CME STP FIXML - 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 FIXML Trade Capture Report (/TrdCaptRpt) and Collateral Report (/CollRpt) messages for these markets.
Fields/tag in STP below are to be used for this purpose.
The Regulatory fields are in /TrdCaptRpt/RptSide/RegTrdID (repeating) of Trade Capture Report and in /CollRpt/RegTrdID (repeating) of Collateral message
In Trade Capture Report (/TrdCaptRpt) and Collateral Report (/CollRpt) the attribute @LastMkt will identify the MIC code
BTEE for UK Entity
BTAM for European Entity
On Trade Confirmation Report (/TrdCaptRpt)
TVTIC (Trading Venue Transaction ID)
/TrdCaptRpt/@LastMkt | /RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|---|
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 (/TrdCaptRpt) if FIXML attribute @Clrd is set to 0, then it is bilateral (UTI); if set to 1 it is CCP (RTN).
/TrdCaptRpt/@LastMkt | /RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|---|
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)
/RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|
0 | 0 | LCH | LCH generated UTI value |
On Collateral message (/CollRpt)
TVTIC (Trading Venue Transaction ID)
/CollRpt/@LastMkt | /RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|---|
BTAM | 0 | 5 | JWU9TKEA3F | Market generated TVTIC value |
BTEE | 0 | 5 | JUGT74QZAD | Market generated TVTIC value |
UTI/RTN (Unique Trade Identifier/Report Tracking Number)
/CollRpt/@LastMkt | /RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|---|
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)
/RegTrdID/@Evnt | /RegTrdID/@Typ | /RegTrdID/@Src | /RegTrdID/@ID |
|---|---|---|---|
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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