CME STP FIX - Regulatory Fields and Identifiers

CME STP FIX - Regulatory Fields and Identifiers

Trades on Brokertec EGB's & EU Repo have specific Regulatory requirements. This page describes the Regulatory fields and Identifiers present in CME STP FIX Trade Capture Report (tag 35-MsgType=AE) and Collateral Report (tag 35-MsgType=BA) messages for these markets.

Fields/tag in STP below are to be used for this purpose.

  • The Regulatory fields are in SideRegulatoryTradeIDGrp (repeating) of Trade Capture Report and in RegulatoryTradeIDGrp (repeating) of Collateral message

  • In Trade Capture Report (tag 35-MsgType=AE) and Collateral Report (tag 35-MsgType=BA) the LastMkt (tag 30-LastMkt) will identify the MIC code

    • BTEE for UK Entity

    • BTAM for European Entity

On Trade Confirmation Report (35 = AE)

TVTIC (Trading Venue Transaction ID)

30-LastMkt

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

30-LastMkt

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

BTAM

0

5

JWU9TKEA3F

Market generated TVTIC value 

BTEE

0

5

JUGT74QZAD

Market generated TVTIC value

UTI/RTN (Unique Trade Identifier/Report Tracking Number)

In Trade Capture Report (tag 35-MsgType=AE) if tag 1832-ClearedIndicator is set to 0, then it is bilateral (UTI); if set to 1 it is CCP (RTN).

30-LastMkt

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

30-LastMkt

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

BTAM

0

0

JWU9TKEA3F

Market generated UTI/RTN value 

BTEE

0

0

JUGT74QZAD

Market generated UTI/RTN value

LCH UTI (UTI as provided by LCH/LCHSA replicated to facilitate customer reconciliation with the clearer)

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

10029-SideRegulatoryTradeIDEvent

10030-SideRegulatoryTradeIDType

10028-SideRegulatoryTradeIDSource

10027-SideRegulatoryTradeID

0

0

LCH

LCH generated UTI value 

On Collateral message (35=BA)

TVTIC (Trading Venue Transaction ID)

30-LastMkt

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

30-LastMkt

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

BTAM

0

5

JWU9TKEA3F

Market generated TVTIC value 

BTEE

0

5

JUGT74QZAD

Market generated TVTIC value

UTI/RTN (Unique Trade Identifier/Report Tracking Number)

30-LastMkt

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

30-LastMkt

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

BTAM

0

0

JWU9TKEA3F

Market generated UTI/RTN value 

BTEE

0

0

JUGT74QZAD

Market generated UTI/RTN value

LCH UTI (UTI as provided by LCH/LCHSA replicated to facilitate customer reconciliation with the clearer)

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

1904-RegulatoryTradeIDEvent

1906-RegulatoryTradeIDType

1905-RegulatoryTradeIDSource

1903-RegulatoryTradeID

0

0

LCH

LCH generated UTI value 

Clearer specific ID's are not published for clearers such as BME, EUREX, MONTE.




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