CME ClearPort API - Trade Capture Report Message - TrdAllocGrp - Outbound

Allocator Assigned Allocation ID

IndAllocID

String

Identifies the allocation ID provided by the allocator.

Allocation Qty

Qty

Qty

Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)

Allocation CTI

CustCpcty

String

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

CCP Assigned Allocation ID

IndAllocID2

String

Provides support for an intermediary assigned allocation ID

Status

Stat

int

Identifies the status of the allocation.

0 - Pending Clear

1 - Claimed

2 - Cleared

3 - Rejected

Allocation Reference Risk Limit Check ID

RefRiskLmtChkID

String

Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).

Contra Amount

CalcCcyLastQty

Qty

Used for the calculated quantity of the other side of the currency trade.

→ Allocation Regulatory Trade ID

ID

String

Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade.

→ Allocation Regulatory Trade ID Source

Src

String

Identifier of the reporting entity assigned by regulatory agency.

→ Allocation Regulatory Trade ID Event

Evnt

int

Event causing the origination of the identifier. For combinations of events, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

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

Type of Regulatory Trade ID being sent.

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)

→ Allocation Regulatory Trade ID Scope

Scope

int

Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance.

1 - Clearing member

2 - Client

→ Target Party ID

ID

String

The Party ID of the party taking up the allocation.

→ Target Party ID Source

Src

char

The Party ID Source of the party taking up the allocation.

C - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code

N - LEI

→ Target Party Role

R

int

The Party role of the party taking up the allocation.

1 - Executing Firm

7 - Trading (Entering) Firm

17 - Contra Firm

24 - Customer Account

30 - Inter Dealer Broker

36 - Entering trader

37 - Contra trader

44 - Order Entry Operator ID

49 - Asset Manager

62 - Report originator

→→ Target Party Qualifier

ID

String

The qualifier of the Allocated to Party.
Where Sub/@Typ = 26
1 = Customer
2 = House

→→ Target Party Qualifier Type

Typ

int

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803)

1 - Firm

3 - System

5 - Full legal name of firm

9 - Contact name

26 - Account type or Origin

49 - Reporting entity indicator

→ Allocation Amount Type

Typ

String

The type of amount being associated with the allocation.

CRES - Cash Residual Amount

ICPN - Initial Trade Coupon Amount

IPMT - Upfront Payment

TVAR - Trade Variation Amount

→ Allocation Amount

Amt

float

The amount associated with the amount type.