ExternalPostTradeEquity1Code: Post Trade Equity Codes

Codes

• ALGOAlgorithmic TransactionFlag for transactions executed as a result of an investment firm engaging in algorithmic trading
• AMNDAmendmentFlag when a previously published transaction is amended.
• BENCBenchmark TransactionFlag for transactions executed in reference to a price that is calculated over
• CANCCancellationFlag when a previously published transaction is cancelled.
• CONTContingent TransactionFlag for transactions that are contingent on the purchase, sale, creation or redemption of a derivative contract or other financial instrument where all the components of the trade are meant to be executed as a single lot.
• LRGSPost Trade LIS TransactionFlag for transactions large in scale relative to normal market size, executed under a permitted post-trade deferral.
• NLIQNegotiated Transaction In Liquid Financial InstrumentsFlag for transactions made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system.
• NPFTNon Price Forming TransactionFlag for non-price forming transactions
• OILQNegotiated Transaction In Illiquid Financial InstrumentsFlag for transactions in an illiquid instrument traded at a system-set percentage of a reference price.
• PORTPortfolio TransactionFlag for transactions in five or more different financial instruments where those transactions are traded at the same time by the same client.
• PRICNegotiated Transaction Subject To Conditions Other Than The Current Market PriceFlag for transactions executed subject to conditions other than the current market price of that financial instrument.
• RFPTReference Price TransactionFlag for transactions which are executed under systems.
• SDIVSpecial Dividend TransactionFlag for transactions where dividends accrue to the non-entitled party due to ex- or cum-dividend timing.