CME STP FIX - CollateralReport for BrokerTec Trades
/CollRpt
FIX Tag | Field Name | FIXML Attribute Name | Data Type | Description | New for BrokerTec | OMnet Mapping | Genium FIX Mapping | Supported Values |
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908 | CollRptID | RptID | String | Collateral Report Identifier |
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894 | CollReqID | ReqID | String | Collateral Request Identifier |
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20048 | CollateralAllocationID | CollID | String | Globally unique identifier of the collateral allocation. |
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20049 | CollateralAllocationNumber | CollNo | String | Human-readable identifier for the collateral allocation. |
| allocation_item_number_n |
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20051 | OriginalCollateralAllocationID | OrigCollID | String | In a substitution, this is the CollID of the allocation that was substituted. |
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20052 | OriginalCollateralAllocationNumber | OrigCollNo | String | In a substitution, this is the CollNo of the allocation that was substituted. |
| orig_item_number_n |
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60 | TransactTime | TxnTm | UTCTimestamp | Timestamp when the business transaction represented by the message occurred. |
| created_date_s + created_time_s |
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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 |
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20012 | CollateralReportTransactionType | TransTyp | String | Transaction type of the Collateral Report |
| broadcast_reason |
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910 | CollStatus | Stat | int | Collateral Status |
| is_substitution_c |
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20015 | TradeCollateralStatus | TrdCollStat | String | Collateral status of the trade. |
| allocation_state |
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20016 | MaximumCollateralCount | MaxColl | Int | Maximum number of different securities that can be allocated to the trade. |
| max_nbr_securities_c |
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1040 | SecondaryTradeID | TrdID2 | String | Used to carry an internal trade entity ID which may or may not be reported to the firm |
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53 | Quantity | Qty | Qty | Quantity allocated in this Allocation Item |
| allocated_quantity_i |
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54 | Side | Side | char | Side of order |
| bought_or_sold |
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44 | Price | Px | Price | Price per unit of quantity (e.g. per share) |
| clean_value_i |
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20050 | DirtyPrice | DirtPx | Price | Dirty price |
| collateral_value_i |
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159 | AccruedInterestAmt | AcrdIntAmt | Amt | Amount of Accrued Interest for convertible bonds and fixed income |
| accrued_money_q |
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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 |
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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 |
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20054 | TotalStartCash | TotStartCsh | Amt | Total start cash of the trade. |
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20053 | TotalEndCash | TotEndCsh | Amt | Total end cash of the trade. |
| end_consideration_q |
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715 | ClearingBusinessDate | BizDt | LocalMktDate | The "Clearing Business Date" referred to by this maintenance request. |
| start_consideration_q |
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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 |
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20028 | SubstitutionIndicator | SubInd | String | Indicates the status of the substitution. |
| is_alloc_new_c |
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20031 | SubstitutionsRemaining | SubRmng | int | Number of remaining rights of substitution. |
| remaining_subs_i |
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5149 | Memo | Mem | String | Free format text field. Supported as follows, depending on source:
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| customer_info_s |
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20056 | SettlementTradeID | SettlTrdID | String | Trade identifier as assigned by BrokerTec Clearing. |
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30 | LastMkt | LastMkt | Exchange | Market of execution for last fill, or an indication of the market where an order was routed. | New field |
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453 | Pty |
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| Instrument | Instrmt |
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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 |
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48 | →SecurityID | ID | String | The Clearing Product ID. |
| coll_isin_code_s |
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22 | →SecurityIDSource | Src | String | Identifies class or source of the SecurityID value. |
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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. |
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107 | →SecurityDesc | Desc | String | Can be used to provide an optional textual description for a financial |
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37513 | →GUID | GUID | String | Globally unique identifier. |
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| FinancingDetails | FinDetls |
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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 |
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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 |
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1907 | RegulatoryTradeIDGrp | RegTrdID |
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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. |
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1905 | →RegulatoryTradeIDSource | Src | String | ID of reporting entity assigned by regulatory agency. |
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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. |
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| 0 - Initial block trade |
1906 | →RegulatoryTradeIDType | Typ | int | Position of ID in trade hierarchy. | New value: 5 |
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1647 | RelatedInstrumentGrp | ReltdInstrmt |
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1651 | →RelatedSecurityIDSource | Src | String | Identifies class or source of the RelatedSecurityID (1650) value. |
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1649 | →RelatedSymbol | Sym | String | Symbol of the related security. |
| long_name |
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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 |
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1652 | →RelatedSecurityType | SecTyp | String | Security type of the related instrument. |
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20055 | →RelatedSecurityGUID | GUID | String | Globally unique identifier of the security |
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