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BARX

FIX RULES OF

ENGAGEMENTFX POST-TRADE NOTIFICATION AND STP

Version 4.3

February 2011

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Rfrncs/Supporting Documntation

FPLFIXSpecification4.4

FPLFIXImplementationGuide

BARXOn-boardingandConnectivityGuide

BARXClientChecklist

Rvision history

Dat Issud Vrsion No Author Rason for Chang

Aug 2007 4.0 Pritam Kamat Initial

Aug 2007 4.1 Jack Utley Revisions to layout and formatting

Aug 2007 4.1.1 Pritam Kamat Added raw string examples

Sep 2007 4.1.2 Pritam Kamat Added comments from NW

Dec 2007 4.1.3 Jack Utley Reordering of fields to conform with strict validation

Dec 2008 4.1.4 Evon Lim Revisions to FIX tags used in the TCR

June 2009 4.1.5 Jack Utley Adding NDF tags and Client reference fields

January 2010 4.2 Christine Bowes Review and updates

January 2011 4.2.1 Vinayak Doraiswamy FX NDF TCR and updatesFebruary 2011 4.3 Matt Roberts FX Options updates

October 2011 4.3.1 Vinayak Doraiswamy FX NDF Swaps

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CONTENTS

INTRODUCTION

Purpose of this document

Intended audience

Intended use

Scope

What is FIX?

BARX FIX capabilities

FIX versions and messages

FIX Engines and OMS

The FIX team at Barclays Capital

Barclays contact information

SYSTEM OVERVIEWBARX What is BARX?TradeCapture Report for FX Spot, Forward, Swaps and Options

Trade Capture Reporting Supported FIX Behaviour and Messages

Administrative Level Message Details

Application Level Messages

Connectivity

Hours of Operation

End of Day Procedures

Counterparty Identification

Account Fields and Booking Details

Aggregations

Allocations

Duplicate Handling and Error Recovery

Time Synchronization and Stale Messages

Fail Over Procedures

Sequence Diagrams and Message Flows

SEQUENCE DIAGRAMS

APPENDIX 1 MESSAGE DEFINITIONS AND VALUESTrade Capture Report Request, FX Spot, Forward, Swaps and FX Options

Trade Capture Report Request Ack

Trade Capture Report, FX Spot and Forward

Trade Capture Report, FX Swaps

Trade Capture Report, FX NDF

Trade Capture Report, FX NDF Swap

Trade Capture Report, FX Options

APPENDIX 2 DOS AND DONTS FOR FIX TCRS

APPENDIX 3 CONFORMANCE TESTS

2

4

7

8

20

21

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INTRODUCTION

Purpos of this documnt

This document is designed to provide clients/vendors with the

technical specifications required to connect to Barclays CapitalFX trading platform using the FIX protocol. This is one of a

series of detailed technical specifications that outlines the FIX

services offered by Barclays Capital for the following products:

Vol.1Equities

Vol.2FuturesandOptions

Vol.3FX

Vol.4Commodities

Vol.5FixedIncome

Vol.6StructuredProducts

Vol.7MoneyMarkets

Vol.8FXTradeNotificationandSTP

For further information on FIX services for each Asset class

please refer to the relevant Rules of Engagement volume.

Intndd audinc

This document is targeted at business and technical managers

responsible for implementing or building a FIX adaptor to

the BARX FIX API. It provides a functional overview of how

FX post-trade reporting can be supported using FIX, and

specifically how the BARX platform will behave via FIX API.

Intndd us

Trade Capture Reporting via FIX is intended to provide users of

the Barx trading application with a real-time electronic trade

notification feed into their back office systems for booking

and position keeping purposes. Users who intend to use the

FIX feed for risk management purposes should do so in the

knowledge that not all trades are reported in real-time due to

allocations and aggregations functionality available to traders

in the Barx application.

NoteBarxTCRFIXfeedonlysupportsnotificationof

electronically executed orders in Barx. It does not support

voice trades.

Scop

The scope of this document is limited to defining the FIX

messages and formats supported by the BARX platform for FXand FX Options Post-Trade feeds/reporting.

What is FIX?

The Financial Information eXchange (FIX) Protocol is a

technical specification for electronic communication of

financial data. It is a globally accepted standard of messaging

specifications developed through the collaboration of banks,

brokers, exchanges, institutional investors, and information

technology providers from around the world. For more

information and supporting materials on the FIX protocol,

please refer to the FPL website, www.fixprotocol.org.

BARX FIX capabilitis

Trade Capture Reporting via FIX supports trade notification for

all deals done on the BARX application. This includes coverage

of Spot, Forward and Swap trades, as well as Aggregation, Splits

and Allocations. It also includes vanilla and exotic FX options. It

does not provide coverage for Voice trades.

FIX vrsions and mssags

Barclays Capital electronic FX trading system is based on the

FIX protocol (Financial Information eXchange). Barclays Capital

bases its message set on FIX 4.4 for Trade Capture Reporting.

ThesemessagesaredefinedinAppendix1Message

Definitions and Values of this document.

Only the messages and fields relevant to communicating with

Barclays Capital and its clients are included in this document.

Additional fields will be ignored and unsupported field values

will be rejected. This document is intended to complement the

published FIX protocol specification, available at www.fixprotocol.org.

All counterparty applications will be expected to comply withthe FIX protocol for all session level behaviour and should

default to the FIX defined formats and values unless otherwise

stated. Barclays Capital makes use of some Custom defined

fields and formats in its messages.

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FIX ngins and OMS

Barclays Capital uses Cameron Systems Fix Universal Server

with a custom message processor adapted for FX TradeCapture Reporting. Cameron FIX is an industry standard FIX

engine that is compliant and certified for all versions of FIX.

BARX trading platform is a wholly owned and proprietary

trading platform designed and maintained by Barclays Capital.

Th FIX tam at Barclays Capital

Barclays Capital has been using FIX for electronic trading for

over six years and was one of the first adopters to implement

FX trading and streaming executable prices. Supported by

a global team of ten professionals with over 50 years of FIX

experience we provide:

ExperiencedsinglepointofcontactforallFIXrequirements

from analysis through to execution

DedicatedGlobalFIXconnectivityteamofferingprofessional

services and assistance with FIX implementation and

connectivity solutions

ConsistentservicethroughLondon,NewYork,Singapore

and Tokyo providing round-the-clock service 24 hours/day,

5 days/week

Tailoredsolutionstomeetwithindividualclientneeds

CompatibilitywithallmajorFIXengines,BlackBoxesand OMS

Barclays contact information

Implmntation and on-boarding support:

Global FIX Connectivity [email protected]

Production support:

Client Services Group [email protected]

FIX Dsk London

+44 (0)20 7773 4846

CSG Dsk London

+44 (0)20 7773 9885

FIX Dsk Nw York

+1 (212) 412 1820

CSG Dsk Nw York

+1 (212) 412 3640

FIX Dsk Tokyo

+81 (3) 4530 1736

CSG Dsk Tokyo

+81 (3) 4530 5162

FIX Dsk Singapor

+65 6828 5534

CSG Dsk Singapor

+65 6395 3270

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SYSTEM OVERVIEW

BARX What is BARX?

BARX is Barclays Capital award-winning proprietary FX trading

platform, providing institutional traders 24 hour access to two-way executable streaming prices in over 50 currencies

and 300 currency pairs. Our proprietary platform leads the

way with Prcision Pricing. An extra decimal place raises

yourtradinggametoanewlevelofprecision.Youcan

also trade over 50 currencies in 300 pairs up to two years

forward, BARX makes it easier to extend your reach into global

capital markets. Additional products like Money Markets and

Commodities are also available on BARX via FIX.

Trad captur rport for FX Spot, Forward and Swaps

Trade capture reporting allows for Barclays Capitals clients

to receive real-time reporting and historic reporting of

completed trades within the BARX trading environment via

our FIX 4.4 API.

Trade Capture reporting is designed to facilitate the process of

reporting electronic executions dealt over our standard FIX API or

via the BARX Trader GUI, providing clients with an easy means of

receiving trade confirmations either ad hoc or in real-time.

Trade Capture Reporting supports two methods of collection:

SnapshotProvidesahistoricaldownloadofalltradeswithin

the trading day up to the time of the request. This can be

modified to request trades from previous trading days

Snapshot + UpdatsProvidesallhistoricaltradesplusa

subscription to Live trade confirmations in real-time. As long

as your FIX session remains connected you will receive a

copy of each trade notification in BARX.

BARX Trader GUI currently supports trades in:

FXSpot

FXForwards

FXSwaps

NDFs

FXOptions

For a detailed explanation of Trade Capture Reporting

functionality please refer to Volume 5 of the FIX Protocol 4.4

with errata at www.fixprotocol.org.

Trad captur rporting supportd FIX bhaviour and mssags

Administrativ lvl mssag dtails

The following administrative messages will be supported:

Heartbeat

Logon

TestRequest

ResendRequest

Session-levelReject

Sequence-Reset(GapFill)

Logout

These messages may be sent by either party in accordance

with the FIX specification.

Application lvl mssags

The following application messages will be supported by

Barclays Capital:

Mssags snt by Clint to Barclays Capital

TradeCaptureReportRequest

Mssags snt by Barclays Capital to Clint

TradeCaptureReportRequestAck

TradeCaptureReport

Connctivity

Barclays Capital acts as an acceptor of all FIX Connections.

Clients must initiate the Logon sequence and establish their

connection to the appropriate Barclays FIX Gateway as per the

schedule outlined below.

For a more detailed explanation of how you can connect to

Barclays Capital and the supported connectivity options, please

refer to the BARX: On-boarding and Connectivity Guide

document listed in supporting documentation.

Hours of opration

Table 1 shows the hours of operation for the FIX Engines.

When the Barclays Capital FIX Engine stops at the end of the

business day the sequence numbers are reset before the FIX

Engine restarts.

Previous releases of this document provided the times in

GMT/BST but that potentially caused issues during the times

when clocks changed from GMT to BST, as the systems at

Barclays Capital are started and stopped at times relative to

their locale.

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TABLe 1:

Start/Stop tims for FIX Countrpartis

Day Stop-tim Start-tim Clint-stop-actions

Monday 04:50(SYD)

MondayThursday

17:00(NYK) 17:15(NYK) Issue trade capture request tostop receiving any post-tradereports (Optional)Send Logout Message (Optional)Reset Sequence Numbers

Friday 17:00(NYK) Issue trade capture request tostop receiving any post-tradereports (Optional)Send Logout Message (Optional)Reset Sequence Numbers

Saturday n/a No Action

InTable1,thelocaleSYDistheSydneytimezone.

ThelocaleNYKiseithertheESTorEDTtimezonedepending

on the time of year.

end-of-day procdurs

FIX sequence numbers are reset at the end of each weekday

after the daily disconnect.

During the break the FX system rolls its calendar dates. For

example,aSpotdateissuedat17:15NYKwouldbeonedaylater

than the date issued for the same request at 16:49. This convention

isbasedonthetimeoftheNewYorkclose(17:00EST)

All clients are expected to reset their sequence numbers during

this downtime.

Countrparty idntification

SenderCompID (Tag 49) and TargetCompID (Tag 56) are used

to identify counterparties between client and Barclays Capital.

The values of these fields are bilaterally agreed between

Barclays Capital and each client (up to a maximum of 12

characters) during the On-boarding process.

Clint > Barclays Capital:

SenderCompID49=

TargetCompID56=

Barclays Capital > Clint:

SenderCompID49=

TargetCompID56=

Generally there is no requirement for the use of a

SenderSubID, but it can be enabled when required. Currently

the SenderLocationID is not supported.

During the development and testing phase all comp ids are

suffixed with -TEST. Similarly, if between test and productionthe staging environment is used, the ids are suffixed -DEMO.

Account filds and booking dtails (FX only)

If an Account is specified in BARX on the initial trade and is

booked to that account, then the account value is sent in theTrade Capture Report. Where multiple accounts are used,

traders can flag a trade to be Allocated or Split after the trade

is done. When trades are marked for Allocation or Aggregation

they will not be reported until the trade has been fully

executed and booked.

Aggrgations (FX only)

The BARX application allows traders to aggregate orders up

into a single parent order, with a combined quantity of all the

child orders and a cumulative average price. Orders marked by

traders to be aggregated in this way, will not be reported until

the aggregation is completed. Once complete, a single order

will be reported in place of several child orders.

Allocations (FX only)

When trades are not being booked to the default account,

they can be split across several sub-accounts. An order can

be traded in BARX but marked for Allocation and can be split

across several sub-accounts at a later time during the trading

day. Trades completed in this way do not get reported via the

FIX feed until they have been fully Allocated. For Allocated

trades, AllocAccount is used instead of the Account field.

Duplicat handling and rror rcovry

It is recommended that sequence numbers are reset during

Logon(usingtag141=Y)thismeansthatduplicatehandling

iscarriedoutattheapplicationlevel.If141=YisnotusedFIX

session recovery will automatically happen at the FIX level.

Tim synchronisation and stal mssags

Barclays Capital uses NTP to synchronise its servers and

recommends that client systems do the same. The sending

time on all received messages is validated against our system

clock and when messages have a sending time older than a pre-

configured amount of seconds, the message will be rejected.

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SYSTEM OVERVIEW

Fail ovr procdurs

BarclaysCapitalrunsitsFIXEnginesinanHA(highavailability

Active/Active) cluster. This ensures that in the event of a failurewith either FIX Engine or the machine, the clients trading/reporting

activity is unhindered. Barclays Capital supports connectivity from

both a clients DR site and from the client to Barclays Capital DR.

Please see the BARX: On-boarding and Connectivity Guide for

more details on DR.

Barclays Capital closely monitors all its FIX Engines and if the

need arises to contact you due to an exception, the Client

Services Group will contact your designated Application

support contact. Please ensure that your Support details are

passed to your Connectivity Manager prior to Go Live.

Squnc diagrams and mssag flows

Details of the specific tags in the FIX messages are described

laterinAppendix1MessageDetailsandFormats.There

now follows some sequence diagrams with a brief description,

where required. Details of FIX session level sequences such as

ResendRequest, and GapFill are not provided here, (apart from

Logon and Logout).

Logon

The Logon sequence is always initiated by the client. When

loggingon,tag141mustalwaysbesettoY,sincehandlingofresent messages is handled by downstream systems.

Logout

In a FIX session, the Logout behaviour is the Barclays Capital

FIX engine does not send a Logout message to you, you are

recommended to always initiate a Logout after the end of day.

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SEQUENCE DIAGRAMS

FIGURe 1:

Trad Captur Rport Snapshot

Client

TradeCaptureReportRequestAck(35=AQ)

TradeRequestID(568)SubscriptionRequestType(263)

TradeRequestResult(749)

TradeRequestStatus(750)

TradeCaptureReportRequest (35=AD)




TradeRequestResult(749)TradeRequestStatus(750)

Barclays Capital

TradeCaptureReport (35=AE)

TradeReportID(571)TradeRequestID(568)

FIGURe 2:

Trad Captur Rport Snapshot + Updat

Client



TradeRequestResult(749)TradeRequestStatus(750)



TradeCaptureReport (35=AE)

TradeReportID(571)TradeRequestID(568)

TradeCaptureReportRequest(35=AD)


Barclays Capital

FIGURe 3:

Trad Captur Rport Rjction

Client


TradeRequestID(568)TradeRequestResultTradeRequestStatus



Barclays Capital

FIGURe 4:

Trad Captur Rport for NDF trad amndmnts

Client

TradeCaptureReport(35=AE)

TradeReportID(571)TradeReportRefID(572)FixingDate (541) OrderID(37)

Fixing Dateamended

TradeCaptureReport(35=AE)

TradeReportID(571)Fixing Date (541)

OrderID (37)NDFFIag (6082)

Barclays Capital

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APPENDIX 1 MESSAGE DEFINITIONS AND VALUES

Trad Captur Rport Rqust, FX Spot, Forward, and Swaps

The Trade Capture Report Request is used by the counterparty application to request either a snapshot or streaming request from

Barclays Capital trade notification server. The TCR request is either for FX Spot, Forward and Swaps or FX Options, depending onthe value of tag 167 (SecurityType).

Nam Tag Rqd Dscription Vrsion

MsgType 35 Y AD 4.4

TradeRequestID 568 Y Unique Trade RequestID 4.4

TradeRequestType 569 Y 0=AllTradesdefaultvalueforrequestingalltrades3=UnreportedTradestorequestonlythosetradesnotpreviouslysent

4.4

SubscriptionRequestType 263 Y 0=SnapshotOnly1=Snapshot+updates2=DisableorUnsubscribe

4.4

SecurityType 167 N FOR=FXCash(default)OPT=FXOptions

4.4

NoDates 580 Y 1=Onedatespecified.Whenused,TradeDate(Tag75)isrequiredtobepresent.Absenceofthis field, our system would default it as of current trading day.

4.4

TradeDate 75 N ValueDateYYYYMMDD,defaultiscurrenttradingday 4.4

Snapshot onlywillreturnticketsfromthebeginningoftherequestedtradedateuptothetimeoftherequest

Snapshot + Updatswillreturnticketsfromthebeginningoftherequestedtradedateuptothetimeoftherequestand

continue to send tickets in real-time until a SubscriptionRequestType of Disable is sent in a Trade Capture Report Request

exampl of a Trad Captur Rport Rqust for Post-Trads:

(8=FIX.4.4Â9=110Â35=ADÂ49=CLIENT-TCR-TESTÂ56=BARX-TCR-TESTÂ34=6Â52=20081229-12:41:33Â568=AD_20081229-12:41:33.903Â569=0Â263=1Â580=1Â75=20081229Â10=060Â)

BeginString 8 FIX.4.4

BodyLength 9 110

MsgType 35 AD

SenderCompID 49 CLIENT-TCR-TEST

TargetCompID 56 BARX-TCR-TEST

MsgSeqNum 34 6

SendingTime 52 20081229-12:41:33

TradeRequestID 568 AD_20081229-12:41:33.903

TradeRequestType 569 0

SubscriptionRequestType 263 1

NoDates 580 1

TradeDate 75 20081229

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Trad Captur Rport Rqust Ack

The Trade Capture Report Request Ack is used by Barclays Capital to respond to the clients initial TCR request, acknowledging or

rejecting receipt of the request. In the case of subscription type requests it is used to acknowledge the subscription prior to sendingreports. Where details of users or trade dates do not match and no trades are found the TCR Request Ack is used to indicate that the

request has been rejected.


StandardHeader Y MsgType=AQ

TradeRequestID 568 Y Indentifier for the trader request 4.4

TardeRequestType 569 Y 0=Al lTrades 4.4

SubscriptionRequestType 263 N Subscription Request TypeValid values:0=Snapshot1=Snapshot+Updates(Subscribe)2=DisablepreviousSnapshot+UpdateRequest(Unsubscribe)

4.4

TotNumTradeReports 748 N Total number of trade reports returned 4.4

TradeRequestResult 749 Y Result of Trade Request0=Succesful(default)1=Invalidorunknowninstrument2=Invalidtypeoftraderequested3=Invalidparties4=InvalidTransportTyperequested5=InvalidDestinationrequested8=TradeRequestTypenotsupported9=UnauthorisedforTradeCaptureReportrequest99=Other

4.4

TradeRequestStatus 750 Y Status of Trade Request0=Accepted1=Completed2=Rejected

4.4

SecurityType 167 N FOR=FXCashOPT=FXOptions

4.4

Text 58 N Freeform text field 4.4

Standard Trailer Y 4.4

AnAckwillbesentinresponsetoeveryTradeCaptureReportRequest

AnAckwillbesentwhenfinishedsendingTradeReportstoindicatethattherequesthasbeenfulfilled.(Snapshotonly)

AnAckwillbesentwithTradeRequestStatusofRejectedifanyTradeRequestcannotbeprocessed.TradeRequestResultwillindicate

the reason of the reject with any additional information sent freeform as text

exampl of Trad Captur Rport Rqust Ack for Spot Trad:

(8=FIX.4.4Â9=116Â35=AQÂ34=7Â49=BARX-TCR-TESTÂ56=CLIENT-TCR-TESTÂ52=20081229-12:41:58Â568=AD_20081229-12:41:33.903Â569=0Â749=0Â750=0Â10=243Â)


BodyLength 9 110

MsgType 35 AQ

SenderCompID 49 BARX-TCR-TEST

TargetCompID 56 CLIENT-TCR-TEST

MsgSeqNum 34 7

SendingTime 52 20081229-12:41:58


TradeRequestType 569 0

TradeRequestResult 749 0

TradeRequestStatus 750 0CheckSum 10 243

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Trad Captur Rport, FX Spot and Forward

The Trade Capture Report is used by Barclays Capital to send trade notifications either in real-time or historically of trades done in

the BARX application. The fields and values used in the Trade Capture Report match exactly the information provided in the dealticket confirmation from the BARX trading GUI. Depending on whether a trade is Split allocated or booked to the default account

not all of the fields shown below will be sent.


MsgType 35 Y AE 4.4

TradeReportID 571 Y Unique identifier for the Trade Capture Report 4.4

TradeReporTransType 487 N 0=New 4.4

TradeRequestID 568 Y Client Trade Request ID 4.4

ExecType 150 Y F=TradeFi lled 4.4

OrdStatus 39 Y 2=Filled 4.4

ExecID 17 Y Barclays Capital assigned Execution ID (Trade Identifier) 4.4

PreviouslyReported 570 Y Y=previouslyreported,N=notpreviouslyreported 4.4

Symbol 55 Y CCY/CCYegGBP/USD 4.4

SecurityType 167 Y FOR 4.4

OrderQty 38 Y CCYamount,NearLeg 4.4

SecondaryQty 6054 Y Calculated side amount, Near Leg 4.4

Price 44 Y Price 4.4

LastQty 32 Y Same as OrderQty 4.4

LastPx 31 Y Same as Price 4.4

LastSpotRate 194 Y Spot rate of deal 4.4

LastForwardPoints 195 Y Fwd Points of deal, will be reported as 0.0 for Spot trades 4.4

Trade Date 75 Y ValuedateYYYYMMDDasspecifiedintheRequest 4.4

TenorValue 6215 Y Tenor Value or Time Bucket of original trade eg SP 4.4

TransactTime 60 Y YYYYMMDD-HH:MM:SSClientUTCtimestamp 4.4

Currency 15 Y DealtCCY 4.4

OrderType 40 Y D=Previouslyquoted 4.4

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NoSides (repeating group) 552 Y 1 =OneSide 4.4

Side 54 Y 1=BUY,2=SELL 4.4

OrderID 37 Y Barclays Capital unique TradeID 4.4

NoPartyIDs (repeating group) 453 Y 1=NumberofParties.RepeatinggoupconsistsofPartyID,PartyIDSource and PartyRole

4.4

PartyID 448 Y Trader Name as used in the BARX Trading Application(Username or Login ID)

4.4

PartyIDSource 447 Y D=CustomCodeforBARX 4.4

PartyRole 452 Y 11=OrderOriginationTrader(associatedwithOrderOriginationFirmegtraderwhoinitiates/submitstheorder)

4.4

NoAllocs (repeating group) 78 N No of Allocations in repeating group 4.4

AllocAccount 79 N Allocation Account 4.4

AllocQty 80 N Amount of allocation in dealt currency. Sum of all tag 80s on a TCR willbe equal to tag 38

4.4

CalculatedAmount 6069 N CalculatedQtyofSecondaryCCY 4.4

SettlDate 64 Y ValuedateYYYYMMDD 4.4

ClOrdID 11 N Unique Client Order ID. This field is only present when orders havebeen generated by FIX. Absence of this field in a TCR implies the tradewas done over the BARX trader GUI

4.4

Account 1 N The main account used to book the trade against 4.4

Reference 1 6001 N Freetext reference field from the BARX trading ticket or FIX trade 4.4



NDF Flag 6082 N Y=Non-deliverableforwardflagindicatestradeisinanon-deliverableforward. The dealt currency will not settle.

4.4

FixingDate 541 N FixingdateoftheNDFcontractYYYYMMDD 4.4

TradeReportRefID 572 N Reference identifier in an amendment Trade Capture Report messagereferring to original messages TradeReportID(571)

4.4

TheremaybemultiplemessagesofthistypeinresponsetoTradeCaptureReportRequestdependingontheTradeReport

Request Type

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exampl of Trad Captur Rport for Spot Trad:

8=FIX.4.4Â9=498Â35=AEÂ34=24Â49=BARX-TCR-TESTÂ56=CLIENT-TCR-TESTÂ52=20071227-15:56:23Â571=JHTGPDLR12276634294967294Â568=jack-01Â150=FÂ39=2Â17=00QFM00001Â570=YÂ55=EUR/USDÂ167=FORÂ38=10000.000000000Â6054=14570.800000000Â44=1.457080000Â32=10000.000000000Â31=1.457080000Â194=1.457080000Â195=0.0000Â75=20071227Â6215=SPÂ60=20071227-15:54:59Â552=1Â54=1Â37=00QFM00001Â453=1Â448=utleyjacÂ447=DÂ452=11Â15=EURÂ40=DÂ78=2Â79=AR2Â80=5000.000000Â6069=7285.400000Â79=ACC1Â80=5000.000000Â6069=7285.400000Â487=0Â64=20071231Â10=030Â


BodyLength 9 498

MsgType 35 AE



MsgSeqNum 34 540

SendingTime 52 20040823-12:15:12

TradeReportID 571 JHTGPDLR12276634294967294

TradeRequestID 568 jack-01

ExecType 150 F

OrdStatus 39 2

ExecID 17 00QFM00001

PreviouslyReported 570 Y

Symbol 55 EUR/USD

SecurityType 167 FOR

OrderQty 38 10000.000000000

SecondaryQty 6054 4570.800000000

Price 44 1.457080000

LastQty 32 10000.000000000

LastPx 31 1.457080000

LastSpotRate 194 1.457080000

LastForwardPoints 195 0.0000

Trade Date 75 20071227

TenorValue 6215 SP

TransactTime 60 20071227-15:54:59

NoSides 552 1

Side 54 1

OrderID 37 00QFM00001

NoPartyIDs 453 1

PartyID 448 Utleyjac

PartyIDSource 447 D

PartyRole 452 11

Currency 15 EUR

OrderType 40 D

NoAllocs 78 2

AllocAccount 79 AR2

AllocQty 80 5000.000000

CalculatedAmount 6069 7285.400000

AllocAccount 79 ACC1

AllocQty 80 5000.000000

CalculatedAllocQty 6069 7285.400000

TradeReportTransType 487 0

SettlDate 64 20071231

CheckSum 10 30

Trad Captur Rport, FX Swaps


Msg Type 35 Y AE 4.4


TradeReportTransType 487 Y 0=New 4.4


ExecType 150 Y F = Fill ed 4.4

OrdStatus 39 Y 2 =Filled 4.4


PreviouslyReported 570 Y DefaultvalueisY=previouslyreportedtocounterparty 4.4

Symbol 55 Y CCY/CCYe.g.GBP/USD 4.4

SecurityType 167 Y FOR 4.4

OrderQty 38 Y OrderQty,NearLeg 4.4

OrderQty2 192 Y OrderQty,FarLeg 4.4

SecondaryQty 6054 Y Calculated side amount, Near Leg 4.4

SecondaryQty2 6055 Y Calculated side amount, Far Leg 4.4

Price 44 Y Dealt Rate, Near leg 4.4

Price2 640 Y Dealt Rate, Far leg 4.4

LastQty 32 Y SameasOrderQty 4.4

LastQty2 6058 Y SameasOrderQty2 4.4

LastPx 31 Y Same as Price 4.4

LastPx2 6059 Y Same as Price2 4.4

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LastSpotRate 194 Y Spot rate, Near Leg 4.4

LastSpotRate2 6060 Y Spot rate, Far Leg 4.4

LastForwardPoints 195 Y Fwd Points, Near Leg 4.4

LastForwardPoints2 641 Y Fwd Points, Far Leg 4.4

Trade Date 75 Y ValuedateYYYYMMDDasspecifiedintheRequest 4.4

TenorValue 6215 Y Tenor Value or Time Bucket of near leg 4.4

TenorValue2 6216 Y Tenor Value or Time Bucket of far leg 4.4


Currency 15 Y DealtCCY 4.4

OrderType 40 Y D previously quoted 4.4

NoSides (repeating group) 552 Y 1 = One Side 4.4

Side 54 Y 1=BUY,2=SELLApplies to the 2nd leg or future portion of the Swap (Far Leg).

Side on near leg will be the opposite.

4.4

OrderID 37 Y Barclays Capital TradeID 4.4

NoPartyIDs (repeating group) 453 Y Number of Parties. Group consists of PartyID, PartyIDSource, 4.4

PartyID 448 Y Trader Name as used in the BARX Trading Application (Username 4.4

PartyIDSource 447 Y D 4.4

PartyRole 452 Y 11 4.4

NoAllocs (repeating group) 78 N No of Allocations in repeating group 4.4

AllocAccount 79 N Allocation Account* 4.4

AllocQty 80 N Amount of allocation in dealt currency. Sum of all tag 80s on aTCR will be equal to tag 38*

CalculatedQty 6069 N CalculatedQtyofnearleg 4.4

AllocQty2 6061 N Amount of allocation in dealt currency on far leg of a swap. Sum

of all tag 6060s on a TCR will be equal to tag 192*

4.4

CalculatedQty2 6070 N CalculatedQtyoffarleg 4.4

SettlDate 64 N ValuedateYYYYMMDD 4.4

SettlDate2 193 N ValuedateYYYYMMDD 4.4

ClOrdID 11 N Unique Client Order ID. This field is only present when ordershave been generated by FIX. Absence of this field in a TCRimplies the trade was done over the Barcap trader GUI.

4.4

Account 1 N Main Account if trade is not split allocated 4.4




NearLegFixingDate 6083 N NearLegFixingdateofNDFSwaptradeYYYYMMDD 4.4

FarLegFixingDate 6084 N FarLegFixingdateofNDFSwaptradeYYYYMMDD 4.4

NearLegFixingTime 6085 N Near Leg Fixing time of NDF Swap trade 4.4

FarLegFixingTime 6086 N Far Leg Fixing time of NDF Swap trade 4.4

NearLegFixingCurrency 6087 N Near Leg Fixing currency of NDF Swap trade 4.4

FarLegFixingCurrency 6088 N Far Leg Fixing currency of NDF Swap trade 4.4

TradeReportRefID 572 N Reference identifier in an amendment Trade Capture Reportmessage referring to original messages TradeReportID(571)

4.4

NDF Flag 6082 N Y=Non-deliverableforwardflagindicatestradeisinanon-deliverable forward. The dealt currency will not settle.

4.4

* Notes on Allocations and Aggregations (affecting tags 487, 79, 80 and 6060):

Tag487values1and2andtags79,80and6060areoptionalandwillbeconfiguredbyBarclaysCapitalaccordingtoyourneeds.Bydefaultalltradeswillbereported when executed and allocations and aggregations will not be considered. In this case support is not required for tag 487 values 1 and 2 and tags 79, 80and 6060

AllocationsareavailableintheBARXGUI.Whereaclientusesallocationsbydefaulttheywillbesentonlythetradewhenitisexecuted.Ifdesiredtheymayreceiveeitherthetradewhenexecutedandareplacementwhenitisallocated(487=2,withrepeatinggroup79,80and6060showingtheallocations)orthetradeonlywhen allocated (with repeating group 79, 80 and 6060 showing the allocations)

AggregationsallowaBARXGUIusertoaggregateseveralsmallertradesintoasinglelargertradeforsettlement.Clientsbydefaultwillreceiveeachindividualtradewhen executed. They may choose instead to receive the details of the aggregation only, in which case they must support the cancelling of aggregations which ispermittedintheBARXGUI(487=1)

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exampl of Trad Captur Rport for Swap Trad:

(8=FIX.4.4Â9=727Â35=AEÂ34=26Â49=BARX-TCR-TESTÂ56=CLIENT-TCR-TESTÂ52=20071228-12:50:59Â571=CGGTVRHT12277444294967294Â568=AD_20071228-12:41:33.903Â150=FÂ39=2Â17=00QFM0000AÂ570=YÂ55=EUR/USDÂ167=FORÂ38=10000.000000000Â192=10000.000000000Â6054=14696.000000000Â6055=14697.930000000Â44=1.469600000Â640=1.469793000Â32=10000.000000000Â6058=10000.000000000Â31=1.469600000Â6059=1.469793000Â194=1.469600000Â6060=1.469600000Â195=0.0000Â641=1.9300Â75=20071228Â6215=SPÂ6216=1WÂ60=20071228-12:49:50Â552=1Â54=2Â37=00QFM0000AÂ453=1Â448=Utleyjac-TESTÂ447=DÂ452=11Â15=EURÂ40=DÂ78=2Â79=ACC1Â80=5000.000000Â6069=7348.000000Â6061=5000.000000Â6070=7348.960000Â79=AQR2Â80=5000.000000Â6069=7348.00000Â6061=5000.000000Â6070=7348.960000Â487=0Â64=20080102Â193=20080109Â10=248Â)


BodyLength 9 727

MsgType 35 AE

Sequence Number 34 26



SendingTime 52 20071228-12:50:59

TradeReportID 571 CGGTVRHT12277444294967294


ExecType 150 F

OrdStatus 39 2

ExecID 17 00QFM0000A

PreviouslyReported 570 Y

Symbol 55 EUR/USD

SecurityType 167 FOR

OrderQty 38 10000.00000000

OrderQty2 192 10000.00000000

SecondaryQty 6054 14696.000000000SecondaryQty2 6055 14696.000000000

Price 44 1.469600000

Price2 640 1.469600000

LastQty 32 10000.0000

LastQty2 6058 10000.0000

LastPx 31 1.469600000

LastPx2 6059 1.469600000


LastSpotRate2 6060 1.91000

LastForwardPoints 195 0.0000

LastForwardPoints2 641 1.9300


TenorValue 6215 SP

TenorValue2 6216 1W

TransactTime 60 20071228-12:49:50

NoSides 552 1

Side 54 2

OrderID 37 005K90008N

NoPartyIDs 453 1

PartyID 448 Utleyjac-TEST

PartyIDSource 447 D

PartyRole 452 11

Currency 15 EUR

OrderType 40 D

NoAllocs 78 2

AllocAccount 79 ACC1

AllocQty 80 5000.000000


AllocQty2 6061 5000.000000

CalculatedAllocQty2 6070 7348.000000AllocAccount 79 AQR2

AllocQty 80 5000.000000


AllocQty2 6061 5000.000000

CalculatedAllocQty2 6070 7348.000000

TradeReportTransType 487 N

FutSettDate 64 20080102

FutSettDate2 193 20080109

Checksum 10 170

There may be multiple messages of this type in response to

Trade Capture Report Request depending on the Trade ReportRequest Type

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Trad Captur Rport, FX NDF

The Trade Capture Report format for NDF trades sent by

Barclays Capital are the same as Trade capture Reports forForwards (refer earlier sections for details). There are, however

additional options available for NDF trades as follows

TradeCaptureReportsaresentwithoutNDFFixingdateor

NDF Flag. (making it same as a forward trade)

or

TradeCaptureReportsforNDFtradesaresentwiththe

fixing date (tag 541) (if available) and the NDF flag (tag

6082=Y)

There is an optional functionality where Barclays Capital

can trigger a 2nd TCR message to send an updated TCR

message when Fixing date is amended for a trade

This message will have the same OrderID (tag 37) as the

original trade, a reference to the original TradeReportID

(tag 571) in the TradeReportRefID (tag 572) field. This

helps clients identify the original trade being amended

Note: Clients should clearly indicate during Onboarding how they want to handleNDF trades

Trad Captur Rport, FX NDF Swap

The Trade Capture Report format for NDF Swap Trades sent

by Barclays Capital are the same as Trade Capture Reports forSwaps (refer to earlier sections for details). There are however

additional options available for NDF Swap Trades as follows:

TradeCaptureReportsaresentwithoutNearandFarleg

NDF Fixing dates or NDF Flag (making this message similar

to an FX Swap Trade)

or

TradeCaptureReportsforNDFSwapTradesaresentwith

the Near Leg Fixing Date (tag 6083), the Far Leg Fixing

Date(tag6084)andtheNDFFlag(tag6082=Y)

There is an optional functionality where Barclays Capital

can trigger a 2nd TCR message to send an updated TCR

message when Fixing Date is amended for a Trade. This

message will possibly have four additional tags: Near Leg

Fixing Time (tag 6085), Far Leg Fixing Time(tag 6086),

Near Leg Fixing Currency (tag 6087), Far Leg Fixing

Currency (tag 6088)

The message will have the same OrderID (tag 37)

as the original trade, and a reference to the original

TradeReportID (tag 571) in the TradeReportRefID (tag

572) field

Note: Clients should clearly indicate during Onboarding how they want to handleNDF trades

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Trad Captur Rport, FX Options

If the trade is part of a deal, the TradeLinkID field may be used

to match up all other trades in the same deal. The absence ofthis field implies that the trade was booked individually and

not as part of a larger deal.

A number of different option trade types are supported. Tag 762

(SecuritySubType) is used to indicate the trade/leg type. The

tags present in each FX Options TCR will have some variation

dependent on the type of option trade being reported.

BARX Trad Typ Tag 762

Accrual sglrangeaccrual

Barrier barrier

DCI Funded dcifunded

DCI Unfunded dciunfunded

Digital digital

Digital Range digitalrange

Double No Touch doublenotouch

Double Barrier doublebarr

Double Touch doubletouch

Double Window Barrier enhancedbarr

Euro Barrier eurobarr

FX fx

Hedge hedge

KIKO kiko

Knock-Out One Touch koonetouch

No Touch notouch

One Touch onetouch

Range Accrual rangeaccrual

Vanilla vanilla

Window Barrier windowbarr

The BARX trading GUI contains a number of shortcuts for

defining a group of trades as a single strategy. The following

table shows the strategies currently supported by the BARX

trading GUI, and the corresponding trade types that will

appear in the TCRs for each strategy. Within each deal, each

strategy has a unique ID which is used to populate tag 880

(TrdMatchID) in all associated legs.

Stratgy Trads in TCRs

Barrier Forward Barrier *2

Calendar Spread Vanilla *2

Call Spread Vanilla *2

Custom Spread Vanilla *2

Euro Forward Plus Vanilla + Euro Barrier

Euro Knock Out Forward Euro Barrier * 2Forward Plus Vanilla + Barrier

KIKO Barrier + Double Barrier

Put Spread Vanilla *2

Risk Reversal Vanilla *2

Straddle Vanilla *2

Strangle Vanilla *2

Window Barrier Forward Window Barrier * 2

Window Forward Plus Vanilla + Window Barrier

6

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Nam Tag Rqd Dscription VrsionMsgType 35 Y AE 4.4


TradeReportTransType 487 Y 0=New,onfirstreportingthistrade,2=Replace,subsequently

4.4


ExecType 150 Y F=Trade 4.4

TradeReportRefId 572 N If570=Y,originalvalueof571 4.4

TradeLinkID 820 N Deal ID shared by all trades in deal 4.4

TrdMatchID 880 N Strategy ID shared by all trades in strategy (e.g. both legs of a straddle) 4.4


OrdStatus 39 Y 2=Filled 4.4

PreviouslyReported 570 Y N on first reporting this trade,Ysubsequently

4.4

Symbol 55 Y CCY/CCYe.g.GBP/USD 4.4

CFICode 461 Y1 CFI code as denoted by ISO Standard 10962Six character code wherechar1= O(option)char2= C(call)or

P (put) orB (bet) orF (forward)

char3= A(Americanstyleexpiry)orE (European Style Expiry)

char4= C(underlyingassetofCurrency)char5= P(physicaldelivery)or

C (cash delivery)char6= N(Non-standardisedterms)

e.g. OCECCN for a call option with European style expiry and cash delivery

4.4

OptionPayoutTime 22004 Y3 Payout time for bets1=Instant2=Expiry

Custom

CashSettlementFixingRef 22006 N Fixing reference for cash-settled options Custom

SecurityType 167 Y OPT 4.4

SecuritySubType 762 Y BARX trade type 4.4

MaturityDate 541 Y Date of Option Expiry (or decision date for Dual Currency products) 4.4

ExpiryTime 9124 Y Option Expiry Time (in UTC/GMT) Custom

ExpiryTimeCode 9125 Y Expiry cut code Custom

StrikePrice 202 Y4 Strike price (amount of StrikeCurrency per other currency) 4.4

StrikeCurrency 947 Y4 Strike Currency 4.4

StartDate 916 Y7 Deposit Start Date 4.4

EndDate 917 Y7 Deposit End Date 4.4

OrderQty 38 Y 1 4.4

YieldType 235 Y7 ANNUAL 4.4

Yield 236 Y7 Total yield rate 4.4

YieldRedemptionPrice 697 Y7 Total yield in cash 4.4

YieldRedemptionPriceType 698 Y7 =3(FixedAmount) 4.4

NoUnderlyings (repeating group) 711 Y 1 4.4

UnderlyingCurrency 318 Y Face/notional currency 4.4

UnderlyingQty 879 Y Amount of face/notional currency 4.4

ReciprocalCurrency 22007 N Alternative currency Custom

ReciprocalQty 22008 N Amount of alternative currency Custom

LastQty 32 Y 1 4.4

LastPx 31 Y Premium paid (-ve), or received (+ve)(BonusYieldAmountforDualCurrencyproducts)

4.4

LastSpotRate 194 Y Reference spot rate 4.4

LastForward Points 195 Y6 Fwd points if payoff type is Forward

17

Hedge&FXtradetypesusethesameformatasFXSpot/Forwardtrades,withtheadditionoftag820tolinkthemwiththeir

respective deal and tag 762 which contains a description as outlined above. All other Options trade types use the following format:

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Trade Date 75 Y Value dateYYYYMMDD

4.4


SettlDate 64 Y Delivery DateYYYYMMDD

4.4

NoSides (repeating group) 552 Y 1 = One Side 4.4

Side 54 Y 1=Buy2=Sell

4.4

OrderID 37 Y Same as ExecID 4.4

NoPartyIDs (repeating group) 453 Y 1 4.4

PartyID 448 Y BARX username of individual who booked the trade 4.4

PartyIDSource 447 Y D 4.4

PartyRole 452 Y 11 4.4

SideSettlCurrency 1155 Y Premium currency Custom

OrdType 40 Y D=PreviouslyQuoted 4.4

Commission 12 Y2 Profit, in CommType units 4.4

CommType 13 Y2 1=basispointsperannum2=basispointsflat3=flat(currency)

4.4

CommCurrency 479 Y2 Profit Currency 4.4

CommDate 22041 Y2 Profit Date Custom

DayCount 5798 Y2 Day count basis, e.g. ACT/360 Custom

InterestAtMaturity 738 Y2 Yieldincashduetoriskfreerate 4.4

SettlCurrency 120 N Currency used if/when option is cash-settled 4.4

RiskFreeRate 1190 Y2 Deposit Rate Custom

PaymentDate 504 Y Premium Date

YYYYMMDD

Custom

NoBarriers (repeating group) 22020 Y5 Number of barriers Custom

BarrierStyle 9130 Y5 Style of barrier1=knock-in2=knock-out

Custom

BarrierLevel 9131 Y5 Price of the underlying at which the option comes into existence or ceasesto exist.

Custom

BarrierDirection 9132 Y5 Designates the direction in which the Barrier needs to be crossed toactivate the option.1=up2=down

Custom

BarrierStartDate 9133 Y5 Date from which the barrier is active (same as Trade Date for a standard barrier)YYYYMMDD

Custom

BarrierEndDate 9134 Y5 Date after which the barrier is inactive (same as Maturity Date for a

standard barrier)YYYYMMDD

Custom

BarrierRebate 9135 N Barrier Rebate(proportion of notional)

Custom

AccrualLowerRate

22011 Y6 Percentage accrual rate under lowest level Custom

NoAccrualLevels

(repeating group) 22010 Y6 Number of accrual levels Custom

AccrualIndex 22018 Y6 Incremental index of accrual range Custom

AccrualLevel 22012 Y6 At or above this level the related accrual rate applies Custom

AccrualRate 22013 Y6 Percentage accrual rate Custom

AccrualStart 22014 Y6 DatefromwhichaccrualisactiveYYYYMMDD Custom

AccrualEnd 22015 Y6 DateafterwhichaccrualisinactiveYYYYMMDD Custom

AccrualCap 22016 Y6 The maximum amount that can be accrued (proportion of notional) Custom

AccrualFloor 22017 Y6 The minimum amount that can be accrued (proportion of notional) Custom

NoFixings (repeating group) 22030 Y6 Number of fixings Custom

FixingDate 22031 Y6 Date on which the fixing occurs Custom

FixingWeight 22032 Y6 Weight applied to fixing Custom

8

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DepositHeld 22042 Y2 Whether the DCI is funded or not.Y=Funded

N=Unfunded

Custom

InterestAtRisk 22043 Y2 Y=YesN=No

Custom

BonusYieldRate

22044 Y2 Difference between total yield rate and risk free (money market) rate Custom

BonusYieldAmount

22045 Y2 Yieldincashduetobonusyieldrate Custom

ProfitIsNetted 22046 Y2 Whether investment amount and profit are nettedY=YesN=No

Custom

Notes on optionally required fields:

1 not required for Dual Currency products2 only required for Dual Currency products3 only required for Bet trades4

not required for Bet trades5 only required for Barrier or Bet trades6 only required for Accrual trades

19


BodyLength 9 466

MsgType 35 AE



Sequence Number 34 372

SendingTime 52 20110127-11:04:49

TradeReportID 571 9880881296126280

TradeReportTransType 487 0

TradeRequestID 568 D1296126269769

ExecType 150 F

ExecID 17 988088

OrdStatus 39 2

PreviouslyReported 570 N

Symbol 55 USD/ZAR

CFICode 461 OCECPN

SecurityType 167 OPT

SecuritySubType 762 vanilla

MaturityDate 541 20110203

ExpiryTime 9124 15:00

ExpiryTimeCode 9125 NY

StrikePrice 202 7.0781

StrikeCurrency 947 ZAR

OrderQty 38 1

NoUnderlyings 711 1

UnderlyingCurrency 318 USD

UnderlyingQty 879 363636.36

ReciprocalCurrency 22007 ZAR

ReciprocalQty 22008 2573854.52

LastQty 32 1

LastPx 31 18512.73



TransactTime 60 20110127-04:48:48

SettlDate 64 20110131

NoSides 552 1

Side 54 2

OrderID 37 988088

NoPartyIDs 453 1

PartyID 448 testuser

PartyIDSource 447 D

PartyRole 452 11

SideSettlCurrency 1155 ZAR

OrdType 40 D

PaymentDate 504 20110207

Checksum 10 30

(8=FIX.4.4Â9=466Â35=AEÂ56=CLIENT-TCR-TESTÂ49=BARX-TCR-TESTÂ34=372Â52=20110127-11:04:49Â571=9880881296126288Â487=0Â568=D1296126269769Â150=FÂ17=988088Â39=2Â570=NÂ55=USD/ZARÂ461=OCECPNÂ167=OPTÂ762=vanillaÂ541=20110203Â9124=15:00Â9125=NYÂ202=7.0781Â947=ZARÂ38=1Â711=1Â318=USDÂ879=363636.36Â22007=ZARÂ22008=2573854.52Â32=1Â31=18512.73Â194=7.0529Â75=20110127Â60=20110127-04:48:48Â64=20110131Â552=1Â54=2Â1155=ZARÂ37=988088Â453=1Â448=testuserÂ447=DÂ452=11Â40=DÂ504=20110207Â10=030)

exampl of Trad Captur Rport for an FX Vanilla Option trad:

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APPENDIX 2 DOS AND DONTS FOR FIX TCRS

Dos

EnsureyouarefamiliarwiththeFIXProtocol

Logon and Logout

Dousetag141=YforTCRs.(AllTCRswillbereplayedfor

a snapshot or subscription request, so you do not need to

worry about resend requests or gap fill)

DowaitasmallamountoftimeafteryourLogonbeforesending

applicationmessages(QuoteRequest/Order/TCRRequest).The

recommended time is a heartbeat interval/2. This allows any

synchronisation to happen following a disconnect

Dosendalogoutmessagewhenintentionallydisconnecting

your session. Failure to do so would result in your disconnection

being considered abnormal. This allows our support teams to

raise alerts and investigate where appropriate

TCR Rqusts and Rports

DoinsureeachTCRrequestidisuniqueacrosstheday

Domakesurethatyouradaptororapplicationcanprocess

duplicate trades in a TCR Report. Check the ExecID and

OrderID in each report. As all trades will be replayed during

a Snapshot request if you reconnect intra-day

DomakesureyoucanunsubscribeyourTCRrequest.Ifyou

have duplicate subscriptions, you will receive duplicate TCRs

Donts

TCR Rqusts and Rports

DonotresubmitaTCRrequestwithoutunsubscribingfirst.

If no TCR Ack is received for a TCR request then it means

none is available. If the TCR request has an error in it, then

a TradeCaptureReportRequestAck will be returned.

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APPENDIX 3 CONFORMANCE TESTS

The Trade Capture Reporting conformance test is to show that your implementation conforms to the RoE specified here, and also

to let you familiarise yourself with the Barclays Capital FX trade notification service.

Not all the tests need to be run. The actual tests required will be based upon your trading profile (for example if you never tradeon the secondary currency then those tests need not be run).

Th tsts ar outlind blow:

ID Tst Purpos Commnt

1 BuySpotinprimaryCCY Client enters a Spot Trade in the BARX GUI in the primary currency andreceives a TCR with the correct values

Check values in FIX message against BARX ticket

2 SellSpotinprimaryCCY Client enters a Spot Trade in the BARX GUI in the primary currency andreceives a TCR with the correct values


3 BuyFwdinprimaryCCY Client enters a Forward Trade in the BARX GUI in the primary currency andreceives a TCR with the correct values


4 SellFwdinprimaryCCY Client enters a Forward Trade in the BARX GUI in the primary currency andreceives a TCR with the correct values


5 BuySpotinsecondaryCCY Client enters a Spot Trade in the BARX GUI in the secondary currency andreceives a TCR with the correct values


6 SellSpotinsecondaryCCY Client enters a Spot Trade in the BARX GUI in the secondary currency andreceives a TCR with the correct values


7 BuyFwdinsecondaryCCY Client enters a Spot Trade in the BARX GUI in the secondary currency andreceives a TCR with the correct values


8 SellFwdinsecondaryCCY Client enters a Spot Trade in the BARX GUI in the secondary currency andreceives a TCR with the correct values


9 Buy Vanilla Swap Client enters a Vanil la Swap Trade in the BARX GUI and receives a TCR withthe correct values


10 Sell Vani lla Swap Client enters a Vani lla Swap Trade in the BARX GUI and receives a TCR withthe correct values


11 Buy Mismatched Swap Client enters a mismatched Swap Trade in the BARX GUI and receives a TCRwith the correct values


12 AllocateSingleAccount Client enters a Spot Trade in the BARX GUI in the primary currency, thenallocates the trade to Single account and receives a TCR with the correct values


13 Spli t Allocation Client enters a Spot Trade in the BARX GUI in the secondary currency withreferences, then allocates the trade to multiple accounts and receives a TCRwith the correct values


14 Aggregations of orders CliententersseveralordersinthesameCCYandthenrollsthemuptooneparent order and receives a TCR with the correct values for the parent


15 Buy NDF Client enters an NDF Trade in the BARX GUI in the NDF currency andreceives a TCR with the correct values


16 Sell NDF Client enters an NDF Trade in the BARX GUI in the base currency andreceives a TCR with the correct values


17 Buy vanilla put option Client buys a put option in the BARX GUI and receives a TCR with the correct values Check values in FIX message against BARX ticket

18 Sell vanilla put option Client sells a put option in the BARX GUI and receives a TCR with the correct values Check values in FIX message against BARX ticket

19 Buy vanilla call option Client buys a call option in the BARX GUI and receives a TCR with the correct values Check values in FIX message against BARX ticket

20 Sell vanilla call option Client sells a call option in the BARX GUI and receives a TCR with the correct values Check values in FIX message against BARX ticket

21 Trade multi-leg vanillaoptionsdealalternatingnotional, premium currency,premium date, cash settled,expiry, inverse ccy

Client trades a multi-leg vanilla deal in the BARX GUI, including a hedge andreceives TCRs with the correct values


22 Buy barrier Client buys a barrier option in the BARX GUI and receives a TCR with thecorrect values


23 Sell double window barrier Client sells a double window barrier option in the BARX GUI and receives aTCR with the correct values


24 Buy double no touch Client buys a DNT bet in the BARX GUI and receives a TCR with the correct values Check values in FIX message against BARX ticket

25 Sell accrual with rebate onknock-out barrier

Client sells an accrual trade in the BARX GUI and receives a TCR with thecorrect values


26 Buy exotic strategy Client buys a Euro Forward Plus strategy in the BARX GUI and receives 2TCRs with the correct values


27 Sell multi-leg deal withmultiple trade types

Client sells a multi-leg deal in the BARX GUI, including a hedge and receivesTCRs with the correct values


28 Buy DCI Unfunded Client buys an Unfunded DCI in the BARX GUI and receives a TCR with thecorrect values

Check values in FIX message against BARXticket/termsheet

29 Buy DCI Unfunded Client buys an Funded DCI in the BARX GUI and receives a TCR with thecorrect values

Check values in FIX message against BARXticket/termsheet

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DISCLAIMER

Issued by Barclays Bank PLC, authorised and regulated by the Financial Services Authority and a member of the London Stock Exchange. Barclays Capital is theinvestment banking division of Barclays Bank PLC and undertakes US securities business in the name of its wholly owned subsidiary Barclays Capital Inc., a FINRA andSIPC member. BARX, Barclays Capital, PowerFill+ and The Traders Best Friend are registered trademarks of Barclays Bank PLC and/or its affiliates. Other trademarks areproperty of their respective owners. Neither Barclays Bank PLC nor any affiliate nor any officer or director of any of them accepts any liability or loss arising from any useof this publication or its contents. This publication is for discussion purposes only and shall not constitute any offer to sell or any solicitation to buy any security nor isit intended to give rise to any legal relationship between Barclays Bank PLC or any of its affiliates and you or any other person, nor is it a recommendation to buy anysecurities or enter into any transaction. This document does not disclose all the risks and other significant issues related to use of the functionality and enhancementsdescribed herein. Prior to using such functionality, you should ensure that you fully understand all applicable risks, including without limitation, the risks inherent intrading and in particular using trading algorithms and defaults. The BARX platform and all the enhancements described herein might not be available to all categoriesof investors due to local regulatory requirements and if made available are provided pursuant to a separate agreement between you and Barclays. Some products andexecution techniques might not be available in certain jurisdictions and can be confirmed by contacting local offices. Prior to entering into any transaction of the typediscussed herein, investors shall seek their own legal, tax and accounting advice to determine the advisability of entering into transactions and their eligibility for BARX.Copyright 2011 Barclays Bank PLC. All rights reserved.

CONTACTS

Production support:Client Services Group [email protected]

CSG Dsk London

+44 (0)20 7773 9885

CSG Dsk Nw York+1 (212) 412 3640

CSG Dsk Tokyo+81 (3) 4530 5162

CSG Dsk Singapor+65 6395 3270

Implmntation and on-boarding support:Global FIX Connectivity [email protected]

FIX Dsk London+44 (0)20 7773 4846

FIX Dsk Nw York+1 (212) 412 1820

FIX Dsk Tokyo

+81 (3) 4530 1736

FIX Dsk Singapor+65 6828 5534

CS1100763

Documents

ROE_FX_TCR_4.3.1