CME STP FIXML - CollateralReport - BrokerTec FI

RptID

String

Collateral Report Identifier

ReqID

String

Collateral Request Identifier 

CollID

String

Globally unique identifier of the collateral allocation.

CollNo

String

Human-readable identifier for the collateral allocation.

OrigCollID

String

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

OrigCollNo

String

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

TxnTm

UTCTimestamp

Timestamp when the business transaction represented by the message occurred.

LastUpdateTm

UTCTimestamp

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

TransTyp

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

Stat

int

Collateral Status

• 0 - Unassigned

• 3 - Assigned (Accepted)

• 1001 - Substituted

• 1002 - Cancelled

TrdCollStat

String

Collateral status of the trade.

• 0 - Unallocated

• 1 - Partially allocated

• 2 - Fully allocated

MaxColl

Int

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

TrdID2

String

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

Qty

Qty

Overall/total quantity (e.g. number of shares)(Prior to FIX 4.2 this field was of type int)

Side

char

Side of order

• 1 - Buy

• 2 - Sell

Px

Price

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

DirtPx

Price

Dirty price

AcrdIntAmt

Amt

Amount of Accrued Interest for convertible bonds and fixed income

StartCsh

Amt

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

EndCsh

Amt

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

TotStartCsh

Amt

Total start cash of the trade.

TotEndCsh

Amt

Total end cash of the trade.

BizDt

LocalMktDate

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

TrdDt

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).

SubInd

String

Indicates the status of the substitution.

• 2 - Original

• 3 - Substitution

• 4 - Remainder

SubRmng

int

Number of remaining rights of substitution.

Mem

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.

SettlTrdID

String

Trade identifier as assigned by BrokerTec Clearing.

LastMkt

Exchange

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

Sym

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.

ID

String

The Clearing Product ID.

Src

String

Identifies class or source of the SecurityID value.

• 1 - CUSIP

• 4 - ISIN number

SecTyp

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

Desc

String

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

GUID

String

Globally unique identifier.

StartDt

LocalMktDate

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

EndDt

LocalMktDate

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

RegTrdID

ID

String

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

Src

String

ID of reporting entity assigned by regulatory agency.

Evnt

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

Typ

int

Position of ID in trade hierarchy.

• 0 - Current (the default)

• 5 - Trading venue transaction identifier

Src

String

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

• 1 - CUSIP 

• 4 - ISIN number

• H - Clearing House / Clearing Organization

Sym

String

Symbol of the related security.

ID

String

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

SecTyp

String

Security type of the related instrument.

• GC - General Collateral

• SUB - Substituted Collateral

GUID

String

Globally unique identifier of the security