CPT Regulatory Fields FIX and TOF

The EBS Central Post Trade (CPT) API is designed to support trades on both regulated and non-regulated venues and will support all clients through the transition of FX NDFs currently traded Off-MTF to On-MTF. Both the TOF and FIX4.4 APIs support clear identifiers for regulated and non-regulated venues with no additional fields or API changes required to support clients through the transition.

Please refer to the below tables for differences between trade confirmation field values based on the venue where the product is traded. Please contact your Global Account Manager to confirm your GFID(s) are configured correctly to include or exclude the identifiers.

1 EBS CPT FIX4.4
- 1.1 EBS CPT FIX4.4 Regulatory Fields
2 EBS CPT TOF
- 2.1 EBS CPT TOF Regulatory Fields

EBS CPT FIX4.4

By default some fields are always provided regardless of whether the ticket is a regulated trade or not and are indicated below (Field Presence = Always). The remaining fields are provided if the regulatory jurisdiction is applicable and the session is configured to receive those fields. This setup was implemented to avoid breaking changes as the regulations needed to be applied. In most cases the sessions are configured to send these fields which means they are sent if needed. If these fields are not needed they can be turned off on request.

EBS CPT FIX4.4 Regulatory Fields

Field	Description	Field Presence	On MTF Only (XEBS)	On MTF & On SEF (NEXS)	Non-Regulated (EBSC)

Field	Description	Field Presence	On MTF Only (XEBS)	On MTF & On SEF (NEXS)	Non-Regulated (EBSC)
RegulatoryTradeIDGrp	Provides the reportable ID's appropriate to the reporting obligations	Always	1907 = 1 1903 = TVTID / UTI Suffix / RTN 1905 = Namespace 1904 = 0 1906 = 0	1907 = 1 1903 = TVTID / UTI Suffix / RTN 1905 = Namespace Prefix 1904 = 0 1906 = 0	1907 = 1 1903 = UTI Suffix 1905 = Namespace Prefix 1904 = 0 1906 = 0
Parties	Legal Entity Identifier	Always	448 = LEI 447 = N 452 = 90	448 = LEI 447 = N 452 = 90	448 = LEI 447 = N 452 = 90
VenueType	Indicates if the trade is regulated.	If a regulatory jurisdiction applies	1430 = R	1430 = R
SecurityAltD	ISIN	If enabled in config and trade is on MTF	455 = ISIN 456 = 4	455 = ISIN 456 = 4
Parties	MIC	If enabled in config and trade is on MTF	448 = MIC 447 = G 452 = 73	448 = MIC 447 = G 452 = 73
TrdRegTimestamps	High definition timestamp	If enabled in config and trade is on MTF	768 = 1 769 = YYYYMMDD-HH:MM:SS.ssssss 770 = 1	768 = 1 769 = YYYYMMDD-HH:MM:SS.ssssss 770 = 1
TrdRegPublicationGrp	Waiver/Deferral Flag	If enabled in config and trade is on MTF	2668=2 2669=0 2670=4 2669=1 2670=7	2668=1 2669=0 2670=4
Parties	SEF Data Repository	If enabled in config and trade is on SEF		448 = Repository 447 = D 452 = 102

EBS CPT TOF

Provision of regulatory fields in the TOF API is by configuration and regulatory jurisdiction.

If configured to receive SEF fields they are provided according to the rules in the table below (which means they can be provided for Off SEF trades with one field indicating if it is on or off SEF).

If configured to receive MTF fields they are provided only if the trade is on MTF.

Most sessions are configured to receive these fields.

EBS CPT TOF Regulatory Fields

Field Number	Field	Character Limit	Description	Field Presence	On MTF Only (XEBS)	On MTF & On SEF (NEXS)	Non-Regulated (EBSC)

Field Number	Field	Character Limit	Description	Field Presence	On MTF Only (XEBS)	On MTF & On SEF (NEXS)	Non-Regulated (EBSC)
318	Namespace	20	Relevant only to NDF tickets, if configured. The Namespace will be the full LEI for each operating venue.	If enabled in config	BrokerTec Europe LImited LEI	NEX SEF LImited LEI	EBS Swiss Co LEI
328	Trade Repository	80	Relevant only to NDF tickets, if configured. Contains the name of the Trade Repository where the SEF trade was reported.	If enabled in config		DTCCGTR
338	SEF Indicator	10	Relevant only to NDF tickets, if configured. This field contains ‘Y’ if traded ON SEF, ‘N’ if traded OFF SEF.	If enabled in config	N	Y	N
599	Counterparty LEI	20	Counterparty LEI of MiFID regulated trade.	If enabled in config and trade is on MTF	CounterpartyLEI	CounterpartyLEI
15427	Regulatory Timestamp (µs)	27	Timestamp provided in microsecond granularity.	If enabled in config and trade is on MTF	DD MON YYYY HH:MM:SS.ssssss	DD MON YYYY HH:MM:SS.ssssss
15431	ISIN	12	Instrument identifier of MiFID regulated trade	If enabled in config and trade is on MTF	InstrumentID	InstrumentID
15435	MIC	4	Venue Identifier – Market Identifier Code (MIC) of MiFID regulated trade alphanumeric	If enabled in config and trade is on MTF	XEBS	NEXS
15458	Trading Venue Transaction ID / Report Tracking Number	52	A venue unique deal id (this is the EBS Deal ID without the hyphens)	If enabled in config and trade is on MTF	Trading Venue deal ID	Trading Venue deal ID