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This page includes sample messages for all the flows associated with single-sided submission of OTC FX trades:         


Single Sided Trade Submission for Affirmation and Clearing -  OTC FX Forwards

This sample is based on the following actions:

  • Specifying the OTC FX Forward contract with Clearing Product Code
  • Submitting the trade with an account alias
  • LEI of parties not specified; ClearPort will look up
  • Submitting the trade in Base terms (The notional amount is specified in Base currency (ccy1) 
<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="0000001" TransTyp="0" TrdTyp="22" TxnTm="2011-04-11T15:38:23.621-04:00" TrdDt="2011-04-11" LastPx="555.55" QtyTyp="0" LastQty="50000" Ccy="USD" RegRptTyp="4" VenuTyp="S">
		<Hdr SID="RCPLT" SSub="rcaf" TID="CME" TSub="CPAPI"/>
		<RegTrdID ID="CPB000001683509TN0001" Src="1010000023" Typ="0" Evnt="0"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Pty R="73" ID="LEI of the SEF" Src="N"/>
		<Instrmt SecTyp="FWD" Exch="CME" ID="USDCLP" Src="H" MMY="20110415"/>
		<TrdRegTS TS="2011-04-11T15:38:23.621-04:00" Typ="1"/>
		<RptSide Side="2" ClOrdID="XYZ123" InptSrc="RCPLT">
			<Pty ID="RC2" Src="D" R="24">
				<Sub Typ="3" ID="RCPLT"/>
			</Pty>
			<Pty ID="TRD_FIRM" R="7">
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty ID="traderid" R="36"/>
			<Pty ID="OPTRD_FIRM" R="17"/>
			<Pty ID="optraderid" R="37"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Dual Sided Trade Submission for Clearing  -  OTC FX Forwards

This sample is based on the following actions:

  • Specifying an OTC FX Forward contract with Clearing Product Code
  • Submitting the trade with fully qualified account information
  • LEI of parties not specified; ClearPort will look up
  • Submitting the trade in Base terms (The notional amount is specified in Base currency (ccy1)
  • The Reporting counterparty can be specified along with the clearing account as shown below.
<?xml version="1.0" encoding="UTF-8"?>
<!-- OTC FX FWD Inbound - HTTP/MQ Submission -->
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="22" TxnTm="2011-04-11T15:38:23.621-04:00" TrdDt="2011-04-11" LastPx="72.99" QtyTyp="0" LastQty="50000" Ccy="USD" RegRptTyp="4" VenuTyp="S">
		<Hdr SID="RCBK" SSub="rcaf" TID="CME" TSub="CPAPI"/>
		<RegTrdID ID="CPB000001683509TN0001" Src="1010000023" Typ="0" Evnt="0"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Pty R="73" ID="LEI of the SEF" Src="N"/>
		<Instrmt SecTyp="FWD" Exch="CME" ID="USDCLP" Src="H" MMY="20110415"/>
		<TrdRegTS TS="2011-04-11T15:38:23.621-04:00" Typ="1"/>
		<RptSide InptSrc="RCBK" Side="1" ClOrdID="X45777">
			<Pty ID="817" R="1"/>
			<Pty ID="RCACCT1" R="24">
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty ID="RCBK" R="30"/>
			<Pty ID="rcaf" R="62"/>
			<Pty ID="traderid" R="36"/>
		</RptSide>
		<RptSide InptSrc="RCBK" Side="2" ClOrdID="BAC777">
			<Pty ID="817" R="1"/>
			<Pty ID="RCACCT2" R="24"/>
			<Pty ID="RCBK" R="30"/>
			<Pty ID="rcaf" R="62"/>
			<Pty ID="rcaf2" R="36"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Dual Side Trade Submission for FX Options

<?xml version="1.0" encoding="UTF-8"?>
<FIXML cv="CME.0001" s="20160830" xv="109" v="5.0 SP2">
	<TrdCaptRpt VenuTyp="O" Ccy="EUR" QtyTyp="0" LastQty="10000" CalcCcyLastQty="11266.80" LastPx="1.12668" PxTyp="2" TrdDt="2016-08-30" TxnTm="2016-08-30T12:03:00.000-05:00" TrdTyp="22"

        TransTyp="0" ExecID2="63649077" RptID="4578437594002">
		<Hdr TSub="CPAPI" TID="CME" SSub="trcpapitest" SID="TRPL"/>
		<RegTrdID Evnt="0" Src="1030209445" Typ="0" ID="NFO201409230001000123396674"/>
		<Instrmt StrkPx="1.12668" PutCall="0" MMY="20170830" Src="H" ID="EURUSN" Exch="CME" SecTyp="OPT" CFI="OPECCN" ExerStyle="0" SettlMeth="C" />
		<!-- Premium Payment on option -->
		<Pmt Typ="10" Amt="-125000" Ccy="USD" Dt="2017-09-01"/>
		<TrdRegTS Typ="1" TS="2016-08-30T11:03:00.000-05:00"/>
		<RptSide Side="1" ClOrdID="CCPC_110219102811" InptSrc="TRPL" BlckTrdAllocInd="1">
			<Pty R="1" ID="987"/>
			<Pty R="24" ID="MIDLGB22"/>
			<Pty R="17" ID="test_inc">
				<Sub ID="Y" Typ="49"/>
			</Pty>
			<Pty R="7" ID="987_test"/>
			<Pty R="36" ID="987admin"/>
		</RptSide>
		<RptSide Side="2" ClOrdID="CCPC_110219102810" InptSrc="TRPL" BlckTrdAllocInd="1">
			<Pty R="1" ID="101"/>
			<Pty R="24" ID="TESTOLYUKFX"/>
			<Pty R="17" ID="987_test"/>
			<Pty R="7" ID="test_inc">
				<Sub ID="Y" Typ="49"/>
			</Pty>
		</RptSide>
	</TrdCaptRpt>
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