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									                                                      Field Definitions



                                      CONFIDENTIAL




           JSE Data Formats
                                  Field Definitions




                                        VERSION 8

                                         May 2009




Produced by:   JSE Trading Services
This document is confidential and contains property belonging to the JSE Securities Exchange South
Africa (the JSE). Neither this document nor its contents may be disclosed to a third party, nor may it be
copied, without the JSE's prior written consent.

The JSE endeavours to ensure that the data and other material in this document are correct and complete
but does not accept any liability for error herein or omission here from. The development of JSE
products and services is continuous and published information may not be up to date. It is important that
you check the current position with the JSE before acting on any information in this document.




75940c74-14fe-48f2-9ce0-86e62963f9b3.doc      Last Updated May 2009                                   Page 2
  PREFACE

  This publication, together with its associated publications, describes the trading and information services provided
  by the JSE Securities Exchange South Africa. This document is one of six specifications, supplied as a set, to
  support the Exchange‟s trading and information services. The documents are:

   #    Document Name             File Name                      Document Objective             Updates
   1    JSE member pack           1_JSE member pack                                             Updated
        covering letter           cover letter.doc               An introduction to the JSE
                                                                 specification pack and its
                                                                 contents.
   2    JSE Equities Market       2_JSE Equities Market                                         Updated
        and Trading               and Trading Functionality      An overview of the new
        Functionality             Overview.doc                   trading functionality to be
        Overview                                                 used by the JSE market.
   3    JSE User                  3_JSE User Connectivity                                       Updated
        Connectivity to           to Trading and                 An overview of JSE
        Trading and               Information Systems.doc        connectivity to LSE systems.
        Information Systems
   4    JSE Trading and           4_JSE Trading and                                             Updated
        Information Services      Information Services.doc       An overview of the
                                                                 Exchange's Trading and
                                                                 Information Services.
   5    JSE Interface             5_JSE Interface                                               Updated
        Specification             Specification.doc              An overview of Interface
                                                                 Specifications to be used.
   6    Data Formats                                                                            Updated
                                                                 An overview of Data Formats
        6.1 JSE Broadcast         6.1_JSE Data                   to be used.
        Message Layouts           Formats_Broadcast
                                  Message
                                  Layouts.doc
        6.2 JSE Interactive       6.2_JSE Data
        Message Layouts           Formats_Interactive
                                  Message
                                  Layouts.doc
        6.3 JSE Field             6.3_JSE Data
        Definitions               Formats_Field
                                  Definitions.doc
        6.4 JSE Advisory          6.4_JSE Data
        Codes                     Formats_Advisory_
                                  Codes.doc
        6.5 JSE Message           6.5_JSE Data
        Types and Version         Formats_Message
        Identifiers               Types and Version
                                  Identifiers.doc
        6.6 JSE Data Field        6.6_ JSE Data
        Cross Reference           Formats_Data Field
                                  Cross Reference.doc

  Copies of these documents and further information can be obtained from the JSE Limited‟s web site at
  www.jse.co.za / Technical Library / JSE Trading and Information systems




75940c74-14fe-48f2-9ce0-86e62963f9b3.doc              Last Updated May 2009                                  Page 3
                                                                TABLE OF CONTENTS

SECTION 4 .............................................................................................................................................................. 19
FIELD DEFINITIONS ............................................................................................................................................... 19

      Ability to Quote.................................................................................................................................................. 20

      Activity Type ...................................................................................................................................................... 20

      Aggregate Size ................................................................................................................................................. 20

      Aggregate Size before Modification .................................................................................................................. 21

      Announcement Code ........................................................................................................................................ 21

      Announcement Correction Code ...................................................................................................................... 21

      Announcement Date of Release ....................................................................................................................... 21

      Announcement Group Code ............................................................................................................................. 22

      Announcement Headline .................................................................................................................................. 23

      Announcement Message Text .......................................................................................................................... 23

      Announcement Number .................................................................................................................................... 24

      Announcement Standby Code .......................................................................................................................... 24

      Announcement Time of Release ...................................................................................................................... 24

      Annualised Net Yield......................................................................................................................................... 24

      Application Advisory Code ................................................................................................................................ 25

      Authentication Code ......................................................................................................................................... 26

      Automatic Trades Indicator ............................................................................................................................... 26

      Bargain Condition Indicator .............................................................................................................................. 27

      Basket Position ................................................................................................................................................. 27

      Best Bid Price ................................................................................................................................................... 27

      Best Offer Price ................................................................................................................................................ 28

      Best Price Message Indicator ........................................................................................................................... 28

      Best Price Status Indicator ............................................................................................................................... 29

      Table 1 - Best Price Message fields for Automatic Execution                                         Periods ..................................................... 29

75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                  Last Updated May 2009                                                                    Page 4
      Table 2 - Best Price Message fields for Auction Call periods                                        (no Automatic execution) .......................... 29

      Bid Market Orders Indicator .............................................................................................................................. 30

      Bid Price ............................................................................................................................................................ 30

      Bid Status .......................................................................................................................................................... 31

      Book Cleardown Indicator ................................................................................................................................. 31

      Broadcast Message Line 1................................................................................................................................ 31

      Broadcast Message Line 2................................................................................................................................ 31

      Broadcast Update Action .................................................................................................................................. 31

      Buy/Sell Indicator .............................................................................................................................................. 32

      Category ............................................................................................................................................................ 33

      Client Reference ............................................................................................................................................... 33

      Closing Bid Price ............................................................................................................................................... 34

      Closing Mid/Trade Price .................................................................................................................................... 34

      Closing Offer Price ............................................................................................................................................ 34

      Closing Price Dissemination Indicator............................................................................................................... 34

      Closing Price Determination Indicator ............................................................................................................... 35

      Closing Price Indicator – Mid Price ................................................................................................................... 35

      Closing Price Indicator – VWAP ....................................................................................................................... 35

      Company Description ........................................................................................................................................ 36

      Company Information Last Update ................................................................................................................... 36

      Company Turnover ........................................................................................................................................... 36

      Consideration Based Indicator .......................................................................................................................... 37

      Consideration Based Multiplier Flag ................................................................................................................. 37

      Converted Price Indicator .................................................................................................................................. 37

      Counterparty 1................................................................................................................................................... 37

      Counterparty 2................................................................................................................................................... 38

      Country of Primary Listing ................................................................................................................................. 38


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                Last Updated May 2009                                                                     Page 5
    Country of Register ........................................................................................................................................... 38

    Country of Register Status ................................................................................................................................ 38

    Currency Code .................................................................................................................................................. 39

    Current Date ..................................................................................................................................................... 39

    Current Number of Shares ............................................................................................................................... 39

    Current Percentage of Shares .......................................................................................................................... 39

    Date of Message Preparation ........................................................................................................................... 39

    Date of Preparation........................................................................................................................................... 40

    Date Validity ...................................................................................................................................................... 40

    Daylight Savings Required................................................................................................................................ 40

    Dealing Capacity ............................................................................................................................................... 40

    Default Currency ............................................................................................................................................... 41

    Delete/Close Allowed Indicator ......................................................................................................................... 41

    DOL High Price ................................................................................................................................................. 41

    DOL Indicator.................................................................................................................................................... 41

    DOL Last Update Date ..................................................................................................................................... 42

    DOL Last Update Time ..................................................................................................................................... 42

    DOL Low Price .................................................................................................................................................. 42

    DOL Section Number........................................................................................................................................ 42

    DOL Spread ...................................................................................................................................................... 42

    DOL Spread Change Date................................................................................................................................ 43

    Dynamic Price Monitoring Basis ....................................................................................................................... 43

    Dynamic Price Monitoring Multiplier.................................................................................................................. 43

    Dynamic Price Monitoring Value ....................................................................................................................... 43

    Dynamic Price Tolerance.................................................................................................................................. 43

    Entry Allowed Indicator ..................................................................................................................................... 44

    Entry Condition ................................................................................................................................................. 44


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                Last Updated May 2009                                                                    Page 6
      Exchange Market Size (EMS) ........................................................................................................................... 44

      Execution Indicator ............................................................................................................................................ 44

      Execution Type ................................................................................................................................................. 45

      Execution Venue ............................................................................................................................................... 45

      Ex-Marker Code ................................................................................................................................................ 45

      Ex-Marker End Date.......................................................................................................................................... 46

      Ex-Marker Start Date ........................................................................................................................................ 46

      Exchange MAC Key .......................................................................................................................................... 46

      Expected Date Interim Results ......................................................................................................................... 46

      Expected Date Final Results ............................................................................................................................. 46

      Expire At Start ................................................................................................................................................... 47

      Expiry Date ........................................................................................................................................................ 47

      Expiry Source .................................................................................................................................................... 47

      Extension Check Required................................................................................................................................ 47

      Extension Max Iterations ................................................................................................................................... 47

      Extension Period Duration ................................................................................................................................ 48

      Extension Period Name .................................................................................................................................... 48

      Eyecatcher ........................................................................................................................................................ 48

      Firm (1 – 5)........................................................................................................................................................ 48

      First Trade in This Message ............................................................................................................................. 48

      Free Market Capitalisation ................................................................................................................................ 48

      Five Year Alpha ................................................................................................................................................. 49

      Five Year Average Volume ............................................................................................................................... 49

      Five Year Beta................................................................................................................................................... 49

      Five Year Cumulative Volume........................................................................................................................... 49

      Five Year DRIP (Dividend Re-Invested Price) Return ...................................................................................... 50

      Five Year Return ............................................................................................................................................... 50


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                               Last Updated May 2009                                                                     Page 7
    Imported Auction Price Indicator....................................................................................................................... 50

    Index Differential ............................................................................................................................................... 50

    Index Exceptional Status Indicator ................................................................................................................... 51

    Index Identifier .................................................................................................................................................. 51

    Index Missing Data Text ................................................................................................................................... 51

    Index Status ...................................................................................................................................................... 51

    Index Value ....................................................................................................................................................... 51

    Inject At Start .................................................................................................................................................... 52

    Interchange Type .............................................................................................................................................. 52

    Invocation Sequence ........................................................................................................................................ 52

    Issuer Code ...................................................................................................................................................... 52

    Issuer Name ..................................................................................................................................................... 53

    Last Trade in this message .............................................................................................................................. 53

    Local Market TIDM ........................................................................................................................................... 53

    Lot Size ............................................................................................................................................................. 53

    Lower Price Band ............................................................................................................................................. 53

    Market Capitalisation ........................................................................................................................................ 54

    Market Code ..................................................................................................................................................... 54

    Market Close..................................................................................................................................................... 54

    Market Mechanism Group ................................................................................................................................ 54

    Market Mechanism Type .................................................................................................................................. 54

    Market Name .................................................................................................................................................... 55

    Market Open ..................................................................................................................................................... 55

    Market Status Condition ................................................................................................................................... 55

    Matching Sequence Number High .................................................................................................................... 55

    Matching Sequence Number Low..................................................................................................................... 56

    Maximum Number of Valid Days for Order....................................................................................................... 56


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                 Last Updated May 2009                                                                     Page 8
      Maximum Size Multiplier ................................................................................................................................... 56

      Maximum Spread Floor ..................................................................................................................................... 56

      Maximum Trade Price ....................................................................................................................................... 56

      Maximum Trade Size ........................................................................................................................................ 57

      Mechanism Type ............................................................................................................................................... 57

      Member ID ........................................................................................................................................................ 57

      Member ID Buy ................................................................................................................................................. 57

      Member ID Sell ................................................................................................................................................. 58

      Member Mnemonic ........................................................................................................................................... 58

      Member Name .................................................................................................................................................. 58

      Message Block Sequence Number ................................................................................................................... 58

      Message Length................................................................................................................................................ 59

      Message Priority................................................................................................................................................ 59

      Message Reference Number ............................................................................................................................ 59

      Message Sequence Number ............................................................................................................................ 59

      Message Type ................................................................................................................................................... 59

      Message Version Identifier................................................................................................................................ 60

      Mid High ............................................................................................................................................................ 60

      Mid Low ............................................................................................................................................................. 60

      Mid Price ........................................................................................................................................................... 60

      Minimum Auction Volume Indicator .................................................................................................................. 61

      Minimum Auction Volume Multiplier .................................................................................................................. 61

      Minimum Peak Size Multiplier ........................................................................................................................... 61

      Minimum Size.................................................................................................................................................... 62

      Minimum Trade Size Multiplier .......................................................................................................................... 62

      Minimum Trade Price ........................................................................................................................................ 62

      Minimum Trade Size ......................................................................................................................................... 62


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                Last Updated May 2009                                                                     Page 9
    Modification Allowed Indicator .......................................................................................................................... 62

    Money Flow Value Executed ............................................................................................................................ 62

    Net Final Dividend............................................................................................................................................. 63

    Net Interim Dividend ......................................................................................................................................... 63

    New Public Order Code .................................................................................................................................... 63

    News Message Sequence Number .................................................................................................................. 63

    News Service Time ........................................................................................................................................... 64

    Non London Tradable Instrument Code ........................................................................................................... 64

    Notification Basis .............................................................................................................................................. 64

    Novation Flag .................................................................................................................................................... 64

    Number Associated Text Records .................................................................................................................... 64

    Number of Days ................................................................................................................................................ 65

    Number of Instructions in Basket...................................................................................................................... 65

    Number of Messages in a Block ....................................................................................................................... 65

    Number of Orders at Best Bid Price ................................................................................................................. 65

    Number of Orders at Best Offer Price .............................................................................................................. 65

    Number of Related Trades Messages .............................................................................................................. 65

    Number of Trades ............................................................................................................................................. 66

    Number of Trades in Message ......................................................................................................................... 66

    Number of Trades in String .............................................................................................................................. 66

    Number of Units Issued .................................................................................................................................... 66

    Off Book Money Flow Value Executed ............................................................................................................. 66

    Offer Market Orders Indicator ........................................................................................................................... 66

    Offer Price......................................................................................................................................................... 67

    One Year Alpha ................................................................................................................................................ 67

    One Year Average Volume ............................................................................................................................... 67

    One Year Beta .................................................................................................................................................. 67


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                Last Updated May 2009                                                                   Page 10
      One Year Cumulative Volume........................................................................................................................... 68

      One Year DRIP Return ..................................................................................................................................... 68

      One Year Return ............................................................................................................................................... 68

      Opening Price ................................................................................................................................................... 68

      Order Book Trades Cumulative VWAP ............................................................................................................. 69

      Order Peak Size ................................................................................................................................................ 69

      Order Price ........................................................................................................................................................ 69

      Order Reference ............................................................................................................................................... 69

      Order Reference (Buy) ...................................................................................................................................... 70

      Order Reference (Sell) ...................................................................................................................................... 70

      Order Size ......................................................................................................................................................... 70

      Original Order Code .......................................................................................................................................... 70

      Original Order Size ............................................................................................................................................ 70

      Original Order Reference .................................................................................................................................. 70

      Original Public Order Code ............................................................................................................................... 71

      Overnight Trade Time Limit .............................................................................................................................. 71

      Participant Basket Reference ........................................................................................................................... 71

      Participant Message Sequence Number .......................................................................................................... 71

      Participant Mnemonic........................................................................................................................................ 71

      Participant Name............................................................................................................................................... 72

      Passive/Aggressive Indicator ............................................................................................................................ 72

      Peak Refresh Size ............................................................................................................................................ 72

      Peak Trade Code .............................................................................................................................................. 72

      Period Based Price Monitoring Flag .................................................................................................................. 72

      Period Description ............................................................................................................................................. 73

      Period Length .................................................................................................................................................... 73

      Period Name ..................................................................................................................................................... 73


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                               Last Updated May 2009                                                                   Page 11
    Period Start Time .............................................................................................................................................. 76

    Period Status .................................................................................................................................................... 76

    Personal Exposure ........................................................................................................................................... 77

    Preferred Counterparty ..................................................................................................................................... 77

    Pre-Header Message Length............................................................................................................................ 77

    Pre-Header Version Number ............................................................................................................................ 77

    Pre-Header Message Type............................................................................................................................... 78

    Previous Announcement Number ..................................................................................................................... 78

    Previous Date ................................................................................................................................................... 78

    Previous Number of Shares ............................................................................................................................. 78

    Previous Percentage of Shares ........................................................................................................................ 78

    Price .................................................................................................................................................................. 79

    Price / Earning Ratio ......................................................................................................................................... 79

    Price Format Code............................................................................................................................................ 79

    Private Order Code ........................................................................................................................................... 80

    Private Order Code (Buy) ................................................................................................................................. 80

    Private Order Code (Sell) ................................................................................................................................. 80

    Profit After Tax .................................................................................................................................................. 80

    Publication Threshold Size / Average Daily Turnover....................................................................................... 80

    Public Order Code ............................................................................................................................................ 80

    Public Order Code (Buy) ................................................................................................................................... 81

    Public Order Code (Sell) ................................................................................................................................... 81

    Public Quote Code Buy..................................................................................................................................... 81

    Public Quote Code Sell ..................................................................................................................................... 81

    Quote Bid Size .................................................................................................................................................. 81

    Quote Offer Size ............................................................................................................................................... 81

    Ratio ................................................................................................................................................................. 81


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                  Last Updated May 2009                                                                     Page 12
      Reason for Deletion .......................................................................................................................................... 82

      Reason Text ...................................................................................................................................................... 82

      Received Sequence Number ............................................................................................................................ 82

      Registration Suspended Status ......................................................................................................................... 82

      Related Announcement Headline (1 – 4) .......................................................................................................... 83

      Related Company Description (1 – 4) ............................................................................................................... 83

      Related Country of Register (1 – 4) .................................................................................................................. 83

      Related Tradable Instrument Code (1 – 4) ....................................................................................................... 83

      Related Tradable Instrument Display Mnemonic (1 – 4) ................................................................................... 83

      Relative Size Change ........................................................................................................................................ 84

      Remaining Bid Size ........................................................................................................................................... 84

      Remaining Offer Size ........................................................................................................................................ 84

      Remaining Order Size ....................................................................................................................................... 84

      Remaining Order Size Before Deletion ............................................................................................................. 84

      Remaining Peak Order Size.............................................................................................................................. 84

      Remaining Total Order Size .............................................................................................................................. 84

      Remaining Total Size ........................................................................................................................................ 85

      Remaining Total Size Before Modification ........................................................................................................ 85

      Remaining Visible Size...................................................................................................................................... 85

      Replaced Bid Size ............................................................................................................................................. 85

      Replaced Offer Size .......................................................................................................................................... 85

      Reporting Mechanism ....................................................................................................................................... 85

      Republication Indicator ...................................................................................................................................... 86

      Request Complete Indicator.............................................................................................................................. 86

      Request Message Text ..................................................................................................................................... 86

      Re-Request High Sequence Number ............................................................................................................... 87

      Re-request Response Message Text ............................................................................................................... 87


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                               Last Updated May 2009                                                                 Page 13
    Resend Indicator ............................................................................................................................................... 87

    Reserved Field .................................................................................................................................................. 87

    Role .................................................................................................................................................................. 87

    Sector Code ...................................................................................................................................................... 88

    Sector Name ..................................................................................................................................................... 92

    Security Maximum Spread................................................................................................................................ 93

    SEDOL Code .................................................................................................................................................... 93

    Segment Code .................................................................................................................................................. 93

    Segment Name ................................................................................................................................................. 93

    Sell Percentage ................................................................................................................................................ 94

    Sell Volume ....................................................................................................................................................... 94

    Service Code .................................................................................................................................................... 94

    Session Error Code .......................................................................................................................................... 96

    Set Announcement Marker ............................................................................................................................... 96

    Settlement Account........................................................................................................................................... 96

    Settlement Due Date ........................................................................................................................................ 96

    Settlement Type ................................................................................................................................................ 97

    Settlement Venue ............................................................................................................................................. 97

    Settlement Venue Name................................................................................................................................... 97

    Settlement Venue Counterparty Name ............................................................................................................. 97

    Shareholder ...................................................................................................................................................... 97

    Shareholder Ranking ........................................................................................................................................ 97

    Single Fill Indicator............................................................................................................................................ 98

    Six Month Alpha ................................................................................................................................................ 98

    Six Month Average Volume .............................................................................................................................. 98

    Six Month Beta ................................................................................................................................................. 98

    Six Month Cumulative Volume.......................................................................................................................... 99


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                                 Last Updated May 2009                                                                     Page 14
      Six Month DRIP Return ..................................................................................................................................... 99

      Six Month Return .............................................................................................................................................. 99

      Source System Identifier ................................................................................................................................... 99

      Standard Market Size (SMS) .......................................................................................................................... 100

      Static Price Monitoring Value .......................................................................................................................... 100

      Static Price Monitoring Multiplier ..................................................................................................................... 100

      Static Price Tolerance ..................................................................................................................................... 100

      Status Indicator (Reserved) ............................................................................................................................ 100

      Strike Price ...................................................................................................................................................... 101

      Suspended Indicator Status ............................................................................................................................ 101

      Three Month Alpha.......................................................................................................................................... 101

      Three Month Average Volume ........................................................................................................................ 101

      Three Month Beta ........................................................................................................................................... 102

      Three Month Cumulative Volume ................................................................................................................... 102

      Three Month DRIP Return .............................................................................................................................. 102

      Three Month Return ........................................................................................................................................ 102

      Three Year Alpha ............................................................................................................................................ 103

      Three Year Average Volume........................................................................................................................... 103

      Three Year Beta .............................................................................................................................................. 103

      Three Year Cumulative Volume ...................................................................................................................... 103

      Three Year DRIP Return ................................................................................................................................. 104

      Three Year Return .......................................................................................................................................... 104

      Tick Size.......................................................................................................................................................... 104

      Time of Change .............................................................................................................................................. 104

      Time of Index Value ........................................................................................................................................ 104

      Time of Message Preparation ......................................................................................................................... 105

      Time of Mid High ............................................................................................................................................. 105


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                               Last Updated May 2009                                                                   Page 15
    Time of Mid Low ............................................................................................................................................. 105

    Time of Preparation ........................................................................................................................................ 105

    Time of Trade High ......................................................................................................................................... 105

    Time of Trade Low.......................................................................................................................................... 106

    Time Validity ................................................................................................................................................... 106

    Time Weighted Average Spread .................................................................................................................... 106

    Time Zone Offset ............................................................................................................................................ 106

    Total Hidden Trade Size ................................................................................................................................. 106

    Total Number of Trades.................................................................................................................................. 106

    Total Visible Trade Size .................................................................................................................................. 107

    Tradable Instrument Code .............................................................................................................................. 107

    Tradable Instrument Display Mnemonic ......................................................................................................... 107

    Tradable Instrument Effective Date ................................................................................................................ 107

    Tradable Instrument Name ............................................................................................................................. 108

    Tradable Instrument Short Name ................................................................................................................... 108

    Tradable Instrument Symbol Code Group A .................................................................................................. 109

    Tradable Instrument Symbol Code Group B .................................................................................................. 109

    Tradable Instrument Type............................................................................................................................... 109

    Trade Code ..................................................................................................................................................... 110

    Trade Date ...................................................................................................................................................... 110

    Trade Execution Type..................................................................................................................................... 110

    Trade High ...................................................................................................................................................... 111

    Trade Low ....................................................................................................................................................... 111

    Trade Message String .................................................................................................................................... 111

    Trade Price ..................................................................................................................................................... 111

    Trade Reporting Period Basis......................................................................................................................... 111

    Trade Reporting Period End Time .................................................................................................................. 112


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      Trade Reporting Period Start Time ................................................................................................................. 112

      Trade Request Status ..................................................................................................................................... 112

      Trade Size ....................................................................................................................................................... 112

      Trade Size Restriction Indicator ...................................................................................................................... 112

      Trade Status.................................................................................................................................................... 113

      Trade Time ...................................................................................................................................................... 113

      Trade Time Indicator ....................................................................................................................................... 113

      Trade Type Indicator ....................................................................................................................................... 113

      Trader Group................................................................................................................................................... 114

      Trader Group Buy ........................................................................................................................................... 114

      Trader Group Sell............................................................................................................................................ 114

      Trader ID ......................................................................................................................................................... 114

      Trader ID Required Indicator........................................................................................................................... 114

      Trades Based Segment Indicator ................................................................................................................... 114

      Uncrossing Price ............................................................................................................................................. 115

      Uncrossing Price Status Indicator ................................................................................................................... 115

      Uncrossing Process Indicator ......................................................................................................................... 115

      Uncrossing Volume ......................................................................................................................................... 115

      Unit of Quotation ............................................................................................................................................. 115

      Unsolicited Connection Status ........................................................................................................................ 116

      Upper Price Band ............................................................................................................................................ 116

      USAP MAC Key .............................................................................................................................................. 116

      User Code ....................................................................................................................................................... 116

      Validate Maximum Expiry Date ....................................................................................................................... 116

      Validate Trade Price........................................................................................................................................ 117

      Validity Type .................................................................................................................................................... 117

      Value Not Executed Buy Side ......................................................................................................................... 117


75940c74-14fe-48f2-9ce0-86e62963f9b3.doc                               Last Updated May 2009                                                                   Page 17
    Value Not Executed Sell Side ......................................................................................................................... 117

    Volume of Orders at Best Bid Price ................................................................................................................ 118

    Volume of Orders at Best Offer Price ............................................................................................................. 118

    Volume of Trades ........................................................................................................................................... 118

    VWAP ............................................................................................................................................................. 118

    Years Automatic Trade High........................................................................................................................... 118




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                                           SECTION 4

                                           FIELD DEFINITIONS
                                           This section provides an inventory of those data fields that form part of
                                           the previously defined message layouts. The following information is
                                           given for each field:
                                            Description - describes the use of the field.
                                            Length - field length, in bytes.
                                            Format - the field type. This can be unsigned numeric (N), signed
                                             numeric (S) or alphanumeric (A). All fields are encoded using printable
                                             ASCII.
                                                 Unsigned numeric fields can only use digits '0' to '9'. They are
                                                  unsigned and right justified with leading zeroes where
                                                  appropriate.
                                                 Signed numeric fields can only use digits '0' to '9', '+' and '-'. The
                                                  sign is in the left most position and number is right justified, filled
                                                  with zeroes where appropriate.
                                                 Alphanumeric fields can use the full printable character set.
                                                  They are left justified and use filling spaces where the full field
                                                  length is not taken up by its value. Where a space character is
                                                  shown as a potential value, the symbol ^ is used.
                                            Precision - specifies number of decimal places for numeric fields.
                                             Fixed decimal points are used and decimal places are left justified with
                                             trailing zeroes where appropriate. Note, though that no message field
                                             will contain an explicit decimal point.
                                            ISO Standard - where appropriate, this field specifies the ISO standard
                                             that this field complies with. The following standards have been used:
                                              ISO 3166      Codes for the representation of names of countries
                                              ISO 4217      Codes for the representation of currencies and funds
                                              ISO 6166      International securities identification numbering system
                                              ISO 8601      Representation of dates and times
                                              ISO 9362      Bank identifier codes

                                              For some fields, there is no appropriate ISO standard and this is
                                              indicated by 'N/A'.
                                            Possible values - where applicable, possible values associated with
                                             data elements and their decodes are shown.




75940c74-14fe-48f2-9ce0-86e62963f9b3.doc          Last Updated May 2009                                        Page 19
                                           Ability to Quote
                                           Identifies whether a participant registered as a market maker is
                                           temporarily unable to provide quotes for a particular tradable
                                           instrument/currency in a market segment for regulatory reasons.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'Y'           Participant is able to quote for the tradable
                                                             instrument/currency in the market segment
                                               'N'           Participant is unable to quote for the tradable
                                                             instrument/currency in the market segment



                                           Activity Type
                                           Activity types provide a reference to a particular type of activity that can
                                           be performed by a market participant.

                                               Length:                 3
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                           The field can have the following values:

                                               'CCB'                   Corporate Company Broker
                                               'CP'                    Committed Principal
                                               'MM'                    Market Maker
                                               'NBR'                   Nominated Broker
                                               'PA'                    Passive


                                           Note:      The Exchange may amend these values at any time following
                                                      one month’s prior written notice.




                                           Aggregate Size
                                           The quantity of a tradable instrument still sought or on offer at a particular
                                           time. This field is used by the Order Details message which is
                                           disseminated over the broadcast interface. Since an order may be
                                           partially matched against, this need not equal the amount of stock
                                           originally entered.

                                               Length:                 12
                                               Format:                 Numeric
                                               ISO Standard:           N/A




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                                           Aggregate Size before Modification

                                           The remaining size of the order being modified prior to being modified.
                                               Length:                  12
                                               Format:                  Numeric
                                               ISO Standard:            N/A




                                           Announcement Code
                                           Indicates whether a company announcement has been made, or is about
                                           to be made.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'A‟                      Announcement has been made
                                               „a‟                      Announcement is about to be made


                                           Note:      The Exchange may amend these values at any time following
                                                      one month’s prior written notice.




                                           Announcement Correction Code
                                           Indicates whether the company announcement is new or a correction to a
                                           previous one. Corrections can be replacements, deletions or a temporary
                                           guide to errors.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'D'                      Deletion Correction
                                               'R'                      Replacement Correction
                                               'T'                      Temporary Correction
                                               ^                        Normal Announcement



                                           Announcement Date of Release
                                           The date on which a company announcement was released. The format
                                           of this field is CCYYMMDD.

                                               Length:                  8
                                               Format:                  Numeric
                                               ISO Standard:            ISO 8601




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                                           Announcement Group Code
                                           This field is formatted for announcements that are not issued by listed
                                           companies but may relate to their activities, for example, an
                                           announcement by O.F.W.A.T. would be significant for the water sector.

                                               Length:                4
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field will have the following values:

                                               'ACIT'                 Association of Investment Trusts
                                               'BDM'                  Board Meeting List
                                               ‟CAA‟                  Civil Aviation Authority
                                               „CBI‟                  Confederation of British Industry
                                               'DIL'                  Dividend Information List
                                               'DOT'                  Department of Trade & Industry
                                               ‟DVC‟                  Irish Stock Exchange, Developing Companies
                                                                      Market
                                               „EAG‟                  Environment Agency
                                               ‟ETC1‟                 Euro Trading Conversion
                                               'FAC'                  FT-Actuaries
                                               'FRA'                  Fair Trading Act 1973
                                               „GBGB‟                 The Gaming Board for Great Britain
                                               'GWAV'                 Gilt Weighted Average
                                               'IBA'                  Independent Broadcasting Authority
                                               'IDC'                  Independent Television Commission
                                               ‟IRSH‟                 Irish Stock Exchange
                                               'ITP'                  Irish Takeover Panel
                                               'KAM'                  Commercial Paper/Medium Term Notes
                                               'LSE'                  London Stock Exchange
                                               'LYL'                  Lloyds of London
                                               'MMC'                  Monopolies and Mergers Commission
                                               'MRR'                  Merger (Clearance or Referral)
                                               'NAV'                  Net Asset Value
                                               'NOT'                  AIM (Dealing Notice)
                                               'NWI'                  Flotations/Placings
                                               'OFF'                  O.F.F.E.R.
                                               'OFG'                  O.F.G.A.S.
                                               'OFL'                  O.F.T.E.L.
                                               'OFP'                  Office of the Passenger Rail Franchising
                                                                      Authority
                                               'OFR'                  Office of the Rail Regulator
                                               'OFT'                  Office of Fair Trading
                                               'OFW'                  O.F.W.A.T.
                                               'OLR'                  Office of the National Lottery
                                               'OLS'                  Official List (Dealing Notice)
                                               „POST‟                 POSTCOMM
                                               ‟RCM‟                  Radio Communications Agency
                                               ‟RDA‟                  The Radio Authority
                                               'RNW'                  Regulatory News Service (RNS)
                                               'SFO'                  Serious Fraud Office
                                               'TTM'                  Test Message
                                               'TTP'                  Takeover Panel
                                               'UKG'                  United Kingdom (Treasury Announcements)
                                               'EXCH'                 Exchange
                                               'JSEO'                 Other
                                               „CCO'                  Competition Commission
                                               'SRP‟                  Securities Regulation Panel



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                                               'FSB'                  Financial Services Board
                                           Note:    The Exchange may amend these values at any time following
                                                    one month’s prior written notice.


                                           Announcement Headline
                                           This field provides a short description of the nature of a company
                                           announcement.

                                               Length:                29
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A



                                           Announcement Message Text
                                           JSE Market

                                           This is a free format field which contains the text of a news
                                           announcement. The text of a news announcement is distributed within a
                                           series of news text messages. These will each contain 400 characters of
                                           ASCII text. Note that the "#" character ("Hash", decimal value 35) should
                                           be interpreted and displayed as a "£" character ("Pound"), for example
                                           "#1,000,000" means "£1,000,000".

                                           The text is formatted into lines, with the end of each line indicated by a
                                           linefeed character (decimal value 10). The maximum line length is 81
                                           characters (80 plus one Linefeed character). The final news text message
                                           within an announcement will contain spaces after the final linefeed
                                           character until the last of the 400 characters.

                                           LSE Markets

                                           This an XML format field that contains the text of a news announcement
                                           and other related information. The XML format that is used is NewsML,
                                           further details of which are available at


                                           http://www.londonstockexchange.com/NR/rdonlyres/B0D3354C-EAEB-
                                           4EC3-B26C-88D1B3FA4D4C/0/736.pdf

                                           The NewsML announcement is distributed within a series of news text
                                           messages. These will contain 400 characters of the NewsML message in
                                           the unicode character set using the UTF encoding method. In addition to
                                           standard ASCII characters, the following extended characters may also be
                                           disseminated (all values given in hexadecimal):

                                           Symbol Unicode Name UnicodeCharacterCode                 UTF-8 Octets

                                           £        Pound Sign        00A3                          C2, A3

                                           €        Euro Sign         20AC                          E2, 82, AC

                                           •        Bullet            2022                          E2, 80, A2

                                           Note that the "#" character ("Hash", decimal value 35) should no longer be
                                           interpreted and displayed as a "£" character ("Pound").

                                           The NewsML message is not formatted into separate lines except within
                                           the announcement text element. Within this element, text is formatted

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                                           into lines, with the end of each line indicated by a linefeed character
                                           (decimal value 10). The maximum line length is 121 characters (120 plus
                                           one Linefeed character). The final news text message within an
                                           announcement will contain spaces after the final character until the last of
                                           the 400 characters.



                                               Length:                400
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A



                                           Announcement Number
                                           This field uniquely identifies a company announcement. The format of
                                           this field is NNNNA, where NNNN = 0001 - 9999 and A is any
                                           alphanumeric character.

                                               Length:                5
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A



                                           Announcement Standby Code
                                           Identifies a standby company announcement, which is issued when a
                                           known announcement is pending to prevent market speculation. The
                                           pending announcement is an End-standby announcement when it is
                                           eventually disseminated.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values:

                                               'S'                    Start-standby Announcement
                                               'E'                    End-standby Announcement
                                               ^                      Normal Announcement



                                           Announcement Time of Release
                                           This field contains the time at which a company announcement was
                                           released. The format of this field is HHMMSS.

                                               Length:                6
                                               Format:                Numeric
                                               ISO Standard:          ISO 8601




                                           Annualised Net Yield
                                           This is the average annualised rate of retrun for an investor holding this
                                           instrument (net of dividend income) based on the last 3 years of closing


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                                           prices.

                                               Length:                  18
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                               Precision:               8



                                           Application Advisory Code
                                           The Application Advisory Code will be set if a message cannot be
                                           processed because a failure with the InfoWiz System or JSE TradElect
                                           system or a specific reason which depends on the contents of the
                                           message sent in by the Trader Group/Member ID.

                                           An application advisory code field is contained in all messages of
                                           interchange type 'I'. It is formatted with an advisory code of the format
                                           'AnnnA'. All interactive response messages within the interactive request
                                           interface and secure interactive interface are formatted with an application
                                           error code in error situations.

                                               Length:                  5
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           A list of all advisory codes is included in Section 5.

                                           Note:      The Exchange may amend these values at any time following
                                                      one month’s prior written notice.



                                           Asset Class

                                           Used to identify the type of asset the tradable instrument belongs to.


                                                Length:                 1
                                                Format:                 Alphanumeric

                                           The field can have the following values:

                                               'E'                      Equity
                                               ‟F‟                      Fixed Income
                                               „D‟                      Derivative




                                           Auction Extension Indicator

                                           Used to identify the type of auction extension.

                                                Length:                 1
                                                Format:                 Alphanumeric

                                           The field can have the following values:

                                               'P'                      Auction Price Monitoring

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                                               ‟M‟                     Market Order
                                               „C‟                     Continuous Trading Price Monitoring
                                               „V‟                     Volume Check




                                           Authentication Code
                                           This field is an encrypted security code which must be completed on all
                                           messages on the secure interactive interface (except Logon, Logon
                                           Acknowledgement, Logoff and Logoff Acknowledgement messages). It is
                                           used by the Exchange to authenticate all messages from participants.
                                           Participants should use the Authentication Code to validate all messages
                                           from the Exchange.

                                               Length:                 4
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A



                                           Automatic Trades Indicator
                                           Indicates whether the message content relates to automatic or manual
                                           trade totals

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values given below:

                                               'Y'           Message relates to automatic trades
                                               'N'           Message relates to manual trades




                                           Bargain Conditions
                                           A code indicating the conditions agreed between two participants at the
                                           time of trading. A maximum of eight codes can be specified.

                                               Length:                 16
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A


                                           The field can contain the following values:

                                               'CD'                    Special cum Dividend
                                               'XD'                    Special ex Dividend
                                               'CC'                    Special cum Coupon
                                               'XC'                    Special ex Coupon
                                               'CB'                    Special cum Bonus
                                               'XB'                    Special ex Bonus
                                               'CR‟                            Special cum Rights
                                               'XR'                    Special ex Rights
                                               'CP'                    Special cum Capital Repayments
                                               'CS'                    Cash Settlement

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                                               'SP'                     Special Price
                                               'TR'                     Report for European Equity Market
                                                                        Securities in accordance with Chapter 8 of
                                                                        the Rules.
                                               'GD'                     Guaranteed Delivery
                                               'XP '                    Special ex Capital Repayments
                                           Note:      The Exchange may amend these values at any time following
                                                      one month’s prior written notice.


                                           Bargain Condition Indicator
                                           Indicates whether any bargain conditions apply to a trade report.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'Y'                      Bargain conditions apply
                                               'N'                      No bargain conditions apply
                                           In addition to existing values of „Y‟ and „N‟, a value of <spaces> may be
                                           used for a 5OZ Broadcast Trade Report message for a system generated
                                           contra trade.




                                           Basis of Calculation

                                           This will be used to determine either (T) for Total or (C) for Customer
                                           Business.


                                               Length:                  1
                                               Format:                  Alphanumeric

                                               ISO Standard:            N/A




                                           Basket Position
                                           Used to identify the position of each instruction within a basket for a
                                           basket instruction for enter order. This is also provided in the individual
                                           acknowledgements to a basket instruction.

                                               Length:                 3
                                               Format:                 Numeric




                                           Best Bid Price
                                           The highest price at which a particular tradable instrument may be
                                           bought. The price may be determined by current quote and order prices in
                                           the Quote/ Order Book, depending on the rules for calculating the best
                                           price in that segment.



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                                               Length:                18
                                               Format:                Numeric
                                               Precision:             8
                                               ISO Standard:          N/A



                                           Best Offer Price
                                           The lowest price at which a particular tradable instrument may be sold.
                                           The price may be determined by current quote and order prices in the
                                           Quote/ Order Book, depending on the rules for calculating the best price
                                           in that segment.

                                               Length:                18
                                               Format:                Numeric
                                               Precision:             8
                                               ISO Standard:          N/A



                                           Best Price Message Indicator
                                           Indicates whether the corresponding Opening Price is derived from the
                                           Best Bid and Offer or by the first Automatic Trade in a trading day.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values:

                                               'Y'   Opening Price is based on best prices
                                               'N' Opening Price is not based on best price




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                                               Best Price Status Indicator
                                               Indicates the status of the order book best price for an instrument.

                                               It is populated as follows, rules in order of precedence:

                                                      M             Only Market Orders exist on the book.
                                                      F             Firm best bid and offer price
                                                      N             One or both sides of the book empty
                                                      S             At least one Firm bid or offer price on one side of the
                                                                    book and only market orders on the other side of the
                                                                    book.
                                               The following tables show how this value is derived in all possible order
                                               book situations, for both auction call and continuous trading periods.

                                               “Last Trade” refers to the last automatic trade price.


                                               Table 1 - Best Price Message fields for Automatic Execution
                                                         Periods


            Order Book                                     Best Price Message Fields
    Buy Side          Sell Side            Best Bid Price             Best Ask Price       Mid Price           Best Price Status
                                                                                                               Indicator
        Firm             Firm              Best Bid                   Best Ask                  Mid                   F
        Firm            Empty              Best Bid                    Zero                 Best Bid                  N
       Empty             Firm               Zero                      Best Ask              Best Ask                  N
       Empty            Empty               Zero                       Zero                   Zero                    N




  Table 2 - Best Price Message fields for Auction Call periods                                 (no Automatic execution)

          Order Book                                      Best Price Message Fields
   Buy Side          Sell Side         Best Bid Price               Best Ask Price        Mid Price          Best Price Status
                                                                                                             Indicator


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    Firm              Firm           Best Bid                 Best Ask                  Mid                    F
    Firm             Market          Best Bid                     Zero              Best Bid                   S
   Market             Firm                 Zero               Best Ask              Best Ask                   S
    Firm             Empty           Best Bid                     Zero              Best Bid                   N
   Empty              Firm                 Zero               Best Ask              Best Ask                   N
   Market            Market                Zero                   Zero                 Zero                    M
   Market          Indicative              Zero               Best Ask              Best Ask                   I
   Market            Empty                 Zero                   Zero                 Zero                    M
   Empty             Market                Zero                   Zero                 Zero                    M
   Empty           Indicative              Zero               Best Ask              Best Ask                   N
   Empty             Empty                 Zero                   Zero                 Zero                    N



                                           Best Price Type Indicator

                                           Used to identify what is included in the calculation of the best price.


                                                Length:               1
                                                Format:               Alphanumeric

                                           The field can have the following values:

                                               'B'                    Both executable and non-executable
                                               ‟N‟                    Non-executable only
                                               „E‟                    Executable only



                                           Bid Market Orders Indicator
                                           Indicates whether market orders are present on the buy side of the book

                                               Length:                        1
                                               Format:                        Alphanumeric
                                               ISO Standard:                  N/A


                                               This field can have the following values given below:


                                                'Y' - Market orders exist on the buy side of the book
                                                'N' - Market orders do not exist on the buy side of the book



                                           Bid Price
                                           The price at which a participant is willing to buy a tradable instrument.

                                               Length:                18
                                               Format:                Numeric
                                               ISO Standard:          N/A
                                               Precision:             8



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                                           Bid Status
                                           This field is used to indicate whether a tradable instrument is currently in
                                           a take-over situation.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A


                                           The field can have the following values given below:

                                               'Y'                      Take-over situation
                                               ‟N‟                      No take-over situation



                                           Book Cleardown Indicator
                                           Used to determine whether a specific period will delete all quotes and
                                           orders upon invocation.

                                               Length:                 1
                                               Format:                 Alphanumeric

                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No



                                           Broadcast Message Line 1
                                           The first line of a free-format broadcast message sent by Market
                                           Supervision to Trader Group/Member IDs.

                                               Length:                  66
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           Note:      Further information on free-format messages in code form will be
                                                      provided via User Group meetings


                                           Broadcast Message Line 2
                                           The second line of a free-format broadcast message sent by Market
                                           Supervision to Trader Group/Member IDs.

                                               Length:                  66
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A

                                           Broadcast Update Action
                                           Identifies the action to be taken by customers on receipt of a message.

                                               Length:                  1

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                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'A'           The information contained in the message is new and
                                                             should be added.
                                               'C'           The information contained in the message is changing
                                                             previously advised information.
                                               'D'           The information contained in the message is deleting
                                                             previously advised information.
                                               'F'           The information contained in the message is part of a
                                                             full data download - the action to be taken will depend
                                                             on the way in which customer's systems are set up to
                                                             receive this download.


                                           Buy Percentage

                                           The percentage of total order volume for a tradable instrument currently
                                           on the buy sde of the order book.


                                               Length:                7
                                               Format:                Numeric

                                               ISO Standard:          N/A

                                               Precision:             4




                                           Buy/Sell Indicator
                                           Identifies whether the participant wishes to buy or sell a quantity of a
                                           tradable instrument/currency.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'B'                    Buy
                                               'S'                    Sell


                                           Buy Volume

                                           The total quantity of orders for a tradable instrument currently on the buy
                                           side of the order book.


                                               Length:                12
                                               Format:                Numeric

                                               ISO Standard:          N/A




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                                           Capacity

                                           Used in conjunction with Settlement Account. The capacity identifies
                                           whether a firm has acted in an agency, principal or riskless principal
                                           capacity.


                                               Length:                  1
                                               Format:                  Alphanumeric

                                           The field can have the following values:

                                               'A'                      Agent
                                               ‟P‟                      Principal
                                               „S‟                      Riskless



                                           Category
                                           Indicates whether an announcement is a regulatory or non-regulatory
                                           announcement.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'N'                      Non-regulatory
                                               'R'                      Regulatory



                                           Client Reference
                                           This field is used by a participant to specify a reference for the client on
                                           whose behalf an order is submitted or, in the case of a trade report, the
                                           client of the participant reporting the trade.

                                           Where it is used in an LSE trade report it must be a unique identifier to
                                           that member firm for a period of no less than 10 business days and be
                                           entered in the appropriate buy or sell field. In these circumstances it must
                                           also be the same as that on the transaction report submitted in respect of
                                           the same transaction.

                                               Length:                  15 when submitting Orders
                                                                        30 when submitting Trade Reports
                                                                        Format:          Alphanumeric
                                                                        ISO Standard: N/A
                                           The JSE usage of this field follows the following format for Orders:

                                               Contents                       Format        Length
                                               BDA Number                         N             7
                                               Filler – set to spaces             A             7
                                               Reserved for CX Flag               A             1
                                           The JSE usage of this field follows the following format for Trade Reports:

                                               Contents                       Format         Length


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                                               BDA account code              N                7
                                               Filler – set to spaces        A                7
                                               Reserved for CX Flag          A                1
                                               Filler                        A                1
                                               JSE Trader ID                 N                5
                                               Filler – set to spaces        A                2
                                               JSE Institutional ID          N                3
                                               Filler – set to spaces        A                4



                                           Closing Bid Price
                                           The best bid price at the start of a period in which the closing price is
                                           calculated and disseminated to the market.

                                               Length:               18
                                               Format:               Numeric
                                               Precision:            8
                                               ISO Standard:         N/A



                                           Closing Mid/Trade Price
                                           The average of the closing best bid and offer prices.

                                           The trade/best indicator and BBO/AT Indicator at the segment level
                                           dictates that the closing prices for a tradable instrument are the last
                                           automatic trade prices. In this case, the Closing mid/trade price will
                                           contain either the closing auction price, a period based Volume Weighted
                                           Average Price (VWAP) price or the last automatic trade price. The
                                           closing bid and offer prices will be zero.

                                               Length:               18

                                               Format:               Numeric
                                               Precision:            8
                                               ISO Standard:         N/A

                                           Closing Offer Price
                                           The best offer price at the start of a period in which the closing price is
                                           calculated and disseminated to the market.

                                               Length:               18
                                               Format:               Numeric
                                               Precision:            8
                                               ISO Standard:         N/A



                                           Closing Price Dissemination Indicator
                                           Used to identify whether closing prices are disseminated at the start of the
                                           period.

                                               Length:               1
                                               Format:               Alphanumeric




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                                           The field can have the following values:
                                               'Y'                      Yes
                                               'N'                      No



                                           Closing Price Determination Indicator
                                           This indicates the mechanism used to determine the closing price.

                                               Length:                  3
                                               Format:                  Alphanumeric
                                               Precision:               -
                                               ISO Standard:            N/A

                                           This field can have the following values:

                                               „LAT‟     Closing Price set to the Last Automatic Trade Price for the
                                               Security.
                                               „CAP‟ Closing Price set to the Price obtained from the Closing
                                               Auction for the Security.
                                               „VWP‟ Closing Price set to the latest Period Based VWAP Price for
                                               the Security.
                                               „MID‟    Only applicable to ZA04 segment. Closing Price set to the
                                               current Mid Price for the Security
                                               „PCP‟ Closing Price set to the same Closing Price that was
                                               determined and disseminated on the previous Business Day.
                                               Applicable if there were no trades in that security for the current day.
                                               „COR‟ Closing Price being disseminated manually as part of a
                                               Corporate Action
                                               „SLT‟   Closing Price being disseminated manually as part of a
                                               Stock Split



                                           Closing Price Indicator – Mid Price
                                           Used to identify whether the closing price will be based on the mid price
                                           (of the Best/Offer) or the last AT.

                                               Length:                  1
                                               Format:                  Alphanumeric


                                           The field can have the following values:
                                               'Y'                      Mid price
                                               'N'                      Last AT




                                           Closing Price Indicator – VWAP
                                           Used to identify whether the closing price will be based on the VWAP
                                           price of the last AT.

                                               Length:                  1


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                                               Format:                 Alphanumeric


                                           The field can have the following values:
                                               'Y'                     VWAP
                                               'N'                     Last AT



                                           Company Description
                                           This field is contained in the News Control message to provide a textual
                                           description of the company affected by a company announcement.

                                               Length:                 20
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A



                                           Company Information Last Update
                                           This is the date and time on which company information for a particular
                                           tradable instrument was last updated. The format is CCYYMMDDHHMM.

                                           This refers to updates of the following fields in the Tradable Instrument
                                           message.

                                                    Number Shares Issued

                                                    Number Warrants Issued

                                                    Subscription Price 1 and 2

                                                    Expiry Date Rights Exercised

                                                    Expiry Date Complement 1 and 2

                                                    Net Interim Dividend

                                                    Free Market Capitalisation



                                               Length:                 12
                                               Format:                 Numeric
                                               ISO Standard:           ISO 8601



                                           Company Turnover
                                           This is a company‟s turnover for the previous year.

                                               Length:                 15
                                               Format:                 Numeric
                                               ISO Standard:           N/A




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                                           Consideration Based Indicator
                                           Used to determine whether the delay in the publication of a trade report is
                                           based on the consideration (Price x Size) of a trade.

                                               Length:                  15
                                               Format:                  Alphanumeric


                                           The field can have the following values:
                                               'Y'                      Consideration based
                                               'N'                      Size based



                                           Consideration Based Multiplier Flag
                                           Used to determine whether the size multipliers for a Segment uses
                                           consideration (Price x Size) or Size.

                                               Length:                  1
                                               Format:                  Alphanumeric


                                           The field can have the following values:
                                               'Y'                      Consideration based
                                               'N'                      Size based



                                           Converted Price Indicator
                                           Indicates whether the price and currency entered on a trade report is the
                                           price and currency in which the transaction was dealt, or whether
                                           conversion into the valid currency for the tradable instrument has
                                           occurred.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           This field can have the following values:

                                               'Y'                      Price has been converted from different traded
                                                                        currency
                                               'N'                      Reported currency is traded currency
                                           In addition to existing values of „Y‟ and „N‟, a value of <spaces> may be
                                           used for a 5OZ Broadcast Trade Report message for a system generated
                                           contra trade.


                                           Counterparty 1
                                           This field is used to disseminate the Member ID of the first of the
                                           counterparties involved in a trade.

                                               Length:                  11
                                               Format:                  Alphanumeric
                                               ISO Standard:            ISO 9362



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                                           Counterparty 2
                                           This field is used to disseminate the Memebr ID of the second of the
                                           counterparties involved in a trade.

                                               Length:                11
                                               Format:                Alphanumeric
                                               ISO Standard:          ISO 9362



                                           Country of Primary Listing
                                           This specifies the Country of Primary Listing for a specific Non London
                                           tradable instrument.

                                               Length:               4
                                               Format:               Alphanumeric
                                               ISO Standard:         ISO 3166


                                           A list of all codes is contained in ISO 3166 – Codes for the representation
                                           of names of countries.




                                           Country of Register
                                           This specifies the Country of Register for a specific tradable instrument.

                                               Length:                2
                                               Format:                Alphanumeric
                                               ISO Standard:          ISO 3166
                                           A list of all codes is contained in ISO 3166 - Codes for the representation
                                           of names of countries.

                                           This field can also have the following value „ZZ‟ – Bearer stock and „DI‟
                                           Depository Interest.


                                           Country of Register Status
                                           This indicates whether a tradable instrument is registered in one or more
                                           countries.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A


                                           The field can have the following values:
                                               '0'           The tradable instrument is not registered
                                               '1'           The tradable instrument is registered on different
                                               registers with different ISIN codes
                                               „2‟           The register for the tradable instrument has a duplicate
                                               ^             The tradable instrument exists on only one register



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                                           Currency Code
                                           This field contains the currency in which prices for a tradable instrument
                                           must be expressed.

                                               Length:               3
                                               Format:               Alphanumeric
                                               ISO Standard:         ISO 4217 plus GBX and USX
                                           A list of all codes is contained in ISO 4217 - Codes for the representation
                                           of currencies and funds, except that, for SEAQ compatibility, GBX and
                                           USX have been retained.




                                           Current Date
                                           Date of the most recent analysis of ownership of shares. The analysis
                                           reflects holdings shown on a company share register as at close of
                                           business that day, displayed as CCYYMMDD.

                                               Length:               8
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           Current Number of Shares
                                           Number of shares held by the shareholder as at the Current Date.

                                               Length:               12
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           Current Percentage of Shares
                                           Number of shares held by the shareholder as at the Current Date
                                           expressed as a percentage of the total shares in issue as at the Current
                                           Date.

                                               Length:               7
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                               Precision:            4



                                           Date of Message Preparation
                                           This field will be formatted by subscriber systems and the Exchange
                                           system with CCYYMMDD in order to enable date related processing to
                                           take place.

                                               Length:               8


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                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Date of Preparation
                                           Inclusive end date of period covered, displayed as CCYYMMDD

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Date Validity
                                           This is the date at which an order on the Order Book expires. This is a
                                           non mandatory field which may or may not be filled for limit, committed
                                           principal or exposure orders.

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Daylight Savings Required
                                           Indicator to determine whether daylight savings required for a particular
                                           time-zone.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No



                                           Dealing Capacity
                                           This is used to indicate whether a participant has acted in an agency or a
                                           principal capacity. Depending on the message type, there are restrictions
                                           on which values can be used.

                                               Length:               1
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                           When entering orders any of the following values can be used in the
                                           Dealing Capacity field:




                                                                                IMPLIED DEALING CAPACITY
                                                                               Agent          Principal        Riskless
                                                                                                               Principal
                                                    Standing                    A                 P                S
                                     Implied        Instruction



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                                       Central          House                        B                Q                   T
                                       Counterparty
                                       Account          Client                       C                R                   U

                                                Note:            For orders entered in non-novated instruments, the only
                                                                 values used will be 'A' and 'P'


                                                The following values can be used when entering Trade Reports:
                                                       'A'               Agent
                                                       'P'               Principal
                                                       „S‟               Riskless Principal

                                            Default Currency
                                            The code identifies the medium of exchange used by a particular country.

                                                Length:                  3
                                                Format:                  Alphanumeric
                                                ISO Standard:            ISO 4217 plus GBX and USX
                                            A list of all codes is contained in ISO 4217 - Codes for the representation
                                            of currencies and funds, except that, for SEAQ compatibility, GBX and
                                            USX have been retained.


                                            Delete/Close Allowed Indicator
                                            Indicates whether the deletion of orders or the closing of quotes is
                                            allowed within a particular period.

                                                Length:                  1
                                                Format:                  Alphanumeric
                                                ISO Standard:            N/A
                                            The field can have the following values:

                                                'Y'                      Delete/Closed allowed
                                                'N'                      Delete/Closed not allowed
                                                ^                        Not applicable




                                            DOL High Price
                                            This is the offer quotation price calculated daily from the closing mid rpice
                                            for a tradable instrument and a DOL spread value. It is used in the
                                            publication of the Daily Official List.

                                                Length:                  18
                                                Format:                  Numeric
                                                ISO Standard:            N/A
                                                Precision:               8




                                            DOL Indicator
                                            Indicates whether a tradable instrument is included in the Daily Official

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                                           List.

                                                   Length:                1
                                                   Format:                Alphanumeric
                                                   ISO Standard:          N/A
                                           The field can have the following values:

                                                   'Y'                    Included in DOL
                                                   'N'                    Not included in DOL

                                           DOL Last Update Date
                                           This is the date on which a DOL price for a tradable instrument/ currency
                                           was last updated.

                                                   Length:                8
                                                   Format:                Numeric
                                                   ISO Standard:          N/A



                                           DOL Last Update Time
                                           This is the time at which a DOL price for a tradable instrument/ currency
                                           was last updated.

                                                   Length:                6
                                                   Format:                Numeric
                                                   ISO Standard:          N/A



                                           DOL Low Price
                                           This is the bid quotation price calculated daily from the closing mid price
                                           for a tradable instrument and a DOL spread value. It is used in the
                                           publication of the Daily Official List.

                                                   Length:                18
                                                   Format:                Numeric
                                                   ISO Standard:          N/A
                                                   Precision:             8



                                           DOL Section Number
                                           This field indicates the section of the DOL to which a tradable instrument
                                           belongs.

                                                   Length:                4
                                                   Format:                Alphanumeric
                                                   ISO Standard:          N/A

                                           DOL Spread
                                           This field gives the spread value assigned to a tradable instrument and is
                                           used to calculate the quotation price for inclusion in the DOL.


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                                               Length:               12
                                               Format:               Numeric
                                               Precision:            8
                                               ISO Standard:         N/A

                                           DOL Spread Change Date
                                           The date on which the DOL spread for a tradable instrument was last
                                           updated. This field has the format CCYYMMDD.

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Dynamic Price Monitoring Basis
                                           Used to identify what will determine the reference price used in dynamic
                                           price monitoring.

                                               Length:              3
                                               Format:              Numeric
                                           The field can have the following values:

                                               „BBO‟        Best bid or offer
                                               „LRP‟        Last Reference Price
                                               „VWP‟        Volume Weighted Average Price

                                           Dynamic Price Monitoring Multiplier
                                           Used as a multiplier in conjunction with the Dynamic Price Tolerance
                                           Value.

                                               Length:              5
                                               Format:              Numeric
                                               Precision:           2

                                           Dynamic Price Monitoring Value
                                           The dynamic price monitoring tolerance for an instrument. This is used in
                                           conjunction with the Dynamic Price Monitoring Multiplier if Period Based
                                           Price Monitoring Flag = N.

                                               Length:              5
                                               Format:              Numeric
                                               Precision:           2

                                           Dynamic Price Tolerance
                                           The absolute dynamic price monitoring tolerance used for a specific
                                           period. This is used if Period Based Price Monitoring Flag = Y.

                                               Length:              5
                                               Format:              Numeric
                                               Precision:           2




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                                           Entry Allowed Indicator
                                           Period rule detailing whether entry of orders is allowed in the period.

                                               Length:                 1
                                               Format:                 Alphanumeric


                                                „Y‟                    Yes
                                               „N‟                     No

                                           Entry Condition
                                           A rule attribute for a specific Validity Type: whether the system should
                                           accept the order/quote for immediate entry, reject the request in full or
                                           store it for injection into a later period (parked).

                                               Length:                1
                                               Format:                Alphanumeric
                                           The field can have the following values:

                                               „A‟ Accept
                                               „R‟ Reject
                                               „S‟ Store



                                           Exchange Market Size (EMS)
                                           Instrument level rule used in conjunction with a multiplier to determine the
                                           maximum and minimum order sizes. Can be used in conjunction with
                                           Publication Threshold Size / Average Daily Turnover. The Exchange
                                           Market Size (EMS) is set to show the minimum size a market maker must
                                           quote in an individual security for all executable and non executable
                                           quotes.

                                           Note: this was previously referred to as the Minimum Quote Size.

                                               Length:                12
                                               Format:                Numeric



                                           Execution Indicator
                                           Used to indicate which execution algorithm will be applied during a
                                           specific period.

                                               Length:                1
                                               Format:                Alphanumeric


                                           The field can have the following values:

                                               „P‟                     Price/Time
                                               „R‟                     None




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                                           Execution Type
                                           Used with the Own Trades Download to determine whether a trade
                                           originated from automatic execution or a manual Trade Report.

                                               Length:                  1
                                               Format:                  Alphanumeric


                                           The field can have the following values:

                                               „A‟                       Automatic
                                               „M‟                       Manual
                                               „B‟                       Both



                                           Execution Venue
                                           The Execution Venue specified in the 5OZ will be determined by the
                                           Trade Type Indicator entered on the trade report.

                                           Three execution venues will be supported:

                                               „XLON‟                    On Exchange
                                               „XOFF‟                    Off Exchange
                                               „Si‟                      System Internaliser




                                           Ex-Marker Code
                                           The value of an Ex-Marker pertaining to a tradable instrument.

                                               Length:                   2
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A
                                           The field can have the following values:

                                               'A^'             Adverse Auditors Opinion Expressed
                                               'D^'             Disclaimed Annual Audit Opinion
                                               'E^'             Annual Audit Report “Emphasis of matter”
                                                                paragraph
                                               'OT'             Orange Triangle – Caution in dealing in shares
                                               'Q^'             Qualified Annual Audit Opinion
                                               'R^'             Failure to Provide Annual Compliance Certificate
                                               'RC'             Red Circle – Immediate Settlement
                                               'RE'             Red Square – Company Violation of the JSE Rules
                                               „RS‟             Red Star – Tax Applicable, e.g. Namibia
                                               'S^'             Stabilisation Indicator Set
                                               „YS‟             Yellow Star – Low Spread of Shares
                                               „GT‟             Green Tag – Declared Dividend still to be paid
                                               „XD‟             Ex-Dividend


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                                               „CA‟           General Corporate Action
                                               „XA‟           Ex-Corporate Action
                                               'XC'           Ex-Capitalisation
                                               'XD'           Ex-Dividend
                                               'XL'           Ex-Liquidation Distribution
                                               'XO'           Ex-Other
                                               'XR'           Ex-Rights
                                               'XP'           Ex-Repayment of Capital
                                               'XS'           Ex-Stock Distribution

                                           Note: The Exchange may amend these values at any time following
                                           one month’s prior written notice.


                                           Ex-Marker End Date
                                           This is the date at which a particular Ex-Marker set on a tradable
                                           instrument is no longer valid.

                                               Length:                 8
                                               Format:                 Numeric
                                               ISO Standard:           N/A

                                           Ex-Marker Start Date
                                           This is the date from which a particular Ex-Marker set on a tradable
                                           instrument is valid.

                                               Length:                 8
                                               Format:                 Numeric
                                               ISO Standard:           N/A



                                           Exchange MAC Key
                                           This is used by participants to validate the Message Authentication Code
                                           for messages incoming to their systems.

                                               Length:                 16
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A

                                           Expected Date Interim Results
                                           The field indicates the date on which the interim results for an issuer are
                                           expected to be released. This field has the format CCYYMMDD.

                                               Length:                 8
                                               Format:                 Numeric
                                               ISO Standard:           ISO 8601

                                           Expected Date Final Results
                                           The field indicates the date on which the final results for an issuer are


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                                           expected to be released. This field has the format CCYYMMDD.

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601




                                           Expire At Start
                                           Used to identify whether any Orders or Quotes for a given Market
                                           Mechanism or Validity Type should be deleted at the start of the period.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No




                                           Expiry Date
                                           This is the date at which a Covered Warrant expires. This field has the
                                           format CCYYMMDD.

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Expiry Source
                                           This is a free format field which holds an indicator showing which price
                                           will be used at expiry of a Covered Warrant.

                                               Length:               8
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A

                                           Extension Check Required
                                           Used to identify whether an extension check is performed at the end of
                                           the period.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No

                                           Extension Max Iterations
                                           The maximum number of times the same extension period can be cycled
                                           through before execution can occur.


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                                               Length:              2
                                               Format:              Alphanumeric

                                           Extension Period Duration
                                           The duration of a period extension; shown in seconds.

                                               Length:              4
                                               Format:              Numeric

                                           Extension Period Name
                                           Name of the extension period which will follow.

                                               Length:              4
                                               Format:              Alphanumeric

                                           Eyecatcher
                                           This field will contain a unique value within the extended ASCII character
                                           set to identify the beginning and end of the pre-header message.

                                               Length:              1
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                           This field can have the following values given below:

                                               'Hex value #AB' Start of Pre-Header
                                               'Hex value #BB' End of Pre-Header



                                           Firm (1 – 5)
                                           Company name to be displayed, If firm has opted out of having company
                                           name displayed, this field will be populated with spaces.

                                               Length:               30
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           First Trade in This Message
                                           The first trade within this message.

                                               Length:               4
                                               Format:               Numeric
                                               ISO Standard:         N/A




                                           Free Market Capitalisation
                                           The field indicates the approximate free market capitalisation of a
                                           company. It is expressed as a percentage of the number of shares


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                                           issued.

                                               Length:                  6
                                               Format:                  Numeric
                                               Precision:               3
                                               ISO Standard:            N/A




                                           Five Year Alpha

                                           The five year alpha is a measure of an instrument‟s price return
                                           relationship with a market index over a five year period. All alpha
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:                  18
                                               Format:                  Alphanumeric
                                               Precision:               8
                                               ISO Standard:            N/A



                                           Five Year Average Volume

                                           This shows the average trading volume for an instrument over a five year
                                           period for both manual and automatic trades.
                                               Length:                  18
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A



                                           Five Year Beta

                                           The five year beta is a measure of an instrument‟s price return
                                           relationship with a market index over a five year period. All beta
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:                  18
                                               Format:                  Alphanumeric
                                               Precision:               8
                                               ISO Standard:            N/A



                                           Five Year Cumulative Volume

                                           This shows the cumulative trading volume for an instrument over a five

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                                           year period for both manual and automatic trades.
                                               Length:               18
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           Five Year DRIP (Dividend Re-Invested Price) Return

                                           These are compounded „investment returns‟ of an instrument over a five
                                           year period. The DRIP returns include investment returns related to
                                           dividend payments in addition to the simple price change of the asset over
                                           the period. For the purposes of these calculations it is assumed that
                                           dividend payments are immediately re-invested by buying additional
                                           shares in the instrument.
                                               Length:               18
                                               Format:               Alphanumeric
                                               Precision:            8
                                               ISO Standard:         N/A




                                           Five Year Return

                                           The percentage returns for a particular instrument over a five year period.
                                               Length:               18
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                               Precision:            8

                                           Imported Auction Price Indicator
                                           An identifier to determine whether a Period uses an imported price for its
                                           auction.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No


                                           Index Differential
                                           Indicates the difference between the present value of the quoted index
                                           and the previous day's closing value and whether the value is higher or
                                           lower than the previous day's quoted value. The first byte of this field will
                                           be + or - depending upon whether the value is higher or lower
                                           respectively.

                                               Length:               7
                                               Format:               Signed Numeric


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                                               Precision:               2
                                               ISO Standard:            N/A

                                           Index Exceptional Status Indicator
                                           This field is used in cases where the calculation of an index has been
                                           held during the business day due to unusual circumstances. The index
                                           will not be updated until the status changes.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           This field can have the following values:

                                               'H'                      Held
                                               'C'                      Closed
                                               ^                        Index is in neither held or closed.

                                           Index Identifier
                                           This code is used to identify an index. When an index is calculated in
                                           alternate currencies this code identifies the currency used.

                                               Length:                  4
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           Note: For Index Identifiers, the Exchange may amend these values
                                           within a reasonable written notice period. Refer to http://ftse.jse.co.za
                                           Series Overview, Data Services for the latest updates on JSE and NSX
                                           indices


                                           Index Status
                                           The field gives the status of an index.

                                               Length:                  15
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           This field can have the following values:

                                               'PRE_MQP'                Before Mandatory Quote Period, quotes not firm
                                               'LIVE'                   Market is live, index is normal
                                               'PART'                   Part of the constituent market is not live
                                               'INDICATIVE'             Index is indicative
                                               'HELD'                   A data link has failed or index has exceeded
                                                                        parameters
                                               'POST_MQP'               After Mandatory Quote Period
                                               'CLOSE'                  Official closing index.
                                           Note: The Exchange may amend these values at any time following
                                           one month’s prior written notice.


                                           Index Value
                                           This field contains the latest value of the index as calculated by the Index
                                           Processor.



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                                               Length:                7
                                               Format:                Numeric
                                               ISO Standard:          N/A
                                               Precision:             2

                                           Inject At Start
                                           Used to identify whether any orders of a particular validity type should be
                                           injected at the start of the period.

                                               Length:               1
                                               Format:               Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No




                                           Interchange Type

                                           Identifies the type of a message and will be used for message validation
                                           purposes. Please note that some messages can contain either an 'I' or a
                                           'U' depending on the situation, for example messages regarding deletions
                                           will contain an 'I' when the participant has requested the deletion and a 'U'
                                           when the Exchange has performed the action
                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values:

                                               'C'                    Command
                                               'I'                    Interactive
                                               'T'                    Transmission
                                               'U'                    Unsolicited




                                           Invocation Sequence
                                           A counter to determine what order the extension periods are invoked.
                                           This is sent with each will 5PE Period Extension message to identify the
                                           position in the execution list where it is executed.

                                               Length:               2
                                               Format:               Numeric

                                           Issuer Code
                                           A code used to identify the issuer of a tradable instrument. For the LSE,
                                           the first two characters of this code are the same as the first two of the
                                           issuer's name.

                                               Length:                6
                                               Format:                Alphanumeric

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                                               ISO Standard:         N/A

                                           Issuer Name
                                           The full name of the issuer of a tradable instrument.

                                               Length:               35
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           Last Trade in this message
                                           The last trade within this message.

                                               Length:               4
                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Local Market TIDM
                                           This field contains a 6-character mnemonic code that is used to identify a
                                           tradable instrument in a market other than the London market. Where
                                           applicable, this field will be specified in addition to the
                                           Tradable Instrument Display Mnemonic.

                                               Length:               6
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                            Note: The Local Market TIDM will not be applied to instruments in the
                                                  LSE market, so the data content of the existing message will
                                                  remain unchanged for participants receiving LSE reference data
                                                  services.

                                           Lot Size
                                           This field defines the size increment of an order entered by a participant.
                                           Orders may be entered only in multiples of the Order Lot Size for a
                                           particular tradable instrument/currency.

                                           If the Minimum Principal/Agency Order Size and the Minimum
                                           Principal/Agency Order Size Multiplier are set to zero the Order Lot Size
                                           determines the minimum order size.

                                               Length:              7
                                               Format:              Numeric
                                               ISO Standard:         N/A



                                           Lower Price Band
                                           The lowest price that is possible for the associated tick size in an
                                           instrument.

                                               Length:              18
                                               Format:              Numeric


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                                           Market Capitalisation
                                           Market Capitalisation per company will be shown in Millions for all
                                           currency units.

                                               Length:                18
                                               Format:                Numeric
                                               ISO Standard:           N/A
                                               Precision:              8
                                           Market Capitalisation is based on the following calculation:

                                           Market Cap = Price per Share * Number of Shares in Issue




                                           Market Code
                                           A unique code used to identify a Market.

                                               Length:                4
                                               Format:                Alphanumeric



                                           Market Close
                                           The local market time that a Market is scheduled to close.

                                               Length:                4
                                               Format:                Numeric



                                           Market Mechanism Group
                                           This classifies the market mechanism types as quotes or orders.

                                               Length:                 1
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                           This field can have the following values:

                                               'Q'                     Quotes
                                               'O'                     Orders

                                           Market Mechanism Type
                                           A trading mechanism supported by the London Stock Exchange.

                                               Length:                 2
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                           This field can have the following values:

                                               'AA'                    Aggressive Type A*
                                               'AB'                    Aggressive Type B*

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                                               'CP'                    Committed Principal Order
                                               'FQ'                    Firm Quote*
                                               „IB‟                    Iceberg Order
                                               'LO'                    Limit Order
                                               „MO‟                    Market Order
                                               „HL”                    Hidden Limit Order (Not available yet)
                                               „MP”                    Mid Priced Order (Not available yet)
                                               5EO AD Version only



                                           Market Name
                                           A descriptive name used to identify a Market.

                                               Length:                30
                                               Format:                Alphanumeric




                                           Market Open
                                           The local market time that a Market is scheduled to open.

                                               Length:                4
                                               Format:                Numeric




                                           Market Status Condition
                                           This is the status associated with the market, participant or tradable
                                           instrument to which the message refers.

                                               Length:                 4
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                           This field can have the following values:

                                           'ADVC'             Advance notification

                                           'BROK'             Broker announcement
                                           'ERRR'             Trade report in error
                                           'LATE'             Late trade report in respect of previous days
                                           'MMAN'             Market Maker announcement
                                           'SIMO'             Sector settlement instructions modified


                                           Note:     The Exchange may amend these values at any time following
                                                     five days’ prior written notice.




                                           Matching Sequence Number High
                                           This is the upper range of sequence numbers re-requested by a Trader
                                           Group/Member ID.

                                               Length:                 9


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                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Matching Sequence Number Low
                                           This is the lower range of sequence numbers re-requested by a Trader
                                           Group/Member ID.

                                               Length:               9
                                               Format:               Numeric
                                               ISO Standard:         N/A
                                           Note:    Zero is not a valid Sequence number


                                           Maximum Number of Valid Days for Order
                                           Used to identify the maximum allowable expiry date that an order can be
                                           set to. If this is not populated there is no defined maximum.

                                               Length:              2
                                               Format:              Numeric




                                           Maximum Size Multiplier
                                           Segment level rule used to determine the mximum size of orders and
                                           quotes by multiplying with EMS.

                                               Length:               7
                                               Format:               Numeric
                                               Precision:            2
                                               ISO Standard:         N/A



                                           Maximum Spread Floor
                                           For low priced securities where the maximum spread percentage
                                           becomes less than the maximum allowed. This override is an absolute
                                           value and will ensure that the bid and offer price is within the value stated.

                                               Length:              18
                                               Format:              Numeric
                                               Precision:           2
                                               ISO Standard:        N/A




                                           Maximum Trade Price
                                           Used to denote the maximum price allowed in a manual trade report
                                           submitted to the Exchange, as part of trade price validation.

                                               Length:              18
                                               Format:              Numeric
                                               Precision:           8


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                                               ISO Standard:        N/A



                                           Maximum Trade Size
                                           This field is no longer used and should be populated with
                                           “999999999999”.

                                           Mechanism Type
                                           Used in conjunction with Validity Type, this field details the mechanism
                                           type that the quote or order corresponds to.
                                               Length:              2
                                               Format:              Alphanumeric


                                           This field can have the following values:


                                               „CP‟         Committed Principal or Named Order

                                               „IB‟ Iceberg Order

                                               „LO‟         Limit Order

                                               „MO‟         Market Order
                                               „EQ‟         Executable Quote




                                           Member ID
                                           Replaces Participant Code.

                                               Length:              11
                                               Format:              Alphanumeric

                                           Member ID Buy

                                           The member ID of the participant on the buy side of the trade. This will be
                                           replaced with the central counterparty Trader Group/Member ID in
                                           messages sent from the Exchange where automatic execution has taken
                                           place in a CCP eligible instrument and the central counterparty is the buy
                                           side of the trade.

                                           For single-sided trade reports a member firm must input their Member ID in
                                           either the Trader Group/Member ID Buy or Sell field, and either their
                                           counterparty's Member ID or "NONMEMBER01" in the opposite Trader
                                           Group/Member ID Buy or Sell.

                                           For dual-sided trade reports, a member firm must input their Member ID in
                                           either the Trader Group/Member ID Buy or Sell field, and their
                                           counterparty's Member ID in the opposite Trader Group/Member ID Buy or
                                           Sell field.



                                               Length:              11

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                                               Format:              Alphanumeric
                                               ISO Standard:        ISO 9362



                                           Member ID Sell

                                           This is the Member ID of the Participant on the sell side of the trade. This
                                           will be replaced with the central counterparty Trader Group/Member ID in
                                           messages sent from the Exchange where automatic execution has taken
                                           place in a CCP eligible instrument and the central counterparty is the sell
                                           side of the trade.

                                           For single-sided trade reports a member firm must input their Member ID in
                                           either the Trader Group/Member ID Buy or Sell field, and either their
                                           counterparty's Member ID, or "NONMEMBER01" in the opposite Trader
                                           Group/Member ID Buy or Sell.

                                           For dual-sided trade reports, a member firm must input their Member ID in
                                           either the Trader Group/Member ID Buy or Sell field, and their
                                           counterparty's Member ID in the opposite Trader Group/Member ID Buy or
                                           Sell field
                                               Length:              11
                                               Format:               Alphanumeric
                                               ISO Standard:         ISO 9362



                                           Member Mnemonic
                                           Replaces Participant Mnemonic. A 4 character code that identifies the
                                           Member Firm.

                                               Length:              4
                                               Format:              Alphanumeric

                                           Member Name
                                           This field holds the full name of the Member Firm.

                                               Length:              30
                                               Format:              Alphanumeric



                                           Message Block Sequence Number
                                           As Re-request Subsequent Response messages do not require an
                                           acknowledgement, this field will be used to allow detection of missed
                                           messages in a sequence of transmissions. The value within the re-
                                           request first response message is 1, and will then increment by one for
                                           each subsequent response sent.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         N/A




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                                           Message Length
                                           This field will contain the number of bytes in a broadcast message. This
                                           value is for all message specific fields (message data) including the
                                           Broadcast Message Header but excluding the Broadcast Header and Pre-
                                           Header

                                               Length:               4
                                               Format:               Numeric
                                               ISO Standard:         N/A




                                           Message Priority
                                           Determines the processing order of outstanding requests (re-request and
                                           order book download requests). The value zero is highest priority
                                           whereas nine is lowest.

                                               Length:               1
                                               Format                Numeric
                                               ISO Standard:         N/A

                                           Message Reference Number
                                           This field will be set by the subscriber on all messages sent in to the
                                           Exchange system. Any valid value can be used but the value for each
                                           message must be unique over three working days for a specific USAP
                                           and Interchange Type. The value received will be formatted within the
                                           reply to the message. This allows the subscriber system to match the
                                           reply with the original message. This field is also used by the Exchange
                                           system to detect a duplicate message if a request is re-sent. This field is
                                           set by the Exchange on all unsolicited messages sent to the participant.

                                               Length:               10
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A

                                           Message Sequence Number
                                           This value will be used to identify all messages sent over each broadcast
                                           data group, and to identify re-requested messages as they are received.
                                           New messages received over each broadcast data group will contain
                                           sequence numbers in ascending order, each successive message will
                                           increment the sequence number by one. This field should be checked by
                                           the subscriber's system within re-request responses in order to determine
                                           which messages have been received.

                                               Length:               9
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Message Type
                                           This field identifies the message that is being sent and is used along with
                                           the Message Version Identifier by the participant or subscriber system to
                                           enable correct interpretation of the message.



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                                               Length:               3
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A

                                           Message Version Identifier
                                           This field will be used along with the message type to identify a message
                                           uniquely. The purpose of the message version identifier is to allow
                                           flexibility with regard to future changes to message formats or processing.
                                           When a message format changes, it may be possible to have a period
                                           where both old and new message formats are allowable. In this case the
                                           message type will be the same for both message formats, but the
                                           message version identifier will be different. Subscriber systems should
                                           cater for a message type being transmitted with more than one version
                                           identifier on a broadcast data group, discarding messages where the
                                           version identifier does not match that which the subscriber's system
                                           currently uses.

                                               Length:               2
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




                                           Mid High
                                           The highest Mid Price for a tradable instrument for a trading day.

                                               Length:               18
                                               Format:               Numeric
                                               Precision             8
                                               ISO Standard:         N/A



                                           Mid Low
                                           The lowest Mid Price for a tradable instrument for a trading day.

                                               Length:               18
                                               Format:               Numeric
                                               Precision             8
                                               ISO Standard:         N/A



                                           Mid Price
                                           A market price based on the best bid price and best offer price. The mid
                                           price is equal to the sum of the best bid price and the best offer price
                                           divided by two, rounded up to be consistent with the relevant price format.

                                               Length:               18
                                               Format:               Numeric
                                               Precision             8
                                               ISO Standard:         N/A



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                                           Minimum Auction Volume Indicator
                                           Used to indicate whether the uncrossing process should perform a
                                           minimum volume check before uncrossing.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No

                                           Minimum Auction Volume Multiplier
                                           Used as a multiplier to calculate minimum auction value in combination
                                           with an Instrument‟s EMS.

                                               Length:              5
                                               Format:              Alphanumeric



                                           Minimum Peak Size Multiplier
                                           Used to specify the minimum size of an iceberg peak for an Instrument in
                                           conjunction with EMS.

                                               Length:              5
                                               Format:              Numeric
                                               ISO Standard:        N/A
                                               Precision:            3




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                                           Minimum Size
                                           This gives the minimum size of an order that may be submitted.

                                               Length:              12
                                               Format:              Numeric

                                           Minimum Trade Size Multiplier
                                           This, combined with the EMS, gives the minimum size of a Trade that can
                                           be submitted. If the Minimum Size and the Minimum Size Multiplier are
                                           set to zero the minimum order size is determined by the Lot Size.

                                               Length:              5
                                               Format:              Numeric
                                               ISO Standard:        N/A
                                               Precision:           3

                                           Minimum Trade Price
                                           Used to denote the minimum price allowed in a manual trade report
                                           submitted to the Exchange, as part of trade price validation.

                                               Length:              18
                                               Format:              Numeric


                                               Precision:           8




                                           Minimum Trade Size

                                           This field is no longer used and should be populated with “0”.



                                           Modification Allowed Indicator
                                           Used to determine if modification of orders is allowed in the period.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No



                                           Money Flow Value Executed
                                           The daily cumulative value of all Automatic Trades for a tradable
                                           instrument.

                                               Length:               28
                                               Format:               Numeric
                                               ISO Standard:         N/A

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                                               Precision              8

                                           Net Final Dividend
                                           This is the net value of the final dividend paid out by an organisation to its
                                           share holders in the currency in which the dividend was announced.

                                               Length:                18
                                               Format:                Numeric
                                               Precision:             8
                                               ISO Standard:          N/A

                                           Net Interim Dividend
                                           This is the net value of the dividend paid out by an organisation to its
                                           share holders in the currency in which the dividend was announced.

                                               Length:                18
                                               Format:                Numeric
                                               Precision:             8
                                               ISO Standard:          N/A

                                           New Public Order Code
                                           When the peak of an iceberg order is fully matched, a new public order
                                           code is disseminated to represent the refreshed peak as a new limit
                                           order. This field is set to spaces following full execution, deletion or expiry
                                           of the iceberg order.

                                               Length:                10
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A



                                           News Message Sequence Number
                                           This field is contained in a News Text message and gives the sequence
                                           number of a text message within a company announcement. The number
                                           of News Text messages which will be disseminated is specified in the
                                           preceding News Control message.

                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          N/A


                                           News Service Date

                                           This field gives the current date and is contained in News Service Header
                                           and News Service Trailer messages to indicate the commencement and
                                           ending of a news service for that day. The format of this field is
                                           CCYYMMDD.

                                               Length:                8
                                               Format:                Numeric
                                               ISO Standard:          ISO 8601



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                                           News Service Time
                                           This field is contained in News Service Header and News Service Trailer
                                           messages to indicate the time at which a news service commences and
                                           ends for a business day. The format of this field is HHMMSS.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Non London Tradable Instrument Code
                                           This will be the International Security Identification Number (ISIN) of the
                                           Non London traded security. If an ISIN Code has not been assigned by a
                                           national numbering authority, the Exchange will place the SEDOL Code in
                                           positions 5-11 within the Tradable Instrument Code and space fill the
                                           other positions.

                                               Length:              14
                                               Format:              Alphanumeric
                                               ISO Standard:        ISO 6166



                                           Notification Basis
                                           Used in dual-sided trade reporting to determine what model is used for
                                           the publication of manual trade reports.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „M‟ Publish on match
                                               „R‟ Publish on Request

                                           Novation Flag
                                           Used to identify what is returned in the counterparty details after an
                                           automated trade has occurred.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Central Counterparty
                                               „N‟ Named Counterparty



                                           Number Associated Text Records
                                           This field specifies the number of following News Text messages which
                                           constitute a company announcement.

                                               Length:               4
                                               Format:               Numeric
                                               ISO Standard:         N/A


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                                           Number of Days
                                           Total number of days covered for message.

                                               Length:               3
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Number of Instructions in Basket
                                           Identifies the number of individual instructions within the same message
                                           when submitting an enter basket.

                                               Length:               4
                                               Format:               Numeric




                                           Number of Messages in a Block
                                           This field will contain the number of messages contained in the
                                           transmission, for example, the number of re-requested messages.

                                               Length:               2
                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Number of Orders at Best Bid Price
                                           The number of orders for a tradable instrument that may be bought at the
                                           best price.

                                               Length:                      3
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           Number of Orders at Best Offer Price
                                           The number of orders for a tradable instrument that may be sold at the
                                           best price.

                                               Length:                      3
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           Number of Related Trades Messages
                                           This field informs participants of the number of immediate executions
                                           which cannot be accommodated in the Acknowledge Order Details
                                           message (ie if there are more than 15), and which will be sent individually
                                           via Send Trade Information to Counterparties messages (5TF).

                                               Length:               4
                                               Format:               Numeric


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                                               ISO Standard:         N/A

                                           Number of Trades
                                           The daily cumulative number of trades for a tradable instrument

                                               Length:                      8
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           Number of Trades in Message
                                           This field informs participants of the number of immediate executions for
                                           which details are included in the Acknowledge Order Details message.
                                           This can be a maximum of 15 executions.

                                               Length:               2
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Number of Trades in String
                                           The number of trades contained in the trade string. This will be between
                                           1 - 40.

                                               Length:               2
                                               Format:               Numeric
                                               ISO Standard:         N/A




                                           Number of Units Issued
                                           This is the number of warrants that has been issued. It is specified by the
                                           participant when entering company information.

                                               Length:               15
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Off Book Money Flow Value Executed
                                           The daily cumulative value of all Manual Trades for a tradable instrument.

                                               Length:                      28
                                               Format:                      Numeric
                                               ISO Standard:                N/A
                                               Precision:                   8



                                           Offer Market Orders Indicator
                                           Indicates whether market orders are present on the sell side of the book


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                                                Length:                        1
                                                Format:                        Alphanumeric
                                                ISO Standard:                  N/A


                                                This field can have the following values given below:

                                                     'Y' - Market orders exist on the sell side of the book
                                                     'N' - Market orders do not exist on the sell side of the book




                                            Offer Price
                                            The price at which a participant is willing to sell a tradable instrument.

                                                Length:                18
                                                Format:                Numeric
                                                Precision:             8
                                                ISO Standard:          N/A




                                            One Year Alpha

                                           The one year alpha is a measure of an instrument‟s price return
                                           relationship with a market index over a one year period. All alpha
                                           calculations are measured with respect to the FTSE All Share index. These
                                           are calculated by least squares analysis of the daily log returns of the
                                           instrument in question versus those of the market. The beta value is the
                                           slope of the best-fit line of instrument and market returns and the alpha is
                                           the intercept on the y-axis.
                                                Length:                18
                                                Format:                Numeric
                                                Precision:             8
                                                ISO Standard:          N/A



                                            One Year Average Volume
                                            This shows the average trading volume for an instrument over a one year
                                            period for both manual and automatic trades.

                                                Length:                18
                                                Format:                Alphanumeric
                                                ISO Standard:          N/A



                                            One Year Beta

                                           The one year beta is a measure of an instrument‟s price return relationship
                                           with a market index over a one year period. All beta calculations are


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                                           measured with respect to the FTSE All Share index. These are calculated
                                           by least squares analysis of the daily log returns of the instrument in
                                           question versus those of the market. The beta value is the slope of the
                                           best-fit line of instrument and market returns and the alpha is the intercept
                                           on the y-axis.
                                                 Length:               18
                                                 Format:               Alphanumeric
                                                 Precision:            8
                                                 ISO Standard:         N/A



                                            One Year Cumulative Volume
                                            This shows the Cumulative trading volume for an instrument over a one
                                            year period for both manual and automatic trades.

                                                 Length:               18
                                                 Format:               Alphanumeric
                                                 ISO Standard:         N/A



                                            One Year DRIP Return

                                            These are compounded „investment returns‟ of an instrument over a one
                                            year period. The DRIP returns include investment returns related to
                                            dividend payments in addition to the simple price change of the asset over
                                            the period. For the purposes of these calculations it is assumed that
                                            dividend payments are immediately re-invested by buying additional
                                            shares in the instrument.
                                                 Length:               18
                                                 Format:               Alphanumeric
                                                 Precision:            8
                                                 ISO Standard:         N/A



                                            One Year Return
                                            The percentage returns for a particular instrument over a one year period.

                                                 Length:               18
                                                 Format:               Alphanumeric
                                                 Precision:            8
                                                 ISO Standard:         N/A



                                            Opening Price

                                            The Opening Price for a tradable instrument. For order based segments
                                            the Opening Price is defined by first Automatic Trade in a trading day. For
                                            quote based segments the Opening price is defined by Mid Price of the
                                            Best Bid and Offer at the start of a designated period.
                                                 Length:               18


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                                               Format:                  Numeric
                                               Precision:               8
                                               ISO Standard:            N/A



                                           Order Book Trades Cumulative VWAP
                                           The daily cumulative VWAP calculated on all automated trading volumes
                                           for order-based segments from the beginning of the day.

                                               Length:                          18
                                               Format:                          Numeric
                                               Precision:                       8
                                               ISO Standard:                    N/A



                                           Order Peak Size
                                           The component of the iceberg order that is visible to the market. The
                                           remaining hidden order size is not visible to the market. When the peak
                                           has been fully matched, the hidden size of the iceberg order will continue
                                           to execute in peak refresh-sized trades until the incoming order is fully
                                           matched, at which point the partially matched „hidden peak‟ of the iceberg
                                           will be entered onto the order book and appear as a new limit order.

                                               Length:                  12
                                               Format:                  Numeric
                                               ISO Standard:            N/A

                                           Order Price
                                           The price at which a participant entering an order wishes to buy/sell a
                                           tradable instrument/currency.

                                               Length:                  18
                                               Format:                  Numeric
                                               ISO Standard:            N/A
                                               Precision:               8

                                           Order Reference
                                           This is an optional field used to specify a participant's own reference for a
                                           particular order. This field used to be titled „Participant Order Reference‟.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:               8
                                           The JSE usage of this field follows the following format:

                                               Contents                       Format      Length
                                               Dealer Code                      N             5
                                               Filler – set to spaces           A             2
                                               Institution ID                   N             3


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                                           Order Reference (Buy)
                                           The order reference of the participant on the buy side of a trade.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A

                                           Order Reference (Sell)
                                           The order reference of the participant on the sell side of a trade.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A




                                           Order Size
                                           Identifies the size of a tradable instrument/currency that a participant
                                           entering an order wishes to buy/sell.

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Original Order Code
                                           The Order Code of the order being modified.

                                               Length:               10
                                               Format:               Alphanumeric




                                           Original Order Size
                                           The size of the original order entered into TradElect.

                                               Length:               12
                                               Format:               Numric

                                           Original Order Reference
                                           The Order Reference submitted on the order being modified.

                                               Length:               10
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




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                                           Original Public Order Code
                                           The Public Order Code of an Iceberg order prior to modification.

                                               Length:                10
                                               Format:                A
                                               ISO Standard:          N/A



                                           Overnight Trade Time Limit
                                           The latest time by which participants must enter trade reports for trades
                                           dealt between the trade reporting end time and the trade reporting start
                                           time.

                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          ISO 9735

                                           Participant Basket Reference
                                           Reference applied to basket message by Trader Group. This is a
                                           personal reference only – no actions may be conducted using this
                                           reference.

                                               Length:               15
                                               Format:               Alphanumeric




                                           Participant Message Sequence Number
                                           The sequence number is formatted by participants when entering quotes
                                           via the secure interactive interface. It provides an additional level of
                                           validation to the Time of Preparation, to ensure that quote entry
                                           messages are not processed out of sequence.

                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Participant Mnemonic
                                           This is a four character code that identifies a participant.

                                               Length:                4
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The following characters will not be used:

                                               ,    (comma)           ASCII 2c
                                               :    (colon)           ASCII 3b
                                               ;    (semi colon)      ASCII 3a
                                               <    (less than)       ASCII 3c
                                               >    (greater than)    ASCII 3e


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                                               |    (pipe)            ASCII 7c
                                               #    (hash)            ASCII 23

                                           Participant Name
                                           This field holds the full name of the participant.

                                               Length:                30
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Passive/Aggressive Indicator
                                           Used to identify if the order was executed in a passive or aggressive
                                           manner or resulting from an auction.

                                               Length:               1
                                               Format:               Alphanumeric
                                           The field can have the following values:

                                               'A' Aggressive
                                               'P' Passive
                                               'U' Auction (neither passive nor aggressive)



                                           Peak Refresh Size
                                           The size of an iceberg order that will be visible to the market when the
                                           iceberg is first entered. When the hidden size of an iceberg order
                                           executes, it will execute in peak refresh-sized trades until the incoming
                                           order is satisfied. The final partially matched „hidden peak‟ of the iceberg
                                           will be refreshed onto the order book and appear as a new limit order.
                                           The size of the new limit order will be set to the peak refresh size or to the
                                           remaining total size, whichever is less.

                                               Length:                12
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Peak Trade Code
                                           The trade code allocated by the Exchange to the execution of the iceberg
                                           peak is also included as the first code within the trade string, and is also
                                           found in the peak trade code field of any subsequent 5TG Send Iceberg
                                           Trade Information to Counterparties messages related to this execution.

                                               Length:                10
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Period Based Price Monitoring Flag
                                           Indicates whether to use period or security based values when
                                           determining price tolerance levels. Used in conjunction with 5PE Period
                                           Extensions message (Period Based) or 5IS Instrument Trading Data
                                           message (Instrument Based).

                                               Length:               1


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                                               Format:                Alphanumeric
                                           The field can have the following values:

                                               „N‟ Security based
                                               „Y‟ Period based




                                           Period Description
                                           The period description describes the Period Name.

                                               Length:                 20
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A

                                           Period Length
                                           The time over which a the Time Average Spread was calculated in
                                           seconds.

                                               Length:                 5
                                               Format:                 Numeric
                                               ISO Standard:           N/A

                                           Period Name
                                           Name given to a particular period. A period is defined by a specific set of
                                           rules which are effective for a specified period of time.

                                               Length                  4
                                               Format                  Alphanumeric
                                               ISO Standard:           N/A
                                           Valid values for the Period Name are:

                                           JSE:
                                                  „ADPD‟               Administration Period
                                                  „AEXS‟               Auto Exec Susp
                                                  „CGAC‟               Closing Auction Call
                                                  „CLAC‟               Closing Auction Call
                                                  „CLAE‟               Closing Auction Call Ext
                                                  „CLSD‟               Market Closed
                                                  „CLUC‟               Closing Auction Call
                                                  „COT‟                Continuous Trading
                                                  „COT1‟               Continuous Trading 1
                                                  „COT2‟               Continuous Trading 2
                                                  „CTDG‟               Continuous Trading
                                                  „CVAP‟               Continuous Trdg. VWAP
                                                  „CVWP‟               Continuous Trdg. VWAP
                                                  „DMKO‟               Delayed Market Open
                                                  „EADP‟               End Admin Period
                                                  „ECTG‟               End Continuous Trdg
                                                  „ERRJ‟               Error (Incrt Data) JSE
                                                  „HLTJ‟               Trading Halt JSE
                                                  „HLTN‟               Trading Halt (No CP)
                                                  „IDAC‟               Intra-Day Auction Call
                                                  „MKSD‟               Market Shutdown (CP Frz)


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                                           „MODC‟              Market Order Closing Extension
                                           „MODI‟              Market Order Intra-Day Extension
                                           „MODO‟              Market Order Opening Extension
                                           „MSUP‟              Market Suspension
                                           „ODES‟              Order Entry Suspension
                                           „OGAC‟              Opening Auction Call
                                           „ONAC‟              Opening Auction Call
                                           „OPAC‟              Opening Auction Call
                                           „OPN‟               JSE Open
                                           „ORDR‟              Order Removal JSE
                                           „PMNC‟              Price Monitoring Closing Extension
                                           „PMNO‟              Price Monintoring Opening Extension
                                           „RNOF‟              Runoff (Ordr Deletion)
                                           „SRSD‟              Security Restored
                                           „SRST‟              Security Restored
                                           „SRTD‟              Security Restored
                                           „SSP1‟              Security Suspension 1
                                           „SSUP‟              Security Suspension

                                           LSE:

                                           „ADMN‟              Market Administration Period
                                           „AESP‟              Automatic Execution Suspension
                                           „AOCC‟              Auction Only Closing Call
                                           „AOIC‟              Auction Only Intraday Call
                                           „AOOC‟              Auction Only Open Call Period
                                           „ATCA‟              Auction Trading Closing Auction Call
                                           „ATIA‟              Auction Trading Intraday Auction Call
                                           „ATOA‟              Auction Trading Open Auction Call
                                           „CACE‟              Closing Auction Call Extension
                                           „CASC‟              CWTS Automatic Suspension Auction Call
                                           „CAUC‟              Market Post-Closing Auction
                                           „CCAL‟              Closing Auction Call
                                           „CLOS‟              Market Closed
                                           „CPMP‟              CWTS CP Mndty Prd.
                                           „CRSD‟              CWTS Securitity Restored
                                           „CSAC‟              Closing Auction Call
                                           ‟DACC‟              DTS Opn cll Fl NNT
                                           „DBT2‟              DTS Odr Book Trdg 2
                                           „DCAC‟              DTS Clsg Auct Call
                                           „DCCE‟              DTS Clsg Call Extn
                                           „DIAC‟              DTS Intday AESP Call
                                           „DIPE‟              DTS Intday PM Extn
                                           „DMOE‟              DTS MO Open Extn
                                           „DOBT‟              DTS Order Book Trdg
                                           „DPCE‟              DTS Clsg PM Extn
                                           „DPIM‟              DTS pst Impd Auc Mch
                                           „DPOE‟              DTS PM Open Extn
                                           „DPTC‟              DTS Pre Tdg Auct Cll
                                           „DRST‟              DTS Security RSTD
                                           „ECWF‟              CWTS End Cls Prc Fzn
                                           „EMCP‟              CWTS End Mdty Cp Prd
                                           „EMPC‟              End MQP&PM Clsg Ext
                                           „EMQC‟              End MQP&PM Clsg Price
                                           „EMQP‟              SEAQ end of MQP
                                           „EOA‟               Mkt End of Admin
                                           „EPCM‟              End Post Close Cross
                                           „ERRR‟              Error Code Incorrect
                                           „FAST‟              Fast market Indq
                                           „HALT‟              Trading Halted
                                           „IBAS‟              Int BB EQ Odr Aut Sp
                                           „IBCC‟              Int BB E Cls Auc Cll

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                                           „IBCE‟               Int BB E Cls A Cl Ex
                                           „IBCT‟               Int BB EQ Odr Trdg 1
                                           „IBMC‟               Int BB EQ Clsg MO Ex
                                           „IBMO‟               Int BB EQ Odr MO Ext
                                           „IBOM‟               Int BB Opn MO Extn
                                           „IBOP‟               Int BB Opn PM Extn
                                           ‟IBOT‟               Intl B.B. Odr Bk Tdg
                                           ‟IBPC‟               Int BB Eq Clsg PM Ex
                                           ‟IBPM‟               Int BB PR Mnd MM prd
                                           ‟IBSR‟               Int BB EQ Sec RSTD
                                           ‟IBVM‟               Int BB EQ VWP MO Ext
                                           ‟IBVS‟               Int BB EQ VWP EX SSP
                                           ‟ICPC‟               DTS Imptd Cls Au Cll
                                           ICPM‟                DTS Imptd Cls Au Mch
                                           ‚IEAC‟               Expiry Auct Call 1%
                                           ‚IEMO‟               Expity Mkt Order Ext
                                           ‚IEPM‟               Expiry Price Mon Ext
                                           „IESP‟               Intl Auto Exec Susp
                                           „IEXE‟               Expy Auct Call Ext
                                           „INCC‟               Int BB Clsg Auct Cll
                                           „INDQ‟               SEAQ Indicative
                                           „INEC‟               Expiry Auct Call 3%
                                           „IOBT‟               Intl Odr Book Tradg
                                           „IVMO‟               Intl VWAP MO extn
                                           „IVSP‟               Int VWP Auto Ex Susp
                                           „MCAE‟               MO Ext Clsg Aut Only
                                           „MIAE‟               MO Ext Indy Aut Only
                                           „MKSP‟               Market Suspension
                                           „MOAE‟               MO Opn Auc Only Ext
                                           „MOCE‟               MKt Order Clsg Ext
                                           „MOIE‟               Mkt Ordr Intday Ext
                                           „MOOE‟               Mkt Order Opng Ext
                                           „MQCC‟               MQP & CLSG Auct Call
                                           „MQIA‟               MQP & Intday Auc Cll
                                           „MQIP‟               MQP & Intday PM Cll Ex
                                           „MQP‟                SEAQ MQP
                                           „MQPO‟               MQP & PM Opn Auc Ext
                                           „OAAO‟               Opn Auc FL NNT Au Oy
                                           ‚OACC‟               Opn Auc Cll Fol No T
                                           „OBC‟                Order Book Closed
                                           „OBT‟                Order Book Trading
                                           „OBT1‟               Order Bk Trdg No PM
                                           „OCAO‟               Opn Cll Fl NNt Au Oy
                                           „ODH2‟               Odr Ex HLT 2 No Call
                                           „ODHT‟               Odr Ex HLT No Au Cll
                                           „ODRC‟               Order Entry Susp 2
                                           „ODRM‟               Order Removal
                                           „ODRS‟               Order Enty Suspended
                                           „OPEN‟               Mkt Open
                                           „OTPN‟               Order Book Test Open
                                           “PCAE‟               PM Ext Clsg Aut Only
                                           „PCCC‟               Post Clos Cross Call
                                           „PCCE‟               PM Clsg Auct Cll Ext
                                           „PCCM‟               Post Close Auct Mch
                                           „PCPP‟               Pre CP Mandatory Prd
                                           „PCWC‟               CWTS Pre Cls Prc Prd
                                           „PIAE‟               PM Ext Indy Aut only
                                           „PICE‟               PM Intday Auc Cll Ex
                                           „PIXT‟               Pre Indx Expy Trdg
                                           „PMCE‟               Price Mon Clsg Ext
                                           „PMMP‟               SMM Pre Mand MM Prd
                                           „PMOC‟               Pre MQP & Opn Au Cll

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                                               „PMOE‟                Price Montrg Opn Ext
                                               „PMQP‟                Pre-MQP
                                               „POAE‟                PM Opn Auc Only Ext
                                               „POBT‟                Pre-Order Book Trdg
                                               „POCE‟                PM Open Auct Cll Ext
                                               „PROC‟                P MQP Opn Cll Fl NNT
                                               „RASC‟                RSTD Auc Ony Sec Cll
                                               „ROAC‟                RSTN AUct Only Call
                                               „RPMC‟                RSTD Pre MQP Opn Cll
                                               „RSDQ‟                Security RSTD Quotes
                                               „RSSM‟                SMM Security RSTD
                                               „RSTD‟                Security Restoration
                                               „SMAE‟                SMM Exp Auct Cll Ext
                                               „SMAS‟                SMM Automatic Susp
                                               „SMCC‟                SMM Clsg Auct Call
                                               „SMCE‟                SMM Clsg Auc Cll Ext
                                               „SMEC‟                SMM Exp Auc Cll 3%
                                               „SMEM‟                SMM Expiry MO Ext
                                               „SMEP‟                SMM Expiry PM Ext
                                               „SMMM‟                SMM Mandatory PRd 1
                                               „SMMO‟                SMM Opening MO ext
                                               „SMMP‟                SMM Mandatory Period
                                               „SMOC‟                SMM Clsg MO Ext
                                               „SMOI‟                SMM INtday MO Ext
                                               „SMPC‟                SMM Clsg PM Ext
                                               „SMPI‟                SMM Pre Indx Exp Tdg
                                               „SMPM‟                SMM Opening PM Ext
                                               „SQTO‟                SEAQ Qte Entry Open
                                               „SUS1‟                Sec Susp 1 No Cls Pr
                                               „SUSP‟                Security Suspended
                                               „TOBC‟                Test Order Bk Closed
                                               „TTSC‟                Temp Tdg Sus Prc Fzn
                                               „TTSP‟                Temp Trading SUSp
                                               „VWA1‟                Int BB EQ VWAP Tdg 1
                                               „VWA2‟                Int BB EQ VWP Trdg 2
                                               „VWAP‟                VWAP Period
                                               „VWPT‟                Vol Wghtd Pce Tding
                                               „VWT1‟                Vol Whtd Pce Tdg 1
                                               „VWT2‟                Vol Whtd Pce Trdg 2
                                               „

                                           This field may also be of free format.


                                           Period Start Time
                                           Exact time in HHMMSS at which the rules of a selected Period come into
                                           force. The rules of that Period apply until the beginning of the next period
                                           unless a temporary period is set up which overrides the default value.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Period Status
                                           A code which can be used to determine which category a period belongs
                                           to.

                                               Length:               1
                                               Format:               Alphanumeric

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                                           The field can have the following values:
                                               „A‟                      Auction call/Match
                                               „C‟                      Continuous Trading
                                               „H‟                      Halt
                                               „X‟                      No action
                                               „M‟                      MO Extension
                                               „P‟                      PM Extension
                                               „S‟                      Suspended
                                               „I‟                      Indicative



                                           Personal Exposure
                                           This field is used by participants to enter personal information, for
                                           example, telephone numbers, related to either limit, committed principal
                                           or an exposure order. This is a free format field.

                                               Length:                  9
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A

                                           Preferred Counterparty
                                           This identifies the Member ID of the counterparty to which an order may
                                           be directed for execution. This field may be populated for Aggressive
                                           Type A, Aggressive Type B and Priced Interaction orders.

                                               Length:                  11
                                               Format:                  Alphanumeric
                                               ISO Standard:            ISO 9362

                                           Pre-Header Message Length
                                           This field indicates the number of bytes after the pre-header and before
                                           next pre-header. It does not include the number of bytes in the pre-
                                           header and may be zero.

                                               Length:                          4
                                               Format:                          Numeric
                                               ISO Standard:                    N/A

                                           Pre-Header Version Number
                                           This field indicates that this is a fixed 8-byte header. The valid value of
                                           this field is described below, other values currently indicate a protocol
                                           error.

                                               Length:                          1
                                               Format:                          Numeric
                                               ISO Standard:                    N/A
                                           This field can have the following values given below:

                                                      ‟1‟                       The current pre-header version number


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                                           Pre-Header Message Type
                                           This field indicates how the bytes between this pre-header and the next
                                           should be interpreted. The recipient of a message should not make any
                                           assumptions of message length based on this field value alone. The valid
                                           values of this field are described below. Any other value is a protocol
                                           error and the connection should be immediately disconnected by the
                                           recipient.

                                               Length:                        1
                                               Format:                        Alphanumeric
                                               ISO Standard:                  N/A
                                           This field can have the following values given below:

                                               'U'                            User Identification
                                               'P'                            Interactive Poll
                                               'A'                            Interactive Poll Acknowledgement
                                               'D'                            Interactive Data

                                           Previous Announcement Number
                                           This field gives the number of a company announcement to which a
                                           correction applies. If it is not a correction announcement this field is filled
                                           with spaces.

                                               Length:                5
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Previous Date
                                           Date of the 2nd most recent analysis of ownership of shares. The
                                           analysis reflects holdings shown on a company share register as at close
                                           of business that day.

                                               Length:                8
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Previous Number of Shares
                                           Number of shares held by the shareholder as at the previous date.

                                               Length:                12
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Previous Percentage of Shares
                                           Number of shares held by the shareholder as at the Previous Date
                                           expressed as a percentage of the total shares in issue as at the Previous
                                           Date.

                                               Length:                7
                                               Format:                Alphanumeric


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                                               Precision:               4
                                               ISO Standard:            N/A



                                           Price
                                           The price at which a participant is willing to trade in a tradable instrument/
                                           currency.

                                               Length:                  18
                                               Format:                  Numeric
                                               Precision:               8
                                               ISO Standard:            N/A



                                           Price / Earning Ratio
                                           P/E ratio per security.

                                               Length:                  18
                                               Format:                  Numeric
                                               Precision:               8
                                               ISO Standard:            N/A


                                           Price/Earnings Ratio will be based on the following calculation:
                                           P/E Ratio = Market Capitalisation / Total Earnings


                                           Price Format Code
                                           A code which identifies the valid format in which prices can be
                                           entered/displayed.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'H'                      Halves
                                               'Q'                      Quarters
                                               'E'                      Eighths
                                               'S'                      Sixteenths
                                               'T'                      Thirty-seconds
                                               'F'                      Sixty-fourths
                                               ‟J‟                      One-hundredth
                                               'O'                      Hundred-twenty-eighths
                                               ‟K‟                      One two-hundredth
                                               'A'                      Two hundred-fifty-sixths
                                               ‟L‟                      One four-hundredth
                                               'D'                      Decimal
                                               'W'                      Whole
                                               „X‟                      One Tenth
                                               „Z‟                      One Ten Thousandth
                                           Note:      The Exchange may amend these values at any time following
                                                      one month’s prior written notice



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                                           Private Order Code
                                           The private identifier for an order. This code is used by a participant to
                                           manage an order and will not be disseminated to the market.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A

                                           Private Order Code (Buy)
                                           The order code of an offer to buy a tradable instrument/currency.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A

                                           Private Order Code (Sell)
                                           The order code of an offer to sell a tradable instrument/currency.

                                               Length:              10
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A

                                           Profit After Tax
                                           This is latest figure for a company's profit after tax. It is specified by the
                                           participant when entering company information.

                                               Length:               16
                                               Format:               Signed Numeric
                                               ISO Standard:         N/A



                                           Publication Threshold Size / Average Daily Turnover

                                           Used for setting the volume at which a manual trade will have delayed
                                           publication attributed to the report.
                                               Length:               12
                                               Format:               Numeric



                                           Public Order Code
                                           The order code of the iceberg order peak. Iceberg orders are
                                           disseminated to the market as a limit order with a public order code. Note
                                           – This is different to the hidden order code that represents the entire
                                           volume of the iceberg order (peak and hidden). When an iceberg order
                                           peak is refreshed it is allocated a new public order code.

                                               Length:               10
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A




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                                           Public Order Code (Buy)
                                           The public order code of a buy iceberg peak that has executed.

                                               Length:                10
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Public Order Code (Sell)
                                           The public order code of a sell iceberg peak that has executed

                                               Length:                10
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A



                                           Public Quote Code Buy
                                           A published code attributed with the buy side of an enhanced quote.

                                               Length:                10
                                               Format:                Alphanumeric



                                           Public Quote Code Sell
                                           A published code attributed with the sell side of an enhanced quote.

                                               Length:                10
                                               Format:                Alphanumeric



                                           Quote Bid Size
                                           The quantity of securities to which a quote bid price relates.

                                               Length:                12
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Quote Offer Size
                                           The quantity of securities to which a quote offer price relates.

                                               Length:                12
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Ratio
                                           This is a free format field used to provide the ratio of Covered Warrants to
                                           the underlying.

                                               Length:                8
                                               Format:                Alphanumeric


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                                               ISO Standard:          N/A



                                           Reason for Deletion
                                           Indicates the reason for deletion of an exposure order from the Order
                                           Book

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'D'                    Deletion
                                               'E'                    Expiry



                                           Reason Text
                                           Free text field that allows a firm to specify a reason for a trade report,
                                           trade cancellation or denial in a dual-sided trade reporting model.

                                               Length:                20
                                               Format:                Alphanumeric




                                           Received Sequence Number

                                           In order to detect and re-transmit any broadcast messages that may be
                                           lost as a result of network failure, the Exchange system receives a feed
                                           from the Exchange Private Network through which all broadcast
                                           messages within each broadcast data group are received. The Message
                                           Sequence Number of each message received will be used to format the
                                           Received Sequence Number of the next message broadcast within the
                                           same broadcast data group. Any missing messages the Exchange
                                           detects will be scheduled for automatic re-transmission. On InfoWiz the
                                           Received Sequence Number will be a calculated value as messages will
                                           no longer be returned to the Exchange for verification.
                                               Length:                9
                                               Format:                Numeric
                                               ISO Standard:          N/A




                                           Registration Suspended Status
                                           Identifies whether a participant's registration in a particular tradable
                                           instrument/currency is suspended or not.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A


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                                           The field can have the following values:

                                               'Y'                      Registration is suspended
                                               'N'                      Registration is not suspended

                                           Related Announcement Headline (1 – 4)
                                           This field contains the announcement headline for the first company
                                           related to the primary company of an announcement. There can be up to
                                           four related headlines associated with one announcement.

                                               Length:                  29
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A

                                           Related Company Description (1 – 4)
                                           This field contains a description of the first company related to the primary
                                           company of an announcement. There can be up to four related company
                                           descriptions associated with one announcement.

                                               Length:                  20
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A

                                           Related Country of Register (1 – 4)
                                           This field contains the country of register for the first company related to
                                           the primary company of an announcement. There can be up to four
                                           related countries of register associated with one announcement.

                                               Length:                  2
                                               Format:                  Alphanumeric
                                               ISO Standard:            ISO 3166

                                           Related Tradable Instrument Code (1 – 4)
                                           This field contains the tradable instrument code for the first company
                                           related to the primary company of an announcement. There can be up to
                                           four related tradable instruments associated with one announcement.

                                               Length:                  12
                                               Format:                  Alphanumeric
                                               ISO Standard:            ISO 6166

                                           Related Tradable Instrument Display Mnemonic (1 – 4)
                                           This field contains the tradable instrument display mnemonic for the first
                                           company related to the primary company of an announcement. There can
                                           be up to four related display mnemonics associated with one
                                           announcement.

                                               Length:                  4
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A




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                                           Relative Size Change
                                           The relative change to the size of an order already submitted.

                                               Length:               13
                                               Format:               Signed Numeric
                                               ISO Standard:         N/A

                                           Remaining Bid Size
                                           This field informs Participants of the bid portion of any quote which has
                                           not been executed.

                                               Length:              12
                                               Format:              Numeric

                                           Remaining Offer Size
                                           This field informs Participants of the offer portion of any quote which has
                                           not been executed.

                                               Length:              12
                                               Format:              Numeric



                                           Remaining Order Size
                                           This field informs participants of the portion of any order which has not
                                           been executed. For a limit order only, the Remaining Order Size will go on
                                           to the book.

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Remaining Order Size Before Deletion

                                           This field informs Participants of the size of the order that has been
                                           deleted when using the AB version of the order delete message.
                                               Length:               12
                                               Format:               Numeric

                                           Remaining Peak Order Size
                                           The size of the iceberg peak following partial execution.

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Remaining Total Order Size
                                           The total size of the iceberg order, peak and hidden, following execution.

                                               Length:               12
                                               Format:               Numeric


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                                               ISO Standard:         N/A

                                           Remaining Total Size
                                           The total size of the iceberg order, peak and hidden, following
                                           modification.

                                               Length:               12
                                               Format:               N
                                               ISO Standard:         N/A

                                           Remaining Total Size Before Modification
                                           The total size of an Iceberg order, including the hidden volume, prior to
                                           the order being modified.

                                               Length:               12
                                               Format:               N
                                               ISO Standard:         N/A



                                           Remaining Visible Size
                                           The size of the iceberg peak following partial execution.

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Replaced Bid Size

                                           This field informs Participants of the size of the quote that has been
                                           replaced and is returned in the acknowledgement to an enhanced quote.
                                               Length:               12
                                               Format:               Numeric



                                           Replaced Offer Size
                                           This field informs Participants of the size of the quote that has been
                                           replaced and is returned in the acknowledgement to an enhanced quote.

                                               Length:               12
                                               Format:               Numeric



                                           Reporting Mechanism

                                           This field determines the method by which a trade is reported to the
                                           Exchange via the Enter Trade Report (5ET) message.

                                               Length:               1
                                               Format:               Alphanumeric


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                                               ISO Standard:          N/A


                                           The field can have the following values:

                                               'S' Single-sided Trade Report
                                               'R' Dual-sided Trade Report Request
                                               'C' Dual-sided Trade Report Confirmation

                                           Note: These values are only checked where dual-sided trade reporting is
                                           enabled in the segment.



                                           Republication Indicator


                                           This field indicates whether the message in question has been
                                           republished.


                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'Y'                    Yes
                                               'N'                    No



                                           Request Complete Indicator
                                           This indicator is set when the message being sent back to a subscriber is
                                           the last in a series of replies to a subscriber's re-request.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The field can have the following values:

                                               'Y'                    Request is complete
                                               'N'                    Request is not complete

                                           Request Message Text
                                           This is a variable length field that concatenates several re-requested or
                                           information request messages into a single message body, allowing a
                                           configurable number of messages to be sent together as a response to a
                                           participant's re-request or information request. Each broadcast message
                                           contained in the response is preceded by the Broadcast Message Header
                                           which holds broadcast message specific information.

                                               Length:                0 - 2892
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A




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                                           Re-Request High Sequence Number
                                           The highest sequence number returned in this re-request response.

                                               Length:               9
                                               Foat:                 Numeric
                                               ISO Standard:         N/A



                                           Re-request Response Message Text
                                           This is a variable length field that will concatenate several re-requested
                                           messages into a single message body, allowing a configurable number of
                                           broadcast messages to be sent together as a response to a subscriber's
                                           re-request. Each broadcast message contained in the response will be
                                           preceded by the Broadcast Message Header which will hold broadcast
                                           message specific information.

                                               Length:               0 - 2883
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A

                                           Resend Indicator
                                           On InfoWiz all re-requests will be satisfied using the interactive interface.
                                           Therefore all broadcast messages will always have the Resend Indicator
                                           value set to „N‟.

                                               Length:               1
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A

                                           Reserved Field
                                           A reserved field will always be reserved for internal use by the Exchange.
                                           These fields will be formatted with spaces, if they are alphanumeric, and
                                           zeros, if they are unsigned or signed numerics.

                                               Length:               See message layout
                                               Format:               See message layout
                                               ISO Standard:         N/A

                                           Role
                                           Role of Member Firm that identifies whether they are enabled for entering
                                           of order, quote and/or trade reports.

                                               Length:               4
                                               Format:               Alphanumeric
                                           The following field values are subject to change and will be confirmed at a
                                           later date:

                                                'CWBK'               Covered Warrant Broker

                                                „CWEQ‟               Covered Warrant - Executable Quotes

                                                „EFEQ‟            Market Maker         Exchange     Traded Funds -
                                                Executable Quotes


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                                                    „IBEQ‟                IBB - Executable Quotes

                                                    „MMEQ‟                Market Maker - Executable Quotes

                                                    „MMFQ‟                Market Maker - Firm Quotes

                                                    „SQXB‟                SETSqx Broker




                                                Sector Code
                                                This code identifies a divison of the market within a Market Segment.

                                                    Length:               4
                                                    Format:               Alphanumeric
                                                    ISO Standard:         ISO 3166, where appropriate


                                                The list can have the following values for the UK Market:


    Segment Description                 Segment Code           Sector Code                    Sector Description
LSE Electronic Trading 1              'SET1'                  'FT10'             FTSE 100
                                                              'FS10'             FTSE 100
                                                              „SS10‟             SETS securities FTSE 100
LSE Electronic Trading 2              'SET2'                  'FT25'             FTSE 250 Orders
                                                              'FE25'             FTSE 250 Orders
                                                              „SS25‟             SETS securities FTSE 250
LSE Electronic Trading 3              'SET 3'                 'SECN'             Security Notifications
                                                              'STOS'             Other SETS Securities
                                                              'STSS'             SETS Securities



Covered Warrants                      „CWTS‟                  „EVCW‟             European vanilla covered warrants
                                                              „EECW              European exotic covered warrants
                                                              „VOCW‟             Other vanilla covered warrants
                                                              „EOCW‟             Other exotic covered warrants
                                                              „SP1W‟             Structured product 1
                                                              „SP2W‟             Structured product 2
                                                              „UKVW‟             UK vanilla covered warrants
                                                              „UKEW‟             UK exotic covered warrants
                                                              „USVW‟             US vanilla covered warrants
                                                              „USEW‟             US exotic covered warrants
                                                              „VANX‟             Vanilla covered warrants (no ex)
                                                              „EXNX‟             Exotic covered warrants (no ex)
Exchange Traded Funds                 „ETFS‟                  „EXM‟              ExtraMARK
Exchange Net Asset Values             „EXNV‟                  „NAVT‟             Net Asset Value Trades
SEAQ Securities                       'SEAQ'                  'F250'             FTSE 250 Quoted
                                                              'SQOS'             Other SEAQ Securities
SEAQ 1                                'SEQ1'                  „FS25‟             FTSE 250 Quotes
                                                              ‟SEQ1‟             SEAQ Securities
International Retail Service Quotes   „IRSQ‟                  „USNL‟             United States Non London Listed
                                                              „USCL‟             United States London Listed



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      Segment Description              Segment Code      Sector Code                   Sector Description
  International Retail Service      'INTR'              „ATCL‟           Austrian London listed Committed Principal
                                                        „ATCP‟           Austrian Committed Principal
                                                        'BECP'           Belgium Committed Principal
                                                        'CHCP'           Swiss Committed Principal
                                                        'DECP'           German Committed Principal
                                                        „DKCL‟           Denmark London listed Committed Principal
                                                        „DKCP‟           Denmark Committed Principal
                                                        'ESCP'           Spanish Committed Principal
                                                        'FICP'           Finland Committed Principal
                                                        'FRCP'           French Committed Principal
                                                        'ITCP'           Italian Committed Principal
                                                        'NLCP'           Netherlands Committed Principal
                                                        'NOCP'           Norway Committed Principal
                                                        'OTCP'           Other Committed Principal
                                                        „PTCL‟           Portugal London listed Committed Principal
                                                        „PTCP‟           Portugal Committed Principal
                                                        'SECP'           Sweden Committed Principal
                                                        'USCP'           US Committed Principal
                                                        'BECL'           Belgium London listed committed principal sector
                                                        'CHCL'           Swiss London listed committed principal sector
                                                        DECL'            German London listed committed principal sector
                                                        'ESCL'           Spanish London listed committed principal sector
                                                        'FICL'           Finland London listed committed principal sector
                                                        'FRCL'           French London listed committed principal sector
                                                        'ITCL'           Italian London listed committed principal sector
                                                        'NLCL'           Netherlands London listed committed principal
                                                        '                sector
                                                        NOCL'            Norway London listed committed principal sector
                                                        'SECL'           Sweden London listed committed principal sector
                                                        'USCL'           United States London listed committed principal
                                                                         sector
  International Bulletin Board      „ITBB‟              „IBBS‟           International Bulletin Board Securities
  International Order Book          IOB                 LLIS             London Listed International Securities
                                                        LIS1             London Listed International Securities 1
                                                        NLLS             Non-London Listed International Securities
                                                        NLS1             Non-London Listed International Securities 1
  Sterling Bonds                    'STBS'              'PREF'           Preferences Firm Quoted
                                                        'STBQ'           Sterling Bonds Quoted
  Convertibles Into UK Equities     'CNVE'              'CNVQ'           Convertibles Firm Quotes
  Gilts                             'GILT'              'GILT'           Gilts
  Miscellaneous Non-Quoted          'MISC'              'ADRN'           ADR Non Quoted
                                                        'CCOS'           Corporation and City Stocks
                                                        'COMG'           Commonwealth – Government
                                                        'CSTF'           Corporation Stocks (foreign)
                                                        'CVNQ'           Convertibles Non Quoted
                                                        'DIPS'           Debt Issuance Programmes
                                                        'FSBC'           Foreign Stock Bonds (CTRY)
                                                        'FSBL'           Foreign Stock Bonds (LDN)
                                                        'FSBO'           Foreign Stock Bonds (O/S)
                                                        'INTM'           Internal Securities Miscellaneous
                                                        'MISC'           Miscellaneous Non Quoted
                                                        'MWTS'           Miscellaneous Warrants
                                                        'PRSM'           Primary Listed Securities Miscellaneous
                                                        'SIOB'           Sterling Issuers O/S Borrowers
                                                        'STBN'           Sterling Bonds Non Quoted
                                                        'UKPB'           UK Public Boards




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   Segment Description                 Segment Code          Sector Code                      Sector Description
Miscellaneous Primary Listed         „MISL‟                 „ADPL‟              ADR Primary Listed Non-Quoted
Nasdaq                                                      „CCSL‟              Corp & City Stocks Primary Listed
                                                            „CVQL‟              CVNQ Primary Listed Non-Quoted
                                                            „FSLL‟              Foreign Stock Bonds Primary Listed (London)
                                                            „PRSL‟              Primary London Listed Securities Misc.
                                                            „STBL‟              Sterling Bonds London Listed
                                                            „UKBL‟              UK Public Boards London Listed
SEATS Quoted                         'SEAT'                 'SEAT'              Quoted SEATS securities
SEATS Market                         „SMKT‟                 „SSEC‟              SEATS Securities
SEATS Non-Quoted                     'SETN'                 'SETN'              Non-Quoted SEATS securities
Covered Warrants                     'CVDW'                 'CVDW'              Covered Warrants
AIM Firm Quotes                      'AIM'                  'AIM'               Quoted AIM securities
AIM Non-Quoted                       'AIMN'                 'AIMN'              Non Quoted AIM Securities
AIM1                                 'AIMI'                 'AIMT'              AIM Trading
AIM Market SEATS Plus 1000 NMS       „AIM1‟                 „AIMP‟              AIM Secs. SEATS Plus 1000 NMS
AIM Market SEATS Plus 2000 NMS       „AIM2‟                 „AIMS‟              AIM Secs. SEATS Plus 2000 NMS




                                              The list can have the following values for the International Market:

   Segment Description                Segment Code         Sector Code                        Sector Description
Other International Quoted Markets   'OINT'               'AUF'                Australia Firm Quotes
                                                          'CAI'                Canada Indicative Quotes
                                                          'HKF'                Hong Kong Firm Quotes
                                                          'HKI'                Hong Kong Indicative Quotes
                                                          'JPF'                Japan Firm Quotes
                                                          'JPI'                Japan Indicative Quotes
                                                          'NZF'                New Zealand Firm Quotes
                                                          'SGF'                Singapore Firm Quotes
                                                          'USF'                United States Firm Quotes
                                                          'USI'                United States Indicative Quotes
                                                          'ZAF'                South Africa Firm Quotes
                                                          'ZAI'                South Africa Indicative Quotes
European Market Securities           'EULQ'               „AUSF‟               Austria Firm Quotes
                                                          ‟EUR1‟               European Market Securities 1
                                                          ‟EUR2‟               European Market Securities 2
                                                          'FIF1'               Finland Firm Quotes
                                                          ‟LUXF‟               Luxembourg Firm Quotes
                                                          'PTF1'               Portugal Firm Quotes




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     Segment Description              Segment Code     Sector Code                     Sector Description
  London Listed Developing Markets   'LSTD'           „ASAL‟             Asia London Listed Developing Market
  Securities                                          ‟CEEL‟             Central & Eastern Europe London Listed Developing
                                                                         Market
                                                      ‟CHIL‟             China London Listed Developing Market
                                                      ‟CSAL‟             Central & Southern Africa Listed Developing Market
                                                      ‟CZEL‟             Czech Republic London Listed Developing Market
                                                      ‟EGYL‟             Egypt London Listed Developing Market
                                                      ‟GREL‟             Greece London Listed Developing Market
                                                      ‟GRLL‟             Greece London Listed 2 Developing Market
                                                      ‟HUNL‟             Hungary London Listed Developing Market
                                                      ‟INDL‟             India London Listed Developing Market
                                                      ‟ISRL‟             Israel London Listed Developing Market
                                                      ‟KORL‟             South Korea London Listed Developing Market
                                                      ‟LEBL‟             Lebanon London Listed Developing Market
                                                      ‟MDEL‟             Middle East London Listed Developing Market
                                                      ‟NAML‟             North Africa & Mediterranean London Listed
                                                                         Developing Market
                                                      ‟POLL‟             Poland London Listed Developing Market
                                                      ‟TAIL‟             Taiwan London Listed Developing Market
                                                      ‟TURL‟             Turkey London Listed Developing Market
  Non-London Listed Developing       'NLLD'           „ASAN‟             Asia Non-London Listed Developing Market
  Markets Securities                                  ‟CEEN‟             Central & Eastern Europe Non-London Listed
                                                                         Developing Market
                                                      ‟CHIN‟             China Non-London Listed Developing Market
                                                      ‟EGYN‟             Egypt Non-London Listed Developing Market
                                                      ‟HUNN‟             Hungary Non-London Listed Developing Market
                                                      ‟INDN‟             India Non-London Listed Developing Market
                                                      ‟ISRN‟             Israel Non-London Listed Developing Market
                                                      ‟KORN‟             South Korea Non-London Listed Developing Market
                                                                         Lebanon Non-London Listed Developing Market
                                                      ‟LEBN‟             Poland Non-London Listed Developing Market
                                                      ‟POLN‟             Taiwan Non-London Listed Developing Market
                                                      ‟TAIN‟             Turkey Non-London Listed Developing Market
                                                      ‟TURN‟




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    Segment Description               Segment Code           Sector Code                      Sector Description
African Market Top Company           ZA01                   J1H1               Dual listed UK high-priced
Securities                                                  J1M1               Dual listed UK mid-priced
                                                            J1L1               Dual listed UK low-priced
                                                            J1H2               Top Companies high-priced
                                                            J1M2               Top Companies mid-priced
                                                            J1L2               Top Companies low-priced



African Market Medium Liquid         ZA02                   J2H1               High liquid high-priced
Securities                                                  J2M1               High liquid mid-priced
                                                            J2L1               High liquid low-priced
                                                            J2H2               Medium liquid high-priced
                                                            J2M2               Medium liquid mid-priced
                                                            J2L2               Medium liquid low-priced

African market Less Liquid           ZA03                   J3H1               Less liquid high-priced
Securities                                                  J3M1               Less liquid mid-priced
                                                            J3L1               Less liquid low-priced
                                                            ALT                Alternative Exchange

African market Specialist Products   ZA04                   J4S1               Specialist products ( Warrants)

                                                            J4S2               Specialist products (IPS)

Africa Board
                                     ZA05                   NA01               JSE/Namibia Listed
African Market NSX Securities                                                  Dual-listed NSX high-priced
                                     ZA11                   N1H1               Dual-listed NSX mid-priced
                                                            N1M1               Dual-listed NSX low-priced
                                                            N1L1
                                                                               Local NSX high-priced
                                                            N1H2               Local NSX mid-priced
                                                            N1M2               local NSX low-priced
                                                            N1L2

The following segments are provided for testing: Not applicable to JSE Market

    Segment Description               Segment Code           Sector Code                      Sector Description

Test Segment (Quotes)                'TEST'                 'DOTS'             Domestic Test Stocks
                                                            'INTS'             Intl. Test Stocks

Test Segment (Orders)                'ODTT'                 'ODTT'             Test Stocks (Orders)

Regulatory Conformance               „RCON‟                 „RCON‟             Regulatory Conformance

Euro Testing Quote/Order Book        „EURT‟                 „EUQO‟             Euro Testing Quote/Order Entry

                                              Note:   The Exchange may amend these values within a reasonable
                                                      written notice period




                                              Sector Name
                                              A description of each sector within the market.

                                                  Length:               30
                                                  Format:               Alphanumeric
                                                  ISO Standard:         N/A


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                                           A full list of these values can be found under Sector Code.
                                           Note: The Exchange may amend these values at any time following
                                           one month’s prior written notice.




                                           Security Maximum Spread
                                           This field informs Participants of the maximum spread allowable for an
                                           instrument when submitting quote messages, calculated as a percentage
                                           of mid-price.

                                               Length:               5
                                               Format:               Numeric
                                               Precision:            2

                                           SEDOL Code
                                           This field is assigned by the Exchange to uniquely identify a tradable
                                           instrument or fund.

                                               Length:               7
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A



                                           Segment Code

                                           A code which uniquely identifies a specific trading area as defined by the
                                           London Stock Exchange.
                                               Length:               4
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A


                                           A full list of these values can be found under Sector Code.
                                           Note: The Exchange may amend these values at any time following
                                           one month’s prior written notice.



                                           Segment Name
                                           A description of each segment within the market.

                                               Length:               30
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A


                                           A full list of these values can be found under Sector Code.
                                           Note: The Exchange may amend these values at any time following
                                           one month’s prior written notice.



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                                           Sell Percentage
                                           The percentage of total order volume for a tradable instrument currently
                                           on the sell side of the order book.

                                               Length:               7
                                               Format:               Numeric
                                               ISO Standard:         N/A
                                               Precision:            4



                                           Sell Volume
                                           The total quantity of orders for a tradable instrument currently on the sell
                                           side of the order book.

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Service Code
                                           This field will indicate to a subscriber's sytem the broadcast data group to
                                           which a message belongs. In interactive request messages it will only be
                                           formatted by the Exchange system within the response message to
                                           indicate whether the message generated is a legacy message or a
                                           message used exclusively within TradElect.

                                               Length:               3
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                           The field can have the following values:

                                               Broadcast Data Group                                   Data Group
                                               SEAQ Prices                                            B01
                                               Market Status Indicators                               B02
                                               SEATS PLUS Prices                                      B03
                                               SEATS PLUS Trades and Volumes                          B04
                                               Public Order Book Download                             B05
                                               UK System Rule Reference Data (Full)                   B06
                                               UK System Rule Reference Data (Changes)                B07
                                               SEATS PLUS Market Reference Data (Full)                B08
                                               SEATS PLUS Market Reference Data (Changes)             B09
                                               Market Reference Data (Full)                           B10
                                               Market Reference Data (Changes)                        B11
                                               SEAQ Market Reference Data (Full)                      B12
                                               SEAQ Market Reference Data (Changes)                   B13
                                               International Market Reference Data (Full)             B14
                                               International Market Reference Data (Changes)          B15
                                               Regulatory Announcements                               B16
                                               Index Package A                                        B17
                                               Index Package B                                        B18
                                               Index Package C                                        B19
                                               SEAQ Trades                                            B20
                                               International Trades                                   B21
                                               International Prices                                   B22
                                               SETS Level 1                                           B23
                                               SEAQ Level 1                                           B24
                                               SEATS PLUS Level 1                                     B25

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                                           International Level 1                              B26
                                           UK Snapshots                                       B27
                                           International Snapshots                            B28
                                           UK Closing Prices                                  B29
                                           International Closing Prices                       B30
                                           UK Recovery Cycle A                                B31
                                           UK Recovery Cycle B                                B32
                                           International Recovery Cycle                       B33
                                           International System Rule Reference Data (Full)    B36
                                           International System Rule Reference Data (Changes) B37
                                           Official List (Full)                               B38
                                           Official List (Changes)                            B39
                                           SETS Order Book Download                           B40
                                           SETS Market Reference Data (Full)                  B41
                                           SETS Market Reference Data (Changes)               B42
                                           SETS Trades                                        B43
                                           SETS Prices                                        B44
                                           SETS Prices                                        B45
                                           International Retail Service                       B46
                                           SETS and IRS Automatic Trades VWAP                 B47
                                           SETS and IRS Enhanced Best Price and SETS
                                           Indicative Uncrossing Price and Volume             B48
                                           SETS and IRS Cumulative Volumes                    B49
                                           International Order Book Automatic Trades VWAP B50
                                           International Order Book Enhanced Best Price and
                                           Indicative Uncrossing Price and Volume              B51
                                           IOB and SEAQ I Cumulative Volumes                   B52
                                           SEAQ Cumulative Volumes                             B53
                                           AIM Cumulative Volumes                              B54
                                           Covered Warrant prices                              B55
                                           Covered Warrant Orderbook bests                     B56
                                           Covered Warrant Enhanced Best Price                 B57
                                           SETS and IRS Opening Price, High/Low Values
                                           and Trades VWAP                                     B58
                                           SEAQ Opening Price, High/Low Values
                                           and Trades VWAP                                     B59
                                           SEATS and AIM Opening Price and High/Low Values B60
                                           SETS Buy/Sell Percentages, Money Flow
                                           and Time Weighted Average Spread                    B61
                                           IOB Opening Price, High / Low Values and
                                           Trades VWAP                                         B62
                                           IOB Buy / Sell Percentages, Money Flow and Time
                                           Weighted Average Spread                             B63
                                           SEAQ International Opening Price and
                                           High/Low Values                                     B64
                                           End of Day Summary                                  B65

                                           JSE Start of Day Public Order Book                 J01
                                           JSE Market Rules (Full)                            J02
                                           JSE Market Reference Data (Full)                   J03
                                           JSE Market Rules (Changes)                         J10
                                           JSE Market Reference Data (Changes)                J11
                                           JSE Orders Level 2                                 J20
                                           JSE Intra-day Prices Level 1                       J21
                                           JSE Trades                                         J22
                                           JSE Market Status Indicators                       J23
                                           JSE VWAP                                           J24
                                           JSE Cumulative number and volume of trades         J25
                                           Quote information                                  J28
                                           JSE News                                           J50
                                           FTSE/JSE Africa Indices                            J51
                                           NSX Start of Day Public Order Book                 N01
                                           NSX Market Data                                    N02
                                           NSX Trades                                         N03
                                           NSX Indices                                        N04



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                                               Interactive Data Group                                  Data Group
                                               Own Order Book Download                                 T01
                                               Interactive Trading Service                             T02
                                               Note: The Exchange may amend these values at any time following
                                                     one month’s prior written notice.


                                           Session Error Code
                                           This field will be used to indicate whether a request was processed
                                           successfully or not. It will be formatted with spaces for success or will
                                           contain an advisory code of the format 'AnnnA' if there was an error. For a
                                           complete list of Advisory Codes, see Section 5.

                                               Length:                5
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Set Announcement Marker
                                           This is used to set an announcement marker against a particular tradable
                                           instrument.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values:

                                               'Y'                    Announcement marker set
                                               'N'                    Announcement marker removed.

                                           Settlement Account
                                           A code to represent valid settlement accounts on new messages.
                                           Together with Capacity this supersedes the Dealing Capacity used for
                                           legacy messages.

                                               Length:               1
                                               Format:               Alphanumeric
                                           The field can have the following values:

                                               „H‟ House
                                               „C‟ Client
                                               „S‟ Standing



                                           Settlement Due Date
                                           The date on which a transaction is due to settle. The format of this field is
                                           CCYYMMDD

                                               Length:                8
                                               Format:                Numeric
                                               ISO Standard:          ISO 8601



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                                           Settlement Type
                                           This is a free format field which holds an indicator showing what the
                                           Covered Warrant is settled for on expiry.

                                               Length:                8
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Settlement Venue
                                           A three character code which represents a valid Settlement Venue.

                                               Length:               3
                                               Format:               Alphanumeric
                                           The following field values are subject to change and will be confirmed at a
                                           later date:

                                               „LCH‟         LCH.Clearnet
                                               „CLH‟         Clearnet.LCH
                                               „^^^‟         Default Settlement Venue
                                               „NSV‟         No Settlement Venue
                                               „JCP‟         JSE Default Settlement Venue

                                           Settlement Venue Name
                                           The long name used to identify a Settlement Venue.

                                               Length:               30
                                               Format:               Alphanumeric



                                           Settlement Venue Counterparty Name
                                           An 11 character code which represents the Member ID of a Settlement
                                           Venue and which will be returned in the counterparty field for novated
                                           trades.

                                               Length:               11
                                               Format:               Alphanumeric



                                           Shareholder
                                           Name of the fund management company holding shares on behalf of a
                                           beneficial owner.

                                               Length:               45
                                               Format:               Alphanumeric
                                               ISO Standard:          N/A



                                           Shareholder Ranking
                                           The Shareholder Ranking field is set accordingly between 1 and 5.



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                                               Length:               1
                                               Format:               Numeric
                                               ISO Standard:          N/A



                                           Single Fill Indicator
                                           This field indicates that order execution against an entered order will only
                                           take place if the trade is executed to the full size of the order. The single
                                           fill indicator applies to all order types except hit orders.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the following values:

                                               'Y'                    Yes
                                               'N'                    No




                                           Six Month Alpha

                                           The six month alpha is a measure of an instrument‟s price return
                                           relationship with a market index over a six month period. All alpha
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:               18
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A
                                               Precision:             8



                                           Six Month Average Volume

                                           This shows the average trading volume for an instrument over a six
                                           month period for both manual and automatic trades.
                                               Length:               18
                                               Format:               Alphanumeric
                                               ISO Standard:         N/A



                                           Six Month Beta

                                           The six month beta is a measure of an instrument‟s price return
                                           relationship with a market index over a six month period. All beta
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is


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                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:            8



                                           Six Month Cumulative Volume

                                           This shows the Cumulative trading volume for an instrument over a six
                                           month period for both manual and automatic trades.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A




                                           Six Month DRIP Return

                                           These are compounded „investment returns‟ of an instrument over a six
                                           month period. The DRIP returns include investment returns related to
                                           dividend payments in addition to the simple price change of the asset over
                                           the period. For the purposes of these calculations it is assumed that
                                           dividend payments are immediately re-invested by buying additional
                                           shares in the instrument.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:            8

                                           Six Month Return

                                           The percentage returns for a particular instrument over a six month
                                           period.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:            8




                                           Source System Identifier

                                           This field indicates which Exchange source system the message
                                           originates from.
                                               Length:              6
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A


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                                            This field can have the following values given below:

                                                „^^^^^^‟     The message originated from a live system
                                                'OTEST^‟     The message originated from a legacy test system
                                                „TEST^^‟     The message originated from a test system


                                           Note: Previously referred to as the Broadcast Message Header Reserved
                                           Field.

                                            Standard Market Size (SMS)
                                            Standard Market Size is the MiFID average order size threshold for firms
                                            conducting in-house business (internalisation). Order sizes above the
                                            SMS do not need the offer prices to be published. SMS will not be
                                            controlled by the Exchange but will be set at an EU level.

                                                Length:              10
                                                Format:              Numeric

                                            Static Price Monitoring Value
                                            The static price monitoring tolerance for an instrument. This is used in
                                            conjunction with the Static Price Monitoring Multiplier if Period Based
                                            Price Monitoring Flag = N.

                                                Length:              5
                                                Format:              Numeric
                                                ISO Standard:        N/A
                                                Precision:           2

                                            Static Price Monitoring Multiplier
                                            Used as a multiplier in conjunction with the Static Price Tolerance Value.

                                                Length:              4
                                                Format:              Numeric
                                                ISO Standard:        N/A
                                                Precision:           2



                                            Static Price Tolerance
                                            The absolute static price monitoring tolerance used for a specific period.
                                            This is used if Period Based Price Monitoring Flag = Y.

                                                Length:              5
                                                Format:              Numeric
                                                ISO Standard:        N/A
                                                Precision:           2



                                            Status Indicator (Reserved)
                                            This indicator is used internally by the Exchange to determine whether a

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                                           trade report is new or a correction to an existing report. The field is for
                                           internal use only and will remain reserved.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A



                                           Strike Price
                                           This is a free format field used to give the price at which a Covered
                                           Warrant can be exercised.

                                               Length:                  8
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A

                                           Suspended Indicator Status
                                           This identifies the status of a tradable instrument by currency within a
                                           market segment.

                                               Length:                 1
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                           The field can have the following values:
                                               'Y'            The tradable instrument/currency is suspended
                                                              and no trading is allowed in the instrument
                                               'N'            The tradable instrument/currency is not
                                                              suspended


                                           Three Month Alpha

                                           The three month alpha is a measure of an instrument‟s price return
                                           relationship with a market index over a three month period. All alpha
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:                 18
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A
                                               Precision:              8



                                           Three Month Average Volume

                                           This shows the average trading volume for an instrument over a three
                                           month period for both manual and automatic trades.
                                               Length:                 18
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A

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                                           Three Month Beta

                                           The three month beta is a measure of an instrument‟s price return
                                           relationship with a market index over a three month period. All beta
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Three Month Cumulative Volume

                                           This shows the Cumulative trading volume for an instrument over a three
                                           month period for both manual and automatic trades.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A




                                           Three Month DRIP Return

                                           These are compounded „investment returns‟ of an instrument over a three
                                           month period. The DRIP returns include investment returns related to
                                           dividend payments in addition to the simple price change of the asset over
                                           the period. For the purposes of these calculations it is assumed that
                                           dividend payments are immediately re-invested by buying additional
                                           shares in the instrument.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Three Month Return

                                           The percentage returns for a particular instrument over a three month
                                           period.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:            8



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                                           Three Year Alpha

                                           The three year alpha is a measure of an instrument‟s price return
                                           relationship with a market index over a three year period. All alpha
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Three Year Average Volume

                                           This shows the average trading volume for an instrument over a three
                                           year period for both manual and automatic trades.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A



                                           Three Year Beta

                                           The three year beta is a measure of an instrument‟s price return
                                           relationship with a market index over a three year period. All beta
                                           calculations are measured with respect to the FTSE All Share index.
                                           These are calculated by least squares analysis of the daily log returns of
                                           the instrument in question versus those of the market. The beta value is
                                           the slope of the best-fit line of instrument and market returns and the
                                           alpha is the intercept on the y-axis.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Three Year Cumulative Volume

                                           This shows the Cumulative trading volume for an instrument over a three
                                           year period for both manual and automatic trades.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A




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                                           Three Year DRIP Return

                                           These are compounded „investment returns‟ of an instrument over a three
                                           year period. The DRIP returns include investment returns related to
                                           dividend payments in addition to the simple price change of the asset over
                                           the period. For the purposes of these calculations it is assumed that
                                           dividend payments are immediately re-invested by buying additional
                                           shares in the instrument.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Three Year Return

                                           The percentage returns for a particular instrument over a three year
                                           period.
                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:            8




                                           Tick Size
                                           The code to identify the valid format in which prices can be
                                           entered/displayed. The price must be a multiple of this Tick Size.

                                               Length:              18
                                               Format:              Alphanumeric
                                               ISO Standard:        N/A
                                               Precision:           8



                                           Time of Change
                                           This field contains the time at which the status of an index changed on the
                                           Index Processor. The format of this field is HHMMSS. Only the hours and
                                           minutes will be formatted, the seconds will be set to "00".

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601

                                           Time of Index Value
                                           This field contains the time at which an index is calculated on the Index
                                           Processor. The format of this field is HHMMSS. Only the hours and
                                           minutes will be formatted, the seconds will be set to "00".

                                               Length:               6
                                               Format:               Numeric

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                                               ISO Standard:         ISO 8601

                                           Time of Message Preparation
                                           This field will be formatted by subscriber systems and the Exchange
                                           system with HHMMSS in order to enable time related processing to take
                                           place. This time will be set to Coordinated Universal Time (UTC) for a
                                           Logon Acknowledgement message and local market time for all other
                                           messages.

                                               Length:              6
                                               Format:              Numeric
                                               ISO Standard:        ISO 8601




                                           Time of Mid High
                                           The time at which the highest Mid Price for a tradable instrument was
                                           calculated.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601



                                           Time of Mid Low
                                           The time at which the lowest Mid Price for a tradable instrument was
                                           calculated.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601



                                           Time of Preparation
                                           Time of generation of a broadcast message, formatted with HHMMSS.

                                               Length:               8
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601



                                           Time of Trade High
                                           The time at which the highest Trade Price for a tradable instrument took
                                           place.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601




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                                           Time of Trade Low
                                           The time at which the lowest Trade Price for a tradable instrument took
                                           place.

                                               Length:               6
                                               Format:               Numeric
                                               ISO Standard:         ISO 8601




                                           Time Validity
                                           This is the time that an order on the Order Book expires.

                                               Length:               4
                                               Format:               Numeric
                                               ISO Standard:         N/A



                                           Time Weighted Average Spread
                                           The average spread over a configurable period, weighted by the length of
                                           time that the spread applied.

                                               Length:               18
                                               Format:               Numeric
                                               ISO Standard:         N/A
                                               Precision:            8



                                           Time Zone Offset
                                           Used to identify the offset of a Market in comparison to the system time
                                           standard of coordinated universal time (UTC). Note UTC is also known as
                                           Greenwich Mean Time (GMT).

                                               Length:               4
                                               Format:               Signed
                                               ISO Standard:         N/A
                                               Precision:            1

                                           Total Hidden Trade Size
                                           The size of the execution attributable to the hidden size of the iceberg
                                           order

                                               Length:               12
                                               Format:               Numeric
                                               ISO Standard:         N/A

                                           Total Number of Trades
                                           The total number of trades across 1 or multiple messages


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                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          N/A

                                           Total Visible Trade Size
                                           The size of the execution attributable to the peak (visible) size of the
                                           iceberg order

                                               Length:                12
                                               Format:                Numeric
                                               ISO Standard:          N/A



                                           Tradable Instrument Code
                                           Together with the Country of Register, the code used to uniquely identify a
                                           tradable instrument. This will be the International Security Identification
                                           Number (ISIN). If an ISIN Code has not been assigned by a national
                                           numbering authority, the Exchange will place the SEDOL Code in
                                           positions 5-11 within the Tradable Instrument Code and space fill the
                                           other positions.

                                               Length:                12
                                               Format:                Alphanumeric
                                               ISO Standard:          ISO 6166


                                           Tradable Instrument Display Mnemonic
                                           The mnemonic code is allocated by the Exchange and used to identify a
                                           tradable instrument.

                                               Length:                4
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           The following characters will not be used:

                                               ,    (comma)           ASCII 2c
                                               :    (colon)           ASCII 3b
                                               ;    (semi colon)      ASCII 3a
                                               <    (less than)       ASCII 3c
                                               >    (greater than)    ASCII 3e
                                               |    (pipe)            ASCII 7c
                                               #    (hash)            ASCII 23

                                           Tradable Instrument Effective Date
                                           This is the date from which orders and quotes can be entered into the
                                           Exchange system for a tradable instrument/currency within a market
                                           segment.

                                           Tradable Instrument Effective Date is the date from which an instrument
                                           may be traded in that market segment. Thereafter as new tradable
                                           Instruments/currencies are assigned to a market segment, this field
                                           shows the date on which the assignment becomes effective.

                                               Length:                8
                                               Format:                Numeric

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                                               ISO Standard:             ISO 8601

                                           Tradable Instrument Name
                                           The description of a tradable instrument. This is commonly known as the
                                           “Long Name”.

                                               Length:                   40
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A

                                           Tradable Instrument Short Name
                                           This field is used to specify the abbreviated name of a tradable
                                           instrument.

                                               Length:                   15
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A


                                           The LSE usage of this field for Covered Warrants follows the following
                                           format :

                                               LSE
                                               Content                   Format     Length
                                               Underlying TIDM                          4
                                               Filler                                   1
                                               Issuer                                   4
                                               Filler                                   1
                                               Contract Type                            1
                                               Contract Style                           1
                                               Warrant Type                             1
                                               Filler                                   1
                                               Issue Identifier                         1
                                           The JSE usage of this field for Covered Warrants follows the following
                                           format :

                                               JSE/NSX
                                               Content                   Format     Length
                                               Issuer Initial                           2
                                               Filler                                   1
                                               Underlying Alpha Code                    3
                                               Filler                                   1
                                               Contract Type                            1
                                               Issue Sequence                           1
                                               Warrant Type                             1
                                               Filler                                   5




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                                           Tradable Instrument Symbol Code Group A
                                           This field contains 12, 3-byte codes, each identifying a specific symbol
                                           used in the formatting of the DOL.

                                               Length:                   36
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A
                                           Note:       These codes are not in any specific order. Embedded blank
                                                       codes may exist within a list of genuine codes


                                           Tradable Instrument Symbol Code Group B
                                           This field contains a single, 3-byte code which is specific to the JSE
                                           market.

                                               Length:                   3
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A

                                           Tradable Instrument Type
                                           This field is used to specify the type of a tradable instrument.

                                               Length:                   2
                                               Format:                   Alphanumeric
                                               ISO Standard:             N/A
                                           The field can have the following values:

                                               LSE Market
                                               'AI'                      Automated Input Facility
                                               'AL'                      Allotment Letters
                                               'BD'                      Bonds
                                               'BG'                      Bulldogs
                                               'CN'                      Convertible
                                               'CW'                      Covered Warrants
                                               'DB'                      Debentures (JSE)
                                               'DE'                      UK Equity
                                               'DR'                      Depository Receipt
                                               'EW'                      Equity Warrant
                                               'FB'                      Foreign Government Bonds
                                               „FL‟                      Fully Paid Letter (JSE)
                                               „FT‟                      Foreign Unit Trusts (JSE)
                                               'GT'                      Gilts
                                               'GW'                      Gilt Warrants
                                               'IE'                      International Equity
                                               ‟IP'                      Investment Product (JSE)
                                               'KR'                      Kruger Rand (JSE)
                                               'LS'                      Loan Stock
                                               'ML'                      Medium Term Loans
                                               'MW'                      Miscellaneous Warrants
                                               'NL'                      Nil Paid Letter (JSE)
                                               'OS'                      Ordinary Share (JSE / NSX)
                                               'PL'                      Partly paid letter (JSE)
                                               'PN'                      Portfolio Notification


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                                               'PS'                    Preference Shares (JSE / NSX)
                                               'PU'                    Package Units
                                               'RT'                    Rights
                                               'SP'                    Structured Products
                                               'SU'                    Stapled Unit (JSE)
                                               'TF'                    Tradable Fund (JSE)
                                               „UT‟                    Unit Trust (JSE)
                                               „WR”                    Warrants (JSE)
                                               'ZC'                    Zero Coupon Bonds


                                               JSE Market
                                               'CJ'                    Covered Warrants
                                               'IP'                    Investment Product
                                               'PS'                    Preference Share
                                               'FL'                    Fully Paid Letter
                                               'FT'                    Foreign Unit Trusts
                                               'KR'                    Kruger Rand Group
                                               'NL'                    Nil Paid Letter
                                               'OS'                    Prdinary Share
                                               'PL'                    Partly Paid Letter
                                               'SU'                    Stapled Unit
                                               'TF'                    Tradable Fund
                                               „UT‟                    Unit Trust
                                               „WR‟                    Warrants


                                           Note:      The Exchange may amend these values at any time following
                                                      five working days’ prior written notice.




                                           Trade Code
                                           A code which is assigned by the Exchange to uniquely identify executed
                                           trades. This field is reserved in the trade report messages which are sent
                                           from the participant to the Exchange.

                                               Length:                 10
                                               Format:                 Alphanumeric
                                               ISO Standard:           N/A



                                           Trade Date
                                           The date on which a trade was executed, either automatically, via the
                                           trading system, or by telephone. The format of this field is CCYYMMDD.

                                               Length:                 8
                                               Format:                 Numeric
                                               ISO Standard:           ISO 8601

                                           Trade Execution Type
                                               Length:                1
                                               Format:                Alphanumeric


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                                           The field can have the following values:

                                               „A‟ Automatic
                                               „M‟ Manual



                                           Trade High
                                           The highest Trade Price for a tradable instrument for at trading day

                                               Length:                  18
                                               Format:                  Numeric
                                               ISO Standard:            N/A
                                               Precision:               8

                                           Trade Low
                                           The lowest Trade Price for a tradable instrument for a trading day

                                               Length:                  18
                                               Format:                  Numeric
                                               ISO Standard:            N/A
                                               Precision:               8

                                           Trade Message String
                                           Used to send individual trade details concatenated as a string value.

                                               Length:                 n/a
                                               Format:                Alphanumeric

                                           Trade Price
                                           The price at which a trade was executed.

                                               Length:                  18
                                               Format:                  Numeric
                                               Precision:               8
                                               ISO Standard:            N/A


                                           The JSE downstream systems only support a maximum precision of 2.


                                           Trade Reporting Period Basis
                                           Used to identify the trade reporting model used in a Segment.

                                               Length:                  1
                                               Format:                  Alphanumeric


                                           This field can have the following values:
                                               „S‟                      Single Sided
                                               „D‟                      Enhanced Dual Sided
                                               „R‟                      Current Dual Sided

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                                           Trade Reporting Period End Time
                                           The latest time at which participants can enter trade reports.

                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          ISO 9735

                                           Trade Reporting Period Start Time
                                           The earliest time at which participants can enter trade reports.

                                               Length:                4
                                               Format:                Numeric
                                               ISO Standard:          ISO 9735

                                           Trade Request Status
                                           Used to report the status of a manual trade.

                                               Length:                1
                                               Format:                Alphanumeric


                                           This field can have the following values:
                                               „C‟                    Confirm
                                               „D‟                    Deny
                                               „R‟                    Reuqest
                                               „„                     Single Sided

                                           Trade Size
                                           The quantity of tradable instrument which was bought or sold.

                                               Length:                13
                                               Format:                Numeric
                                               ISO Standard:          N/A
                                           Note:     Corrections to trade volumes will be made by the Exchange.
                                                     The trade size entered by the participant must be greater than
                                                     zero


                                           Trade Size Restriction Indicator
                                           This is used to indicate whether the quote minimum and maximum trade
                                           sizes are enforced in a market segment.

                                           When the trade sizes are not enforced, quotes must be entered with
                                           minimum and maximum trade sizes of 0 and 9,999,999,999.

                                               Length:                1
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A
                                           This field can have the values given below:


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                                               'Y'                      Trade Sizes enforced
                                               'N'                      Trade Sizes not enforced

                                           Trade Status
                                           Used to confirm the status of an enhanced dual-sided manual trade.

                                               Length:                 1
                                               Format:                 Alphanumeric
                                           The field can have the following values:

                                               „M‟ Matched
                                               „D‟ Denied
                                               „U‟ Unmatched
                                               „X‟ Cancelled
                                               „A‟ Awaiting Cancellation
                                               „S‟ Single Sided

                                           Trade Time
                                           This is the time at which a trade was executed, either automatically within
                                           the trading system, or by telephone. This field is of the format HHMMSS.

                                               Length:                  6
                                               Format:                  Numeric
                                               ISO Standard:            ISO 8601

                                           Trade Time Indicator
                                           This field indicates whether a reported trade was made outside a normal
                                           trade reporting period, whether it was reported 'late' or whether it was
                                           reported on time.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           This field can have the values given below:

                                               'N'                      Normal
                                               'L'                      Late
                                               'O'                      Overnight.
                                           Note:      The Exchange may amend these values at any time following
                                                      five working days’ prior written notice.


                                           Trade Type Indicator
                                           This indicates the type of trade which has occurred.

                                               Length:                  2
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           Note:      The Exchange may amend these values at any time following
                                                      five working days’ prior written notice.


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                                           Trader Group
                                           Trader Group is used to replace Participant Code in the header of all
                                           interactive messages sent to and from the Exchange. This information is
                                           not disseminated outside of the Member it belongs to.

                                               Length:              11
                                               Format:              Alphanumeric

                                           Trader Group Buy
                                           The Trader group of the participant on the buy side of the trade.

                                               Length:              1
                                               Format:              Alphanumeric

                                           Trader Group Sell
                                           The Trader group of the participant on the sell side of the trade.

                                               Length:              1
                                               Format:              Alphanumeric

                                           Trader ID
                                           Used to identify an individual trader within a Trader Group.

                                               Length:              11
                                               Format:              Alphanumeric

                                           Trader ID Required Indicator
                                           Used to indicate whether Trader ID is mandatory on incoming messages
                                           for a particular Segment.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No




                                           Trades Based Segment Indicator
                                           Used to indicate whether the Segment uses automatic trades or mid price
                                           to calculate the closing price.

                                               Length:              1
                                               Format:              Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Last AT
                                               „N‟ Mid-Price



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                                           Uncrossing Price
                                           The price at which uncrossing takes place for a tradable instrument.

                                               Length:                  18
                                               Format:                  Numeric
                                               Precision:               8
                                               ISO Standard:            N/A

                                           Uncrossing Price Status Indicator
                                           This field indicates the type of uncrossing price being disseminated in the
                                           Uncrossing Price message.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'I'                      Indicative – The uncrossing price in the
                                                                        message is indicative of the price at which
                                                                        execution would occur if the book was to
                                                                        immediately uncross.
                                               'F'                      Firm – The uncrossing price in the message
                                                                        refers to the actual uncrossing execution price.
                                               „V‟                      Execution is prevented due to insufficient
                                                                        volume.

                                           Uncrossing Process Indicator
                                           This field indicates that start of period processing is performed to uncross
                                           the Order Book.

                                               Length:                  1
                                               Format:                  Alphanumeric
                                               ISO Standard:            N/A
                                           The field can have the following values:

                                               'Y'                      Uncrossing processing required
                                               'N'                      Uncrossing processing not required.

                                           Uncrossing Volume
                                               The volume that has uncrossed for a tradable instrument.

                                               Length:                           12
                                               Format:                           Numeric
                                               ISO Standard:                     N/A

                                           Unit of Quotation
                                           The unit of quotation for an asset.

                                               Length:                 10
                                               Format:                 Numeric



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                                           Unsolicited Connection Status
                                           Used to confirm the status of a users connection as regards to unsolicited
                                           messages.

                                               Length:                1
                                               Format:                Alphanumeric


                                           The field can have the following values:

                                               'Y'                    Connected
                                               'N'                    Disconnected




                                           Upper Price Band
                                           The highest price that is possible for the associated tick size in an
                                           instrument.

                                               Length:               18
                                               Format:               Numeric
                                               ISO Standard:         N/A
                                               Precision:            8


                                           USAP MAC Key
                                           This is used by participants to generate the Message Authentication Code
                                           for messages to be sent to the Exchange.

                                               Length:                16
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           User Code
                                           This field contains the user code of the subscriber. This will be used to
                                           validate every message received on an interactive connection and must
                                           be the same as the User ID when the connection was established.

                                               Length:                6
                                               Format:                Alphanumeric
                                               ISO Standard:          N/A

                                           Validate Maximum Expiry Date
                                           Used to identify whether the expiry date on an Incoming Order is
                                           validated. Used in conjunction with the value held in the Number of Valid
                                           Days for the Segment.

                                               Length:                1
                                               Format:                Alphanumeric




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                                           Validate Trade Price
                                           Used in identify if the trade price is validated in manual trade reports
                                           submitted to the Exchange

                                               Length:               1
                                               Format:               Alphanumeric
                                           The field can have the following values:

                                               „Y‟ Yes
                                               „N‟ No

                                           Validity Type
                                           Used in conjunction with the Market Mechanism.This field specifies the
                                           validity parameters.

                                               Length:               3
                                               Format:               Alphanumeric
                                           The field can have the following values:

                                               „ATO‟        At the Open
                                               „ATC‟        At the Close
                                               „ENE‟        Execute and Eliminate
                                               „FOK‟        Fill or Kill
                                               „GFA‟        Good for Auction
                                               „GFD‟        Good for Day
                                               „GFX‟        Good for Intra-Day Auction
                                               „GTC‟        Good till Cancelled
                                               „GTT‟        Good till Time



                                           Value Not Executed Buy Side
                                           The total value of orders currently on the buy side of the order book for a
                                           tradable instrument. This is calculated as the sum of Order Size X Order
                                           Price for all orders on the buy side of the book.

                                               Length:                       28
                                               Format:                       Numeric
                                               ISO Standard:                 N/A
                                               Precision:                    8



                                           Value Not Executed Sell Side
                                           The total value of orders currently on the sell side of the order book for a
                                           tradable instrument. This is calculated as the sum of Order Size X Order
                                           Price for all orders on the sell side of the book.

                                               Length:                       28
                                               Format:                       Numeric
                                               ISO Standard:                 N/A


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                                               Precision:                   8



                                           Volume of Orders at Best Bid Price
                                           The quantity of orders for a tradable instrument that may be bought at the
                                           best price.

                                               Length:                      12
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           Volume of Orders at Best Offer Price
                                           The quantity of orders for a tradable instrument that may be sold at the
                                           best price.

                                               Length:                      12
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           Volume of Trades
                                           The daily cumulative volume of trades for a tradable instrument

                                               Length:                      12
                                               Format:                      Numeric
                                               ISO Standard:                N/A

                                           VWAP
                                           The cumulative Volume Weighted Average Price for a tradable instrument
                                           for that trading day.

                                               Length:               18
                                               Format:               Numeric
                                               ISO Standard:         N/A
                                               Precision:            8

                                           Years Automatic Trade High
                                           The Highest Automatic Trade for a tradable instrument in a year

                                               Length:               18
                                               Format:               Numeric
                                               Precision:            8
                                               ISO Standard:         N/A




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