Unique identifier for allocation record.

Identifies allocation transaction type

Required for AllocTransType = Calculated, Replace, or Cancel Reference identifier to be used with Replace and Cancel AllocTransType records.

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Identifies the type of Allocation linkage when AllocLinkID is used.

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). Indicates number of orders to be combined for average pricing and allocation.

Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL". Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrdID field to assure uniqueness across days.

Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Can be used to provide order id used by exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.

Required for List Orders. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Identifier to aid in the management of multiple lists derived from a single, master list.

Indicates number of individual execution record groups to follow. Absence of this field indicates that no individual execution records are included. Primarily used to support step-outs. No of execution record groups to follow.

Number of shares in individual execution. Required if NoExecs > 0 Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)

Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.

Price of individual execution. Required if NoExecs > 0 Price of this (last) fill. Field not required for ExecTransType = 3 (Status)

Can be specified by broker for AllocTransTyp=Calculated Broker capacity in order execution

Side of order

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles). Use "[N/A]" for products which do not have a symbol.

Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

CUSIP or other alternate security identifier

Identifies class of alternative SecurityID

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Indicates type of security (ISITC spec)

For Options or Futures to specify the month and year of maturity. Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Format: YYYYMM (eg. 199903)

For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.

For Options. Indicates whether an Option is for a put or call.

For Options. Strike Price for an Option.

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. Can be used for SecurityType (67) =OPT to identify a particular security. Valid values vary by SecurityExchange:
For Exchange: MONEP (Paris)

• L = Long (a.k.a. "American")
• S = Short (a.k.a. "European")

For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)
• 0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc).

Can be used to identify the security. Market used to help identify a security.

Company name of security issuer (e.g. International Business Machines)

Security description.

Total number of shares allocated to all accounts Number of shares

Market of the executions. Market of execution for last fill

For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Calculated average price of all fills on this order.

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values.

Absence of this field indicates that default precision arranged by the broker/institution is to be used Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Date/time when allocation is generated Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Absence of this field is interpreted as Regular Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Required with SettlmntTyp other than regular Specific date of trade settlement in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement)

Expressed in same currency as AvgPx. Sum of AllocNetMoney. Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

For options only.

Free format text string. Note: this field does not have a specified maximum length

Applicable for Convertible Bonds and fixed income Number of Days of Interest for convertible bonds and fixed income

Applicable for Convertible Bonds and fixed income Accrued Interest Rate for convertible bonds and fixed income

Indicates number of allocation groups to follow. Number of AllocAccount/AllocShares/ProcessCode instances included in allocation record.

May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker Sub-account mnemonic

Number of shares to be allocated to specific sub-account

Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.

Required if ProcessCode is step-out or soft-dollar step-out Broker to receive trade credit

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

Free format text field related to this AllocAccount Free format text related to a specific AllocAccount (79).

Required for step-in and step-out trades Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.

Used for firm identification in third-party transactions. Firm identifier used in third party-transactions.

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

Commission type

AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. AvgPx for a specific AllocAccount

NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt - AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy NetMoney for a specific AllocAccount

AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency Total amount due expressed in settlement currency (includes the effect of the forex transaction)

SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmount is specified. Currency code of settlement denomination.

Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency

Specifies whether the SettlCurrFxRate should be multiplied or divided Specifies whether or not SettlCurrFxRate should be multiplied or divided.

Applicable for Convertible Bonds and fixed income Amount of Accrued Interest for convertible bonds and fixed income

Type of Settlement Instructions which will be provided via Settlement Instructions message (1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing) Indicates mode used for Settlement Instructions

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. Number of repeating groups of miscellaneous fees

Required if NoMiscFees > 0 Miscellaneous fee value

Required if NoMiscFees > 0 Currency of miscellaneous fee

Required if NoMiscFees > 0 (can only occur once within a MiscFee group) Indicates type of miscellaneous fee.