Allocation Management FIXML API - AllocationInstruction - AllocGrp - Allocate Claim

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

→ 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)

→ 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

→→ 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