codification tables - meff tables.pdf · for further information see appendix 6-d “cficode usage...
TRANSCRIPT
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.
© 2015 BME. 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 ....................................................................................................................... 10 Table 20: Contract Subgroups ...................................................................................................................... 11 Table 21: Underlying Assets ......................................................................................................................... 15 Table 22: Orders: Action type ....................................................................................................................... 18 Table 23: Fee Groups ................................................................................................................................... 18 Table 24: Fee Types ..................................................................................................................................... 20 Table 25: Person Types ................................................................................................................................ 20 Table 26: Prearranged Trades – Reject reason ............................................................................................ 20 Table 27: Prearranged trades - Status .......................................................................................................... 21 Table 28: Product families............................................................................................................................. 21 Tabla 29: Action types for a trader ................................................................................................................ 23 Tabla 30: Type of strategies.......................................................................................................................... 23
Codification Tables - Predefined Values
06 March 2015 © BME 2015 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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 2
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 3
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 -
Codification Tables - Predefined Values
06 March 2015 © BME 2015 4
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 5
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 6
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 CFICode oficial EMIR Reporting
FFICSX Standard financial future on an index. Cash settlement FFICSX
FFICNX Non-standardized financial future on an index. Cash settlement FFICNX
FMEXNX Strategies MMXXXX
FMICSX Time spread of a future on an index. Cash settlement FMICSX
OCEICS Standardized European call option on an index. Cash settlement OCEICS
OCEICN Non-standardized European call option on an index. Cash settlement
OCEICN
OPEICS Standardized European put option on an index. Cash settlement OPEICS
OPEICN Non-standardized European put option on an index. Cash settlement
OPEICN
MMMXXX Referential instrument on an index (external contract) MRIXXX
MRIXXX Referential instrument MRIXXX
Stocks
CFICode Description CFICode oficial EMIR Reporting
FFSPSX Standardized financial future on stocks. Physical delivery FFSPSX
FFSPNX Non-standardized financial future on stocks. Physical delivery FFSPNX
FFSCSX Standardized financial future on stocks. Cash settlement FFSCSX
FFSCNX Non-standardized financial future on stocks. Cash settlement FFSCNX
FFMCSX Standardized financial future on others (dividend). Cash settlement
FFMCSX
FFMCNX Non-standardized financial future on others (dividend). Cash settlement
FFMCNX
FMEXNX Strategies MMXXXX
Codification Tables - Predefined Values
06 March 2015 © BME 2015 7
FMSPSX Time spread of a future on stocks with physical deliveryº FMSPSX
FMSCSX Time spread of a future on stocks with cash settlement FMSCSX
FMMCSX Time spread of a future on others (dividend). Cash settlement FMMCSX
FMSXXX Facility on futures on stocks FMSXXX
OCASPS Standardized American call option on stocks. Physical delivery OCASPS
OCASPN Non-standardized American call option on stocks. Physical delivery
OCASPN
OPASPS Standardized American put option on stocks. Physical delivery OPASPS
OPASPN Non-standardized American put option on stocks. Physical delivery
OPASPN
OCESPS Standardized European call option on stocks. Physical delivery OCESPS
OCESPN Non-standardized European call option on stocks. Physical delivery
OCESPN
OPESPS Standardized European put option on stocks. Physical delivery OPESPS
OPESPN Non-standardized European put option on stocks. Physical delivery
OPESPN
OCESCS Standardized European call option on stocks. Cash settlement OCESCS
OCESCN Non-standardized European call option on stocks. Cash settlement
OCESCN
OPESCS Standardized European put option on stocks. Cash settlement OPESCS
OPESCN Non-standardized European put option on stocks. Cash settlement
OPESCN
MRSXXX Referential instrument for stocks derivatives (external contract) MRSXXX
ESXXXA Stocks (cash) ESXXXA
MRIXXX Referential instrument MRIXXX
Fixed Income
CFICode Description CFICode oficial EMIR Reporting
FFDPSX Standardized financial future on fixed income. Physical delivery FFDPSX
FFDCSX Standardized financial future on fixed income. Cash settlement FFDCSX
FMDPSX Time-spread of futures on fixed income. Physical delivery FMDPSX
FMEXNX Strategies MMXXXX
OCEDPS Standardized European call option on fixed income. Physical delivery
OCEDPS
OPEDPS Standardized European put option on fixed income. Physical delivery
OPEDPS
OCEDPN Non-standardized European call option on fixed income. Physical delivery
OCEDPN
OPEDPN Non-standardized European put option on fixed income. Physical delivery
OPEDPN
OCEDCS Standardized European call option on fixed income. Cash settlement
OCEDCS
OPEDCS Standardized European put option on fixed income. Cash OPEDCS
Codification Tables - Predefined Values
06 March 2015 © BME 2015 8
CFICode Description CFICode oficial EMIR Reporting
settlement
OCEDCN Non-standardized European call option on fixed income. Cash settlement
OCEDCN
OPEDCN Non-standardized European put option on fixed income. Cash settlement
OPEDCN
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 CFICode oficial EMIR Reporting
FCAPSX Standardized future on agricultural commodities. Physical delivery
FCAPSX
FMAPSX Time-spread of futures on agricultural commodities. Physical delivery
FMAPSX
FMEXNX Strategies MMXXXX
MRTXXX Commodities MRTXXX
Energy
CFICode Description CFICode oficial EMIR Reporting
FCECSY Standardized Yearly future on energy. Cash settlement. FCECSX
FCECSQ Standardized Quarterly future on energy. Cash settlement FCECSX
FCECSM Standardized Monthly future on energy. Cash settlement FCECSX
FCECSK Standardized full weeK future on energy (Mon-Sun). Cash
settlement FCECSX
FCECSB Standardized weekly working days future on energy (Mon-Fri). Cash settlement.
FCECSX
FCECSE Standardized week-End future on energy (Sat-Sun). Cash
settlement.
FCECSX
SCECSY Standardized Yearly swap on energy. Cash settlement MMTXXX
SCECSQ Standardized Quarterly swap on energy. Cash settlement. MMTXXX
SCECSM Standardized Monthly swap on energy. Cash settlement MMTXXX
SCECSK Full weeK Energy Swap Contract (Mon-Sun). Cash
settlement.
MMTXXX
Codification Tables - Predefined Values
06 March 2015 © BME 2015 9
CFICode Description CFICode oficial EMIR Reporting
SCECSB Weekly working days Energy Swap Contract (Mon-Fri). Cash settlement
MMTXXX
SCECSE Week-End Energy Swap Contract (Sat-Sun). Cash
settlement MMTXXX
SCECSD Daily Energy Swap Contract. Cash settlement MMTXXX
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)
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 10
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
01 Average price trade (complement) 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
N1 Average price countertrade 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
X Countertrade X
Y Cancel countertrade X
Z Position transfer X
MEFF - Government Debt
Trade Type
Description
Trading
Clearing
D Transfer from daily account X
G Give-up Trade X
H Simple trade register X X
P Position adjustment X
T Trade transfer X
V Expiration X
X Countertrade X
Y Cancel countertrade X
Z Position transfer X
1 It will be communicated by circular the date when it is effective from
Codification Tables - Predefined Values
06 March 2015 © BME 2015 11
Trade Type
Description
Trading
Clearing
1 First leg register X X
2 Second leg register X X
B Settlement X
EUREX
Trade Type
Description
Trading Clearing
D Transfer from daily account X
F Basis Trade X X
G Give-up Trade X
I Give-Out X X
K Give-In 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
X Countertrade X
Y Cancel countertrade X
Z Position transfer X
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 12
MEFF FINANCIAL CONTRACT SUBGROUP
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
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
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 13
MEFF FINANCIAL CONTRACT SUBGROUP
87 AENA
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
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 14
MEFF FINANCIAL CONTRACT SUBGROUP
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
E1 TELEFONICA DIV25
E2 SANTANDER DIV25
E3 BBVA DIV25
E4 REPSOL DIV25
E5 IBERDROLA DIV25
E6 INDITEX DIV25
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
20 BOBL
30 BUND
40 BUXL
50 DAX
60 EURO BTP
80 EURO OAT
90 STOXX 50
91 EUROSTOXX 50
Codification Tables - Predefined Values
06 March 2015 © BME 2015 15
Table 21: Underlying Assets
MEFF FINANCIAL CONTRACT SUBGROUP
ABENGOA ABG
ABENGOA BASKET ABZ
ABENGOA B ABG.P
ABERTIS ABE
ACCIONA ANA
ACERINOX ACX
ACS ACS
AENA AENA
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
BME BME
BNP PARIBAS BNP
BONO 10 B10
CAIXABANK CABK
CARREFOUR SUPER. CAR
CREDIT AGRICOLE CAG
DAIMLER CHRYSLER DCX
DANONE DAN
DEUTSCH BANK DBK
Codification Tables - Predefined Values
06 March 2015 © BME 2015 16
MEFF FINANCIAL CONTRACT SUBGROUP
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 FIEM
INDITEX ITX
INDRA IDR
ING ING
INTESA SANPAOLO SPI
ITX DIVIDEND ITXD
L’OREAL ORE
LAFARGE LAF
LVMH LVM
MAPFRE MAP
MEDASET TL5
METROVACESA MVC
MUENCHENER RUECK MUV
NH HOTELES NHH
NOKIA NOK
OBRASCÓN HUARTE OHL
PHILIPS PHG
Codification Tables - Predefined Values
06 March 2015 © BME 2015 17
MEFF FINANCIAL CONTRACT SUBGROUP
RED ELECTRICA REE
RENAULT REN
REP DIVIDEND REPD
REPSOL REP
RWE RWE
SACYR VALLE 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
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 18
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
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 19
Code Description
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
22 Dividend Stock PLUS Futures – 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
H1 Dividend Stock PLUS Futures – Fee A - General
Q1 Dividend Stock PLUS Futures – Fee A - Members’ Own Account
H2 Dividend Stock PLUS Futures – Fee B - General
Q2 Dividend Stock PLUS Futures – Fee B - Members’ Own Account
H3 Dividend Stock PLUS Futures – Fee C - General
Q3 Dividend Stock PLUS Futures – Fee C - Members’ Own Account
H4 Dividend Stock PLUS Futures – Fee D - General
Q4 Dividend Stock PLUS Futures – Fee D - Members’ Own Account
H5 Dividend Stock PLUS Futures – Fee E - General
Q5 Dividend Stock PLUS 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
T2 Government Debt contracts – Tranche 2
T3 Government Debt contracts – Tranche 3
99 Exempt fee trades
Codification Tables - Predefined Values
06 March 2015 © BME 2015 20
Table 24: Fee Types
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
PF Natural Person
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
Codification Tables - Predefined Values
06 March 2015 © BME 2015 21
Value Description
4001 Invalid volume
4002 Invalid price
4003 Contract inactive
4004 Member inactive
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
EIBXO Strategies Options MINI IBEX 35
ESTCF Strategies Single Stock Futures
ESTCO Strategies Single Stock Options
FBOBL Eurex Futures BOBL
FBONO BONO E10 Futures RF
FBTP Eurex Futures BTP
FBTS Eurex Futures BTS
FBUND Eurex Futures BUND
FBUXL Eurex Futures BUXL
FDAX Eurex Futures DAX
FDEBT Debt Forwards
Codification Tables - Predefined Values
06 March 2015 © BME 2015 22
FENGM Fut.Energy Monthly
FENGQ Fut.Energy Quarterly
FENGW Fut.Energy Weekly
FENGY Fut.Energy Annual
FESTX Eurex Futures E-STOXX50
FEXI Eurex Index Futures
FEXRF Eurex Fix Income Futures
FIBX Futures IBEX 35
FIBXD Futures Ibex impacto Div
FIBXM Futures MINI IBEX 35
FOAT Eurex Futures OAT
FSCHZ Eurex Futures SCHATZ
FSTCD Futures s/Div acc
FSTCK Futures s/Acciones
FSTXX Eurex Futures STOXX50
OIBXM Options MINI IBEX 35
OSTCK Singlle Stock Options
SENGD Swaps Ener. Daily
SENGM Swaps Ener. Monthly
SENGQ Swaps Ener. Quarterly
SENGW Swaps Ener. Weekly
SENGY Swaps Ener. Annual
TBOBL Eurex Time Spread BOBL
TBONO BONO E10 Time-spread RF
TBTP Eurex Time Spread BTP
TBTS Eurex Time Spread BTS
TBUND Eurex Time Spread BUND
TBUXL Eurex Time Spread BUXL
TDAX Eurex Time Spread DAX
TESTX Eurex Time Spread E-STOXX50
TEXI Eurex Time-spread Índex
TEXRF Eurex Time-spread Fix Income
TIBX Time-spread IBEX 35
TIBXD Time-spread Ibex impacto Div
TIBXM Time-spread MINI IBEX 35
TOAT Eurex Time Spread OAT
TSCHZ Eurex Time Spread SCHATZ
TSTCD Time-spread on Stock Dividens
TSTCK Time-spread Single Stock
TSTXX Eurex Time Spread STOXX50
Codification Tables - Predefined Values
06 March 2015 © BME 2015 23
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)
Tabla 30: Type of strategies
Tipo Descripción
BER Put Spread
BER +U Put Spread +U
BLT Call Calendar
BLT +U Call Calendar+U
BLT –U Call Calendar-U
BRT Put Calendar
BRT +U Put Calendar+U
BRT –U Put Calendar-U
BUL Call Spread
BUL –U Call Spread –U
BUT Butterfly
BUT +U Butterfly+U
BUT –U Butterfly-U
CALL-U Call –U
COND Condor
COND+U Condor+U
COND-U Condor-U
CSTD Calendar Stradle
CSTD+U Calendar Stradle+U
CSTD-U Calendar Stradle-U
FUT –U Future –U
PUT +U Put +U
RBER 2*1 Ratio Put Spread
RBER+U 2*1 Ratio Put Spread+U
RBER-U 2*1 Ratio Put Spread-U
Codification Tables - Predefined Values
06 March 2015 © BME 2015 24
RBUL 2*1 Ratio Call Spread
RBUL+U 2*1 Ratio Call Spread +U
RBUL-U 2*1 Ratio Call Spread –U
RSK Risky
RSK –U Risky-U
STD Straddle
STD +U Straddle +U
STD –U Straddle –U
STG Strangle
STG +U Strangle+U
STG -U Strangle-U
SYNT Synthetic
SYNT-U Synthetic –U