Codification Tables PREDEFINED VALUES

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Codification Tables

P

REDEFINED

V

ALUES

MEFF S/MART v8.0

7 January 2008

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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.

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i

1. Codification Tables...1

Table 1: Currency Codes ...1

Table 2: Asset Types ...1

Table 3: Invoicing Concepts...2

Table 4: Cash Movement Concepts ...2

Table 5: Payment Methods ...2

Table 6: Methods of Posting Margins...3

Table 7: Destination of Margins ...3

Table 8: Give Up Status ...3

Table 9: Order Types ...4

Table 10: Order Status...4

Table 11: Order. Reason for Cancellation...5

Table 12: Order Types in FIX...5

Table 13: Time in Force in FIX...6

Table 14: Participant entity types ...6

Table 15: Central Securities Depositories ...6

Table 16: CFICode...6

Table 17: Market Codes...8

Table 18: Clearing House Codes ...8

Table 19: MEFF Trade Types ...9

Table 20: Contract Groups...10

Table 21: Underlying Assets ...13

Table 22: Orders: Action type ...15

Tabla 23: Fee Groups ...16

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7 January 2008 © MEFF 2007 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)

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7 January 2008 © MEFF 2007 2

Table 3: Invoicing Concepts

Code

Concept

01 Trading fees 02 Clearing fees 03 Interest income

04 Incentive scheme for Market Makers 05 Minimum commission

06 Access fee

07 Historical transfers 08 Position transfers 09 Pledges

10 Position adjustment out of time 11 Position adjustment increasing position 12 Non-Periodic interests

99 Other concepts

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 99 Other concepts

Table 5: Payment Methods

Code

Concept

01 Multilateral in Bank of Spain 02 Funds transfer order 99 Other payment method

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7 January 2008 © MEFF 2007 3

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

Table 7: Destination of Margins

Code

Concept

GD Initial margin GE Extraordinary margin

GI General margin

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

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7 January 2008 © MEFF 2007 4

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 -

Table 10: Order Status

Code

Concept

AA Cancelled automatically (Immediate limit, fill or kill, attack)

AE Cancelled and partially executed AO Cancelled by trader

E Executed P Pending

PE Partially pending (part of volume executed) PN Pending confirmation

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7 January 2008 © MEFF 2007 5

Table 11: Order. Reason for Cancellation

Code

Concept

Adm By administrator

Dab Delta protection: Maximum absolute delta Des By disconnection

Dmx Delta protection: maximum accumulated delta

Dnc Delta protection: number of contracts Eje By execution

Err By error IdE Not valid QuoteID Lim By limits

Liq Clearing filter (volume) Mer Changes in market status Neg Trading filter (price) NEj Not executed immediately Ope By trader

Otr Others

Par Criteria for Quote order do not exist Per By permissions

Sme Cancelled by central system Vig By end of validity

Table 12: Order Types in FIX

Code

Concept

1 Market 2 Limit 3 Stop

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7 January 2008 © MEFF 2007 6

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

Table 15: Central Securities Depositories

Concept

CLEARSTREAM

EUROCLEAR

IBERCLEAR

Table 16: CFICode

CFICode

Description

FFICSX Standardized financial future on an index. Cash settlement

FFICNX Non-standardized financial future on an index. Cash settlement

FMICXX Time spread of a future on an index. Cash settlement

OCEICS Standardized European call option on an index. Cash settlement

OCEICN Non-standardized European call option on an index. Cash settlement

OPEICS Standardized European put option on an index. Cash settlement

ÍNDEX

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7 January 2008 © MEFF 2007 7

CFICode

Description

MMMXXX Referential instrument on an index (external contract)

MRIXXX Referential instrument on an index (index contract)

FFSPSX Standardized financial future on stocks. Physical delivery

FFSPNX Non-standardized financial future on stocks. Physical delivery

FFSCSX Standardized financial future on stocks. Cash settlement

FFSCNX Non-standardized financial future on stocks. Cash settlement

FMSPXX Time spread of a future on stocks with physical deliveryº

FMSCXX Time spread of a future on stocks with cash settlement

OCASPS Standardized American call option on stocks. Physical delivery

OCASPN Non-standardized American call option on stocks. Physical delivery

OPASPS Standardized American put option on stocks. Physical delivery

OPASPN Non-standardized American put option on stocks. Physical delivery

OCESPS Standardized European call option on stocks. Physical delivery

OCESPN Non-standardized European call option on stocks. Physical delivery

OPESPS Standardized European put option on stocks. Physical delivery

OPESPN Non-standardized European put option on stocks. Physical delivery

OCESCS Standardized European call option on stocks. Cash settlement

OCESCN Non-standardized European call option on stocks. Cash settlement

OPESCS Standardized European put option on stocks. Cash settlement

OPESCN Non-standardized European put option on stocks. Cash settlement

STOCKS

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7 January 2008 © MEFF 2007 8

CFICode

Description

ESXXXX Stocks (cash)

FFDPSX Standardized financial future on bonds. Physical delivery

BONDS

FMDPXX Time-spread of futures on bonds. Physical delivery

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: Market Codes

Code

Description

M1 MEFF RF

M3 MEFF RV

G1 EUREX

Table 18: Clearing House Codes

Code

Description

C1 MEFF RF

C2 MEFF RV

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7 January 2008 © MEFF 2007 9

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.

1.1.1 MEFF

Trade

Type Description Trading Clearing

A Cross trade out of trading hours X 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 Large Trades X X

L Delta X 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

1.1.2 EUREX

Trade Type Description Trading Clearing

D Transfer from daily account X

F Basis Trade X X G Give-up Trade X I Give-Out X X K Give-In X X M Market X X P Position adjustment X R Rollover X

S Trade associated with rollover X X

T Trade transfer X

1

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7 January 2008 © MEFF 2007 10 Trade Type Description Trading Clearing V Expiration X X Countertrade X Y Cancel countertrade X Z Position transfer X

Table 20: Contract Groups

The current contract groups on a Market or Clearing House are informed daily in the corresponding

raw data file that can be generated from a MEFF workstation

MEFF RENTA FIJA

02 BONO 10

MEFF RENTA VARIABLE

20 MINI IBEX 21 IBEX 23 BBVA 24 ABERTIS 25 ENDESA 27 IBERDROLA 28 SCH 29 UNION FENOSA 30 REPSOL 31 TELEFONICA 33 ACERINOX 34 BANCO POPULAR 35 BANKINTER 36 ALTADIS 37 GAS NATURAL 38 INDRA 40 SOGECABLE 42 TPI 43 INDITEX 45 ACS 46 B.SABADELL 47 FERROVIAL 48 ACCIONA 49 METROVACESA 50 SACYR VALLE

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51 FCC 52 ENAGAS 53 RED ELECTRICA 54 GAMESA 55 CINTRA 56 TELECINCO 57 MAPFRE 58 ANTENA 3TV 59 FADESA 61 BANESTO 62 IBERIA 63 PRISA 64 AGUAS BCN 65 NH HOTELES 66 INMOBILIARIA COLONIAL 67 BME 68 GRIFOLS 69 ABENGOA 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

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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 SP SAP TI TELECOM ITALIA TO TOTAL UI UNICREDITO UV UNILEVER VI VIVENDI EUREX 10 SCHATZ 20 BOBL 30 BUND 50 DAX 90 STOXX 50 91 EUROSTOXX 50

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Table 21: Underlying Assets

MEFF RENTA FIJA

BONO 10 MFF

ABENGOA ABG ABERTIS ABE ACCIONA ANA ACERINOX ACX ACS ACS AEGON AEG AGUAS BCN AGS AHOLD AHL

AIR LIQUID AIR

ALCATEL ALU ALLIANZ ALV

ALLIED IRISH BANK ALB

ALTADIS ALT

ANTENA 3TV A3TV

ASSICURAZIONI GENERALI ASI

AXA AXA B.SABADELL SAB

BANCO POPULAR POP

BANESTO BTO BANKINTER BKT BASF BAS BAYER BAY BBVA BBVA BME BME BNP PARIBAS BNP

CARREFOUR SUPER. CAR

CINTRA CIN

CREDIT AGRICOLE CAG

DAIMLER CHRYSLER DCX

DANONE DAN

DEUTSCH BANK DBK

DEUTSCHE TELEKOM DTE

E.ON EON ENAGAS ENG

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ENDESA ELE ENEL ENE ENI ENI FADESA FAD FCC FCC FERROVIAL FER FORTIS FOR

FRANCE TELECOM FTE

GAMESA GAM

GAS NATURAL GAS

GRIFOLS GRF

IBERDROLA IBE IBERIA IBLA IBEX FIE

IBEX MINI FIEM

INDITEX ITX INDRA IDR ING ING INMOBILIARIA COLONIAL COL

INTESA SANPAOLO SPI

L’OREAL ORE LAFARGE LAF LVMH LVM MAPFRE MAP METROVACESA MVC

MUENCHENER RUECK MUV

NH HOTELES NHH

NOKIA NOK PHILIPS PHG PRISA PRS

RED ELECTRICA REE

RENAULT REN REPSOL REP RWE RWE

SACYR VALLE SYV

SAiNT GOBAIN SGO

SANOFI-AVENTIS SAS

SAP SAP SCH SAN

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SIEMENS SIE

SOCIETE GENERALE SOG

SOGECABLE SGC SUEZ LYO TELECINCO TL5

TELECOM ITALIA TLI

TELEFONICA TEF TOTAL TOT UNICREDITO CRD UNILEVER UNC

UNION FENOSA UNF

VIVENDI VIV EUREX BOBL FGBM BUND FGBL DAX FDX 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

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Tabla 23: Fee Groups

Code

Description

0 Fee group not associated to trades 1 IBEX Futures – General fee

2 IBEX Futures – Members’ own account 3 IBEX Mini Futures – General fee

4 IBEX Mini Futures – Members’ own account 5 IBEX Options – General fee

6 IBEX Options – Members’ own account 7 Single Stock Futures – General Fee

8 Single Stock Futures – Members’ own account 9 Equity Options

50 Bond Futures and Options – General fee

51 Bond Futures and Options – Members’ own account

Tabla 24: Fee Types

Code

Description

1 Trading and Clearing 2 Expiration

3 Requested exercises 4 Assignments of exercises

5 Clearing department management 6 Position adjustment

Codification Tables PREDEFINED VALUES