C - Generally accepted market participant identifier P – PLID (Privacy Law Identifier) Q – NPID (Natural Person Identifier)/AllocRpt
Field Name FIXML Attribute Name Data Type Description Present / Conditional / Optional Supported Values Report ID
RptID
String Unique identifier for this Allocation Report message. Generated by CME Clearing. P Message ID
ID
String Unique identifier for allocation message. Echoes back the value submitted on the Allocation Instruction. P Transaction Type
TransTyp
char Used to express New, Cancel, or Replace. Only New and Cancel are supported. P 0 - New
2 - CancelReport Type
RptTyp
int Specifies the purpose or type of Allocation Report message. P 15 - Give-up Status
Stat
int Identifies status of the allocation. P 6 - allocation pending
9 - Claimed
10 - refused
12 - cancelledClear Date
ClrDt
LocalMktDate The Clearing Date for the allocation. O Input Source
InptSrc
String The original system from which the trade originated. Typically set to the Sender ID. O Quantity
Qty
Qty Total quantity of the bunched order allocation. P Venue Type
VenuTyp
char Identifies the type of venue for the allocation. P O - Off facility swap
R - Registered Market (SEF)Transaction Time
TxnTm
UTCTimestamp Date/time of the action performed on the allocation. P 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 Offset Trade ID
TrdID
String Contains the Trade ID of the offset trade. Present when the offset has cleared. Note: This field will only be supported for IRS allocation offsets. C StandardHeader
Hdr
→ Sender ID
SID
String This attribute identifies the party or the Submitter of the message. This is set to CME. P → Target ID
TID
String This attribute identifies the receiver of the message. This must be set to CME. P → Sender Qualifier
SSub
String This attribute qualifies the Sender. The user ID assigned to the sender must be provided. P → Target Qualifier
TSub
String This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. P 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
→ Execution ID
ExecID
String ClearPort assigned ExecID for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will not be supported for IRS allocation submission. C → 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. Note: This field will not be supported for IRS allocation submission. C → Trade ID
TrdID
String Trade ID assigned by CME Clearing for the bunched order. 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. P 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. P → Party ID Source
Src
char Used to identify class source of PartyID value. P
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. P 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 Transaction Identifier associated with a trade execution as required by the CFTC. This can contain the Unique Transaction Identifier (UTI) for the block (original bunched trade) if available. It will also communicate the bilateral (alpha) UTI for the bunched order. If a bilateral UTI is not specified inbound, then CME Clearing will assign one. P → Regulatory Trade ID Source
Src
String With the conversion to Unique Transaction Identifier (UTI), this tag will be empty. P → Regulatory Trade ID Event
Evnt
int Event causing origination of the ID. P 0 - Initial block trade
1 - Allocation (or determination that the block trade will not be further allocated)
2 - Clearing→ Regulatory Trade ID Type
Typ
int The type of Regulatory Trade ID being sent. P 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
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