CTM VIEW ONLY BROKER IMPLEMENTATION GUIDE AND PROCEDURES

Transcription

1 CTM VIEW ONLY BROKER IMPLEMENTATION GUIDE AND PROCEDURES JUNE 04, 2018

2 Copyright 2018 The Depository Trust & Clearing Corporation ("DTCC"). All rights reserved. This work (including, without limitation, all text, images, logos, compilation and design) is proprietary and protected by copyright, and is for the exclusive use of users authorized by DTCC. If this work is received from DTCC in any electronic medium, authorized users of this work are granted a limited, non-exclusive, non-transferable, nonsublicensable and freely revocable license to make reproductions and transmissions necessary for downloading and storage of this work on the users' computers and to print one or more paper copies from the electronic version for their own use. Other than to this limited extent, no part of this work (including any paper copies thereof or print versions thereof) may be printed, copied, altered, modified, posted, reproduced, displayed, published, sold, licensed, used or distributed (including by transmission) in any form or by any means, or stored in any information storage and retrieval system, without DTCC's prior written permission. DTCC is the brand name under which certain affiliates of The Depository Trust & Clearing Corporation provide services in particular geographic areas. The Depository Trust & Clearing Corporation does not provide services to clients. Each of The Depository Trust & Clearing Corporation s affiliates is a legally separate and independent entity, and each is subject to the laws and regulations of the particular country in which it operates. Please see for more information on the legal structure of The Depository Trust & Clearing Corporation and its related entities. All product or service names are the property of their respective owners. Publication Date: June 04, 2018 Publication Code: CT751 Service: CTM Title: View Only Broker Implementation Guide and Procedures

3 CONTENTS Contents 3 Preface 4 Audience and Purpose 4 Related Documents and Training 4 Questions? 4 1. Overview 5 Introduction 5 Investment Manager's Alleged Trades to BRMGs 5 Background 5 Summary 6 Considerations 6 VIPA Considerations 6 Broker's Operational Considerations 6 View Only BRMG Setup 7 Broker/Dealer Setup 7 Investment Manager Setup 7 2. Implementation for Brokers 10 Introduction 10 Direct XML Using Event-Push 10 Direct XML Using Query-Response 11 Trade Blotter (UI 3.0) 12 A. Examples 13 XML Interface Event-Push Examples 13 M001 New Message Trade Component 13 D001 All Field Changes Trade Component and D004 L1 And L2 Fields Changes Trade 17 S004 Canceled Trade Component 20 M005 New Alleged Against TradeLevel 21 M006 No Longer Alleged Against Trade Component (to Previous Party) 27 XML Interface Query-Response Examples 29 MultiTradeLevelRequest Example 29 MultiTradeLevelResponse Example 30 InfoRequest 32 InfoResponse 33

4 PREFACE This guide describes how to use the view only broker feature in the CTM service. Audience and Purpose This guide is for brokers and investment managers. It covers the following: How to set up and use broker matching groups (BRMGs) so that brokers have view only access to UNMATCHED trades alleged by investment managers. Investment manager setup in the BRMG Tool on the CTM Dashboard. Broker implementation details for the event-push and query-response direct XML interfaces and the CTM 3.0 trade blotter User Interface (UI). Example XML messages to and from CTM for broker/dealers using the direct XML interfaces. Related Documents and Training For related documents and training in the DTCC Learning Center, go to Institutional Trade Processing CTM. Questions? The DTCC Client Center provides general assistance and technical help. Visit to: Enter a service request or check the status of an existing service request Search the knowledge base Obtain contact information Preface 4

5 1. OVERVIEW Introduction This chapter provides an introduction to the challenges and current Alleged Block Visibility solution for brokers to view trades alleged by investment managers in an effort to achieve MATCH AGREED as efficiently as possible. Investment Manager's Alleged Trades to BRMGs Using Alleged Block Visibility, investment managers that use broker matching groups (BRMGs) can allow their brokers visibility into trades that they alleged against those broker/dealers. Previously, brokers had no visibility into unpaired BRMG-alleged trades in the CTM service, leading to increased trade failure risks due to delays in matching and missed trade confirmations. The submission of different block quantities by a broker and investment manager causes STP issues, requiring one party to split its block to match block sizes. Providing brokers with the ability to view unpaired BRMG alleged trades enables early detection of issues so that they can be addressed sooner and without manual intervention. Alleged Block Visibility provides investment managers with the option of allowing brokers view only access to their unpaired trades. Note For simplicity, this guide uses the term "unpaired" trades to include UNMATCHED and CANCELLED trades. The Alleged Block Visibility feature is available to all investment managers using BRMGs and to brokers using the direct XML event-push and query-response interfaces and the trade blotter. Background The ability of brokers to view investment managers UNMATCHED trades that are alleged against them increases the efficiency of the post-trade confirmation process. Prior to Alleged Block Visibility, there were a couple of approaches for brokers to view UNMATCHED blocks alleged against them in CTM but the primary method had investment managers using an explicit broker BIC along with the VIPA (View Instructing Party Alleged information) subscription. When those investment managers used an explicit broker BIC on their trades, the trades were directly viewable only to the brokerspecified BIC. While BRMGs are exceptionally helpful, they can create a challenge to brokers viewing UNMATCHED trades alleged against them. The reason is that CTM does not know which specific broker BIC in the BRMG should have visibility into the trades and can only provide alleged blocks to one BIC. Providing visibility to all BICs by default results in confusion to brokers and risks price and trade leakage or brokers seeing trades they are not legally entitled to view. Further complications arose from brokers rejecting trades from an entity that they do not recognize resulting in increased exception management and confusion for counterparties. Overview 5

6 The VIPA subscription is only a partial solution. It requires an investment manager to enable this subscription once to each of its CTM BICs (performed by product administrator). As a result, any single broker BIC in a matching group can then see alleged-against trades. But, if there is more than one broker BIC in a matching group, then none of those grouped BICs can see the alleged against trades. The optimal solution detailed in the rest of this implementation guide is the Alleged Block Visibility solution. The broker is required to create an single-purpose, special entity BIC that has view only access to all alleged against trades. Importantly, this new type of broker view only BIC does not have ability to create or manage trades. Instead, this special entity BIC is tied to a BRMG of an existing broker BICs in that firm and added by the investment manager to its BRMG. To enable the broker to view all trades alleged against a BRMG, an investment manager adds the special new entity to its applicable BRMG in addition to the existing full-function broker BICs in the BRMG. This allows brokers to proactively view and monitor UNMATCHED trades alleged against them and then use an existing full-function broker BIC to enter or modify its suitable trade to match. Summary A view only broker entity exists in CTM for viewing unpaired (UNMATCHED or CANCELLED) investment manager-alleged BRMG trades. View only brokers cannot participate in the actual CTM trade workflow. A broker s full-function CTM broker BIC entity is still used for the normal CTM trade workflow as performed currently. This guide explains the implementation details for both parties implementation of a view only broker entity. In summary the process is: First step is the broker's creation of the special view only entity BIC. Next, the investment manager adds this special entity BIC to the applicable BRMG (investment manager continues to control whether brokers have view access, as some have stated concerns related to price discovery). Depending on which interface the special entity brokers use, CTM implements Alleged Block Visibility to view only brokers and continues to process trades accordingly. Considerations Ensure that your firm takes the following considerations into account when planning for Alleged Block Visibility. VIPA Considerations Alleged Block Visibility aims to more comprehensively address the issue of viewing alleged trades than the existing VIPA subscription option approach allows, when only one active broker exists in a BRMG. The view only broker functionality includes visibility of trades where only one member broker exists in a BRMG. Therefore, adding a view only broker to a BRMG with only one full-function broker blocks existing VIPA functionality from working on trades alleged against that BRMG. Broker's Operational Considerations Alleged Block Visibility introduces the ability for a view only broker in an investment manager's BRMG to have visibility to UNMATCHED trades alleged against it across all of their CTM broker entities globally. Before Overview 6

7 using this functionality, it is a DTCC best practice to review and confirm with internal risk and control groups that Alleged Block Visibility aligns with compliance, internal controls, and any rules and procedures currently in place. Note The visibility of trades across broker entities depends on how individual investment managers set up their BRMGs and the special entity broker BIC they include within each of their BRMGs. BRMG membership is determined solely by the investment manager authorized to add and remove broker BICs. View Only BRMG Setup The following two sections describe the required actions for clients to deploy Alleged Block Visibility. Broker/Dealer Setup For a CTM broker to take advantage of the new functionality, establish a view only broker entity BIC. The BIC cannot be used on any trades or for any messaging outside of the CTM service. The following additional guidelines apply: Set up the view only broker entity BIC with the CTM View BRMG Alleged-Against Trades subscription service. The view only broker functionality is available for the Block, Allocation, Confirmation Workflow (BACW) only. Important If an investment manager adds the View BRMG Alleged-Against Trades subscription service to an existing fullfunction CTM broker, it disables that full-function broker from participation in the standard CTM workflows. Investment Manager Setup The only setup required by an investment manager is to modify any existing BRMG to include a view only broker. By adding a view only broker to a BRMG you are allowing that view only broker visibility of all UNMATCHED CTM trades alleged against that BRMG. You can configure your BRMGs in the Dashboard: Client Test: Production: To setup a view only broker in a BRMG: 1. Log into the Dashboard and click BRMG Tool (Figure 1). Overview 7

8 Figure 1 Dashboard Landing Page 2. In the resulting BRMG Home page, ensure the value in the Status field is ACTIVE, and click Search (Figure 2). Figure 2 Search for ACTIVE BRMGs 3. From the resulting list of BRMGs, click Expand next to a BRMG Code, which displays the Broker selected to view alleged trades area above the Broker List. Then, click Edit (Figure 3). Figure 3 Edit a BRMG 4. In the resulting BRMG Edit Page, select a broker from the Available View Only Brokers list box and move it into the Selected View Only Broker list box (circled in Figure 4). Overview 8

9 Figure 4 Select a View Only Broker When you select the view only broker, the following guidelines apply: o o o The Available View Only Brokers list displays view only brokers only. You can add only one view only broker to a BRMG. You cannot add the same view only broker to multiple BRMGs. DTCC enforces a 1:1 relationship between a view only broker and a BRMG. 4. Click Save. The setup required from the investment manager's perspective is complete; no other changes or updates are required. Upon trade submission, CTM requires that the investment manager supply the BIC of the view only broker in the BRMG for the Executing Broker field (ExecutingBroker element in the XML messages). The remainder of this document details the implementation approach required by a broker developing to the view only broker functionality. Overview 9

10 2. IMPLEMENTATION FOR BROKERS Introduction This chapter focuses on the broker's implementation of Alleged Block Visibility in the following supported CTM interfaces: Direct XML Using Event-Push Direct XML Using Query-Response Trade Blotter (UI 3.0) Direct XML Using Event-Push Table 2.1outlines the standard event messages that uses to implementing the view only broker functionality in the direct XML event-push interface. For more information about events, see Event-Push Processing in the XML Message Specification: Debt/Equity and Common Messages. Table 2.1 Applicable Events for Alleged Block Visibility EventCode - EventName Message Description Component By/ Against M001-New Message Trade Component D001-All Field Changes Trade Component and D004-L1 And L2 Fields Changes Trade Component The investment manager submits a block to the CTM service. Output TradeLevel Ag InfoResponse The investment manager amends its block. TradeLevel Ag InfoResponse S004-Canceled Trade Component The investment manager cancels their block TradeLevel Ag InfoResponse M005-New Alleged Against TradeLevel M006-No Longer Alleged Against Trade Component (to previous party) The investment manager amends the ExecutingBroker on its trade from a different broker to a BRMG that has your view only broker selected. The investment manager amends the Executing Broker on its trade to be a different broker or BRMG Code. TradeLevel Ag InfoResponse TradeLevel Ag Event Only Subsequent to EventCode M006, the CTM service conducts a typical trade lifecycle progression from the perspective of a full-function broker entity. Note Attempting to submit a TradeLevel, TradeDetail, or RejectComponent from the view only broker results in an Invalid CTM response to you without any action being taken. Since a view only broker cannot take any action on a trade, the trade lifecycle for any alleged trades received can only progress using a regular full function broker in the standard block-level flow. For message examples, see XML Interface Event-Push Examples in Appendix A. Implementation for Brokers 10

11 Direct XML Using Query-Response Implementing the view only broker functionality in the query-response direct XML interface requires the following standard XML messages: MultiTradeLevelRequest and MultiTradeLevelResponse messages enable block polling requests for multiple trades: o o MinTradeDateTime and MaxTradeDateTime query elements allow you to receive a refreshed snapshot of alleged trades with each polling request. ByOrAgainstFlag=A (Against) results in retrieval of alleged trades for viewing. InfoRequest and InfoResponse messages enable block polling requests for single trades: o o ViewRequestedIndicator=A (Against) results in retrieval of the counterparty (investment manager's) view of the trade. AccessPath component with the following elements: IDOwner=INST (Investment Manager), which results in CTM providing the investment manager's trade identifier on the MultiTradeLevelResponse. TradeLevelIdentifiers=CTMTradeSideId is generated by CTM, whereas a MasterReference is only available when provided by the investment manager on its inbound message to CTM. For more information about the following messages, see the XML Message Specification: Debt/Equity and Common Messages. Using the field-value pairs above, also note the following: The MultiTradeLevelRequest returns all unpaired (NMAT and CAND) alleged trades from investment managers where the view only broker is in the named BRMG. It returns a summary of fields for zero to many blocks. The InfoRequest returns all of the fields for a single alleged trade from an investment manager previously returned by the MultiTradeLevelResponse. Typically, brokers submit one InfoRequest/Response for every alleged trade returned on the MultiTradeLevelResponse. Once an alleged block is paired with a full-function broker, CTM no longer returns it in the MultiTradeLevelRequest/Response query-response cycle and conducts a typical trade lifecycle progression from the perspective of a full-function broker entity. Note Attempting to submit a TradeLevel, TradeDetail, or RejectComponent from the view only broker results in an Invalid CTM response to you without any action being taken. Since a view only broker cannot take any action on a trade, the trade lifecycle for any alleged trades received can only progress using a regular full function broker in the standard block-level flow. For message examples, see XML Interface Query-Response Examples in Appendix A. Implementation for Brokers 11

12 Trade Blotter (UI 3.0) A view only broker has access to the trade blotter in the same way as a full-function CTM broker. Once logged in, however, the only tab that displays trades is Instructing Party Alleged (Figure 2.1). Figure 2.1 Instructing Party Alleged The Instructing Party Alleged tab shows the unpaired BRMG alleged trades for the view only broker's special entity login. The view only broker can drill down on selected trades to view the details (Figure 2.2). All actions are disabled (such as trade rejection, cancellation, and submission) and the broker side's tab views are always empty. Figure 2.2 View Only Broker's Trade Details Implementation for Brokers 12

13 A. EXAMPLES This appendix provides examples for brokers using the direct XML event-push and query-response interfaces. They demonstrate the typical and recommended messages sent and received by brokers implementing Alleged Broker Visibility. They are complete and reflect the reduced functionality required for view only brokers in CTM. They apply only to brokers since the workflow and messaging protocols for investment managers are unaffected. For a more complete message reference see the XML Message Specification: Debt/Equity and Common Messages. XML Interface Event-Push Examples In this example: The investment manager has added the following view only broker BRMG Code to its BRMG: TEST. The view only broker in the OriginatorOfMessage and ExecutingBroker elements receiving the push event responses has the following BIC: CTMBRPUSHVW. M001 New Message Trade Component This event was generated by the investment manager submitting a new alleged trade to its TEST BRMG. <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_EventMessage PUBLIC "-//TFN//DTD EventNotification 1.3//EN" "file:1.3/eventnotification.dtd"> <CTM_EventMessage> <EventNotification> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <EventNotificationBody> <EventMessageID>7</EventMessageID> <DateTimeOfNotification> </DateTimeOfNotification> <EventTrigger>TLNW</EventTrigger> <EventTriggerSource>INST</EventTriggerSource> <EventTradeLevel> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> Examples 13

14 <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TLUpdateGuard> </TLUpdateGuard> <TradeLevelIdentifiers> <MasterReference>IM TST01</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> <ByOrAgainstFlag>A</ByOrAgainstFlag> <Workflow> <WorkflowType>BACW</WorkflowType> </Workflow> <Event> <EventCode>M001</EventCode> <EventName>New Message-Component</EventName> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> </Event> </EventTradeLevel> <MessageOutput> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> <DocType> <RootElement>CTM_Message</RootElement> <PublicIdentifier>-//TFN//DTD InfoResponse 1.3//EN</PublicIdentifier> <DTD>InfoResponse.dtd</DTD> </DocType> <Message> <InfoResponse> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <InfoResponseBody> <ViewRequestedIndicator>A</ViewRequestedIndicator> <DetailsReturnedCount>0</DetailsReturnedCount> <MoreDetailFlag>N</MoreDetailFlag> Examples 14

15 <QueryType>TLEV</QueryType> <IRTradeLevel> <TLVersionOfTradeComponent>1</TLVersionOfTradeComponent> <TLUpdateGuard> </TLUpdateGuard> <ShowHiddenFieldsIndicator>Y</ShowHiddenFieldsIndicator> <TradeLevelExpected>Y</TradeLevelExpected> <TradeLevelReceived>Y</TradeLevelReceived> <TradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> <CompleteStatus>INCP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </TradeLevelStatuses> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TradeLevelReferences> <MasterReference>IM TST01</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <IdentificationOfASecurity> <SecurityCodeType> <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <MatchingSecurityCode>FI </MatchingSecurityCode> <TradeLevelInformation> <TypeOfTransactionIndicator>TRAD</TypeOfTransactionIndicator> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <DealPrice> <Amount>491,85</Amount> </DealPrice> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>1000,0</Amount> </QuantityOfTheBlockTrade> <TotalTradeAmount> Examples 15

16 <Amount>491850,00</Amount> </TotalTradeAmount> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <SettlementDate> </SettlementDate> <Listed>N</Listed> </TradeLevelInformation> <TradeCommFeesTaxes> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>EXEC</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>TCOM</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> <TradeChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> </TradeCommFeesTaxes> </IRTradeLevel> </InfoResponseBody> </InfoResponse> </Message> </MessageOutput> </EventNotificationBody> Examples 16

17 </EventNotification> </CTM_EventMessage> D001 All Field Changes Trade Component and D004 L1 And L2 Fields Changes Trade This event was generated by the investment manager amending any pairing and/or matching fields on a previously submitted alleged trade where the BRMG was TEST. <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_EventMessage PUBLIC "-//TFN//DTD EventNotification 1.3//EN" "file:1.3/eventnotification.dtd"> <CTM_EventMessage> <EventNotification> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <EventNotificationBody> <EventMessageID>10</EventMessageID> <DateTimeOfNotification> </DateTimeOfNotification> <EventTrigger>TLRP</EventTrigger> <EventTriggerSource>INST</EventTriggerSource> <EventTradeLevel> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TLUpdateGuard> </TLUpdateGuard> <TradeLevelIdentifiers> <MasterReference>IM TST02</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> <ByOrAgainstFlag>A</ByOrAgainstFlag> <Workflow> <WorkflowType>BACW</WorkflowType> Examples 17

18 </Workflow> <Event> <EventCode>D001</EventCode> <EventName>All Field Changes-Component</EventName> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> </Event> <Event> <EventCode>D004</EventCode> <EventName>L1 and L2 Field Changes-Component</EventName> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> </Event> </EventTradeLevel> <MessageOutput> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> <DocType> <RootElement>CTM_Message</RootElement> <PublicIdentifier>-//TFN//DTD InfoResponse 1.3//EN</PublicIdentifier> <DTD>InfoResponse.dtd</DTD> </DocType> <Message> <InfoResponse> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <InfoResponseBody> <ViewRequestedIndicator>A</ViewRequestedIndicator> <DetailsReturnedCount>0</DetailsReturnedCount> <MoreDetailFlag>N</MoreDetailFlag> <QueryType>TLEV</QueryType> <IRTradeLevel> <TLVersionOfTradeComponent>2</TLVersionOfTradeComponent> <TLUpdateGuard> </TLUpdateGuard> <ShowHiddenFieldsIndicator>Y</ShowHiddenFieldsIndicator> <TradeLevelExpected>Y</TradeLevelExpected> <TradeLevelReceived>Y</TradeLevelReceived> <TradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> <CompleteStatus>COMP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </TradeLevelStatuses> <InstructingParty> Examples 18

19 <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TradeLevelReferences> <MasterReference>IM TST02</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <IdentificationOfASecurity> <SecurityCodeType> <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <MatchingSecurityCode>FI </MatchingSecurityCode> <TradeLevelInformation> <TypeOfTransactionIndicator>TRAD</TypeOfTransactionIndicator> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <DealPrice> <Amount>491,8599</Amount> </DealPrice> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>2000,0</Amount> </QuantityOfTheBlockTrade> <TotalTradeAmount> <Amount>983719,80</Amount> </TotalTradeAmount> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <SettlementDate> </SettlementDate> <Listed>N</Listed> </TradeLevelInformation> <TradeCommFeesTaxes> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>EXEC</CommissionType> <Commission> Examples 19

20 </Commission> </TradeCommissions> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>TCOM</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> <TradeChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> </TradeCommFeesTaxes> </IRTradeLevel> </InfoResponseBody> </InfoResponse> </Message> </MessageOutput> </EventNotificationBody> </EventNotification> </CTM_EventMessage> S004 Canceled Trade Component This event was generated when the investment manager cancelled a previously submitted trade where the BRMG was TEST. S004 - Canceled Trade Component <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_EventMessage PUBLIC "-//TFN//DTD EventNotification 1.3//EN" "file:1.3/eventnotification.dtd"> <CTM_EventMessage> <EventNotification> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> Examples 20

21 <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <EventNotificationBody> <EventMessageID>8</EventMessageID> <DateTimeOfNotification> </DateTimeOfNotification> <EventTrigger>CNTL</EventTrigger> <EventTriggerSource>INST</EventTriggerSource> <EventTradeLevel> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TLUpdateGuard> </TLUpdateGuard> <TradeLevelIdentifiers> <MasterReference>IM TST01</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> <ByOrAgainstFlag>A</ByOrAgainstFlag> <Workflow> <WorkflowType>BACW</WorkflowType> </Workflow> <Event> <EventCode>S004</EventCode> <EventName>Canceled-Component</EventName> <MessageOutputType>EVON</MessageOutputType> </Event> <CancelText>testing cancel event</canceltext> </EventTradeLevel> </EventNotificationBody> </EventNotification> </CTM_EventMessage> M005 New Alleged Against TradeLevel Similar to the M001 New Message Trade Component, but this event was generated by the investment manager's trade returning to NMAT (still alleged against) from previously being paired (MATCHED or MISMATCHED) <?xml version="1.0" encoding="iso "?> Examples 21

22 <!DOCTYPE CTM_EventMessage PUBLIC "-//TFN//DTD EventNotification 1.3//EN" "file:1.3/eventnotification.dtd"> <CTM_EventMessage> <EventNotification> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <EventNotificationBody> <EventMessageID>16</EventMessageID> <DateTimeOfNotification> </DateTimeOfNotification> <EventTrigger>TLRP</EventTrigger> <EventTriggerSource>INST</EventTriggerSource> <EventTradeLevel> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TLUpdateGuard> </TLUpdateGuard> <TradeLevelIdentifiers> <MasterReference>IM TST04</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> <ByOrAgainstFlag>A</ByOrAgainstFlag> <Workflow> <WorkflowType>BACW</WorkflowType> </Workflow> <Event> <EventCode>M005</EventCode> Examples 22

23 <EventName>New Alleged Against-Component</EventName> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> </Event> </EventTradeLevel> <MessageOutput> <MessageOutputType>IRSP</MessageOutputType> <MessageOutputID>1</MessageOutputID> <DocType> <RootElement>CTM_Message</RootElement> <PublicIdentifier>-//TFN//DTD InfoResponse 1.3//EN</PublicIdentifier> <DTD>InfoResponse.dtd</DTD> </DocType> <Message> <InfoResponse> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <InfoResponseBody> <ViewRequestedIndicator>A</ViewRequestedIndicator> <DetailsReturnedCount>1</DetailsReturnedCount> <MoreDetailFlag>N</MoreDetailFlag> <QueryType>ALLD</QueryType> <IRTradeLevel> <TLVersionOfTradeComponent>2</TLVersionOfTradeComponent> <TLUpdateGuard> </TLUpdateGuard> <ShowHiddenFieldsIndicator>Y</ShowHiddenFieldsIndicator> <TradeLevelExpected>Y</TradeLevelExpected> <TradeLevelReceived>Y</TradeLevelReceived> <TradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> <CompleteStatus>COMP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </TradeLevelStatuses> <InstructingParty> Examples 23

24 <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TradeLevelReferences> <MasterReference>IM TST04</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <IdentificationOfASecurity> <SecurityCodeType> <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <MatchingSecurityCode>FI </MatchingSecurityCode> <TradeLevelInformation> <TypeOfTransactionIndicator>TRAD</TypeOfTransactionIndicator> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <DealPrice> <Amount>491,8599</Amount> </DealPrice> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>5000,0</Amount> </QuantityOfTheBlockTrade> <TotalTradeAmount> <Amount> ,50</Amount> </TotalTradeAmount> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <SettlementDate> </SettlementDate> <Listed>N</Listed> Examples 24

25 </TradeLevelInformation> <TradeCommFeesTaxes> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>EXEC</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>TCOM</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> <TradeChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> </TradeCommFeesTaxes> </IRTradeLevel> <IRTradeDetail> <TDVersionOfTradeComponent>1</TDVersionOfTradeComponent> <TDUpdateGuard> </TDUpdateGuard> <TradeDetailStatuses> <TDMatchStatus>NMAT</TDMatchStatus> </TradeDetailStatuses> <TradeDetailReferences> <ClientAllocationReference>001</ClientAllocationReference> <CTMTradeDetailID> </CTMTradeDetailID> </TradeDetailReferences> Examples 25

26 <TradeDetailData> <TradeAmount> <Amount> ,50</Amount> </TradeAmount> <QuantityAllocated> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>5000,0</Amount> </QuantityAllocated> <NetCashAmount> <Amount> ,50</Amount> </NetCashAmount> <CommFeesTaxes> <Commissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicato r> <CommissionType>EXEC</CommissionType> <Commission> </Commission> </Commissions> <Commissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicato r> <CommissionType>TCOM</CommissionType> <Commission> </Commission> </Commissions> <ChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </ChargesOrTaxes> <ChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> Examples 26

27 </ChargeAmount> </ChargesOrTaxes> </CommFeesTaxes> </TradeDetailData> <IPSettlementResponse> <AccountID>0108</AccountID> </IPSettlementResponse> <PartySettlement> <SettlementInstructionsSourceIndicator>ALRT</SettlementInstructionsSourceIndic ator> <PartyFundName>Test Account</PartyFundName> <AlertCountryCode>GBR</AlertCountryCode> <AlertMethodType>CREST</AlertMethodType> <AlertSecurityType>EQU</AlertSecurityType> <AlertSettlementModelName>DEFAULT</AlertSettlementModelName> <SettlementInstructions> <ID1>AA011</ID1> <ParticipantName1>STATE STREET BOSTON</ParticipantName1> <SecurityAccount> </SecurityAccount> <PaymentCurrency>GBP</PaymentCurrency> <SubAgentBIC>SBOSUS3FXXX</SubAgentBIC> <SubAgentName1>STATE STREET BANK AND TRUST CO.</SubAgentName1> <SubAgentCity>BOSTON</SubAgentCity> <SubAgentCountry>US</SubAgentCountry> <PSET>CRSTGB22</PSET> <AffirmingPartyIndicator>B</AffirmingPartyIndicator> </SettlementInstructions> </PartySettlement> </IRTradeDetail> </InfoResponseBody> </InfoResponse> </Message> </MessageOutput> </EventNotificationBody> </EventNotification> </CTM_EventMessage> M006 No Longer Alleged Against Trade Component (to Previous Party) This event was generated when the investment manager changed the ExecutingBroker specified on a previously alleged trade. <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_EventMessage PUBLIC "-//TFN//DTD EventNotification 1.3//EN" "file:1.3/eventnotification.dtd"> <CTM_EventMessage> <EventNotification> <ResponseHeader> Examples 27

28 <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> </RecipientOfMessage> </ResponseHeader> <EventNotificationBody> <EventMessageID>15</EventMessageID> <DateTimeOfNotification> </DateTimeOfNotification> <EventTrigger>TLRP</EventTrigger> <EventTriggerSource>INST</EventTriggerSource> <EventTradeLevel> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyValue>CTMBRPUSHVW</PartyValue> <OrgName>DTCC Test View Only XML Direct Brok</OrgName> <OrgName>er - CTMBRPUSHVW</OrgName> </ExecutingBroker> <TLUpdateGuard> </TLUpdateGuard> <TradeLevelIdentifiers> <MasterReference>IM TST02</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> <ByOrAgainstFlag>A</ByOrAgainstFlag> <Workflow> <WorkflowType>BACW</WorkflowType> </Workflow> <Event> <EventCode>M006</EventCode> <EventName>No Longer Alleged Ag-Component (to previous Party)</EventName> <MessageOutputType>EVON</MessageOutputType> </Event> </EventTradeLevel> </EventNotificationBody> </EventNotification> </CTM_EventMessage> Examples 28

29 XML Interface Query-Response Examples In this example: The investment manager has added the following view only broker BRMG Code to its BRMG: TEST. The view only broker in the OriginatorOfMessage and ExecutingBroker performing the messaging has the following BIC: CTMBROKVIEW. The view only broker submits a MultiTradeLevelRequest with the following notable fields: ByOrAgainstFlag=A representing the Against view request such as blocks alleged against the BRMG. MultiTradeLevelResponseIndicator=ADDD represents the request that CTM include Additional Data in the MultiTradeLevelResponse, not just reference information. MinTradeDate and MaxTradeDate query parameters request that CTM return all alleged blocks within the stated date range. Since a MultiTradeLevelResponse only contains a summary of the trade fields, CTM requires an InfoRequest to generate an InfoResponse that contains all of the fields for the trade. In this case, the InfoRequest contains the CTMTradeSideId trade reference value returned on the MultiTradeLevelResponse to perform a request to CTMto return all of the fields for the alleged trade. MultiTradeLevelRequest Example <?xml version='1.0' encoding='iso '?> <!DOCTYPE CTM_Message PUBLIC '-//TFN//DTD MultiTradeLevelRequest 1.3//EN' './/DTDs//MultiTradeLevelRequest.dtd'> <CTM_Message> <MultiTradeLevelRequest> <SubmitHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyValue>CTMBROKVIEW</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </RecipientOfMessage> </SubmitHeader> <MultiTradeLevelRequestBody> <MultiTradeLevelResponseIndicator>ADDD</MultiTradeLevelResponseIndicator> <ByOrAgainstFlag>A</ByOrAgainstFlag> <MinTradeDateTime> </MinTradeDateTime> <MaxTradeDateTime> </MaxTradeDateTime> </MultiTradeLevelRequestBody> </MultiTradeLevelRequest> </CTM_Message> Examples 29

30 MultiTradeLevelResponse Example <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_Message PUBLIC "-//TFN//DTD MultiTradeLevelResponse 1.3//EN" "MultiTradeLevelResponse.dtd"> <CTM_Message> <MultiTradeLevelResponse> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBROKVIEW</PartyValue> </RecipientOfMessage> </ResponseHeader> <MultiTradeLevelResponseBody> <RecordsReturnedCount>2</RecordsReturnedCount> <MoreFlag>N</MoreFlag> <GoodThroughDateTime> </GoodThroughDateTime> <MultiTradeLevelResponseIndicator>ADDD</MultiTradeLevelResponseIndicator> <ByOrAgainstFlag>A</ByOrAgainstFlag> <MTLR> <TLVersionOfTradeComponent>1</TLVersionOfTradeComponent> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TradeLevelReferences> <MasterReference>IM TST01</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <MultiTradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> Examples 30

31 <CompleteStatus>COMP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </MultiTradeLevelStatuses> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <IdentificationOfASecurity> <SecurityCodeType> <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>70,0</Amount> </QuantityOfTheBlockTrade> <DealPrice> <Amount>491,85</Amount> </DealPrice> <TotalTradeAmount> <Amount>34429,50</Amount> </TotalTradeAmount> <SettlementDate> </SettlementDate> </MTLR> <MTLR> <TLVersionOfTradeComponent>1</TLVersionOfTradeComponent> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> Examples 31

32 <TradeLevelReferences> <MasterReference>IM TST02</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <MultiTradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> <CompleteStatus>COMP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </MultiTradeLevelStatuses> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <IdentificationOfASecurity> <SecurityCodeType> <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>30,0</Amount> </QuantityOfTheBlockTrade> <DealPrice> <Amount>491,85</Amount> </DealPrice> <TotalTradeAmount> <Amount>14755,50</Amount> </TotalTradeAmount> <SettlementDate> </SettlementDate> </MTLR> </MultiTradeLevelResponseBody> </MultiTradeLevelResponse> </CTM_Message> InfoRequest <?xml version='1.0' encoding='iso '?> <!DOCTYPE CTM_Message PUBLIC '-//TFN//DTD InfoRequest 1.3//EN' 'InfoRequest.dtd'> <CTM_Message> Examples 32

33 <InfoRequest> <SubmitHeader> <ProtocolVersion>CM01</ProtocolVersion> <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyValue>CTMBROKVIEW</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </RecipientOfMessage> </SubmitHeader> <InfoRequestBody> <ViewRequestedIndicator>A</ViewRequestedIndicator> <QueryType>ALLD</QueryType> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyValue>CTMBROKVIEW</PartyValue> </ExecutingBroker> <AccessPath> <IDOwner>INST</IDOwner> <TradeLevelIdentifiers> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelIdentifiers> </AccessPath> </InfoRequestBody> </InfoRequest> </CTM_Message> InfoResponse <?xml version="1.0" encoding="iso "?> <!DOCTYPE CTM_Message PUBLIC "-//TFN//DTD InfoResponse 1.3//EN" "InfoResponse.dtd"> <CTM_Message> <InfoResponse> <ResponseHeader> <ProtocolVersion>CM01</ProtocolVersion> Examples 33

34 <OriginatorOfMessage> <PartyRole>MEOR</PartyRole> <PartyType>TFID</PartyType> <PartyValue>CTMSERVICE</PartyValue> </OriginatorOfMessage> <RecipientOfMessage> <PartyRole>MERE</PartyRole> <PartyValue>CTMBROKVIEW</PartyValue> </RecipientOfMessage> </ResponseHeader> <InfoResponseBody> <ViewRequestedIndicator>A</ViewRequestedIndicator> <DetailsReturnedCount>1</DetailsReturnedCount> <MoreDetailFlag>N</MoreDetailFlag> <QueryType>ALLD</QueryType> <IRTradeLevel> <TLVersionOfTradeComponent>1</TLVersionOfTradeComponent> <TLUpdateGuard> </TLUpdateGuard> <ShowHiddenFieldsIndicator>Y</ShowHiddenFieldsIndicator> <TradeLevelExpected>Y</TradeLevelExpected> <TradeLevelReceived>Y</TradeLevelReceived> <TradeLevelStatuses> <TLMatchStatus>NMAT</TLMatchStatus> <CompleteStatus>COMP</CompleteStatus> <MatchAgreedStatus>NMAG</MatchAgreedStatus> </TradeLevelStatuses> <InstructingParty> <PartyRole>INST</PartyRole> <PartyValue>JJSTST01XXX</PartyValue> <OrgName>Jonathan Swift test - JJSTST01XXX</OrgName> </InstructingParty> <ExecutingBroker> <PartyRole>EXEC</PartyRole> <PartyType>BRMG</PartyType> <PartyValue>TEST</PartyValue> <OrgName>TEST Brokers</OrgName> </ExecutingBroker> <TradeLevelReferences> <MasterReference>IM TST01</MasterReference> <CTMTradeSideId> </CTMTradeSideId> </TradeLevelReferences> <IdentificationOfASecurity> <SecurityCodeType> Examples 34

35 <NumberingAgencyCode>SEDO</NumberingAgencyCode> </SecurityCodeType> <SecurityCode> </SecurityCode> <DescriptionOfTheSecurity>BP PLC - SHS</DescriptionOfTheSecurity> </IdentificationOfASecurity> <MatchingSecurityCode>FI </MatchingSecurityCode> <TradeLevelInformation> <TypeOfTransactionIndicator>TRAD</TypeOfTransactionIndicator> <BuySellIndicator>SELL</BuySellIndicator> <TypeOfFinancialInstrument>COMM</TypeOfFinancialInstrument> <DealPrice> <Amount>491,85</Amount> </DealPrice> <QuantityOfTheBlockTrade> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>70,0</Amount> </QuantityOfTheBlockTrade> <TotalTradeAmount> <Amount>34429,50</Amount> </TotalTradeAmount> <TradeDateTime> </TradeDateTime> <TimeZone> <TradeTimeQualifier>LOCL</TradeTimeQualifier> </TimeZone> <SettlementDate> </SettlementDate> <Listed>N</Listed> </TradeLevelInformation> <TradeCommFeesTaxes> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>EXEC</CommissionType> <Commission> </Commission> </TradeCommissions> <TradeCommissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>TCOM</CommissionType> <Commission> Examples 35

36 </Commission> </TradeCommissions> <TradeChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> <TradeChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> </ChargeAmount> </TradeChargesOrTaxes> </TradeCommFeesTaxes> </IRTradeLevel> <IRTradeDetail> <TDVersionOfTradeComponent>1</TDVersionOfTradeComponent> <TDUpdateGuard> </TDUpdateGuard> <TradeDetailStatuses> <TDMatchStatus>NMAT</TDMatchStatus> </TradeDetailStatuses> <TradeDetailReferences> <ClientAllocationReference>001</ClientAllocationReference> <CTMTradeDetailID> </CTMTradeDetailID> </TradeDetailReferences> <TradeDetailData> <TradeAmount> <Amount>34429,50</Amount> </TradeAmount> <QuantityAllocated> <QuantityTypeCode>UNIT</QuantityTypeCode> <Amount>70,0</Amount> </QuantityAllocated> <NetCashAmount> Examples 36

37 <Amount>34429,50</Amount> </NetCashAmount> <CommFeesTaxes> <Commissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>EXEC</CommissionType> <Commission> </Commission> </Commissions> <Commissions> <CommissionSharingBasisIndicator>FLAT</CommissionSharingBasisIndicator> <CommissionType>TCOM</CommissionType> <Commission> </Commission> </Commissions> <ChargesOrTaxes> <ChargeTaxType>CHAR</ChargeTaxType> <ChargeAmount> </ChargeAmount> </ChargesOrTaxes> <ChargesOrTaxes> <ChargeTaxType>TFEE</ChargeTaxType> <ChargeAmount> </ChargeAmount> </ChargesOrTaxes> </CommFeesTaxes> </TradeDetailData> <IPSettlementResponse> <AccountID>0108</AccountID> </IPSettlementResponse> <PartySettlement> <SettlementInstructionsSourceIndicator>ALRT</SettlementInstructionsSourceIndicator> <PartyFundName>Test Account</PartyFundName> Examples 37

38 <AlertCountryCode>GBR</AlertCountryCode> <AlertMethodType>CREST</AlertMethodType> <AlertSecurityType>EQU</AlertSecurityType> <AlertSettlementModelName>DEFAULT</AlertSettlementModelName> <SettlementInstructions> <ID1>AA011</ID1> <ParticipantName1>STATE STREET BOSTON</ParticipantName1> <SecurityAccount> </SecurityAccount> <PaymentCurrency>GBP</PaymentCurrency> <SubAgentBIC>SBOSUS3FXXX</SubAgentBIC> <SubAgentName1>STATE STREET BANK AND TRUST CO.</SubAgentName1> <SubAgentCity>BOSTON</SubAgentCity> <SubAgentCountry>US</SubAgentCountry> <PSET>CRSTGB22</PSET> <AffirmingPartyIndicator>B</AffirmingPartyIndicator> </SettlementInstructions> </PartySettlement> </IRTradeDetail> </InfoResponseBody> </InfoResponse> </CTM_Message> Examples 38

39 FOR MORE INFORMATION DTCC Learning at: or visit us on the web at: