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A Clearing Member Firm (CMF) automated risk management system can retrieve a list of active block Instructions for an Account by submitting a Party Entitlements Message to the API. The Party Entitlements Message can be used to retrieve active instructions for all Accounts at a Execution Firm or for a specific Account within an Execution Firm.

The CMF’s automated risk management system submits a Party Entitlements Request message to see which Execution Firm Accounts are restricted from order entry. A Party Block including Execution Firm or Execution Firm and Account number must be included in the request. The Party Entitlement Report returns all block instructions that are active.

The following diagram depicts the message flow for Party Entitlements messages initiated by the CMF’s automated risk system.

Active Blocks Request Message Example

Below is an example of a Party Entitlements Request for Execution Firm 330 and Execution Firm Accounts 123456 and 67890:

<?xml version="1.0" encoding="UTF-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

        <PtyEntlmntReq ReqID="123437">

            <Hdr SID="CMF" TID="CME" TSub="RMAPI"/>

            <Pty ID=”330” R=”1”/>

            <Pty ID="123456" R="24"/>

            <Pty ID="67890" R="24"/>

        </PtyEntlmntReq>

    </FIXML>

Below is an example of a Party Entitlements Request message for all Client Accounts belonging to Execution Firm 330:

<?xml version="1.0" encoding="UTF-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">             

        <PtyEntlmntReq ReqID="123437">

            <Hdr SID="CMF" TID="CME" TSub="RMAPI"/>

            <Pty ID=”330” R=”1”/>

        </PtyEntlmntReq>

    </FIXML>

Active Blocks Report Message Example

Below is an example of a Party Entitlements Report message:

<?xml version="1.0" encoding="UTF-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">  

        <PtyEntlmntRpt ReqID="123437" RptID="1281955155197" ReqRslt="0">

            <Hdr SID="CME" SSub="RMI" TID="CMF"/>

            <PtyEntlmnt>

                <PtyDetl ID=”330” R=”1”/>

                    <ReltdPtyDetl ID=”123456” R=”24”/>

                </PtyDetl>

                <Entlmnt Ind=”N” Typ=”0”>

                   <AttribTyp=”4000” Value=”1”/>

                   <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NN”/>

                     <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”CL”/>

                     <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NG”/>

                     <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”F3”/>

                   <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”GE”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”2”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NN”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”CL”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NG”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”F3”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”1”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”1O”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”3Q”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”F5”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”F3”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT”  SecGrp=”GE”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”2”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”6M”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”6J”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”GE”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”F3”/>

                </Entlmnt>              

            </PtyEntlmnt>

            <PtyEntlmnt>

                <PtyDetl ID=”330” R=”1”>

                    <ReltdPtyDetl ID=”67890” R=”24”/>

                </PtyDetl>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”1”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”2”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NNT”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NKD”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”NYM”/>

                    <InstrmtScope Oper=”1” SecTyp=”FUT” SecGrp=”OFB”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”1”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT”/>

                </Entlmnt>

                <Entlmnt Ind=”N” Typ=”0”>

                    <AttribTyp=”4000” Value=”2”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”OEH”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”O7I”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”NFP”/>

                    <InstrmtScope Oper=”1” SecTyp=”OPT” SecGrp=”NQ”/>

                </Entlmnt>           

            </PtyEntlmnt>

        </PtyEntlmntRpt>

    </FIXML>

All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.