast





GH Accra(Ghana) GHNA Africa/MiddleEastAM Amman(Jordan) AMAN Africa/MiddleEastBH Bahrain(Bahrain) BHRN Africa/MiddleEastEG Cairo(Egypt) CIRO Africa/MiddleEastCB Casablanca(Morocco) CSBL Africa/MiddleEastBT Gaborone(Botswana) GBRN Africa/MiddleEastZI Harare(Zimbabwe) ZIMB Africa/MiddleEastIS Istanbul(Turkey) ISTB Africa/MiddleEastSA Johannesburg(SouthAfrica) JHNB Africa/MiddleEastKW Kuwait(Kuwait) KWAT Africa/MiddleEastLA Lagos(Nigeria) LAGS Africa/MiddleEastSW Mbabane(Swaziland) SWZL Africa/MiddleEastOM Muscat(Oman) OMAN Africa/MiddleEastNR Nairobi(Kenya) NRBI Africa/MiddleEastPL PortLouis(Mauritius) PTLS Africa/MiddleEastRY Riyadh(SaudiArabia) RYDH Africa/MiddleEastTA Tel-Aviv(Israel) TLAV Africa/MiddleEastTU Tunis(Tunisia) TUNS Africa/MiddleEastML Valleta(Malta) MLTA Africa/MiddleEastNM Windhoek(Namibia) NMBA Africa/MiddleEast


Index (Benchmark) CodesTable2.4showsthecodesandgivestheshortnameforthecorrespondingmarketindex.

Code Short Name Description

00 Notspecified01 A$SW Australiadollarswaprate02 C$BA Canadiandollarbankersacceptances03 C$CMT Canadiandollarconstantmaturitytreasury04 CMT Constantmaturitytreasury05 FFUND Federalfunds06 GB$SW Sterling/U.S.dollarswaprate07 GBSW Sterlingswaprate08 JYCMT JapaneseYenconstantmaturitytreasury09 JYLIB JapaneseYenLondoninterbankovernightrate10 LIBOR U.S.dollarLondoninterbankovernightrate11 NIKKE NIKKEI300index12 PRIME Primerate13 STLIB SterlingLondoninterbankovernightrate14 US$SR U.S.dollarswaprate

Table 2.4 Index (Benchmark) Codes



Code Short Name Description15 INDU DowJonesindustrialaverage16 $TRAN DowJonestransportationaverage17 $UTIL DowJonesutilitiesaverage18 $NDX NASDAQ100index19 $COMPQ NASDAQcompositeindex20 $NYA NYSEcompositeindex21 $SPX S&P500stockindex22 $MID S&P400midcapstockindex23 $OEX S&P100stockindex24 $IXCO NASDAQhightechnologyindex25 $PSE PSEhightechnologyindex26 $MSH MorganStanleyhightechindex27 $SOX Semiconductorindex28 $XMI AMEXmajormarketindex29 $XAX AMEXcompositeindex30 $TXSX-TC S&P/TSX60index31 $TSX-TC S&P/TSXcompositeindex32 $TSXC-TC S&P/TSX300cappedindex33 $TNX 10yearT-noteinterestrate(X.10)34 $TYX 30yearT-bondinterestrate(X.10)35 $XAU PHLXgoldandsilverindex36 $XOI AMEXoilandgas37 $XVG Valuelineindex(geometric)38 $RUI RUSSELL100039 $RUT RUSSELL200040 $RUA RUSSELL3000

Table 2.4 Index (Benchmark) Codes (continued)

Settlement Location CodesTable2.5showsthesettlementlocationswithallrelateddetails.

Code Location Description Local BIC ID Country Abbreviation

Country Code

Set Type

AD ANDORRA ANDORR AD 2AE U.A.E. CTDTAEA1XXX U.A.E. AE 2AF AFGHANISTAN AFGHANISTAN AF 2AG ANTIGUAANDBARBUDA ANTIGUAAND AG 2AI ANGUILLA ANGUILLA AI 2AL ALBANIA ALBANIA AL 2

Table 2.5 Settlement Location Codes




Country Code

Set Type

AM ARMENIA ARMENIA AM 2AN NETH.ANTILLES NETH.ANTILL AN 2AO ANGOLA ANGOLA AO 2AQ ANTARTICA ANTARTICA AQ 2AR ARGENTINA ARGENTINA AR 2AS AMERICANSAMOA AMERICANSAM AS 2AT AUSTRIA AUSTRIA AT 2AU AUSTRALIA AUSTRALIA AU 2AUC AUSTRACLEARLIMITED ACLRAU2SXXX AUSTRACLEAR AU 2AW ARUBA ARUBA AW 2AZ AZERBAIJAN AZERBAIJAN AZ 2BA BOSNIA-HERZEGOVINA BOSNIA-HERZE BA 2BB BARBADOS BARBADOS BB 2BD BANGLADESH BANGLADESH BD 2BE BELGIUM BELGIUM BE 2BF BURKINAFASO BURKINAFASO BF 2BG BULGARIA BULGARIA BG 2BH BAHRAIN BAHRAIN BH 2BI BURUNDI BURUNDI BI 2BJ BENIN BENIN BJ 2BM BERMUDA BERMUDA BM 2BN BRUNEIDARUSSALAM BRUNEIDARUS BN 2BO BOLIVIA BOLIVIA BO 2BR BRAZIL BRAZIL BR 2BRC BROKERCUSTODY BROKERCUSTO US 1BS BAHAMAS BAHAMAS BS 2BT BHUTAN BHUTAN BT 2BV BOUVETISLAND BOUVETISLAN BV 2BW BOTSWANA BOTSWANA BW 2BY BELARUS BELARUS BY 2BZ BELIZE BELIZE BZ 2CA CANADA CANADA CA 2CBL COMPANHIABRASILEIRADELIQUIDACAOECUST CLCBBRRJXXX COMPANHIA BR 2CC COCOS(KEELING)ISLANDS COCOS(KEELI CC 2CD CONGOTHEDEMOCRATICREPUBLICOFTHE CONGODEM CD 2CDS CANADIANDEPOSITORYFORSECURITIESLTD CDSLCATTXXX CANADIANDEP CA 2CED CEDEL CEDELULLXXX CEDEL CD 2CF CENTRALAFRICANREPUBLIC CENTRALAFRI CF 2CG CONGO CONGO CG 2CH SWITZERLAND SWITZERLAND CH 2CHS CHESSASXSETTLEMENTANDTRANSFERCORP CAETAU21XXX CHESSASXSE AU 2CI COTED'IVOIRE COTED'IVOIR CI 2CIK CIK(CAISSEINTERPROFESSIONNELLEDEDEPO CIKBBEBBXXX CIK(CAISSE) BE 2

Table 2.5 Settlement Location Codes (continued)




Country Code

Set Type

CK COOKISLANDS COOKISLANDS CK 2CL CHILE CHILE CL 2CM CAMEROON CAMEROON CM 2CN CHINA CHINA CN 2CO COLOMBIA COLOMBIA CO 2CR COSTARICA COSTARICA CR 2CS CZECHOSLOVAKIA CZECHOSLOVAK CS 2CU CUBA CUBA CU 2CV CAPEVERDE CAPEVERDE CV 2CX CHRISTMASISLAND CHRISTMASIS CX 2CY CYPRUS CYPRUS CY 2CZ CZECHREPUBLIC CZECHREPUBL CZ 2DE GERMANY GERMANY DE 2DJ DJIBOUTI DJIBOUTI DJ 2DK DENMARK DENMARK DK 2DM DOMINICA DOMINICA DM 2DO DOMINICANREPUBLIC DOMINICANRE DO 2DTC DEPOSITORYTRUSTCOMPANY DTCYUS33XXX DTC US 1DZ ALGERIA ALGERIA DZ 2EC ECUADOR ECUADOR EC 2EE ESTONIA ECSDEE2XXXX ESTONIA EE 2EG EGYPT EGYPT EG 2EH WESTERNSAHARA WESTERNSAHA EH 2ER ERITREA ERITREA ER 2ES SPAIN IBRCESMMXXX SPAIN ES 2ET ETHIOPIA ETHIOPIA ET 2EUR EUROCLEAR MGTCBEBEXXX EUROCLEAR GB 2FED THEFEDERALRESERVEBANK FRNYUS33XXX THEFEDRSVE US 1FI FINLAND FINLAND FI 2FJ FIJI FIJI FJ 2FK FALKLANDISLANDS(MALVINAS) FALKLANDIS FK 2FM MICRONESIA MICRONESIA FM 2FNB FIRSTNATIONALBANKOFCHICAGO-LONDON FNDCHICAGO US 2FO FAEROEISLANDS FAEROEISLAN FO 2FR FRANCE FRANCE FR 2GA GABON GABON GA 2GB UNITEDKINGDOM UNITEDKINGD GB 2GD GRENADA GRENADA GD 2GE GEORGIA GEORGIA GE 2GF FRENCHGUIANA FRENCHGUIAN GF 2GG "GUERNSEY,C.I." "GUERNSEY,C." GG 2GH GHANA GHANA GH 2GI GIBRALTAR GIBRALTAR GI 2





Country Code

Set Type

GL GREENLAND GREENLAND GL 2GM GAMBIA GAMBIA GM 2GN GUINEA GUINEA GN 2GP GUADELOUPE GUADELOUPE GP 2GQ EQUATORIALGUINEA EQUATORIALG GQ 2GR GREECE GREECE GR 2GS S.GEORGIAANDTHES.SANDWICHISLANDSUK S.GEORGIA GS 2GT GUATEMALA GUATEMALA GT 2GU GUAM GUAM GU 2GW GUINEA-BISSAU GUINEA-BISSA GW 2GY GUYANA GUYANA GY 2HK HONGKONG HONGKONG HK 2HKS HONGKONGSECURITIESCLEARINGCO.LTD. XHKCHKH1XXX HONGKONGSE HK 2HM HEARDANDMCDONALDISLANDS HEARDANDMC HM 2HN HONDURAS HONDURAS HN 2HR CROATIA CROATIA HR 2HT HAITI HAITI HT 2HU HUNGARY HUNGARY HU 2ID INDONESIA INDONESIA ID 2IE IRELAND IRELAND IE 2IL ISRAEL ISRAEL IL 2IM ISLEOFMAN ISLEOFMAN IM 2IN INDIA INDIA IN 2IND "S.D.INDEVAL,S.A.DEC.V." INDEMXMMXXX S.D.INDEVAL MX 2IO BRITISHINDIANOCEANTERRITORY BRITISHINDI IO 2IQ IRAQ IRAQ IQ 2IR IRAN(ISLAMICREPUBLICOF) IRAN(ISLAMI IR 2IS ICELAND ICELAND IS 2IT ITALY ITALY IT 2JAS JASDEC JJSDJPJ1XXX JASDEC JP 2JE "JERSEY,C.I." "JERSEY,C.I." JE 2JM JAMAICA JAMAICA JM 2JO JORDAN SEDCJOA1XXX JORDAN JO 2JP JAPAN JAPAN JP 2KE KENYA KENYA KE 2KG KYRGYZSTAN KYRGYZSTAN KG 2KH CAMBODIA CAMBODIA KH 2KI KIRIBATI KIRIBATI KI 2KM COMOROS COMOROS KM 2KN SAINTKITTSANDNEVIS SAINTKITTS KN 2KP "KOREA,DEMOCRATICPEOPLE'SREP.OF" "KOREA,DEMOC" KP 2KR "KOREA,REPUBLICOF" "KOREA,REPUB" KR 2KW KUWAIT KUWAIT KW 2





Country Code

Set Type

KY CAYMANISLANDS CAYMANISLAN KY 2KZ KAZAKHSTAN KAZAKHSTAN KZ 2LA LAOPEOPLE'SDEMOCRATICREPUBLIC LAOPEOPLE'S LA 2LB LEBANON LEBANON LB 2LC SAINTLUCIA SAINTLUCIA LC 2LI LIECHTENSTEIN LIECHTENSTEI LI 2LK SRILANKA SRILANKA LK 2LR LIBERIA LIBERIA LR 2LS LESOTHO LESOTHO LS 2LT LITHUANIA LITHUANIA LT 2LU LUXEMBOURG LUXEMBOURG LU 2LV LATVIA LATVIA LV 2LY LIBYANARABJAMAHIRIYA LIBYANARAB LY 2MA MOROCCO MOROCCO MA 2MC MONACO MONACO MC 2MD "MOLDOVA,REPUBLICOF" "MOLDOVA,REP" MD 2MDV CAJADEVALORESS.A. CAVLARBAXXX CAJADEVALO AR 2MG MADAGASCAR MADAGASCAR MG 2MH MARSHALLISLANDS MARSHALLISL MH 2MK "MACEDONIA,FORMERYUGOSLAV

REPUBLIC/S.EUR" MACEDONIA MK 2

ML MALI MALI ML 2MM MYANMAR MYANMAR MM 2MN MONGOLIA MONGOLIA MN 2MO MACAU MACAU MO 2MP NORTHERNMARIANAISLANDS NORTHERNMAR MP 2MQ MARTINIQUE MARTINIQUE MQ 2MR MAURITANIA MAURITANIA MR 2MS MONTSERRAT MONTSERRAT MS 2MT MALTA MALTA MT 2MU MAURITIUS MAURITIUS MU 2MV MALDIVES MALDIVES MV 2MW MALAWI MALAWI MW 2MX MEXICO MEXICO MX 2MY MALAYSIA MALAYSIA MY 2MZ MOZAMBIQUE MOZAMBIQUE MZ 2NA NAMIBIA NAMIBIA NA 2NC NEWCALEDONIA NEWCALEDONI NC 2NE NIGER NIGER NE 2NEC NEDERLANDSCENTRALINSTITUTVOORGIRAAL NECINL2AXXX NEDERLANDS NL 2NF NORFOLKISLAND NORFOLKISLA NF 2NG NIGERIA NIGERIA NG 2NI NICARAGUA NICARAGUA NI 2NL NETHERLANDS NETHERLANDS NL 2





Country Code

Set Type

NO NORWAY NORWAY NO 2NP NEPAL NEPAL NP 2NR NAURU NAURU NR 2NT NEUTRALZONE(BETWEENSAUDIANDIRAQ) NEUTRALZONE NT 2NU NIUE NIUE NU 2NZ NEWZEALAND XNZENZ21XXX NEWZEALAND NZ 2OKB OESTERREICHISCHEKONTROLLBANKAG OEKOATWWXXX OESTERREICHI AT 2OM OMAN OMAN OM 2PA PANAMA PANAMA PA 2PE PERU PERU PE 2PF FRENCHPOLYNESIA FRENCHPOLYN PF 2PG PAPUANEWGUINEA PAPUANEWGU PG 2PH PHILIPPINES PHILIPPINES PH 2PK PAKISTAN PAKISTAN PK 2PL POLAND POLAND PL 2PM ST.PIERREANDMIQUELON ST.PIERREA PM 2PN PITCAIRNISLAND PITCAIRNISL PN 2PR PUERTORICO PUERTORICO PR 2PS PALESTINIANTERRITORYOCCUPIEDMIDDLEE PALESTINIANT PS 2PT PORTUGAL PORTUGAL PT 2PTC PARTICIPANTSTRUSTCOMPANY PTC US 1PW PALAU PALAU PW 2PY PARAGUAY PARAGUAY PY 2PZ PANAMACANALZONE PANAMACANAL PZ 2QA QATAR QATAR QA 2RE REUNION REUNION RE 2RO ROMANIA ROMANIA RO 2RU RUSSIA RUSSIA RU 2RW RWANDA RWANDA RW 2SA SAUDIARABIA SAUDIARABIA SA 2SAD "CENTRALDEPOSITORYLIMITED,THE" CENTRALDEPO ZA 2SB SOLOMONISLANDS SOLOMONISLA SB 2SC SEYCHELLES SEYCHELLES SC 2SCD "CENTRALDEPOSITORY(PTE)LIMITED,THE" CDPLSGSGXXX CENTRALDEP SG 2SCR "CENTRALDEPOSITORY(PTD)LIMITED,THE" CENTRAL SG 2SD SUDAN SUDAN SD 2SE SWEDEN SWEDEN SE 2SEG SISSEGAINTERSETTLEAG INSECHZZXXX SISSEGAINTE CH 2SG SINGAPORE SINGAPORE SG 2SH ST.HELENA ST.HELENA SH 2SI SLOVENIA SLOVENIA SI 2SJ SVALBARDANDJANMAYENISLANDS SVALBARDAND SJ 2SK SLOVAKIA SLOVAKIA SK 2





Country Code

Set Type

SL SIERRALEONE SIERRALEONE SL 2SM SANMARINO SANMARINO SM 2SN SENEGAL SENEGAL SN 2SO SOMALIA SOMALIA SO 2SR SURINAME SURINAME SR 2ST SAOTOMEANDPRINCIPE SAOTOMEAND ST 2STR STRATE STRAZAJJXXX STRATE ZA 2SV ELSALVADOR ELSALVADOR SV 2SVC SERVICIODECOMPENSACIONYLIQUIDACION SCLVESMMXXX SERVICIODE ES 2SY SYRIANARABREPUBLIC SYRIANARAB SY 2SZ SWAZILAND SWAZILAND SZ 2TC TURKSANDCAICOSISLANDS TURKSANDCA TC 2TD CHAD CHAD TD 2TF FRENCHSOUTHERNTERRITORIES FRENCHSOUTH TF 2TG TOGO TOGO TG 2TH THAILAND TSDCTHBKXXX THAILAND TH 2TJ TAJIKISTAN TAJIKISTAN TJ 2TK TOKELAU TOKELAU TK 2TKD CZECHNATIONALBANK CNBACZPPXXX CZECKNATION CZ 2TM TURKMENISTAN TURKMENISTAN TM 2TN TUNISIA TUNISIA TN 2TO TONGA TONGA TO 2TP EASTTIMOR EASTTIMOR TP 2TR TURKEY TURKEY TR 2TT TRINIDADANDTOBAGO TRINIDADAND TT 2TV TUVALU TUVALU TV 2TW TAIWAN TAIWAN TW 2TZ "TANZANIA,UNITEDREPUBLICOF" "TANZANIA,UN" TZ 2UA UKRAINE NBUAUAUXXXX UKRAINE UA 2UAE U.A.E DIFXAEAAXXX U.A.E AE 2UEC UNIVERSALEXCHANGECORPORATIONLIMITED UNEXZAJJXXX UNIVERSALEX ZA 2UG UGANDA UGBAUGKAXXX UGANDA UG 2UM UNITEDSTATESMINOROUTLYINGISLANDS UNITEDSTATE UM 2US UNITEDSTATES UNITEDSTATE US 1UY URUGUAY URUGUAY UY 2UZ UZBEKISTAN UZBEKISTAN UZ 2VA VATICANCITYSTATE VATICANCITY VA 2VC SAINTVINCENTANDTHEGRENADINES SAINTVINCEN VC 2VE VENEZUELA(BOLIVARIANREPUBLICOF) VENEZUELA VE 2

VG VIRGINISLANDS(BRITISH) VIRGINISLAN VG 2VI "VIRGINISLANDS,U.S." VIRGINISLAN VI 2VN VIETNAM VIETNAM VN 2VPC VP(THEDANISHSECURITIESCENTRE) VPDKDKKKXXX VPDANISHSE DK 2





Country Code

Set Type

VPS VARDEPAPPERSCENTRALENVPCAB VPCSSESSXXX VARDEPAPPERS SE 2VU VANUATU VANUATU VU 2WF WALLISANDFUTUNAISLANDS WALLISANDF WF 2WS SAMOA SAMOA WS 2YE "YEMEN,REPUBLICOF" "YEMEN,REPUB" YE 2YT MAYOTTEPACIFICBASIN MAYOTTE YT 2YU YUGOSLAVIA YUGOSLAVIA YU 2ZA SOUTHAFRICA STRAZAJJXXX SOUTHAFRICA ZA 2ZM ZAMBIA BAZAZMLUXXX ZAMBIA ZM 2ZR ZAIRE ZAIRE ZR 2ZW ZIMBABWE ZIMBABWE ZW 2


Cancellation Reason CodesThefollowingtableshowsthecancellationreasoncodes.

Code Description

000 Unspecifiedissue.001 Incorrecttradedate.002 Incorrectsettlementdate.003 Incorrectsecuritynumber.004 Incorrectsecuritynumbersystem.005 Incorrectsecuritytype.006 Incorrectsecuritydescription.007 Incorrectsettlementtype.008 Incorrectsettlementlocation.009 Incorrectbuy/sell.010 Incorrectshares/facevalue.011 Incorrectprice.012 Incorrectprincipalamount.013 Incorrectinterest.014 Incorrectcurrencycode.015 Incorrectaverageprice.016 Incorrectcommission.017 Incorrectsplitindicator.018 Incorrectsecurity(regulatory)fees.019 Incorrectregistrationorshippingamount.020 Incorrectresearchamount.

Table 2.6 Cancellation Reason Codes



Code Description021 Incorrectcountrytax.022 Incorrectothercharges.023 Incorrectnetamount.024 Incorrectaccountnumber.025 Incorrectcommissionequivalent.026 Incorrectinterestedparty#1.030 Incorrectinterestedparty#2.034 Incorrectinterestedparty#3.038 Incorrectcustomer.040 Incorrectrole.041 Incorrectmarket.042 Incorrectnetprice.043 Incorrectaccounttype.044 Incorrectalternatecurrency.046 Incorrectalternatecurrencyrate.047 Incorrectalternatenetamount.048 Incorrectinstitution(investmentmanager).049 Incorrectagent.050 Incorrectinterestedparty.051 Incorrectbroker/dealersub-custodian.052 Incorrectagentsub-custodian.053 Incorrectamortizationoraccretionfactor.054 Incorrectspecialinstruction.057 Incorrecttickersymbol.058 Incorrectallocation.059 Dontknow(DK)execution.060 Incorrectcommissiontype.062 Incorrectinstitutionaccountnumber.063 Incorrectstep-inbrokerID.064 Incorrectdummyallocation.065 Incorrectbranchorexecutingbroker.066 Incorrecttransactiontype.067 Incorrectbranchorbrokernotifyindicator.068 IncorrectinstitutionreferenceID.069 Incorrectsubmittinginstitution.070 IncorrectagentID.071 IncorrectIDagentinternalacctnumber.

Table 2.6 Cancellation Reason Codes (continued)



Code Description072 Incorrectprincipalamount.073 IncorrectbrokerofcreditID.074 Incorrectnon-IDbrokercustody.075 Incorrectinstitution(investmentmanager)number.076 Incorrectnon-IDstep-inbroker.077 Incorrectstep-inbrokernotifyindicator.079 Incorrectstep-outreasoncodenumber1.080 Incorrectstep-outreasoncodenumber2.081 Incorrectstep-outreasoncodenumber3.082 Incorrectstep-outreasontext.085 Incorrectbrokerofcreditcommissionorfee.086 Incorrectnoticeoforderexecutionreferenceidentifier.087 Incorrectinvestmentmanagerorderroutingnumber.088 Incorrectstep-outindicator.089 Incorrectdetailreferenceidentifier.090 Incorrectallocationreasoncode.100 Donotknow.101 Duplicateconfirm.102 Sameconfirmandrebill.103 Allocationchange.104 Incorrectdeliveryinstruction.105 Multipleerroneousfields.106 Awaitinginstructiontoaffirm.107 TBAcancelduetoallocation.108 TBAcancellation.109 Poolsubstitution.110 Poolcancellation.111 Mortgage-backedsecuritymiscellaneouscancel.121 IncorrectLong/Shortindicator.122 Cannotlocatesecurities.500 Incorrectcurrentface.501 Incorrectfactororeffectdate.502 Incorrectpoolnumber.503 Incorrectrelatedreferencenumber.504 Incorrectnumberdaysaccruedinterest.505 Incorrectyield.




Code Description506 Incorrectissuedate.507 Incorrectrecorddate.508 Incorrecttradetypeindicator.509 Incorrectclearingagentinternalaccountnumber.510 Incorrectinstitutioninternalaccountnumber.511 Incorrectinstitutionorderroutenumber.512 Incorrectadditionalparty#4.513 Incorrectadditionalparty#5.514 Incorrectadditionalparty#1accountnumber.515 Incorrectadditionalparty#2accountnumber.516 Incorrectadditionalparty#3accountnumber.517 Incorrectadditionalparty#4accountnumber.518 Incorrectadditionalparty#5accountnumber.519 Incorrectadditionalparty#6accountnumber.520 Incorrectadditionalparty#1instruction#1.521 Incorrectadditionalparty#2instruction#1.522 Incorrectadditionalparty#3instruction#1.523 Incorrectadditionalparty#4instruction#1.524 Incorrectadditionalparty#5instruction#1.525 Incorrectadditionalparty#6instruction#1.526 Incorrectadditionalparty#1instruction#2.527 Incorrectadditionalparty#2instruction#2.528 Incorrectadditionalparty#3instruction#2.529 Incorrectadditionalparty#4instruction#2.530 Incorrectadditionalparty#5instruction#2.531 Incorrectadditionalparty#6instruction#2.532 Incorrectspecialinslot#01.533 Incorrectspecialinslot#02.534 Incorrectspecialinslot#03.535 Incorrectspecialinslot#04.536 Incorrectspecialinslot#05.537 Incorrectspecialinslot#06.538 Incorrectspecialinslot#07.539 Incorrectspecialinslot#08.540 Incorrectspecialinslot#09.541 Incorrectspecialinslot#10.




Code Description542 Incorrectspecialinslot#11.543 Incorrectspecialinslot#12.544 Incorrectspecialinslot#13.545 Incorrectspecialinslot#14.546 Incorrectspecialinslot#15.547 Incorrectspecialinslot#16.560 Incorrectconfirmpurpose.561 Incorrectdeliverymethod.562 Incorrectpricetype.563 Incorrecttradetype.564 Incorrectlegidentifier.565 Incorrectcollateraltype.566 Incorrecttri-partyagent.567 Incorrectstartdate.568 Incorrectenddateormaturitydate.569 IncorrectFINrate.570 Incorrectsecuritieslendingfee.571 Incorrectinterestdays.572 Incorrectaccruedinterestdueatmaturity.573 Incorrecthaircut%.574 IncorrectREPOvalue.575 Incorrectcurrentyield.576 Incorrectyieldtomaturity.577 Incorrectyieldtocall/redemption.578 Incorrectdateddate.579 Incorrectmarkupormarkdownamount/percentagesign.580 Incorrectmarkupormarkdownamount/percentage.581 Incorrectuser-defineddisclosurecode.582 Incorrectbrokertelephonenumber.583 Incorrectallocationsource.584 Incorrectthird-partyremunerationreceivedindicator.999 Otherissue.




Ineligible Confirmation CodesTradeinputsubmittedforDepositoryTrustCompany(DTC)settlementcangenerateineligibleconfirmationsforthereasonsshowninTable2.7.DTC-eligibilityisre-evaluatedduringaffirmationandend-of-dayprocessinguntilandincludingS-1.WiththeintroductionofTradeSuiteIDservicenet,eligibilitystatuschangescanoccurintraday.Ifeligibilitychangesbetweentradeinputandaffirmation(includingmatchedaffirmed),theaffirmedormatchedaffirmedconfirmationshowsaneligibilitystatusdifferentfromwhatwaspreviouslyshown.Attheendoftheday,thesystemalsore-evaluateseligibilityforconfirmations(unaffirmedormatchedand/oraffirmed)thatwerepreviouslyreported.Iftheeligibilitystatuschangesduringtheday,thesystemproducesaChangeofEligibilityConfirmation(positions38equalsCOELIGintheTransactionheader)aspartoftheend-of-day(EOD)reports.Thisdoesnotincludeanyconfirmationsforwhicheligibilitywaspreviouslyreportedaschangedataffirmation.

Code1 Explanation20 IDNetchangedtosettlingpredeterminedquantity(PDQ).

IDnettradeconfirmredeterminedtosettletrade-for-trade(PDQ).21 IDNetchangedtoineligible.

IDNettradeconfirmredeterminedasineligible.22 Inventorymanagementservices(IMS)cancelsclearingagentcancel.

IDNettradeconfirmcanceledinIMSbytheclearingagent.23 IMScancelsclearingbrokercancel.

IDNettradeconfirmcanceledinIMSbyclearingbroker.24 IMScancelsclearingbrokerexemption.

IDNettradeconfirmexemptedinIMSbytheclearingbroker.25 IMSreject

IDNettradeconfirmrejectedinIMS.26 ATPreject

IDNettradeconfirmrejectedinATP.27 ATPdrop

IDNettradeconfirmdroppedinATP.28 IMSunprocessedexemption.

IDNettradeconfirmunprocessedexemptioninIMS.29 IMSclearingagentexemption.

IDNettradeconfirmexemptedinIMSbytheclearingagent.31 ClearingagentCNSineligible.

IDNettradeconfirmredeterminedthattheclearingagentCNSineligible.32 ClearingbrokerCNSineligible.

IDNettradeconfirmredeterminedclearingbrokerCNSineligible.

Table 2.7 Ineligible Confirmation Codes

1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.



Code1 Explanation60 CommitteeonUniformSecurityIdentificationProcedures(CUSIP)isCNSineligibleCUSIP

numberisineligibleforCNSsettlement.61 CUSIPineligible.

CUSIPnumberisineligibleforDTCsettlement.62 CUSIPfrozen

CUSIPnumberisfrozen.64 When-IssuedorWhen-Distributedtrade

Settlementcodeisoneofthefollowing:2=When-Issued3=When-Distributed4=When-IssuedorWhen-Distributed

65 ClearingagentnotSDFSClearingagentbanknumberontheDTC-eligibilityfileisnotsettoSDFS,andthesecurityisanSDFSissue.

66 ClearingbrokernotSDFSClearingbroker/dealernumberontheDTC-eligibilityfileisnotsettoSDFS,andthesecurityisanSDFSissue.

74 SamedaytradeSettlementdateequalsthetradedate.

75 PastdatetradeConfirmdateisgreaterthanthesettlementdateminus2(tradeinputwasenteredonorafterS-2;therefore,thetradeisineligibleforautomatedsettlement).

78 DepositorychillDeliveriesforthissecuritycannotbemadetoorfromaDTCparticipant.

79 AgentparticipantchillParticipantisineligiblefordeliveryprocessingoreurocurrencydeliveryprocessing.

80 BrokerparticipantchillParticipantisineligiblefordeliveryprocessingorEurocurrencydeliveryprocessing.

81 LateaffirmTradewasaffirmedafterS-2andisineligibleforautomatedsettlement.

822 AgentparticipantinvalidClearingagentisnotaDTCparticipant.

832 BrokerparticipantinvalidClearingbrokerisnotaDTCparticipant.

Table 2.7 Ineligible Confirmation Codes (continued)

1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.2ThisconditiondoesnotoccurwhentheconfirmisinitiallyproducedbyDTC.Itcanonlyoccurduringaffirmation,matching,orchangingtheeligibilityprocessing.



Code1 Explanation842 Securitytypeineligible

Securitytypechangedfromanequitytoabondorfromabondtoanequityforoldformattradeinput.

85 AgentbankineligibleAgentbankisineligibleforDTCprocessing.Thismessageisforold-formatinputonlyandresultsinanineligibleconfirmforDTC-eligibletrades.Thisconditionwouldresultinatradeerroriftheinputwassubmittedinnewformat.

86 Brokerconfirmnumbernotunique.ThisisaninformativemessageanddoesnotaffectDTC-eligibility.Anold-formattradeinputwassubmittedwithaduplicatebroker/dealerconfirmnumber.Thisresultedintradeerror(codeGAABIAAOininteractiveformat).

87 Attempttocancelaffirmedtrade.Thiscodeisgeneratedwhenabroker/dealersubmitsacancellationonatradeinputforanaffirmed,matchedormatchedaffirmedconfirm.

88 FractionalsharesTheconfirmationcontainsfractionalshares.

89 Trade-for-trade(PDQ)redeterminedtosettleIDNet.Theconfirmwasinitiallydeterminedtosettletrade-for-trade(PDQ),butnowsettlingIDNet.

90 DTCtrade-for-tradeconfirmredeterminedtosettleCNS.Confirmwasinitiallydeterminedtosettleasatrade-for-tradedeliveryatDTC;however,afteraffirmation,DTCchangedtheCNSeligibilityoftheprimebroker,orNSCCchangedtheCNSeligibilityofthesecurity;thedeliverysettleswithinCNS.

91 IPOinvalidagentaccount.Thiscodeisusedforflipping,tonotifythepartiestothetradethatthesecurityisatrackinginitialpublicoffering(IPO)andthecustomerofthetradeisnotidentifiedorincorrectlyidentifiedbytheagentinternalaccountnumber.Asaresult,thistradepotentiallycannotsettleatDTC.

92 TBAtradeIneligibleforsettlementatDTC.

99 MiscellaneousInputofconfirmoccurredonorbeforeJune2,1994,anditwasineligiblebasedoneligibilityrequirementsineffectbeforeJune2,1994.Thenewsystemdoesnotsupportacodetoidentifytheseolderrequirements;thesetradeswouldhavepreviouslybeenreportedascodes47,48,49,50,52,53,56,or57.Theyareallreportedwithinthiscategory.

Table 2.7 Ineligible Confirmation Codes (continued)

1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.



Interactive Format Input to EOD Format Output Code ConversionTable2.8showstheconversionfromcurrencycodesininteractiveformatinputtocurrencycodesinEODformatoutput.

Note

Interactiveformatinputcontaininganyoftheabovecurrencycodesisconvertedtothecorrespondingnumericvalueforreceiptbyend-of-dayformatusers.Allothercurrencycodesareconvertedto99(Other).

Interactive Format End-of-Day Format DomesticUSD 01GBP 02FRF 03CAD 04CHF 05XEU 06DEM 07AUD 08NLG 09HKD 10SGD 11ITL 12KWD 13NOK 14AED 15ARS 16SAR 17ESP 18ATS 19MXP 20SEK 21FIM 22JPY 23ZAR 24BEF 25NZD 28XXX 99

Table 2.8 Currency Codes



Mortgage-Backed Securities Specification CodesTable2.9providesvaluesforspecificationcodes116:

l Tradeinputspecification,positions219506ofrecord4.l Tradeoutputspecification,positions249536ofrecord4.l FieldcodesGAC2inTable3.3.

Inthistable,theabbreviationsintheFielddefinitioncolumnstandforthefollowing:

l ALalphabetic,left-justified.l NUnumeric,right-justified.l CHcharacter,left-justified.l DTdateinYYYYMMDDformat,left-justified.

Code Description Value Length

Field Definition

001 COLLATERALREGION 02 AL(NY,CA,MA)

002 COLLATERALREGIONEXCLUDING 02 AL(NY,CA,MA)

003 ISSUANCEREGIONCODE 02 AL(NY,CA,MA)

004 ISSUANCEREGIONEXCLUDECODE 02 AL(NY,CA,MA)

005 ISSUEDATE-EARLIEST 08 DT

006 ISSUEDATE-LATEST 08 DT

007 MATURITYDATE-EARLIEST 08 DT

008 MATURITYDATE-LATEST 08 DT

020 PIECESmaximumnumberpertrade 04 NU

021 PIECESminimumnumberpertrade 04 NU

022 POOLS-MAXIMUMNUMBER 04 NU

023 POOLSminimumNUMBER 04 NU

024 POOLSMAXIMUMCURRENTFACEVALUE 12 AL/NU(999,000,000.00999,000M999MM)

025 POOLSminimumCURRENTFACEVALUE 12 AL/NU(999,000,000.00999,000M999MM)

026 POOLSPERMILLIONmaximum 02 NU

027 POOLSPERMILLIONminimum 02 NU

040 Variance(Fornon-bondmarketassociation(BMA)standards 12 (X)NU(FLOATINGDECIMAL)

041 NODOWNSIDEVARIANCE(POPULATEY) 01 (X)NU(FLOATINGDECIMAL)

050 Weightedaveragecoupon(WAC)codemaximumpercent(%) 05 (X)NU(FLOATINGDECIMAL)

051 WACcodeminimumpercent(%) 05 (X)NU(FLOATINGDECIMAL)

052 Weightedaveragematurity(WAM)codemaximumnumberofmonths

03 NU

053 WAMcodeminimumnumberofmonths 03 NU

054 Weightedaverageloanage(WALA)/Commercialandgovernmententity(CAGE)maximum

03 NU

Table 2.9 Mortgage-Backed Securities Specification Codes



Code Description Value Length

Field Definition

055 WALA/CAGEminimum 03 NU

060 INDEX 06 AL/NU

070 INTERESTRATECAPmaximum 06 (X)NU(FLOATINGDECIMAL)

071 INTERESTRATECAPminimum 06 (X)NU(FLOATINGDECIMAL)

072 PAYMENTPERCENTAGECAPmaximum 06 (X)NU(FLOATINGDECIMAL)

073 PAYMENTPERCENTAGECAPminimum 06 (X)NU(FLOATINGDECIMAL)

074 PERIODICCAPmaximum 06 (X)NU(FLOATINGDECIMAL)

075 PERIODICCAPminimum 06 (X)NU(FLOATINGDECIMAL)

076 RESETDATE-EARLIEST 08 DT

077 RESETDATE-LATEST 08 DT

100 REASSIGNMENT 15 CH

999 FREEFORMSPECIFICATION 15 AL/NU

Table 2.9 Mortgage-Backed Securities Specification Codes (continued)

Moodys Conversion Codes and RatingsTable2.10showstheMoodysconversioncodesandratings.

Position 412413 Rating

96 AAA*

95 AAA

90 AA1

85 AA

84 AA2

83 AA3

75 A1

65 A

64 A2

63 A3

55 BAA1

45 BAA

44 BAA2

43 BAA3

40 BA1

35 BA

34 BA2

33 BA3

Table 2.10 Moody's Conversion Codes and Ratings



Position 412413 Rating

30 B1

25 B

24 B2

23 B3

22 CAA1

21 CAA

20 CAA2

19 VMIG4

18 VMIG3

17 VMIG2

16 VMIG1

15 CAA3

14 CA1

13 CA

12 CA2

11 CA3

10 Underreview

09 C

08 P-1

07 P-2

06 P-3

04 MIG-4

03 MIG-3

02 MIG-2

01 MIG-1

00 Non-rated

Table 2.10 Moody's Conversion Codes and Ratings (continued)

Standard & Poors Conversion Codes and RatingsTable2.11showstheStandard&Poors(S&P's)conversioncodeandratings.

Position 417418 Code Rating Type

99 AAAL Longterm

96 AAA* Longterm

95 AAA Longterm

89 AAL Longterm

Table 2.11 S&Ps Conversion Codes and Ratings




86 AA+ Longterm

85 AA Longterm

84 AA- Longterm

79 A-3 Shortterm

78 A-2 Shortterm

77 A-1 Shortterm

76 A+ Longterm

75 A Longterm

74 A- Longterm

73 A-1+ Shortterm

72 A-1 Commercialpaper

71 A-1+ Commercialpaper



66 BBB+ Longterm

65 BBB Longterm

64 BBB- Longterm

56 BB+ Longterm

55 BB Longterm

54 BB- Longterm

47 B Commercialpaper

46 B+ Longterm

45 B Longterm

44 B- Longterm

36 CCC+ Longterm

35 CCC Longterm

34 CCC- Longterm

25 CC Longterm

24 E-1 Eventrisk

23 E-2 Eventrisk

22 E-3 Eventrisk

21 E-4 Eventrisk

20 E-5 Eventrisk

15 C Longterm

14 C Commercialpaper

11 Underreview Longterm

06 D Commercialpaper

05 D Longterm

Table 2.11 S&Ps Conversion Codes and Ratings (continued)




04 SP-3 Shortterm

03 SP-2 Shortterm

02 SP-1 Shortterm

01 SP-1+ Shortterm

00 Non-rated Longterm

00 Non-rated Shortterm

Table 2.11 S&Ps Conversion Codes and Ratings (continued)

Security Numbering SystemsTable2.12showsthesecuritynumberingcodes.Inthistable,ISINistheinternationalsecuritiesaccountinformation.

Notes

l AddedCEDEL[Clearstream](CE),CommonCode(CEDEL/Euroclear)(XS),Spain(ES),andSweden(SE)tothesecuritynumberingsystemcodes.

l Previously,LuxembourgandCEDEL(Clearstream)sharedthesamesecuritynumberingsystemcode(LU).ThatcodeisnowusedexclusivelybyLuxembourgandCEDELhasthenewcode(CE).Thelengthofthesecurityidentifieris07forLuxembourgand06forCEDEL.ThischangeshouldbenotedbecauseDTCvalidatesthesecuritynumberingsystemcodeagainstthelengthofthesecurityidentifierstringentered.

Code and Description Security Length

Convert/ISIN Allow Translation

AT=Wertpapierkennummer(Austria) 06 No Yes

AU=Australia 09 Yes Yes

BE=SecretariatdesValeursMobilires-sum(Belgium) 08 No Yes

BR=Brazil 09 Yes Yes

CE=CEDEL(Clearstream) 06 No Yes

CH=Valorennummer(Switzerland) 06 No Yes

DE=Wertpapierkennummer(Germany) 06 No Yes

DK=Fondskode(Denmark) 07 No Yes

ES=Spain 08 No Yes

EU=Euroclear 09 No Yes

FR=SICOVAM(France) 06 No Yes

GB=SEDOL(StockExchangeDailyOfficialList)(UnitedKingdom)

07 No Yes

IE=Ireland 09 No No

IS=ISIN 06 No Yes

Table 2.12 Security Numbering Systems



Code and Description Security Length

Convert/ISIN Allow Translation

IT=CodiceUIC(Italy) 06 No Yes

JP=QUICK(Japan) 09 No Yes

LU=Luxembourg 07 No Yes

MX=Mexico 09 Yes Yes

NL=Netherlands 06 No Yes

NO=Norway 06 No Yes

RU=Reuters 12 No No

SE=Sweden 06 No Yes

US=CUSIP(UnitedStates) 09 No Yes

XS=CommonCode(CEDEL/Euroclear) 09 No Yes

99=UserOriginated 12 No No

Table 2.12 Security Numbering Systems (continued)

Expanded Security TypesTable2.13showsthesecuritytypesbytheiracronymsandmeanings.

Acronym Security Type Acronym Security Type

ABS Asset-BackedSecurity GDS GovernmentDebtSecuritiesADR AmericanDepositoryReceipts GMR GinnieMaeREMICSAGS Agencies GNM GinnieMaeBAS Banker'sAcceptances ITS IndexedTreasurySecuritiesCDS CorporateDebtSecurities MBS Mortgage-BackedSecuritiesCER RepresentativeCertificates MMI MoneyMarketInstrumentsCMO CollateralizedMortgageObligation MSC MiscellaneousCOD CertificateofDeposit MTN MediumTermNotesCOL Collateral MUN MunicipalBondsCON ConvertibleBond NSD Non-U.S.SovereignDebtCPA CommercialPaper OMB OtherMortgage-BackedSecuritiesCPN Coupons OMM OtherMoneyMarketInstrumentsCS1 U.S.CashWireNumber1 OPC OptionsContractsCS2 U.S.CashWireNumber2 OPS OptionSharesCS3 U.S.CashWireNumber3 PRC PremiumContractsCS4 U.S.CashWireNumber4 PRS PremiumSharesCS5 U.S.CashWireNumber5 RTE RentesCSH U.S.CashWire RTS RightsDFI DTCOmnibus SHP Equities-PreferredShares

Table 2.13 Expanded Security Types



Acronym Security Type Acronym Security Type

EBD Eurobonds SHS Equities(Shares)ECD EuroCD SLA StudentLoanMarketingAssociationECP EuroCP TBI TreasuryBillsENT Euronotes TEM TaxExemptMoneyMarketsFFI FixedIncomeOmnibus TRB TreasuryBondsFIN FinancingTransaction TRN TreasuryNotesFMR FreddieMacREMICS TRS TreasuryStripsFNM FannieMae UNT UnitsFNR FannieMaeREMICS WTS WarrantsFPA FaceorPrincipalorNominalAmount XCP TaxExemptCommercialPaperFRM FreddieMac

Table 2.13 Expanded Security Types (continued)

Table2.14showsparent/childrelationshipsoftheexpandedsecuritytypesusedformatchingpurposes.

Parent Security Type Child Security TypeCDS(CorporateDebt) CDS(CorporateDebt)CER(RepresentativeCertificates) CER(RepresentativeCertificates)CON(ConvertibleBond) CON(ConvertibleBond)COL(Collateral) COL(Collateral)CPN(Coupons) CPN(Coupons)CSH(U.S.CashWire) CSH(U.S.CashWire)CSH(U.S.CashWire) CS1(U.S.CashWireNumber1)CSH(U.S.CashWire) CS2(U.S.CashWireNumber2)CSH(U.S.CashWire) CS3(U.S.CashWireNumber3)CSH(U.S.CashWire) CS4(U.S.CashWireNumber4)CSH(U.S.CashWire) CS5(U.S.CashWireNumber5)DFI(DTCOmnibus) DFI(DTCOmnibus)EBD(Eurobonds) EBD(Eurobonds)ECP(EuroCP) ECP(EuroCP)ENT(Euronotes) ENT(Euronotes)FFI(FixedIncomeOmnibus) FFI(FixedIncomeOmnibus)FIN(FinancingTransaction) FIN(FinancingTransaction)FPA(FaceorPrincipalorNominalAmount) FPA(FaceorPrincipalorNominalAmount)GDS(GovernmentDebtSecurities) AGS(Agencies)GDS(GovernmentDebtSecurities) GDS(GovernmentDebtSecurities)GDS(GovernmentDebtSecurities) ITS(IndexedTreasurySecurities)GDS(GovernmentDebtSecurities) SLA(StudentLoanMarketingAssociation)

Table 2.14 Expanded Security Type Parent/Child Relationships



Parent Security Type Child Security TypeGDS(GovernmentDebtSecurities) TBI(TreasuryBills)GDS(GovernmentDebtSecurities) TRB(TreasuryBonds)GDS(GovernmentDebtSecurities) TRN(TreasuryNotes)GDS(GovernmentDebtSecurities) TRS(TreasuryStrips)MBS(Mortgage-BackedSecurities) ABS(Asset-BackedSecurities)MBS(Mortgage-BackedSecurities) CMO(CollateralizedMortgageObligation)MBS(Mortgage-BackedSecurities) FMR(FreddieMacREMICS)MBS(Mortgage-BackedSecurities) FNM(FannieMae)MBS(Mortgage-BackedSecurities) FNR(FannieMaeREMICS)MBS(Mortgage-BackedSecurities) FRM(FreddieMac)MBS(Mortgage-BackedSecurities) GMR(GinnieMaeREMICS)MBS(Mortgage-BackedSecurities) GNM(GinnieMae)MBS(Mortgage-BackedSecurities) MBS(Mortgage-BackedSecurities)MBS(Mortgage-BackedSecurities) OMB(OtherMortgage-BackedSecurities)MMI(MoneyMarketInstruments) BAS(BankersAcceptances)MMI(MoneyMarketInstruments) COD(CertificateofDeposit)MMI(MoneyMarketInstruments) CPA(CommercialPaper)MMI(MoneyMarketInstruments) ECD(EuroCD)MMI(MoneyMarketInstruments) MMI(MoneyMarketInstruments)MMI(MoneyMarketInstruments) MTN(MediumTermNotes)MMI(MoneyMarketInstruments) OMM(OtherMoneyMarketInstruments)MSC(Miscellaneous) MSC(Miscellaneous)MUN(MunicipalBonds) MUN(MunicipalBonds)NSD(Non-U.S.SovereignDebt) NSD(Non-U.S.SovereignDebt)OPC(OptionContracts) OPC(OptionContracts)OPS(OptionShares) OPS(OptionShares)PRC(PremiumContracts) PRC(PremiumContracts)PRS(PremiumShares) PRS(PremiumShares)RTE(Rentes) RTE(Rentes)RTS(Rights) RTS(Rights)SHS(Equities[Shares]) ADR(AmericanDepositoryReceipts)SHS(Equities[Shares]) SHP(Equities-PreferredShares)SHS(Equities[Shares]) SHS(Equities[Shares])SHS(Equities[Shares]) WTS(Warrants)TEM(Tax-ExemptMoneyMarkets) TEM(Tax-ExemptMoneyMarkets)TEM(Tax-ExemptMoneyMarkets) XCP(Tax-ExemptCommercialPaper)UNT(Units) UNT(Units)

Table 2.14 Expanded Security Type Parent/Child Relationships (continued)



Transaction TypesTable2.15showsthetransactiontypes.

Transaction name (number)

Description

NewConfirm(1) Broker/dealerconfirmnumbercannotbethesameasanactivetradeorcancellation.

Cancelation(3) Cancellationsrequire:l Executingbroker/dealernumberl Broker/dealerconfirmnumber(identifyingthecancellation)l Originalbrokerconfirmnumber(identifyingtheconfirmtobecanceled)l CancellationreasoncodeTheTradeSuiteIDserviceignoresallotherfieldswithintheinputrecord.TheBroker/DealerConfirmNumberfield,whichidentifiesthecancellation(seePositions347358),candifferfromtheBroker/DealerConfirmNumberontheconfirmtobecanceled.EnsuretheOriginalBrokerConfirmNumberfield(seePositions209220)isthesameasintheexistingconfirmtobecanceled.Unlesstheoriginalconfirmationismatchedoraffirmed,thecancellationconfirmdeactivatestheoriginalconfirm.Iftheconfirmtobecanceledismatchedoraffirmed,acancellationisgeneratedandtheCancellationAfterAcknowledgmentfield(ontheOutputRecord)issettoY.Thiscancellationisonlyforinformativepurposes,astheexistingmatchedoraffirmedconfirmremainsactiveandcansettle.

Resubmission(4) Thisactionwasnotimplemented.

Table 2.15 Transaction Types



Interactive FieldsTable2.16showstheinteractiveprocessingfieldsthatarenotsupportedbyoldend-of-dayformats.

Record type Fields

RecordType1 SplitCurrencyIndicator QCExemptionIndicator SettlementLocation SecurityNumberingSystem AlternateCurrencyConversionRate AlternateCurrencyISOCode AlternateCurrencyNetAmount OriginalBrokerConfirmNumber ConfirmProcessTime DesignatedAffirmingPartyNumber DesignatedAffirmingPartyType ConfirmProcessDate AdditionalParty#1Type AdditionalParty#2Type InstitutionContact ALERTAccountFoundIndicator CancelationAfterAcknowledgment MatchedIndicator MatchingVariance VarianceDirection Amortized/AccretedFactor AdditionalParty#3Type AdditionalParty#3Number AdditionalParty#3Account AdditionalParty#3Line1 AdditionalParty#3Line2RecordType2

SubjecttoFederalTaxAlternateMinimumTaxAdditionalParty#3NameOriginalInputSecurityNumberingSystemOriginalInputSecurityIdentifierCUSIP/CANSSecurityNumberingSystemCUSIP/CANSSecurityIdentifier

Table 2.16 Interactive Fields


Processing Procedures 49

3. PROCESSING PROCEDURESThissectionexplainstheprocessingproceduresandtradeinputcodes.ProcessingproceduresdependonwhethertheComputer-to-ComputerFacility(CCF)orMessageQuerying(MQ)isinuse.

Computer-to-Computer Facility (CCF)Computer-to-ComputerFacility(CCF)processingisdoneintwostages:

1. Thesign-onisvalidatedwiththedataenteredtoensurethatthesubmittercanenterdatafortherecordsbeingprocessedandthereceiptofthedataiswithintheappropriatetimeframe.Thiseditingisdonewhiletheuserisontheline.ThesubmitterreceivestheinputrecordreturnedwiththeFeedbackIndicatorsetto?andablock(Table3.1below)indicatingspecificsappendedtotheendoftherecord.

2. ThesecondstageofCCFprocessingoccurswhentheusercompletesthetransmission.Thistypeofeditingconsistsoffieldvalidation.Iferrorsarefoundatthispointinprocessing,amessageprefix(Table3.2onthenextpage)isappendedtothefrontoftherecordandtheblockisappendedtotheendoftherecord.Therecordisloggedtotheusersmailboxforoutputreceipt.

Block SpecificationTable3.1showstheblockspecification.

Position Length Format Field name Field description1 8 Character Code1 Identifiesthefieldandthereasonwhythefieldiserroneous.In

eachcode,l Firstfourcharactersidentifythefield.l Nextfourcharactersidentifythereasonwhythefieldis

erroneousForcodevalues,seeTable3.3onpage51.

9 8 Character Code2

17 8 Character Code3



Table 3.1 Block Specification



Message Prefix SpecificationTable3.2showsthemessageprefixspecificationappendedtothefrontoftherecordforCCF.

Position Length Format Field name Validate Description1 1 Character Filler - Reserved.Donotuse.1 1 Character Message

Flag- O=currentdaymessage

R=currentdayreprintU=currentdaymessagerequestedoutofsequenceY=priordaymessage.

3 1 Character Filler - Reserved.Donotuse.4 10 Character Destination

ID- Identifierofmessagequeuethemessagewasreceived

from(=8-characterusersign-onplus2-characterdestination).

14 1 Character Filler - (Constantvalue).15 6 Numeric Message

SequenceNumber

- UniquemessagesequencenumberassignedbyDTCsMessageDeliverySystemforeachDestinationID(seePosition4).

Table 3.2 Message Prefix Specification

Formoreinformation,seeInterface Control ManageravailableintheTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.

Message Querying (MQ)ForMessageQuerying(MQ),theprocesseshappenwhiletheuserisontheline.Therefore,onlytheblockisreturned.Forafulldescriptionoftheblockandmessageprefix,see Interface Control ManagerTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.

CodesThepreviousIDsystemprovidedforthreetypesoftradeinputvalidationcodes:

l TradeInputCodesl IneligibleConfirmationCodes

SeeSection170oftheIDSystemUsermanualorSectionMoftheparticipantOperatingProcedures.Informativeconfirmedits,suchasNoSecurityDescription,wereeliminatedinfavorofcombinedfieldcodesandreasoncodes.


https://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.html


Trade Input CodesThecombinationofthefieldcodeandreasoncodeformulatesthecode.Tradeinputsthatcontainoneormoreoftheseerrorsarereturnedtothesubmitterinthesamemedia.Noconfirmationisproduced.Table3.3showsthetradeinputcodesalphabeticallybyfieldcodeandthenbyreasoncode.

Field code

Reason Code

Descriptions

AAAA 9AAA

Transaction PrefixTransactionheaderisnotequaltooneoftheacceptablevalues.

9AAE Informationinthetransactionheaderisinvalid.9AAN TransactionheadertypeisineligibleforIDprocessing.

AAAB 9AAE

Transaction TypeTransactiontypedoesnotequal:1=New3=Cancellation4=Resubmission

IABG Recordtypeindicatedinthetransactionheaderisinvalid.AAAI 9AAE Production/Test Indicator

Headerforproduction/testindicatorisnotequaltoanacceptablevalues.9ABC Production/testindicatorisinvalidormissing.IAA3 Production/testindicatorisnotequaltooneoftheacceptablevalues.

AAAJ 9AAE

Header Record SuffixHeadersuffixisinvalid.

IAB6 Recordsuffixisnotequaltooneoftheacceptablevalues.AAAK

9AAEVersion NumberVersionnumberisnotequaltooneoftheacceptablevalues.

IAB6 Invalidversionnumberforstep-outprocessing.IABG Headerversionnumberisinvalid.

AZZZ 9AA6

Transaction RecordTransactionrecordisaduplicate.

9AAA Transactiondatarecordisinvalid.9AAE Cancellationrecordcontainedinvaliddata.9AAI Datarecordisinaninvalidformat.9ZZZ Relatedrecordinerror.IADY Securitytyperequiresrecord4.IAET REPOfieldsmissing.

Table 3.3 Trade Input Codes



Field code

Reason Code

Descriptions

BAAA 9AAF

Settlement DateSettlementdateisnotnumeric.

9AAJ Settlementdateis:l Notwithintwoyearsofthecurrentdate.l InvalidsettlementdateforDTC.l Invalidcalendardate.l Equaltozero.

9AAK Settlementdateisbeforethetradedate.9ADI Settlementdateisafterthecutoff.

BAAB 9AAJ

Trade DateTradedateis:l Notnumericl Lessthanzerol Invalidcalendardate

IAAF TradedateisgreaterthanthecurrentdateforsettlementintheUS.IAAG Tradedateexceedsthecurrentdate,U.S.EasternTime,bymorethanoneday.IAAH Tradedateislessthanthecurrentdateminus250settlementdays.

BAAI IAEK

Maturity DateMaturitydateisinvalid.

BABM 9AAA

Factor Effective DateFactoreffectivedateisaninvaliddayoftheyear.

BABN 9AAA

Issue DateIssuedateisaninvaliddayoftheyear.

BABO 9AAA

Delivery DateDeliverydateisaninvaliddayoftheyear.

BABP 9AAA

Option Expiration DateOptionexpirationdateisaninvaliddayoftheyear.

BABQ 9AAA

Record DateRecorddateisaninvaliddayoftheyear.

BADG 9AAA Tradeexecutiondateisinvalid.CAA1

9AAABroker-Executing Broker IdentifierInvalidexecutingbroker,brokerID,orbusinessidentifiercode(BIC).

9AAF Broker,executingbrokerIDnotnumeric.9AAN Broker/ExecutingBrokernotIDeligible.IAA4 Rejectionnotsentbytheexecutingbroker.IAAE Brokerinvalidforacknowledgment.IABI Commonallocationrejectionwithdetailmatch.

Table 3.3 Trade Input Codes (continued)



Field code

Reason Code

Descriptions

CAA2 9AAN

Clearing Broker IdentifierClearingbrokerisineligibleforIDprocessing.

IAAE Clearingbrokerinvalidforacknowledgment.CAA3

9AAAStep-in Broker/Dealer IdentifierIDstep-inbrokerBICisinvalid.

9AAF IDstep-inbrokernotnumeric.9AAN Step-inbrokerisanineligibleID.IAAE Step-inbrokerinvalidforacknowledgment.

CAA5 IAAE

Custodian/Agent IdentifierCustodianbanknotturnedonforhuboutput.

IAEV Custodian/agentnotahubuser.CAA6 IAEO Custodian/agentidentifiercustomerbankisspaces.CAAA

9AAAInstitution IdentifierInstitutionBICnumberisinvalid.

9AAE Institutionnumberdoesnotequalthesubmittinginstitution.9AAF Institutionnumberisnotnumeric.9AAN InstitutionisinvalidorineligibleforIDprocessing.9ABB InstitutionnumberwasnotfoundintheDTCdatabase.9ABG Institutionupdatesarenotpermitted.9ABM Institutionisnotpermittedtosubmitthismessagetype.IAAE Institutionelectednottoreceiveoutput.IAAL Nomatchcouldbemadetotheinstitution,theaccountnumberismissingoraccountnot

foundontheALERTplatform.IAAW Notdestinedformatchinganddidnotelecttonotifythebrokerorbranch.IABE InstitutionS/Bnoteligible.IAER InstitutionIDisunauthorizedfortheaccountnumber.

CAAB 9AAF

Executing Broker/Dealer IdentifierBranchorexecutingbroker/dealeridentifiernumberisnotnumeric.

9AAN Executingbroker/dealerisineligibleforIDprocessing.9ABB Executingbroker/dealernumbernotfoundintheDTCdatabase.9ABM Brokerisaninvalidsubmitterforthismessagetype.IAA4 Brokerisnotpermittedtorejectthismessagetype.IAAE Branchorbrokerelectednottoreceivetheoutput.IABE BrokerisineligibleforIDprocessing.IABI Rejectionduetoatleastonedetailrecordhasalreadymatched.




Field code

Reason Code

Descriptions

CAAC 9AAN

Affirming party IdentifierAffirmingpartyisineligibleforIDprocessing.

IAAB Affirmingpartynumberisinvalid.IAAC Affirmingpartyisnotonthetrademessage.IAAD Affirmingpartyisnotaninstitution,agent,orcustomer.IDEJ Invalidreverseaffirmingparty.

CAAE 9AAN

Broker/dealer sub-custodian identifierBroker/dealersub-custodianisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

CAAF 9AAN

Step-in Broker/Dealer IdentifierIDstep-inbroker/dealerisineligibleforIDprocessing.

IAAE Step-inbrokeranditsclearingbrokerelectednottoreceiveInstitutionalInstructions(IIs),andthenotifyindicatorisequaltoY.

CAAG 9AAN

Agent Sub-CustodianAgentsub-custodianisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

CAAH 9AA5

Agent IdentifierIDagentnumberisinvalidorblank.

9AAF IDagentnumberisnotnumeric.9AAN AgentnumberisineligibleforIDprocessing.9ABB AgentnumberwasnotfoundintheDTCdatabase.9ABG Agentupdatenotallowed.9ABM Agentinvalidsubmitterforthismessagetype.9ADF Agentisprimebroker.IABE AgentS/Bineligible.

CAAI 9AAN

Interested Party #1 IdentifierInterestedparty#1isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

9ABB InterestedpartyIDnumberwasnotfoundintheDTCdatabase.9ABG Interestedparty#1updatenotallowed.9ABM Interestedparty#1notpermittedtosubmitthismessagetype.IABE InterestedpartyS/Bineligible.

CAAJ 9AAN

Issuing Agent IdentifierIssuingagentnumberisineligibleforIDprocessing.

9ABB IssuingagentnumberwasnotfoundintheDTCdatabase.IABE IssuingagentS/Bineligible.




Field code

Reason Code

Descriptions

CAAN 9AA6

ID Broker of Credit IdentifierDuplicateIDbrokerofcredit.

9AAA IDbrokerofthecreditidentifierorBICisinvalid.9AAF IDbrokerofcreditidentifiernumberisnotnumeric.9AAN IDbrokerofthecreditidentifiernumberisineligibleforIDprocessing.

CAAO 9AAN

Interested Party #2 IdentifierInterestedparty#2isineligibleforIDprocessingorisinvalid.Otherwise,ifnotprovided,enterspacesorzeros.

9ABG Interestedparty#2identifierupdatenotallowed.CAAP

9AANInterested Party #3 IdentifierInterestedparty#3isineligibleforIDprocessingorisinvalid.Otherwise,ifnotprovided,enterspacesorzeros.

9ABG Interestedparty#3identifierupdatenotallowed.CAAQ

9AAASubmitting InstitutionSubmittinginstitutionBICorIDisinvalid.

9AAN SubmittinginstitutionisineligibleforIDprocessing.IAAE SubmittinginstitutionelectednottoreceivetheIIrejection.IACF Commonrecordnotfound.IAER SubmittinginstitutionIDnotauthorizedforACRNM.

CAAR 9AAA

Branch Office IdentifierBranchIDnumberisinvalid.

9ABB Branchandbrokerunrelated.CAAS

9AAENon-ID Step-in BrokerWhenspecifyingtheIDstep-inbroker,enterspacesforthenon-IDstep-inbroker.

CAAU 9AA5

ID Agent Internal Account NumberIDagentinternalaccountnumberwasnotentered.

CAAY 9AAN

Clearing Broker IdentifierClearingbrokerisineligibleforIDprocessing.

IABH Clearingbrokerisinactive.IAAE ClearingbrokerelectednottoreceiveIIs.

CABB 9AAN

Customer IdentifierCustomeridentifierisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

9ABG Customeridentifierisnotallowed.9ABM Customeridentifierisaninvalidsubmitter.

CABC 9ANN

Submitter IdentifierSubmitterisnotpartytothetrade.

IAAB Submitterisnotanaffirmingagent.




Field code

Reason Code

Descriptions

CACE 9AAA

Additional Party #4Additionalparty#4isinvalidforadomesticsettlementlocation(DTC,BRC,FED,U.S.).

9AAN Additionalpartynumber4isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

CACF 9AAA

Additional Party #5Additionalparty#5isinvalidforadomesticsettlementlocation(DTC,BRC,FED,U.S.).

9AAN Additionalpartynumber5isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.

CACG 9AAA

Generic TBAGenericTBA(TradeType=01)containedapoolnumber.

9ABD SpecifiedPoolTrade(TradeType=11)oraGenericPoolTrade(TradeType=12)wasmissingasecuritynumberorapoolnumber.

CAGJ 9AA5

Detail Reference IdentifierDetailreferenceidentifiercontainsspaces.

IAAN Detailreferenceidentifierinthedetailallocationrecordwithinthesetofallocationsisaduplicateandnotunique.

DAA3 9AAF

Total Allocation Shares/Face ValueTotalallocationshares/facevalueisnotnumeric.

9AAH Forregulartrades,thetotalshares/facevaluemustbegreaterthanzero.9AAI Totalsharesinaninvalidformat.IAA2 Commonallocationunequaltothedetailallocation.IABB Totalshares/facevalueunequaltooriginal.

DAA4 9AAF

Executing Broker FeeExecutingbrokerfeeisnotnumeric.

DAA5 9AAF Commission Equivalent CommissionEquivalentisnotnumeric.

DAA7 9AAF

CommissionCommissionisnotnumeric.

DAA8 9AAF

Allocated Shares/Face Value for This TransactionAllocatedshares/facevalueforthistransactionisnotnumeric.

9AAH Allocatedshares/facevalueforthistransactionisequaltozero.IAA5 Allocatedshares/facevalueforthistransactionisinvalid.

DAA9 9AAF

Research AmountResearchamountisnotnumeric.




Field code

Reason Code

Descriptions

DAAA 9AAF

Shares/Face ValueQuantityofsecuritiesfacevalueisnotnumericintheDTCsettlementsystemsandonlyappliestoinputwithaDTCsettlementlocation.

9AAH Quantityofsecuritiesfacevalueisgreaterthanzero.IAAI Shares/facevaluecontainsfractionalshares.ThisappliesonlytotheinputwithDTC

settlementlocation.IAAJ Shares/facevalueinthebroker/dealertradeinputforDTCisgreaterthan999,999,999.This

isthemaximumvalueacceptableforprocessingintheDTCsettlementsystemsandonlyappliestoinputwithaDTCsettlementlocation.

DAAD 9AAF

PricePriceisnotnumeric.

9AAH Priceisgreaterthanzeroforregulartrades.DAAE

9AAFNet AmountNetamount(proceeds)isnotnumeric.

9AAH Netamount(proceeds)aregreaterthanzeroforregulartrades.9AAI Invalidformatforthenetamount.IAAK Amount(proceeds)onthebroker/dealertradeinputforDTCisgreaterthan

$999,999,999.99.ThesearethemaximumvaluesacceptableforprocessingintheDTCsettlementsystemsandonlyapplytotheinputwithaDTCsettlementlocation.

DAAF 9AAF

Principal AmountPrincipalamountisnotnumeric.

9AAH Principalisgreaterthanzeroforregulartrades.9AAI Invalidprincipalformat.

DAAH 9AAF

Other ChargesOtherchargesarenotnumeric.

9AAI Invalidformatforothercharges.DAAI

9AAFInterestInterestisnotnumeric.

DAAJ 9AAE

CommissionCommissionisgreaterthan100percent.

9AAF Commissionisnotnumeric.9AAI Invalidcommissionformat.

DAAK 9AAF

Net PriceNetpriceisnotnumeric.

DAAL 9AAF

Registration/ShippingRegistration/shippingorfeesarenotnumeric.Spacesareonlyacceptablefornon-numericvalue.




Field code

Reason Code

Descriptions

DAAM 9AAF

Alternate Net AmountAlternatenetamountisnotnumeric.

DAAO 9AAF

Country/Federal TaxCountryorfederaltaxisnotnumeric.

9AAI Invalidformatforthecountryorfederaltax.DAAP

9AAEActual PriceBothactualandnetpricearezerosforRegularWaytrades.

9AAF Actualpriceisnotnumeric.9AAH ActualpriceisgreaterthanzeroforRegularWaytrades.

DAAQ 9AAF

Average PriceAveragepriceisnotnumeric.

9AAH Averagepriceisgreaterthanzero.DABE

9AAFCurrent Face ValueCurrentfacevalueisnotnumeric.

DABG 9AAF

Good Delivery MillionsGooddeliverymillionsvalueisnotnumeric.

DABH 9AAF

Number of Days Accrued InterestNumberofdaysaccruedinterestisnotnumeric.

DABI 9AAF

Number of PoolsNumberofpoolsvalueisnotnumeric.

DAGB 9AAF

Original Trade ParOriginaltradeparisnotnumeric.

EAA6 9AAE

Step-in Broker Notify IndicatorStep-inbrokernotifyindicatornotequaltoY/N.

EAAA 9AAE

Buy/Sell IndicatorBuy/sellindicatorisnotequaltooneoftheacceptablevalues

EAAB 9AAE

Broker Notify IndicatorBrokernotifyindicatorvalueisnotequaltooneofthevalues.

IAAW Nomatchandnodistribution.EAAC

9AAESplit Currency Settlement IndicatorSplitcurrencysettlementindicatormustequaloneofthefollowingvalidvalues:l Y=Yesl N=No




Field code

Reason Code

Descriptions

EAE5 9AAA

Trade TypeTradetypemustequaloneofthefollowingvalidvalues:l 01=GenericTBAl 02=SpecifiedTBAl 03=SpecifiedPoolTBAl 11=SpecifiedPooll 12=GenericPooll 50=OtherMortgage-backedsecurity

9ABD Tradetypeindicatormissingoninput.IAEF SpecifiedTBA(TradeType=02)didnotcontainanyspecifications.AspecifiedTBAmust

containatleastonespecification.IAEH SpecifiedPooltrade(TradeType=11)didnotcontainanyspecifications;aspecifiedpool

trademustcontainatleastonespecification.EAEB

9AAALong/Short IndicatorIndicatormustequaloneofthefollowingvalidvalues:l L=SellLongl S=SellShortl E=SellShortExemptl Space=NotAvailableorApplicable

FAAA 9AAF

Conversion RateConversionrateisnotnumeric.

FAAB 9AAF

Amortized/Accreted FactorAmortized/accretedfactorisnotnumeric.

GAAA 9ABB

CUSIP NumberCannotfindCUSIPnumber.

GAAB 9AAA

Broker/Dealer Confirm NumberInvalidbroker/dealerconfirmnumber.

IAAO Broker/dealerconfirmnumbernotuniquefornewandresubmittedconfirmations(Transactiontype=1and4).




Field code

Reason Code

Descriptions

GAAC 9AAE

RoleRolemustequaloneofthefollowingvalidvalues:l 1=Executingbroker/dealeractsasagentforcustomer(AGNT).l 2=Executingbroker/dealeractsasprincipalfortheirownaccount(PRIN).l 3=Executingbroker/dealeractsasagentforapersonotherthanthecustomer(OTHR).l 4=Executingbroker/dealeractsasagentforboththecustomerandanotherperson

(CUST).l 5=Averagepricetrade;thebroker/dealeractsasprincipalforsomeexecutionsand

agentforothersinthetransaction(AVGR).l 6=Executingbroker/dealeractsasbothprincipalandagentinthetransaction(PRAG).l 7=Executingbroker/dealeractsasprincipal,agent,andagentforanotherpersoninthe

transaction(PAGC).l 8=Crossingasagent-Executingbroker/dealeriscrossingtransactionasagenton

behalfofthecustomer(CAGN).l 9=Crossingasprincipal-Executingbroker/dealeriscrossingtransactionasprincipal

forhisownaccount(CPRN).l A=Actingasrisklessprincipal-Partyistradingasarisklessprincipal.Thatis,the

ordertobuy(sell)hasbeencontemporaneouslyoffsetbyanordertosell(buy)withanotherparty(RISP).

GAAD 9AAE

Settlement Type CodeSettlementtypecodemustequaloneofthefollowingvalidvalues:l 1=RegularWayl 2=When-Issuedl 3=When-Distributedl 4=When-IssuedorWhen-Distributed




Field code

Reason Code

Descriptions

GAAE 9AA5

Security TypeSecuritytypeisblankwhenintendedformatchingandthesecurityisineligibleatDTC.

9AAA Tradecontainedmortgage-backedsecurityinformation,butthesecuritytypeisanunacceptablevalue.Thesecuritytypemustequaloneofthefollowingvalidvalues:l ABS=AssetBackedSecuritiesl CMO=CollateralizedMortgageObligationl FMR=FreddieMacREMICSl FNM=FannieMael FNR=FannieMaeREMICSl FRM=FreddieMACl MBS=Mortgage-BackedSecuritiesl GMR=GinnieMaeREMICSl GNM=GinnieMael OMB=OtherMortgage-BackedSecurities

9AAE Securitytypeisnotequaltooneoftheacceptablevalues.9ABE Securitytypeisrequired.IAEZ FINorCOLsecuritytyperequiresrecord5and6.

GAAF Security IdentifierSecuritynumberformatdoesnotconformtothestandardsforthesecuritynumberingsystem.

9AA5 Securityidentifiedisblank(spaces)whenintendedformatching.9AAO ISIN

l ISOcountrycodeisinvalid.l Internationalcheck-digitisinvalid.l IfthesettlementlocationisDTC,thecountrycodeisUS.IfthecountrycodeisUS,use

avalidCUSIPcheck-digit.l IfthecountrycodeisGB,thefirsttwopositionsafterthecountrycodeiszeroandthe

SEDOLcheck-digitisvalid.

9AAP CUSIPl ISOcountrycodeisnotblank.l Internationalcheck-digitisnotblank.CUSIPcheck-digitisinvalid.

9AAQ SEDOLl ISOcountrycodeisnotblank.l Internationalcheck-digitisnotblank.l Firsttwodigitsofthesecuritynumberarenotzeros.l SEDOLcheck-digitisinvalid.




Field code

Reason Code

Descriptions

GAAF 9ABE Securitynumberwasnotentered.IAA6 Enteroneofthefollowingthreefieldsthatidentifythesecurity:

l Securityidentifierl Tickersymboll Securitydescription

GAAG 9AAA

Cancellation Reason CodeInvalidcancellationreasoncode.

9AAE Cancellationreasoncodeisnotequaltooneoftheacceptablevalues.Formoreinformation,seeCancellationReasonCodesonpage30.

9AAI Invalidreasonformat.9ABS Enteredmorethanonecancellationreasoncode.

GAAH 9AA6

Correction Reason CodeCorrectionreasoncode