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/AllocRpt

Field NameFIXML Attribute NameData TypeDescriptionPresent / Conditional / OptionalSupported Values
Report ID RptID StringUnique identifier for this Allocation Report message. Generated by CME Clearing.P 
Message ID ID StringUnique identifier for allocation message. Echoes back the value submitted on the Allocation Instruction.P 
Transaction Type TransTyp charUsed to express New, Cancel, or Replace. Only New and Cancel are supported.P0 - New

2 - Cancel

Report Type RptTyp intSpecifies the purpose or type of Allocation Report message.P15 - Give-up

Status Stat intIdentifies status of the allocation.P6 - allocation pending

9 - Claimed

10 - refused

12 - cancelled

Clear Date ClrDt LocalMktDateThe Clearing Date for the allocation.O 
Input Source InptSrc StringThe original system from which the trade originated. Typically set to the Sender ID.O 
Quantity Qty QtyTotal quantity of the bunched order allocation.P 
Venue Type VenuTyp charIdentifies the type of venue for the allocation.PO - Off facility swap

R - Registered Market (SEF)

Transaction Time TxnTm UTCTimestampDate/time of the action performed on the allocation.P 
Risk Limit Check Status RiskChkStat intCredit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade.O13 - Accepted by execution venue

Reference Risk Limit Check ID RefRiskLmtChkID StringA credit approval token can be assigned to allocations. This applies to all allocations listed in this message.O 
Offset Trade ID TrdID StringContains 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 StringThis attribute identifies the party or the Submitter of the message. This is set to CME.P 
→ Target ID TID StringThis attribute identifies the receiver of the message. This must be set to CME.P 
→ Sender Qualifier SSub StringThis attribute qualifies the Sender. The user ID assigned to the sender must be provided.P 
→ Target Qualifier TSub StringThis 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 StringIf 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 StringThis 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 StringClearPort 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 StringPlatform 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 StringTrade 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 StringIndicates type of instrument or security being traded or defined.PFWD - Forward

IRS - Interest Rate Swap

Parties (repeating) Pty  
→ Party ID ID StringUsed to identify the Asset Manager holding account. For IRS, only account aliases are supported.P 
→ Party ID Source Src charUsed to identify class source of PartyID value.PC - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code

N - LEI

→ Party Role R intIndicates the type of Party or the role of the party in the Party Block.P4 - Clearing Firm

7 - Trading (Entering) Firm

24 - Customer Account

→ PtysSubGrp (repeating) Sub  
→→ Party Qualifier ID ID StringA Sub ID provides additional information about the Party.O 
→→ Party Qualifier Type Typ intThe Type of Party Sub ID in the Party Sub Tag.O1 - Firm

3 - System

26 - Account type or Origin

RegulatoryTradeIDGrp (repeating) RegTrdID  
→ Regulatory Trade ID ID StringRegulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC. This can contain the USI for the block (original bunched trade) if available. It will also communicate the bilateral (alpha) USI for the bunched order. If a bilateral USI is not specified inbound, then CME Clearing will assign one.P 
→ Regulatory Trade ID Source Src StringID of reporting entity assigned by regulatory agency. This is the namespace of the USI.P 
→ Regulatory Trade ID Event Evnt intEvent causing origination of the ID.P0 - Initial block trade

1 - Allocation (or determination that the block trade will not be further allocated)

2 - Clearing

→ Regulatory Trade ID Type Typ intThe type of Regulatory Trade ID being sent.P0 - 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