Form FR 2956 FR 2956 Reporting Treasury Securities and Agency Debt and Mortga

DRAFT

Transaction Data File Fields To Be Reported
Position
Field Name
1
MSG_SEQ_NB
2
TRD_RPT_TS
3
TRD_EXCTN_TS

Field Long Name
Description
Message Sequence Number Sequenced Number
Trade Report Timestamp
Database Input Timestamp
Trade Execution Timestamp Execution Date Time
Required on As-Of and Prior Day Cancel trades. If
the field is blank the Execution Date = Current Trade
Date
Trade Settlement Date
Settlement Date Time. Required for FI.
(From a business standpoint it's a date, not a
timestamp)
FINRA Security ID
Unique security identifier assigned by the system
Issue Symbol Identifier
Symbol - Either Cusip or Symbol is required.
May be blank if Origial CUSIP is supplied

4

TRD_STLMT_DT

5
6

FINRA_SCRTY_ID
ISSUE_SYM_ID

7

CUSIP_ID

CUSIP Identifier

CUSIP - Either Cusip or Symbol is required
May be blank if Original Symbol is supplied

8

RPT_SIDE_CD

Report Side Code

Allows the client to indicate its role in the trade.
B = Buy
S = Sell
X = Cross

9
10

ENTRD_VOL_QT
ENTRD_PR

Entered Volume Quantity
Entered Price

Entered Quantity in par value amount
Entered Price.
Bills - Decimal
Notes & Bonds WI - Yield
Notes, Bonds, Strips & TIPS - Decimal

11

PR_TYPE_CD

Price Type Code

D = Decimal
Y = Yield
N = Negative Yield

12

PR_OVRRD_CD

Price Override Code

13

RPTG_PARTY_ID

Reporting Party Identifier

Indicates that the entered price is valid although it
may fall outside the price reasonability check made
by the System.
Allow blank values.
O = User Price Override
F = FINRA Operations Price Override
T = TRF Price Override
Reporting Party ID - The identifier of the party
reporting the trade.

14

RPTG_PARTY_GVP_ID

Reporting Party Give-Up
Identifier

Reporting side give-up firm MPID.
This field is optional

15

CNTRA_PARTY_ID

Contra Party Identifier

Contra Party ID - The identifier of the contra party in
the trade.
C = Customer
A = Non-Member Affiliate

Position
Field Name
Field Long Name
16 CNTRA_PARTY_GVP_ID Contract Party Give-Up
Identifier

Description
Contra side give-up firm MPID.
This field is optional
C = Customer
A = Non-Member Affiliate

17

RPTG_CPCTY_CD

Reporting Capacity Code

Reporting Capacity. This field is used to report the
trading capacity of the Reporting Party on a trade.
P = Principal
A = Agency
R = Riskless Principal

18

CNTRA_CPCTY_CD

Contra Capacity Code

Contra Capacity. This field is used to report the
trading capacity of the Contra firm.
Allows blank values.
P = Principal
A = Agency

19

LCKD_IN_FL

Locked In Flag

20

TRD_MDFR_LATE_CD

Trade Modifier Late Code
(Trade Modifier 3)

Locked-in Indicator - Set by the client to indicate if
the trade being sent is Locked in or not. Values: Y or
blank value
System Trade Modifier – Time Modifiers
T – Form T
U – Extended hours reported late
Z – Regular market hours reported late
Blank – Regular Trade

21

TRD_MDFR_SRO_CD

Trade Modifier Self
Regulatory Organization
Code

22

PBLSH_FL

Publish Flag

23

SLLR_CMSN_AMT

24

BUYER_CMSN_AMT

Buyer Commission Amount Buyer Commission - Commission charged by the
dealer. This is an amount field.
This field is optional

25

ASOF_FL

As-of Flag

Blank – Regular Trade
W – Weighted Average Price
“.S”- if the transaction is part of series of
transactions where one or more transactions are
executed at pre-determined fixed price (e.g. fixed
price transaction in an “on-the-run” security as part
of a transaction in an “off-the-run” security) or
would otherwise result in the transaction(s)
execution away from the current market.
“.B” - if the transaction is part of a series of
transactions where one or more transactions
involves a futures contract (e.g. a “basis” trade).

Publish Indicator - Indicates if trade report should be
reported to the Tape (e.g. disseminated). Values: Y
or N
Seller Commission Amount Seller Commission - Commission charged by the
dealer. This is an amount field.
This field is optional

As-Of Flag. Required on As-of Trades. Values: Y or
blank value, or R (indicating a "Reversal Trade").

Position
Field Name
26 RVRSL_FL

Field Long Name
Reversal Flag

Description
Reversal Flag field. Values:
R - reversal
null - not a reversal

27

SPCL_PR_FL

Special Price Flag

Special Price - Set to indicate when a trade price is
away from the actual market price.
Y or Blank

28

SPCL_PR_MEMO_TX

Special Price Memo Text

Special Price Memo - Used when Special Price flag is
set to “Y”. Used to explain why there was a special
price. The Special Memo is not disseminated.
This field is optional

29

SYSTM_CNTRL_NB

System Control Number

30

SYSTM_CNTRL_DT

System Control Number
Date

System Control Number - Unique id assigned by the
system
Date the System Control Number was assigned by
the system

31

PREV_TRD_CNTRL_NB Previous Trade Control
Number

Control Number of previous Trade in the chain.
Value in this field will always point to the original
trade's control ID.

32

PREV_TRD_CNTRL_DT Previous Trade Control
Number Date

Date the Previous Trade Control Number was
assigned by the system

33

FIRST_TRD_CNTRL_NB First Trade Control Number Control Number of First Trade in the chain
Value in this field will always point to itself.

34

FIRST_TRD_CNTRL_DT First Trade Control Number Date the First Trade Control Number was assigned
Date
by the system

35

TRD_ST_CD

Trade Status Code

Trade status.
T - Newly Reported Trade
Y - Reversal (Historical Trade Cancels)
X - Cancelled
C - Correction (cancelled portion)
R - Correction (new trade portion)

36

HIGH_PR

High Price

Current High Price.
NULL where ASOF = Y

37

HIGH_CNTRL_NB

High Control Number

Control Number of Current High
NULL where ASOF = Y

38

LOW_PR

Low Price

Current Low Price.
NULL where ASOF = Y

39

LOW_CNTRL_NB

Low Control Number

Control Number of Current Low
NULL where ASOF = Y

40

LSALE_PR

Last Sale Price

Current Last Sale
NULL where ASOF = Y

41

LSALE_CNTRL_NB

Last Sale Control Number

Control Number of Current Last Sale
NULL where ASOF = Y

42

WIS_CD

When Issued Indicator

Identifies if the security traded on a when-issued
basis.
Y = When Issued
N = Not When Issued

Position
Field Name
43 SPCL_PRCSG_CD

Field Long Name
Special Processing Flag

Description
Special Processing Flag. Indicates that the
transaction is for internal FINRA use only and should
not be disseminated.
A - Non-member Affiliate—Principal Transaction
Indicator
Blank Value - Regular Trade (not for internal FINRA
use only)
Identifies the Alternative Trading System on which
the transaction occurred.

44

ATS_MP_ID

ATS Execution Market
Participant Identifier

45

NO_RMNRN_CD

46

ATS_FL

No Remuneration Indicator This code denotes whether a trade report includes
remuneration of any kind.
NULL = Trade does include remuneration, for
example commission or markup/markdown built
into the price.
N = Trade does not include remuneration of any
kind.
ATS Indicator Flag
Indicates that the trade is an ATS trade