Codification Tables - MEFF Tables.pdf · For further information see appendix 6-D “CFICode Usage – ISO 10962 Classification of Financial Instrument ... Codification Tables - Predefined

Codification Tables PREDEFINED VALUES

MEFF S/MART v9.85

06 March 2015

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


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




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


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 -


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


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


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


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



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


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


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


06 March 2015 © BME 2015 8


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


FCAPSX Standardized future on agricultural commodities. Physical delivery

FCAPSX

FMAPSX Time-spread of futures on agricultural commodities. Physical delivery

FMAPSX


MRTXXX Commodities MRTXXX

Energy


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


06 March 2015 © BME 2015 9


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

http://www.fixprotocol.org/specifications/fix4.4spec


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


G Give-up Trade X

H Simple trade register X X


T Trade transfer X

V Expiration X

X Countertrade X



1 It will be communicated by circular the date when it is effective from


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


F Basis Trade X X

G Give-up Trade X

I Give-Out X X

K Give-In X X

M Market X X


R Rollover X

S Trade associated with rollover X X

T Trade transfer X

V Expiration X

X Countertrade 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


06 March 2015 © BME 2015 12


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


06 March 2015 © BME 2015 13


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


06 March 2015 © BME 2015 14


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


06 March 2015 © BME 2015 15

Table 21: Underlying Assets


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


06 March 2015 © BME 2015 16


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


06 March 2015 © BME 2015 17


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


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


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



99 Exempt fee trades


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


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


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


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


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

Documents

Codification Tables - MEFF Tables.pdf · For further information see appendix 6-D “CFICode Usage – ISO 10962 Classification of Financial Instrument ... Codification Tables - Predefined