CME GC Allocator API - Message Specification - List Trade Collateral

List all collateral allocations and substitutions currently in force on a trade. Results will be limited to active trades, and trades which have ended within the last 7 calendar days.

URL

/collateral/trades/{sideGuid}

HTTP Method

GET

Version

1.0.30

Content







Request

Parameters

Parameter

Name

Location

Type

Multi-ple

Values

Usage

Description

Parameter

Name

Location

Type

Multi-ple

Values

Usage

Description

CME-Application-Name

Application Name

Header

String

No



REQUIRED

Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly.

CME-Application-Vendor

Application Vendor

Header

String

No



REQUIRED

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

CME-Application-Version

Application Version

Header

String

No



REQUIRED

Version identifier for the customer system.

CME-Request-ID

Request ID

Header

String

No



REQUIRED

Identifier for the customer message.

CME-Transact-Time

Transaction Time

Header

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

Timestamp of when the message was sent from customer system.

sideGuid

Side GUID

Path

String

No



REQUIRED



Response - 200

Body

Collateral Response Message - CollateralResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

payload[]

Payload

Collateral







Collateral - CollateralResponseMessage.payload[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

accruedInterestAmt

Accrued Interest Amount

Decimal



CONDITIONAL

  • Always when  Status = SUBSTITUTED

cleanPrice

Clean Price

Price



ALWAYS



collateralGuid

Collateral GUID

String



ALWAYS



dealId

Deal ID

String



ALWAYS



dirtyPrice

Dirty Price

Price



ALWAYS



endCash

End Cash

Decimal



CONDITIONAL



Not present for EONIA repos.



lastUpdateTime

Last Update Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS



notificationQty

Notification Quantity

Integer



CONDITIONAL



Aggregate quantity of all remaining, unfilled notifications on this allocation



  • Always when  NotificationQuantity <> 0

originalCollateralGuid

Original Collateral GUID

String



CONDITIONAL

  • Always when  SubstitutionIndicator = SUBSTITUTION

  • Always when  SubstitutionIndicator = REMAINDER

originalTransactionTime

Original Transaction Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS



originalVenueCollateralNbr

Original Venue Collateral Number

String



CONDITIONAL

  • Always when  SubstitutionIndicator = SUBSTITUTION

  • Always when  SubstitutionIndicator = REMAINDER

qty

Quantity

Quantity



ALWAYS



sideGuid

Side GUID

String



ALWAYS



sideInd

Side Indicator

MarketSideIndicator

  • BUY

  • SELL

ALWAYS



startCash

Start Cash

Decimal



ALWAYS



status

Collateral Status

CollateralStatus

  • ACTIVE

  • CANCELED

  • SUBSTITUTED

ALWAYS



substitutionInd

Substitution Indicator

SubstitutionIndicator

  • ORIGINAL

  • REMAINDER

  • SUBSTITUTION

ALWAYS



substitutionsRemainingCnt

Substitutions Remaining Count

Integer



ALWAYS



tradeId

Trade ID

String



ALWAYS



transactionTime

Transaction Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS



venueCollateralNbr

Venue Collateral ID

String



ALWAYS



entities

Entities

TradeSideEntities







generalCollateralInstrument

General Collateral Instrument

Instrument







instrument

Instrument

Instrument







Trade Side Entities - CollateralResponseMessage.payload[].entities

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

enteringTraderId

Entering Trader ID

String



ALWAYS



executingFirmId

Executing Firm ID

String



ALWAYS



oppositeFirmId

Opposite Firm ID

String



CONDITIONAL

  • Always when  BilateralIndicator = YES

Instrument - CollateralResponseMessage.payload[].generalCollateralInstrument

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

clearingOrganizationId

Clearing Organization ID

String



CONDITIONAL

  • Always when  BilateralIndicator = NO

cusip

CUSIP

String



CONDITIONAL



Only present on US securities.



exchangeId

Exchange ID

String



ALWAYS



guid

GUID

String



ALWAYS



isin

ISIN

String



CONDITIONAL



Only present on non-US securities.



longName

LongName

String



ALWAYS



priceSource

Price Source

PriceSource

  • CLEAN

  • DIRTY

ALWAYS



Price applied for the cash flow valuation



symbol

Symbol

String



ALWAYS



Instrument - CollateralResponseMessage.payload[].instrument

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

cusip

CUSIP

String



CONDITIONAL



Only present on US securities.



guid

GUID

String



ALWAYS



isin

ISIN

String



CONDITIONAL



Only present on non-US securities.



longName

Long Name

String



ALWAYS



productType

Product Type

ProductType

  • BOND

  • EUSOV

  • EUSUP

  • TB

  • TBA

  • TINT

  • TIPS

  • SOV

  • SUPRA

  • TBILL

  • TBOND

  • TNOTE

ALWAYS



Response - 401

Response - 404




How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.