Mapping Identifiers on Allocation Instructions from the Original Bunched Order
- CME Group
Original Bunched Order to Allocation Instruction
Field | Description | From TradeCaptureReport | To Allocation Instruction |
|---|---|---|---|
Platform assigned Execution ID for the original bunched trade | The platform assigned execution id for the original bunched trade. | TrdCaptRpt/@ExecID2 | AllocInstrctn/AllExc/@ExecID2 |
ClearPort assigned Execution ID for the original bunched trade | This is ClearPort assigned execution id for the original bunched order. | TrdCaptRpt/@ExecID | AllocInstrctn/AllExc/@ExecID |
Bilateral UTI (Alpha) for the original bunched trade | This is the original bilateral UTI for the original bunched trade. | TrdCaptRpt/RegTrdID/@ID TrdCaptRpt/RegTrdID/@Typ="0" TrdCaptRpt/RegTrdID/@Evnt="0" | AllocInstrctn/RegTrdID/@ID AllocInstrctn/RegTrdID/@Typ="2" AllocInstrctn/RegTrdID/@Evnt="0" |
Bilateral UTI (Alpha) for the original bunched trade | This is the original bilateral UTI for the original bunched trade. | TrdCaptRpt/RegTrdID/@ID TrdCaptRpt/RegTrdID/@Typ="1" TrdCaptRpt/RegTrdID/@Evnt="2" Note: The Typ=”1” is sent after the swap is cleared. | AllocInstrctn/RegTrdID/@ID AllocInstrctn/RegTrdID/@Typ="2" AllocInstrctn/RegTrdID/@Evnt="2" |
Cleared Trade ID | Cleared trade side id assigned by Clearing for the cleared bunched trade Side. | TrdCaptRpt/RptSide/@SideTrdID | AllocInstrctn/@TrdID |
Client ID for original Bunched trade side | This is the Id assigned by the Client for the bunched trade side | TrdCaptRpt/RptSide/@ClOrdID | AllocInstrctn/OrdAlloc/@ClOrdID2 |
Allocation Messages to TradeCapture Mapping
Field | Description | Platform - > ClearPort | ClearPort - > Platform |
|---|---|---|---|
Platform assigned Execution ID for the allocation | Platform assigned ExecID or the individual allocation id for each allocation while allocating a cleared bunched trade. | AllocInstrctn/Alloc/@IndAllocID | AllocRpt/@ExecID2 |
Cleared Trade ID
| Cleared trade id assigned by CME Clearing for the Offsetting Side once the allocation is cleared. | Not Present | AllocRpt/@TrdID Note: This is a custom tag on messages |
Cleared trade id assigned by CME Clearing for the Onsetting Side once the allocation is cleared. | Note: This is a custom tag on messages | ||
Client ID (Offset) | The optional id assigned by the Client for the Offsetting bunched trade being allocated. If this is not provided, the original client order id assigned for the original bunched order will be used. | AllocRpt/OrdAlloc/@ClOrdID | |
Client ID (Onset) | The optional id assigned by the Client for the allocations (Onsets) | AllocInstrctn/Alloc/@FirmMnem | AllocRpt/Alloc/@FirmMnem (OnSetting side) |
Bilateral (Alpha) Allocation UTI | Bilateral UTI for the allocation. This is optional on allocation submission. ClearPort will assign one if it is not assigned. | AllocInstrcth/Alloc/RegTrdID/@ID AllocInstrcth/Alloc/RegTrdID/@Typ=”2” AllocInstrcth/Alloc/RegTrdID/@Evnt=”0” | AllocRpt/Alloc/RegTrdID/@ID AllocRpt/Alloc/RegTrdID/@Typ=”2” AllocRpt/Alloc/RegTrdID/@Evnt=”0” |
Cleared UTI (Original bunched trade)
| Cleared UTI assigned for the Cleared bunched side of the original bunched trade | AllocInstrcth/RegTrdID/@ID AllocInstrcth/RegTrdID/@Typ=”2” AllocInstrcth/RegTrdID/@Evnt=”2” | AllocRpt/ RegTrdID/@ID AllocRpt/ RegTrdID/@Typ=”2” AllocRpt/ RegTrdID/@Evnt=”2” |
Cleared Allocation UTI (Offset and Onset)
| Cleared UTI assigned for the Offsetting allocation | N/A | AllocRpt/RegTrdID/@ID AllocRpt/RegTrdID/@Typ=”0” AllocRpt/RegTrdID/@Evnt=”2” |
Cleared UTI assigned for the Onsetting allocation | N/A | AllocRpt/Alloc/RegTrdID/@Typ=”0” AllocRpt/Alloc/RegTrdID/@Evnt=”2” | |
Credit Approval token | The credit approval token is an optional attribute that can be assigned by a SEF or Credit Hub and sent on the instruction. The token can be sent for the bunched order by specifying it at the AllocationInstruction message level for the offsetting side. The allocation(s) by specifying it at the allocation level at each allocation level. | AllocInstrctn/@RefRiskLimitChkID AllocInstrctn/Alloc/@RefRiskLimitChkID | AllocRpt/@RefRiskLimitChkID AllocRpt/Alloc/@RefRiskLimitChkID |
Risk Check Status | FCM Pre-Approval Indicator to show the trade is credit checked | AllocRpt/Alloc/@RiskChkStat | |
Allocation Amount | This is the Notional amount of the allocation. | AllocInstrctn/Alloc/@Qty | AllocRpt/Alloc/@Qty |
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