ISO 20022 external code set
ExternalPostTradeDerivative1Code: Post Trade Derivative Codes
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Information related to the post trade of derivatives.
4 codes in use. External code sets are published outside the message schemas and updated every quarter, so a new code can appear without a new message version.
Codes
- DEFFDeferralFlag for transactions in ETCs, ETNs, SFPs and emission allowances, which benefit from a deferral.
- ILQDIlliquid Instrument TransactionFlag for transactions executed under the deferral for instruments for which there is not a liquid market.
- LRGSPost Trade LIS TransactionFlag for transactions large in scale relative to normal market size, executed under a permitted post-trade deferral.
- SIZEPost Trade SSTI TransactionFlag for transactions executed under the post-trade size specific to the instrument deferral.
Messages that use ExternalPostTradeDerivative1Code
| Message | Element path |
|---|---|
| auth.124 | versions 001.01 |
All ISO 20022 code sets · ISO 20022 messages
The ISO 20022 code set names, code values, names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.