15 Notional currency For all financial Currency in the notional is StreamGrp component (within instruments except denominated Instrument component): in the cases described under Article 11(1) letters (a) and (b) of the Regulation. 16 Type For emission This is only applicable for emission UnitOfMeasure(996) granularity of the – allowances and allowances and emission allowance values identifies the type emission allowance derivatives. derivatives only 19 Transaction to be For derivatives Code to identify whether the transaction ClearingIntention(1924) cleared will be cleared. - transaction to be cleared ‘true’ - transaction not to be cleared ‘false’ Table 10: Post-Trade Transparency Flags RTS 1 RTS 2 Flag FIX Mapping Name of Flag Description Name of Flag Description BENC Benchmark Transactions executed in reference Benchmark All of volume weighted average SecondaryTrdType(855)=64 (Benchmark) transactions flag to a price that is calculated over transaction flag price transactions and all other multiple time instances according trades where the price is calculated to a given benchmark, such as over multiple time instances volume-weighted average price or according to a given benchmark. time-weighted average price.
15 Notional currency For all financial instruments except in the cases described under Article 11(1) letters (a) and (b) of the Regulation. Currency in the notional is denominated StreamGrp component (within Instrument component): 16 Type For emission allowances and emission allowance derivatives only This is only applicable for emission allowances and emission allowance derivatives. UnitOfMeasure(996) – granularity of the values identifies the type 19 Transaction to be cleared For derivatives Code to identify whether the transaction will be cleared. ‘true’ - transaction to be cleared ‘false’ - transaction not to be cleared ClearingIntention(1924) Table 10: Post-Trade Transparency Flags Flag RTS 1 RTS 2 FIX Mapping Name of Flag Description Name of Flag Description BENC Benchmark transactions flag Transactions executed in reference to a price that is calculated over multiple time instances according to a given benchmark, such as volume-weighted average price or time-weighted average price. Benchmark transaction flag All of volume weighted average price transactions and all other trades where the price is calculated over multiple time instances according to a given benchmark. SecondaryTrdType(855)=64 (Benchmark)