CME STP FIX - CollateralReport - BrokerTec FI

908

CollRptID

String

Collateral Report Identifier

894

CollReqID

String

Collateral Request Identifier

20048

CollateralAllocationID

String

Globally unique identifier of the collateral allocation.

20049

CollateralAllocationNumber

String

Human-readable identifier for the collateral allocation.

20051

OriginalCollateralAllocationID

String

In a substitution, this is the CollID of the allocation that was substituted.

20052

OriginalCollateralAllocationNumber

String

In a substitution, this is the CollNo of the allocation that was substituted.

60

TransactTime

UTCTimestamp

Timestamp when the business transaction represented by the message occurred.

779

LastUpdateTime

UTCTimestamp

Timestamp of last update to data item (or creation if no updates made since creation).

20012

CollateralReportTransactionType

String

Transaction type of the Collateral Report

• 1 - Trade registered

• 2 - Allocation registered

• 3 - Substitution registered

• 6 - Trade is cancelled

• 7 - Substitution/allocation cancelled

• 8 - Replace

910

CollStatus

int

Collateral Status

• 0 - Unassigned
  3 - Assigned (Accepted)
  1001 - Substituted

• 1002 - Cancelled

20015

TradeCollateralStatus

String

Collateral status of the trade.

• 0 - Unallocated
  1 - Partially allocated
  2 - Fully allocated

20016

MaximumCollateralCount

Int

Maximum number of different securities that can be allocated to the trade.

1040

SecondaryTradeID

String

Used to carry an internal trade entity ID which may or may not be reported to the firm

53

Quantity

Qty

Quantity allocated in this Allocation Item

54

Side

char

Side of order

• 1 - Buy

• 2 - Sell

44

Price

Price

Price per unit of quantity (e.g. per share)

20050

DirtyPrice

Price

Dirty price

159

AccruedInterestAmt

Amt

Amount of Accrued Interest for convertible bonds and fixed income

921

StartCash

Amt

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

922

EndCash

Amt

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

20054

TotalStartCash

Amt

Total start cash of the trade.

20053

TotalEndCash

Amt

Total end cash of the trade.

715

ClearingBusinessDate

LocalMktDate

The "Clearing Business Date" referred to by this maintenance request.

75

TradeDate

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).

20028

SubstitutionIndicator

String

Indicates the status of the substitution.

• 2 - Original

• 3 - Substitution

• 4 - Remainder

20031

SubstitutionsRemaining

int

Number of remaining rights of substitution.

5149

Memo

String

Free format text field. Supported as follows, depending on source:

• CME Globex: Supported for all Globex-entered trades.

• CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.

• CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.

• CME ClearPort API:

  • For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.

  • For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.

20056

SettlementTradeID

String

Trade identifier as assigned by BrokerTec Clearing.

30

LastMkt

Exchange

Market of execution for last fill, or an indication of the market where an order was routed.

→55

Symbol

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.

→48

SecurityID

String

The Clearing Product ID.

→22

SecurityIDSource

String

Identifies class or source of the SecurityID value.

• 1 - CUSIP
  4 - ISIN number

• H - Clearing House / Clearing Organization

→167

SecurityType

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.

• BOND - Bond (generic)

• EUSOV - Euro Sovereigns

• EUSUP - Euro Supranational Coupons

• FUT - Future

• REPO - Repurchase

• SOV - UK Gilt

• SUPRA - USD Supranational Coupons

• TINT - Interest Strip

• TB - Treasury Bill - non US

• TBA - To Be Announced

• TIPS - Treasury Inflation Protected Security

• TBILL - US Treasury Bill

• TBOND - US Treasury Bond

• TNOTE - US Treasury Note

• FAC - US Federal Agency Coupon

• TFRN - US Treasury Floating Rate Note

→107

SecurityDesc

String

Can be used to provide an optional textual description for a financial

→37513

GUID

String

Globally unique identifier.

→916

StartDate

LocalMktDate

Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral

→917

EndDate

LocalMktDate

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral

1907

RegulatoryTradeIDGrp

→1903

RegulatoryTradeID

String

Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC.

→1905

RegulatoryTradeIDSource

String

ID of reporting entity assigned by regulatory agency.

→1904

RegulatoryTradeIDEvent

int

Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

0 - Initial block trade

→1906

RegulatoryTradeIDType

int

Position of ID in trade hierarchy.

• 0 - Current (the default)

• 5 - Trading venue transaction identifier

→1651

RelatedSecurityIDSource

String

Identifies class or source of the RelatedSecurityID (1650) value.

• 1 - CUSIP

• 4 - ISIN

→1649

RelatedSymbol

String

Symbol of the related security.

→1650

RelatedSecurityID

String

Related security identifier. Value of RelatedSecurityIDSource (1651) type.

→1652

RelatedSecurityType

String

Security type of the related instrument.

• GC - General Collateral

• SUB - Substituted Collateral

→20055

RelatedSecurityGUID

String

Globally unique identifier of the security