CME STP FIX - CollateralReport for BrokerTec Trades

/CollRpt

FIX Tag	Field Name	FIXML Attribute Name	Data Type	Description	New for BrokerTec	OMnet Mapping	Supported Values
908	CollRptID	RptID	String	Collateral Report Identifier
894	CollReqID	ReqID	String	Collateral Request Identifier
20048	CollateralAllocationID	CollID	String	Globally unique identifier of the collateral allocation.
20049	CollateralAllocationNumber	CollNo	String	Human-readable identifier for the collateral allocation.		allocation_item_number_n
20051	OriginalCollateralAllocationID	OrigCollID	String	In a substitution, this is the CollID of the allocation that was substituted.
20052	OriginalCollateralAllocationNumber	OrigCollNo	String	In a substitution, this is the CollNo of the allocation that was substituted.		orig_item_number_n
60	TransactTime	TxnTm	UTCTimestamp	Timestamp when the business transaction represented by the message occurred.		created_date_s + created_time_s
779	LastUpdateTime	LastUpdateTm	UTCTimestamp	Timestamp of last update to data item (or creation if no updates made since creation).		modified_date_s + modified_time_s
20012	CollateralReportTransactionType	TransTyp	String	Transaction type of the Collateral Report		broadcast_reason	1 - Trade registered 2 - Allocation registered 3 - Substitution registered 6 - Trade is cancelled 7 - Substitution/allocation cancelled 8 - Replace
910	CollStatus	Stat	int	Collateral Status		is_substitution_c	0 - Unassigned 3 - Assigned (Accepted) 1001 - Substituted 1002 - Cancelled
20015	TradeCollateralStatus	TrdCollStat	String	Collateral status of the trade.		allocation_state	0 - Unallocated 1 - Partially allocated 2 - Fully allocated
20016	MaximumCollateralCount	MaxColl	Int	Maximum number of different securities that can be allocated to the trade.		max_nbr_securities_c
1040	SecondaryTradeID	TrdID2	String	Used to carry an internal trade entity ID which may or may not be reported to the firm
53	Quantity	Qty	Qty	Quantity allocated in this Allocation Item		allocated_quantity_i
54	Side	Side	char	Side of order		bought_or_sold	1 - Buy 2 - Sell
44	Price	Px	Price	Price per unit of quantity (e.g. per share)		clean_value_i
20050	DirtyPrice	DirtPx	Price	Dirty price		collateral_value_i
159	AccruedInterestAmt	AcrdIntAmt	Amt	Amount of Accrued Interest for convertible bonds and fixed income		accrued_money_q
921	StartCash	StartCsh	Amt	Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.		start_consideration_q
922	EndCash	EndCsh	Amt	Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.		end_consideration_q
20054	TotalStartCash	TotStartCsh	Amt	Total start cash of the trade.
20053	TotalEndCash	TotEndCsh	Amt	Total end cash of the trade.		end_consideration_q
715	ClearingBusinessDate	BizDt	LocalMktDate	The "Clearing Business Date" referred to by this maintenance request.		start_consideration_q
75	TradeDate	TrdDt	LocalMktDate	Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).		created_date_s
20028	SubstitutionIndicator	SubInd	String	Indicates the status of the substitution.		is_alloc_new_c	2 - Original 3 - Substitution 4 - Remainder
20031	SubstitutionsRemaining	SubRmng	int	Number of remaining rights of substitution.		remaining_subs_i
5149	Memo	Mem	String	Free format text field. Supported as follows, depending on source: CME Globex: Supported for all Globex-entered trades. CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty. CME ClearPort API: For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.		customer_info_s
20056	SettlementTradeID	SettlTrdID	String	Trade identifier as assigned by BrokerTec Clearing.
30	LastMkt	LastMkt	Exchange	Market of execution for last fill, or an indication of the market where an order was routed.	New field
453	Parties(repeating)	Pty
	Instrument	Instrmt
55	→Symbol	Sym	String	Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)Use "[N/A]" for products which do not have a symbol.		long_name
48	→SecurityID	ID	String	The Clearing Product ID.		coll_isin_code_s
22	→SecurityIDSource	Src	String	Identifies class or source of the SecurityID value.			1 - CUSIP 4 - ISIN number H - Clearing House / Clearing Organization
167	→SecurityType	SecTyp	String	Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.			BOND - Bond (generic) EUSOV - Euro Sovereigns EUSUP - Euro Supranational Coupons FUT - Future REPO - Repurchase SOV - UK Gilt SUPRA - USD Supranational Coupons TINT - Interest Strip TB - Treasury Bill - non US TBA - To Be Announced TIPS - Treasury Inflation Protected Security TBILL - US Treasury Bill TBOND - US Treasury Bond TNOTE - US Treasury Note FAC - US Federal Agency Coupon TFRN - US Treasury Floating Rate Note
107	→SecurityDesc	Desc	String	Can be used to provide an optional textual description for a financial
37513	→GUID	GUID	String	Globally unique identifier.
	FinancingDetails	FinDetls
916	→StartDate	StartDt	LocalMktDate	Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral		start_date_s
917	→EndDate	EndDt	LocalMktDate	End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral		end_date_s
1907	RegulatoryTradeIDGrp	RegTrdID
1903	→RegulatoryTradeID	ID	String	Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC.
1905	→RegulatoryTradeIDSource	Src	String	ID of reporting entity assigned by regulatory agency.
1904	→RegulatoryTradeIDEvent	Evnt	int	Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.			0 - Initial block trade
1906	→RegulatoryTradeIDType	Typ	int	Position of ID in trade hierarchy.	New value: 5		0 - Current (the default) 5 - Trading venue transaction identifier
1647	RelatedInstrumentGrp	ReltdInstrmt
1651	→RelatedSecurityIDSource	Src	String	Identifies class or source of the RelatedSecurityID (1650) value.			1 - CUSIP 4 - ISIN
1649	→RelatedSymbol	Sym	String	Symbol of the related security.		long_name
1650	→RelatedSecurityID	ID	String	Related security identifier. Value of RelatedSecurityIDSource (1651) type.		Depending on SecTyp and Src values this can be is_cusip, isin_code_s, subst_isin_code_s
1652	→RelatedSecurityType	SecTyp	String	Security type of the related instrument.			GC - General Collateral SUB - Substituted Collateral
20055	→RelatedSecurityGUID	GUID	String	Globally unique identifier of the security