CME ClearPort API - Allocation Report Message - Outbound

Report ID

RptID

String

Unique identifier for this Allocation Report message. Generated by CME Clearing.

P

Message ID

ID

String

Unique identifier for allocation message. Echoes back the value submitted on the Allocation Instruction.

P

Transaction Type

TransTyp

char

Used to express New, Cancel, or Replace. Only New and Cancel are supported.

P

• 0 - New

• 2 - Cancel

Report Type

RptTyp

int

Specifies the purpose or type of Allocation Report message.

P

15 - Give-up

Status

Stat

int

Identifies status of the allocation.

P

• 6 - allocation pending

• 9 - Claimed

• 10 - refused

• 12 - cancelled

Clear Date

ClrDt

LocalMktDate

The Clearing Date for the allocation.

O

Input Source

InptSrc

String

The original system from which the trade originated. Typically set to the Sender ID.

O

Quantity

Qty

Qty

Total quantity of the bunched order allocation.

P

Venue Type

VenuTyp

char

Identifies the type of venue for the allocation.

P

• O - Off facility swap

• R - Registered Market (SEF)

Transaction Time

TxnTm

UTCTimestamp

Date/time of the action performed on the allocation.

P

Risk Limit Check Status

RiskChkStat

int

Credit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade.

O

13 - Accepted by execution venue

Reference Risk Limit Check ID

RefRiskLmtChkID

String

A credit approval token can be assigned to allocations. This applies to all allocations listed in this message.

O

Offset Trade ID

TrdID

String

Contains the Trade ID of the offset trade. Present when the offset has cleared. Note: This field will only be supported for IRS allocation offsets.

C

→ Sender ID

SID

String

This attribute identifies the party or the Submitter of the message. This is set to CME.

P

→ Target ID

TID

String

This attribute identifies the receiver of the message. This must be set to CME.

P

→ Sender Qualifier

SSub

String

This attribute qualifies the Sender. The user ID assigned to the sender must be provided.

P

→ Target Qualifier

TSub

String

This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.

P

→ Client Order ID

ClOrdID

String

If provided, this field will be used on all offset Trade Capture Reports in the ClOrdID2 field. If this is not provided, then the original client order ID assigned for the original bunched order will be used on all offset Trade Capture Reports in the ClOrdID2 field.

O

→ Secondary Client Order ID

ClOrdID2

String

This is the ID assigned by the client for the bunched trade side. It appears on the Trade Capture Report of the bunched trade in ClOrdID.

O

→ Execution ID

ExecID

String

ClearPort assigned ExecID for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will not be supported for IRS allocation submission.

C

→ Secondary Execution ID

ExecID2

String

Platform assigned ExecID2 for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will not be supported for IRS allocation submission.

C

→ Trade ID

TrdID

String

Trade ID assigned by CME Clearing for the bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will only be supported for IRS allocation submission.

C

→ Security Type

SecTyp

String

Indicates type of instrument or security being traded or defined.

P

• FWD - Forward

• IRS - Interest Rate Swap

→ Party ID

ID

String

Used to identify the Asset Manager holding account. For IRS, only account aliases are supported.

P

→ Party ID Source

Src

char

Used to identify class source of PartyID value.

P

• C - Generally accepted market participant identifier

• D - Proprietary / Custom code

• H - Clearing house participant/member code

• N - LEI

• P – PLID (Privacy Law Identifier)

• Q – NPID (Natural Person Identifier)

→ Party Role

R

int

Indicates the type of Party or the role of the party in the Party Block.

P

• 4 - Clearing Firm

• 7 - Trading (Entering) Firm

• 24 - Customer Account

→→ Party Qualifier ID

ID

String

A Sub ID provides additional information about the Party.

O

→→ Party Qualifier Type

Typ

int

The Type of Party Sub ID in the Party Sub Tag.

O

• 1 - Firm

• 3 - System

• 26 - Account type or Origin

→ Regulatory Trade ID

ID

String

Regulatory Trade ID. Will be used to communicate the Unique Transaction Identifier associated with a trade execution as required by the CFTC. This can contain the Unique Transaction Identifier (UTI) for the block (original bunched trade) if available. It will also communicate the bilateral (alpha) UTI for the bunched order. If a bilateral UTI is not specified inbound, then CME Clearing will assign one.

P

→ Regulatory Trade ID Source

Src

String

With the conversion to Unique Transaction Identifier (UTI), this tag will be empty.

P

→ Regulatory Trade ID Event

Evnt

int

Event causing origination of the ID.

P

• 0 - Initial block trade

• 1 - Allocation (or determination that the block trade will not be further allocated)

• 2 - Clearing

→ Regulatory Trade ID Type

Typ

int

The type of Regulatory Trade ID being sent.

P

• 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)