Appendix F



Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade. For example, in the United States sell-side firms report completed trades to the DTC (Depository Trust Corporation) for the purpose of matching, trade guarantee, delivery, netting, etc. As settlement cycles reduce, such communication must be closer to real-time vs. an end-of-the day batch process. The Trade Capture Report and Trade Capture Report Request messages have been designed to facilitate such communication.

Messages used for Trade Capture Reporting: