FIX Version FIX.5.0SP2 Extension Pack EP192

Approval Date 2014-09-18T17:00:00

Description CME Regulatory Trade Reporting

Field Changes

Updated Fields

Tag	AbbrName	NotReqXML	Description	Elaboration
354		0
355		0	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
360		0
472			Identifies the locale or region of issue.	For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America.
905			Type of collateral assignment response.
1664	EncRejTxtLen	0
1665	EncRejTxt	0
1940			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
1956			Specifies the type of reference entity for first-to-default CDS basket contracts.
1979			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
2000			Specifies the type of reference entity for first-to-default CDS basket contracts.
2015			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
2069			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
2079			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
2083			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties.
2171			Specifies the type of reference entity for first-to-default CDS basket contracts.
2373			Indicates whether the trade or position was entered into as an intra-group or inter-affiliate transaction, i.e. between two units of the same parent entity.	In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."
40043			Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.

New Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	NotReqXML	EnumDatatype	UnionDataType	Description
2483	AllocRiskLimitCheckStatus	int		RiskLmtChkStat	0	2343		Indicates the status of the risk limit check performed on a trade for this allocation instance.
2210	AssetGroup	int		AssetGrp	0			Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
2348	LegAssetGroup	int		AssetGrp	0	2210		Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
42199	LegContractualDefinition	String		Def	0			Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.
42198	NoLegContractualDefinitions	NumInGroup			1			Number of financing definitions in the repeating group.
42205	LegContractualMatrixDate	LocalMktDate		Dt	0			Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.
42204	LegContractualMatrixSource	String		Src	0			Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.
42206	LegContractualMatrixTerm	String		Trm	0			Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.
42203	NoLegContractualMatrices	NumInGroup			1			Number of contractual matrices in the repeating group.
2493	EncodedLegDocumentationText	data		EncDcmntnTxt	0			Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field.
2494	EncodedLegDocumentationTextLen	Length	2493	EncDcmntnTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field.
2495	LegAgreementCurrency	Currency		AgmtCcy	0			Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.
2496	LegAgreementDate	LocalMktDate		AgmtDt	0			A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed.
2497	LegAgreementDesc	String		AgmtDesc	0			The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.
2498	LegAgreementID	String		AgmtID	0			A common reference to the applicable standing agreement between the counterparties to a financing transaction.
2499	LegAgreementVersion	String		AgmtVer	0			The version of the master agreement.
2500	LegBrokerConfirmationDesc	String		BrkrCnfmDesc	0			Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.
2501	LegCreditSupportAgreementDate	LocalMktDate		CrdSuprtDt	0			The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
2502	LegCreditSupportAgreementDesc	String		CrdSuprtDesc	0			The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.
2503	LegCreditSupportAgreementID	String		CrdSuprtID	0			A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.
2504	LegDeliveryType	int		DlvryTyp	0	919		Identifies type of settlement.
2505	LegDocumentationText	String		DcmntnTxt	0			A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System".
2506	LegEndDate	LocalMktDate		EndDt	0			End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.
2507	LegGoverningLaw	String		Law	0			Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.
2508	LegMarginRatio	Percentage		MgnRatio	0			The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.
2509	LegMasterConfirmationAnnexDate	LocalMktDate		CnfmAnxDt	0			The date that an annexation to the master confirmation was executed between the parties.
2510	LegMasterConfirmationDate	LocalMktDate		CnfmDt	0			Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
2511	LegMasterConfirmationDesc	String		CnfmDesc	0			The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.
2512	LegMasterConfirmationAnnexDesc	String		CnfmAnxDesc	0			The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.
2513	LegStartDate	LocalMktDate		StartDt	0			Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.
2514	LegTerminationType	int		TrmTyp	0	788		Type of financing termination.
42202	LegFinancingTermSupplementDate	LocalMktDate		Dt	0			Specifies the publication date of the applicable version of the contractual supplement.
42201	LegFinancingTermSupplementDesc	String		Desc	0			Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.
42200	NoLegFinancingTermSupplements	NumInGroup			1			Number of financing terms supplements in the repeating group.
2491	UnderlyingAssetGroup	int		AssetGrp	0	2210		Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
2484	FirmTransactionID	String		FirmTxnID	0			The unique transaction entity identifier assigned by the firm.
2485	TransactionID	String		TxnID	0			The unique transaction entity identifier.
2486	WireReference	String		WreRef	0			The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".
2487	CollRptRejectReason	int		RejRsn	0		Reserved100Plus	Reject reason code for rejecting the collateral report.
2488	CollRptStatus	int		RptStat	0			The status of the collateral report.
2489	PackageID	String		PackageID	0			Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing.
2490	TradeNumber	int		TrdNum	0			Ordinal number of the trade within a series of related trades.

Enumerations

Updated Enumerations

Tag	Value	Elaboration
447	D	Custom ID schema used between counterparties, trading platforms and repositories.
803	45	The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps".
895	3	In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency.
895	4	In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess.
1906	4	Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation.

Enumerations Added

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
2210	1	Financials		1	Financials	A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets.
2210	2	Commodities		2	Commodities	A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets.
2210	3	AlternativeInvestments		3	Alternative investments	A categorization which usually includes weather, housing, and commodity indices products or assets.
2487	0	UnknownTrade		0	Unknown trade or transaction
2487	1	UnknownInstrument		1	Unknown or invalid instrument
2487	2	UnknownCounterparty		2	Unknown or invalid counterparty
2487	3	UnknownPosition		3	Unknown or invalid position
2487	4	UnacceptableCollateral		4	Unacceptable or invalid type of collateral
2487	99	Other		99	Other
2488	0	Accepted		0	Accepted (successfully processed)
2488	1	Received		1	Received (not yet processed)
2488	2	Rejected		2	Rejected
447	O	InterimIdentifier	For all PartyRoles	12	Interim identifier	An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned.
707	UPFRNT	UpfrontPayment		31	Upfront payment
770	25	PostTradeValuation		25	Post-trade valuation
803	70	ReportingEntityLocation		70	Reporting entity location	One or more instances may be used in combination with party sub ID type "49" (Reporting entity indicator) to identify the countries, regions or provinces for which the party is a reporting entity when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada.
803	71	DerivativesDealer		71	Derivatives dealer	Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent".
803	72	Domicile		72	Domicile	Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada.
803	73	ExemptFromRecognition		73	Exempt from recognition	Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction.
828	65	PackageTrade		65	Package trade	Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value.
905	4	TransactionPending		5	Transaction pending	The collateral assignment transaction is pending at the recipient.
905	5	TransactionCompletedWithWarning		6	Transaction completed with warning - see Text(58) for further information.	The collateral assignment transaction was accepted and completed but with warnings.
1906	4	ClearedBlockTrade		4	Cleared block trade	Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation.
1938	7	Cash		7	Cash
1938	8	Debt		8	Debt
1938	9	Fund		9	Fund	Such as mutual fund, collective investment vehicle, investment program, specialized account program.
1938	10	LoanFacility		10	Loan facility
1939	20	Government	Debt	20	Government
1939	21	Agency	Debt	21	Agency
1939	22	Corporate	Debt	22	Corporate
1939	23	Financing	Debt	23	Financing
1939	24	MoneyMarket	Debt	24	Money market
1939	25	Mortgage	Debt	25	Mortgage
1939	26	Municipal	Debt	26	Municipal
1939	27	MutualFund	Fund	27	Mutual fund
1939	28	CollectiveInvestmentVehicle	Fund	28	Collective investment vehicle
1939	29	InvestmentProgram	Fund	29	Investment program	A generalized fund for major investors.
1939	30	SpecializedAccountProgram	Fund	30	Specialized account program	A specialized fund setup for a particular account or group of accounts.
1939	31	TermLoan	Loan Facility	31	Term loan
1939	32	BridgeLoan	Loan Facility	32	Bridge loan
1939	33	LetterOfCredit	Loan Facility	33	Letter of credit

Messages

Messages Updated

MsgType	ComponentID	Name	CategoryID	SectionID	AbbrName	NotReqXML	Description	Elaboration	Deprecated
AE							The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades.
AQ							The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.
AR							The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty.

Messages Added

MsgType	ComponentID	Name	CategoryID	SectionID	AbbrName	NotReqXML	Description	Elaboration
DQ	153	CollateralReportAck	CollateralManagement	PostTrade	CollRptAck	0	CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA).

Components

Components Changed

ComponentID	ComponentType	Description
4004		The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.
2002		This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified.
2003		This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.
2066	BlockRepeating
2019	BlockRepeating
2220		The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	Description
2251	Block	Common	LegFinancingDetails	FinDetls	Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example.
4315	BlockRepeating	Common	LegFinancingContractualDefinitionsGrp	CtrctlDef	The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.
4316	BlockRepeating	Common	LegFinancingTermSupplementGrp	TrmSupplmnt	The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades.
4317	BlockRepeating	Common	LegFinancingContractualMatrixGrp	CtrctlMtrx	The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Description
19	2334	Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
19	2335	Conditionally required when RefRiskLimitCheckID(2334) is specified.
24	Parties
24	354	Must be set if EncodedText(355) field is specified and must immediately precede it.
24	355	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
37	Instrument
37	InstrumentExtension
78	2334	Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
78	2335	Conditionally required when RefRiskLimitCheckID(2334) is specified.
79	Parties
79	354	Must be set if EncodedText(355) field is specified and must immediately precede it.
79	355	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
84	Instrument
84	FinancingDetails
84	64	Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date.
84	715	The clearing business date of the collateral assignment.
84	354	Must be set if EncodedText(355) field is specified and must immediately precede it.
84	355	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
86	Instrument
86	FinancingDetails
86	InstrmtLegGrp
86	UndInstrmtGrp
86	TrdRegTimestamps
86	715	The clearing business date of the report.
86	354	Must be set if EncodedText(355) field is specified and must immediately precede it.
86	355	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
85	906	Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
85	715	The clearing business date of the assignment. The date on which the transaction was entered.
85	Instrument
85	FinancingDetails
85	64	Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date).
85	TrdRegTimestamps
85	SpreadOrBenchmarkCurveData
85	Stipulations
85	354	Must be set if EncodedText(355) field is specified and must immediately precede it.
85	355	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
2002	78	Indicates number of allocation groups to follow.
2002	79	Required if NoAllocs(78) > 0. Must be first field in repeating group.
2002	366	Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153).
2002	776	Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject).
2002	161	Can be used here to hold text relating to the rejection of this AllocAccount(366))
2002	360	Must be set if EncodedAllocText(361) field is specified and must immediately precede it.
2002	361	Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field.
2002	1733	Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it.
2002	1734	Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field.
2002	989
2002	993
2002	992
2002	80
2003	79	May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction).
2003	366	Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153).
2003	2392	Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified.
2003	2393	Conditionally required when AllocRefRiskLimitCheckID(2392) is specified.
2066	UnderlyingInstrument	Required if NoUnderlyings(711) > 0.
2019	InstrumentLeg	Required if NoLegs(555) > 0.
2191	1705	Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same.

Messages/Components Content Removed

ComponentID	TagText
24	460
24	167
79	460
79	167

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Reqd	Description
19	1430	0	85.5	0	Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
19	2343	0	88	0
24	Instrument	0	2.5	0
24	1328	0	16.2	0
24	1664	0	16.4	0	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
24	1665	0	16.6	0	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
24	RegulatoryTradeIDGrp	0	16.8	0
78	1430	0	90.5	0	Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
78	2343	0	93	0
79	Instrument	0	3.5	0
79	1328	0	17.2	0
79	1664	0	17.4	0	EncodedRejectText(1665) field is specified and must immediately precede it.
79	1665	0	17.6	0	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
79	RegulatoryTradeIDGrp	0	17.8	0
84	2486	0	54.2	0
84	75	0	54.4	0
84	2485	0	54.6	0	The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known.
84	2484	0	54.8	0	The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY).
86	CollateralAmountGrp	0	31.3	0
86	RegulatoryTradeIDGrp	0	31.6	0
86	2486	0	52.2	0
86	75	0	52.4	0
86	2485	0	52.6	0	The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA).
86	2484	0	52.8	0	The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known.
153	StandardHeader	0	1	1
153	908	0	2	1	Identifer of the CollateralReport(35=BA) being acknowledged.
153	60	0	3	0
153	2488	0	4	1
153	2487	0	5	0	Conditionally required when CollRptStatus(2488) = 2 (Rejected).
153	1328	0	6	0	Conditionally required when CollRptStatus(2488) = 2 (Rejected).
153	1664	0	7	0	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
153	1665	0	8	0	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
153	Parties	0	9	0
153	58	0	10	0
153	354	0	11	0	Must be set if EncodedText(355) field is specified and must immediately precede it.
153	355	0	12	0	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
153	StandardTrailer	0	13	1
85	CollateralAmountGrp	0	35.5	0
85	2486	0	50.2	0
85	75	0	50.4	0
85	2485	0	50.6	0	The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ).
85	2484	0	50.8	0	The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided.
85	1328	0	53.25	0	Conditionally required when CollAsgnRespType(905) = 3 (Rejected) or 5 (Completed with warning).
85	1664	0	53.5	0	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
85	1665	0	53.75	0	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
64	2489	0	2.5	0
64	2490	0	2.6	0
64	InstrumentExtension	0	26.5	0
37	FinancingDetails	0	6.5	0
77	InstrumentExtension	0	19.95	0
76	InstrumentExtension	0	8.5	0
2002	AllocRegulatoryTradeIDGrp	1	5.3	0
2003	2483	1	38	0
2003	TradeAllocAmtGrp	1	39	0
2251	2497	0	1	0
2251	2498	0	2	0
2251	2499	0	3	0
2251	2496	0	4	0
2251	2495	0	5	0
2251	2511	0	6	0
2251	2510	0	7	0
2251	2512	0	8	0
2251	2509	0	9	0
2251	2500	0	10	0
2251	LegFinancingContractualDefinitionsGrp	0	11	0
2251	LegFinancingTermSupplementGrp	0	12	0
2251	LegFinancingContractualMatrixGrp	0	13	0
2251	2502	0	14	0
2251	2501	0	15	0
2251	2503	0	16	0
2251	2507	0	17	0
2251	2505	0	18	0
2251	2494	0	19	0	Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it.
2251	2493	0	20	0	Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field.
2251	2514	0	21	0
2251	2513	0	22	0
2251	2506	0	23	0
2251	2504	0	24	0
2251	2508	0	25	0
4315	42198	0	1	0
4315	42199	1	2	0	Required if NoLegContractualDefinitions(42198) > 0.
4316	42200	0	1	0
4316	42201	1	2	0	Required if NoLegFinancingTermSupplements(42200) > 0.
4316	42202	1	3	0
4317	42203	0	1	0
4317	42204	1	2	0	Required if NoLegContractualMatrices(42203) > 0.
4317	42205	1	3	0
4317	42206	1	4	0
2019	LegFinancingDetails	1	3	0
2063	LegFinancingDetails	1	2.05	0
1003	2210	0	14.8	0
1005	2348	0	14.16	0
1021	2491	0	76.5	0