CME STP FIX - Regulatory Fields and Identifiers
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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 |
|---|---|---|---|---|
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 |
|---|---|---|---|---|
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 |
|---|---|---|---|
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 |
|---|---|---|---|---|
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 |
|---|---|---|---|---|
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 |
|---|---|---|---|
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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