Used to identify the type of quantity that is being returned.
| Code | Meaning |
|---|---|
| ALC | Allocation Trade Qty |
| AS | Option Assignment |
| ASF | As-of Trade Qty |
| DLV | Delivery Qty |
| ETR | Electronic Trade Qty |
| EX | Option Exercise Qty |
| FIN | End-of-Day Qty |
| IAS | Intra-spread Qty |
| IES | Inter-spread Qty |
| PA | Adjustment Qty |
| PIT | Pit Trade Qty |
| SOD | Start-of-Day Qty |
| SPL | Integral Split |
| TA | Transaction from Assignment |
| TOT | Total Transaction Qty |
| TQ | Transaction Quantity |
| TRF | Transfer Trade Qty |
| TX | Transaction from Exercise |
| XM | Cross Margin Qty |
| RCV | Receive Quantity |
| CAA | Corporate Action Adjustment |
| DN | Delivery Notice Qty |
| EP | Exchange for Physical Qty |
| PNTN | Privately negotiated Trade Qty (Non-regulated) |
| DLT | Net Delta Qty |
| CEA | Credit Event Adjustment |
| SEA | Succession Event Adjustment |
| NET | Net Qty |
| GRS | Gross Qty |
| ITD | Intraday Qty |
| NDAS | Gross non-delta-adjusted swaption position |
| DAS | Delta-adjusted paired swaption position |
| EXP | Expiring quantity |
| UNEX | Quantity not exercised |
| REQ | Requested exercise quantity |
| CFE | Cash futures equivalent quantity |
| SECLN | Loan or borrowed quantity |