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Original Bunched Order to Allocation Instruction

Field

Description

From TradeCaptureReport

To Allocation Instruction

Platform assigned Execution ID for the original bunched trade

The platform assigned execution id for the original bunched trade.

TrdCaptRpt/@ExecID2

AllocInstrctn/AllExc/@ExecID2

ClearPort assigned Execution ID for the original bunched trade

This is ClearPort assigned execution id for the original bunched order.

TrdCaptRpt/@ExecID

AllocInstrctn/AllExc/@ExecID

Bilateral USI (Alpha) for the original bunched trade

This is the original bilateral USI for the original bunched trade.

TrdCaptRpt/RegTrdID/@ID

TrdCaptRpt/RegTrdID/@Typ="0"

TrdCaptRpt/RegTrdID/@Evnt="0"

AllocInstrctn/RegTrdID/@ID

AllocInstrctn/RegTrdID/@Typ="2"

AllocInstrctn/RegTrdID/@Evnt="0"

Bilateral USI (Alpha) for the original bunched trade

This is the original bilateral USI for the original bunched trade.

TrdCaptRpt/RegTrdID/@ID

TrdCaptRpt/RegTrdID/@Typ="1"

TrdCaptRpt/RegTrdID/@Evnt="2"

 Note: The Typ=”1” is sent after the swap is cleared.

AllocInstrctn/RegTrdID/@ID

AllocInstrctn/RegTrdID/@Typ="2"

AllocInstrctn/RegTrdID/@Evnt="2"

Cleared Trade ID

Cleared trade side id assigned by Clearing for the cleared bunched trade Side.

TrdCaptRpt/RptSide/@SideTrdID

AllocInstrctn/@TrdID

Client ID for original Bunched trade side

This is the Id assigned by the Client for the bunched trade side

TrdCaptRpt/RptSide/@ClOrdID

AllocInstrctn/OrdAlloc/@ClOrdID2

Allocation Messages to TradeCapture Mapping

Field

Description

Platform -> ClearPort

ClearPort -> Platform

Platform assigned Execution ID for the allocation

Platform assigned ExecID or the individual allocation id for each allocation while

allocating a cleared bunched trade.

AllocInstrctn/Alloc/@IndAllocID

AllocRpt/@ExecID2

Cleared Trade ID

 

 

 

Cleared trade id assigned by CME Clearing for the Offsetting Side once the allocation is cleared.

Not Present

AllocRpt/@TrdID

Note: This is a custom tag on messages

Cleared trade id assigned by CME Clearing for the Onsetting Side once the allocation is cleared. AllocRpt/Alloc/@TrdID

Note: This is a custom tag on messages

Client ID (Offset)

 

The optional id assigned by the Client for the Offsetting bunched trade being allocated.

If this is not provided, the original client order id assigned for the original bunched order will be used.

AllocInstrctn/OrdAlloc/@ClOrdID

AllocRpt/OrdAlloc/@ClOrdID

Client ID (Onset)

 

The optional id assigned by the Client for the allocations (Onsets)

AllocInstrctn/Alloc/@FirmMnem

AllocRpt/Alloc/@FirmMnem

(OnSetting side)

Bilateral (Alpha) Allocation USI

Bilateral USI for the allocation. This is optional on allocation submission.

ClearPort will assign one if it is not assigned.

AllocInstrcth/Alloc/RegTrdID/@ID

AllocInstrcth/Alloc/RegTrdID/@Typ=”2

AllocInstrcth/Alloc/RegTrdID/@Evnt=”0”

AllocRpt/Alloc/RegTrdID/@ID

AllocRpt/Alloc/RegTrdID/@Typ=”2”

AllocRpt/Alloc/RegTrdID/@Evnt=”0”

Cleared USI (Original bunched trade)

 

Cleared USI assigned for the Cleared bunched side of the original bunched trade

AllocInstrcth/RegTrdID/@ID

AllocInstrcth/RegTrdID/@Typ=”2”

AllocInstrcth/RegTrdID/@Evnt=”2”

AllocRpt/ RegTrdID/@ID

AllocRpt/ RegTrdID/@Typ=”2”

AllocRpt/ RegTrdID/@Evnt=”2”

Cleared Allocation USI (Offset and Onset)

 

 

Cleared USI assigned for the Offsetting allocation

N/A

AllocRpt/RegTrdID/@ID

AllocRpt/RegTrdID/@Typ=”0”

AllocRpt/RegTrdID/@Evnt=”2”

 Cleared USI assigned for the Onsetting allocation

N/A 

 AllocRpt/Alloc/RegTrdID/@ID

AllocRpt/Alloc/RegTrdID/@Typ=”0”

AllocRpt/Alloc/RegTrdID/@Evnt=”2”

Credit Approval token

The credit approval token is an optional attribute that can be assigned by a SEF or Credit

Hub and sent on the instruction. 

The token can be sent for the bunched order by specifying it at the AllocationInstruction

message level for the offsetting side.

The allocation(s) by specifying it at the allocation level at each allocation level.

AllocInstrctn/@RefRiskLimitChkID

AllocInstrctn/Alloc/@RefRiskLimitChkID

AllocRpt/@RefRiskLimitChkID

AllocRpt/Alloc/@RefRiskLimitChkID

Risk Check Status

FCM Pre-Approval Indicator to show the trade is credit checked

AllocInstrctn/Alloc/@RiskChkStat

AllocRpt/Alloc/@RiskChkStat

Allocation Amount

This is the Notional amount of the allocation.

AllocInstrctn/Alloc/@Qty

AllocRpt/Alloc/@Qty

 

 

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