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/CollRpt 

FIX TagField NameFIXML Attribute NameData TypeDescriptionNew for BrokerTecOMnet MappingGenium FIX MappingSupported Values
908CollRptIDRptIDStringCollateral Report Identifier



894CollReqIDReqIDStringCollateral Request Identifier



20048CollateralAllocationIDCollIDStringGlobally unique identifier of the collateral allocation.



20049CollateralAllocationNumberCollNoStringHuman-readable identifier for the collateral allocation.
allocation_item_number_n

20051OriginalCollateralAllocationIDOrigCollIDStringIn a substitution, this is the CollID of the allocation that was substituted.



20052OriginalCollateralAllocationNumberOrigCollNoStringIn a substitution, this is the CollNo of the allocation that was substituted.
orig_item_number_n

60TransactTimeTxnTmUTCTimestampTimestamp when the business transaction represented by the message occurred.
created_date_s + created_time_s

779LastUpdateTimeLastUpdateTmUTCTimestampTimestamp of last update to data item (or creation if no updates made since creation).
modified_date_s + modified_time_s

20012CollateralReportTransactionTypeTransTypStringTransaction type of the Collateral Report
broadcast_reason

1 - Trade registered

2 - Allocation registered

3 - Substitution registered

6 - Trade is cancelled

7 - Substitution/allocation cancelled

8 - Replace

910CollStatusStatintCollateral Status
is_substitution_c

0 - Unassigned
3 - Assigned (Accepted)
1001 - Substituted

1002 - Cancelled

20015TradeCollateralStatusTrdCollStatStringCollateral status of the trade.
allocation_state

0 - Unallocated
1 - Partially allocated
2 - Fully allocated

20016MaximumCollateralCountMaxCollIntMaximum number of different securities that can be allocated to the trade.
max_nbr_securities_c

1040SecondaryTradeIDTrdID2StringUsed to carry an internal trade entity ID which may or may not be reported to the firm



53QuantityQtyQtyQuantity allocated in this Allocation Item
allocated_quantity_i

54SideSidecharSide of order
bought_or_sold

1 - Buy
2 - Sell

44PricePxPricePrice per unit of quantity (e.g. per share)
clean_value_i

20050DirtyPriceDirtPxPriceDirty price
collateral_value_i

159AccruedInterestAmtAcrdIntAmtAmtAmount of Accrued Interest for convertible bonds and fixed income
accrued_money_q

921StartCashStartCshAmtStarting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
start_consideration_q

922EndCashEndCshAmtEnding dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
end_consideration_q

20054TotalStartCashTotStartCshAmtTotal start cash of the trade.



20053TotalEndCashTotEndCshAmtTotal end cash of the trade.
end_consideration_q

715ClearingBusinessDateBizDtLocalMktDateThe "Clearing Business Date" referred to by this maintenance request.
start_consideration_q

75TradeDateTrdDtLocalMktDateIndicates 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).
created_date_s

20028SubstitutionIndicatorSubIndStringIndicates the status of the substitution.
is_alloc_new_c

2 - Original
3 - Substitution
4 - Remainder

20031SubstitutionsRemainingSubRmngintNumber of remaining rights of substitution.
remaining_subs_i

5149MemoMemString

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.

customer_info_s

20056SettlementTradeIDSettlTrdIDStringTrade identifier as assigned by BrokerTec Clearing.



30LastMktLastMktExchangeMarket of execution for last fill, or an indication of the market where an order was routed.New field


453Parties(repeating)Pty






InstrumentInstrmt





55→SymbolSymStringTicker 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.
long_name

48→SecurityIDIDStringThe Clearing Product ID.
coll_isin_code_s

22→SecurityIDSourceSrcStringIdentifies class or source of the SecurityID value.


1 - CUSIP
4 - ISIN number

H - Clearing House / Clearing Organization

167→SecurityTypeSecTypStringIndicates 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

107→SecurityDescDescStringCan be used to provide an optional textual description for a financial



37513→GUIDGUIDStringGlobally unique identifier.




FinancingDetailsFinDetls





916→StartDateStartDtLocalMktDateStart date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral
start_date_s

917→EndDateEndDtLocalMktDateEnd date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral
end_date_s

1907RegulatoryTradeIDGrpRegTrdID





1903→RegulatoryTradeIDIDStringRegulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC.



1905→RegulatoryTradeIDSourceSrcStringID of reporting entity assigned by regulatory agency.



1904→RegulatoryTradeIDEventEvntintEvent 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
1906→RegulatoryTradeIDTypeTypintPosition of ID in trade hierarchy.New value: 5

0 - Current (the default)

5 - Trading venue transaction identifier

1647RelatedInstrumentGrpReltdInstrmt





1651→RelatedSecurityIDSourceSrcStringIdentifies class or source of the RelatedSecurityID (1650) value.


1 - CUSIP
4 - ISIN

1649→RelatedSymbolSymStringSymbol of the related security.
long_name

1650→RelatedSecurityIDIDStringRelated security identifier. Value of RelatedSecurityIDSource (1651) type.
Depending on SecTyp and Src values this can be is_cusip, isin_code_s, subst_isin_code_s

1652→RelatedSecurityTypeSecTypStringSecurity type of the related instrument.


GC - General Collateral

SUB - Substituted Collateral

20055→RelatedSecurityGUIDGUIDStringGlobally unique identifier of the security