TradeSubType

CMTA

Internal transfer or adjustment

External transfer or transfer of account

Reject for submitting side

Advisory for contra side

Offset due to an allocation

Onset due to an allocation

Differential spread

Implied spread leg executed against an outright

Transaction from exercise

Transaction from assignment

ACATS

Off Hours Trade

On Hours Trade

OTC Quote

Converted SWAP

Wash Trade

Trade at Settlement (TAS)

Auction Trade

Trade at Marker (TAM)

Default (Credit Event)

Restructuring (credit event)

Merger (succession event)

Spin-off (succession event)

Multilateral compression

Balancing

Basis Trade index Close (BTIC)

Trade At Cash Open (TACO)

Trade submitted to venue for clearing and settlement

Bilateral compression

AI (Automated input facility disabled in response to an exchange request.)

B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)

K (Transaction using block trade facility.)

LC (Correction submitted more than three days after publication of the original trade report.)

M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)

N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)

NM ( i) transaction where Exchange has granted permission for non-publication

ii)IDB is reporting as seller

iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)

NR (Non-risk transaction in a SEATS security other than an AIM security)

P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)

PA (Protected transaction notification)

PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)

PN (Worked principal notification for a portfolio transaction which includes order book securities)

R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)

(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or

(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)

RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)

RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)

SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))

T (If reporting a single protected transaction)

WN (Worked principal notification for a single order book security)

WT (Worked principal transaction (other than a portfolio transaction))

Crossed Trade (X)

Interim Protected Trade (I)

Large in Scale (L)