/AllocInstrctn/Alloc (repeating)
| Name | Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|
| Allocation Quantity |
Qty
| Qty | Quantity of the individual allocation. | |
| Individual Alloc ID |
IndAllocID
| String | Firm assigned individual allocation ID. | |
| Secondary Individual Alloc ID |
IndAllocID2
| String | CME assigned individual allocation ID. | |
| Allocation Rollup Instruction |
AllocRollupInst
| int | An indicator to override the normal procedure to roll up allocations for the same Carry Firm. May not be used for average pricing allocations. | 0 - Roll up 1 - Do not roll up |
| Alloc Customer Capacity |
CustCpcty
| String | Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. | |
| Secondary Trade ID |
TrdID2
| String | Trade part ID of the allocation. | |
| Original Secondary Trade ID |
OrigTrdID2
| String | Trade part ID of the original trade. | |
| Allocation Risk Limit Check Status |
RiskChkStat
| int | Indicates the status of the risk limit check performed on an allocation. | 2 - Claim required 3 - Pre-defined limit check succeeded 4 - Pre-defined limit check failed 5 - Pre-defined auto-accept rule invoked 6 - Pre-defined auto reject rule invoked 7 - Accepted by clearing firm 8 - Rejected by clearing firm 9 - Pending 10 - Accepted by credit hub 13 - Accepted by execution venue 100 - Credit limit check required |
| AllocRegulatoryTradeIDGrp (repeating) |
RegTrdID
| |||
| → Allocation Regulatory Trade ID |
ID
| String | Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with an allocation as required by the CFTC. This will contain the bilateral (alpha) USI of the onset trade. If a bilateral USI is not specified, CME Clearing will assign one. | |
| → Allocation Regulatory Trade ID Source |
Src
| String | ID of reporting entity assigned by regulatory agency. This is the namespace of the USI. Conditionally present on cleared allocations. | |
| → Allocation Regulatory Trade ID Event |
Evnt
| int | Event causing origination of the ID. | 0 - Initial block trade 1 - Allocation (or determination that the block trade will not be further allocated) 2 - Clearing |
| → Allocation Regulatory Trade ID Type |
Typ
| int | The type of Regulatory Trade ID being sent. Conditionally present on cleared allocations. | 0 - Current (the default) 1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade) 2 - Block (e.g. when reporting an allocated subtrade) |
| NestedParties (repeating) |
Pty
| |||
| → Party ID |
ID
| String | Used to identify the Party that is the claiming firm. | |
| → Party ID Source |
Src
| char | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | B - BIC (Bank Identification Code - SWIFT managed) code (ISO9362) C - Generally accepted market participant identifier D - Proprietary / Custom code G - MIC (ISO 10383 - Market Identificer Code) H - Clearing house participant/member code M - CFTC reporting firm identifier N - LEI |
| → Party Role |
R
| int | Indicates the type of Party or the role of the party in the Party Block. Note that for Clearing Organization (21), the ID is always "CME" while for Exchange (22), the ID is the firm exchange. | 1 - Executing Firm 2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 4 - Clearing Firm 21 - Clearing Organization 22 - Exchange 24 - Customer Account 28 - Custodian 38 - Position account 52 - Large Trader Reportable Account 74 - Market data entry originator 101 - Collateral asset account 103 - Calculation agent 110 - Borrower 111 - Primary Obligor 112 - Guarantor 114 - Determining party 115 - Hedging party 116 - Reporting entity 4100 - Depository |
| → NstdPtysSubGrp (repeating) |
Sub
| |||
| →→ Party Qualifier ID |
ID
| String | A Sub ID provides additional information about the Party. | |
| →→ Party Qualifier Type |
Typ
| int | The Type of Party Sub ID in the Party Sub Tag. | 3 - System 4 - Application 6 - Postal address 7 - Phone number 8 - Email address 10 - Securities account number (for settlement instructions) 11 - Registration number (for settlement instructions and confirmations) 15 - Cash account number (for settlement instructions) 24 - Department 26 - Account type or Origin 31 - Location 51 - Business center 57 - System trade identifier 58 - System trade sub-identifier 59 - Futures Commission Merchant (FCM) code 60 - Delivery terminal customer account/code (aka HUB code) 61 - Voluntary reporting entity 62 - Reporting obligation jurisdiction 63 - Voluntary reporting jurisdiction 64 - Company Activities [ID: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties.] 65 - European Economic Area domiciled [ID: Y or N] 66 - Contract linked to commercial or treasury financing for this counterparty [ID: Y or N] 67 - Contract above clearing threshold for this counterparty [ID: Y or N] 74 - Payer 75 - Receiver 4000 - Customer Order Capacity (CTI) for Claiming Firm |