ISO 20022 · External code set
Post trade derivative codes
Information related to the post trade of derivatives.
| Code | Published name and definition |
|---|---|
DEFF | Deferral Flag for transactions in ETCs, ETNs, SFPs and emission allowances, which benefit from a deferral. |
ILQD | Illiquid Instrument Transaction Flag for transactions executed under the deferral for instruments for which there is not a liquid market. |
LRGS | Post Trade LIS Transaction Flag for transactions large in scale relative to normal market size, executed under a permitted post-trade deferral. |
SIZE | Post Trade SSTI Transaction Flag for transactions executed under the post-trade size specific to the instrument deferral . |
Message references 1
Versions listed in the source workbook, including older versions. This list does not establish which messages a bank, network or provider supports.
auth.124.001.01Post Trade Market Data Report V01
Source: UsageInMsgs sheet in 2Q2026_externalcodesets_v3.xlsx.