| | | | |
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Individual Alloc ID |
IndAllocID
| String | Firm assigned individual allocation ID. | Â |
Secondary Individual Alloc ID |
IndAllocID2
| String | CME assigned individual allocation ID. May not be present if a new allocation is being rejected. | Â |
Alloc Customer Capacity |
CustCpcty
| String | Indicates CTI of the allocation. | Â |
Original Secondary Trade ID |
OrigTrdID2
| String | When responding to a Trade Capture Report containing an allocation, this references the TrdID2 of the trade. | Â |
Allocation Quantity |
Qty
| Qty | Quantity or notional amount of the individual allocation. | Â |
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
| Â |
---|
→ 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. | Â |
→ 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. | Â |
→ 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
| Â |
---|
→ Party ID |
ID
| String | Used to identify the Asset Manager account fund. For IRS, only account aliases are supported. | Â |
→ Party ID Source |
Src
| char | Used to identify the source of PartyID value. | C - Generally accepted market participant identifier
D - Proprietary / Custom code
G - MIC (ISO 10383 - Market Identificer Code) H - Clearing house participant/member code
N - LEI
|
→ Party Role |
R
| int | Indicates the type of Party or the role of the party in the Party block. | 1 - Executing Firm
2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
4 - Clearing Firm
7 - Trading (Entering) 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
| Â |
---|
→→ Party Qualifier ID |
ID
| String | A Sub ID provides additional information about the Party. | Â |
→→ Party Qualifier Type |
Typ
| int | The Type of Party Sub ID in the Party Sub Tag. | 1 - Firm
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
|