/AllocInstrctn
Field Name FIXML Attribute Name Data Type Description Required / Conditional / Optional Supported Values Message ID
ID
String Unique identifier for this Allocation Instruction message. R Transaction Type
TransTyp
char Used to express New, Cancel, or Replace. Only New and Cancel are supported. R 0 - New
2 - CancelAllocation Type
Typ
int Specifies the purpose or type of the Allocation Instruction message. R 17 - Give-up Quantity
Qty
Qty Total quantity of the cleared bunched order trade. R Venue Type
VenuTyp
char Identifies the type of venue for the allocation. R O - Off facility swap
R - Registered Market (SEF)Transaction Time
TxnTm
UTCTimestamp Date/time when allocation is created. R Input Source
InptSrc
String Indicates the input source of the allocation. O Risk Limit Check Status
RiskChkStat
int Credit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade. O 13 - Accepted by execution venue Reference Risk Limit Check ID
RefRiskLmtChkID
String A credit approval token can be assigned to allocations. This applies to all allocations listed in this message. O StandardHeader
Hdr
→ Sender ID
SID
String This attribute identifies the party or the Submitter of the message. This is set to CME. R → Target ID
TID
String This attribute identifies the receiver of the message. This must be set to CME. R → Sender Qualifier
SSub
String This attribute qualifies the Sender. The user ID assigned to the sender must be provided. R → Target Qualifier
TSub
String This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. O OrdAllocGrp (repeating)
OrdAlloc
→ Client Order ID
ClOrdID
String If provided, this field will be used on all offset Trade Capture Reports in the ClOrdID2 field. If this is not provided, then the original client order ID assigned for the original bunched order will be used on all offset Trade Capture Reports in the ClOrdID2 field. O → Secondary Client Order ID
ClOrdID2
String This is the ID assigned by the client for the bunched trade side. It appears on the Trade Capture Report of the bunched trade in ClOrdID. O ExecAllocGrp (repeating)
AllExc
→ Secondary Execution ID
ExecID2
String Platform assigned ExecID2 for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. C → Execution ID
ExecID
String ClearPort assigned ExecID for the original bunched order. Not applicable for IRS. This is one of the identifiers that can be specified to locate the bunched order. C → Trade ID
TrdID
String Trade ID assigned by CME Clearing for the cleared bunched trade side. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will only be supported for IRS allocation submission. C Instrument
Instrmt
→ Security Type
SecTyp
String Indicates type of instrument or security being traded or defined. R FWD - Forward
IRS - Interest Rate Swap Parties (repeating)
Pty
→ Party ID
ID
String Used to identify the Asset Manager holding account. For IRS, only account aliases are supported. R → Party ID Source
Src
char Used to identify the source of PartyID value. R C - Generally accepted market participant identifier
D - Proprietary / Custom code
H - Clearing house participant/member code
N - LEI→ Party Role
R
int Indicates the type of Party or the role of the party in the Party block. R 4 - Clearing Firm
7 - Trading (Entering) Firm
24 - Customer Account → PtysSubGrp (repeating)
Sub
→→ Party Qualifier ID
ID
String A Sub ID provides additional information about the Party. O →→ Party Qualifier Type
Typ
int The Type of Party Sub ID in the Party Sub Tag. O 1 - Firm
3 - System
26 - Account type or Origin RegulatoryTradeIDGrp (repeating)
RegTrdID
→ Regulatory Trade ID
ID
String Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC. This can be used to communicate the bilateral (alpha) and/or cleared USI for the block (original bunched trade). The bilateral and cleared USIs of the block are two of the identifiers that can be specified to locate the bunched order. If a bilateral USI is not specified, CME Clearing will assign one. C → Regulatory Trade ID Source
Src
String ID of reporting entity assigned by regulatory agency. This is the namespace of the USI. C → Regulatory Trade ID Event
Evnt
int Event causing origination of the ID. C 0 - Initial block trade
2 - Clearing→ Regulatory Trade ID Type
Typ
int The type of Regulatory Trade ID being sent. C 0 - Current (the default)
1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)
2 - Block (e.g. when reporting an allocated subtrade) AllocGrp (repeating)
Alloc
Content Tools