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Re: Portfolio transfert instruction
Dave Arter / EDS <>
7 Aug 2008 8:28AM ET

> I need the same, but more for a security transfer rather than cash
> transfer, if someobody has samples, please post them as well to
> bruno.cassiman@thomsonreuters.com
>
> PS : preferably only fix compliant sollution.
>
> Thanks in advance

Samples provided below:

FIXML Trade Samples

FXMarketSpace -- Globex-executed spot trade confirmation message

                                // standard XML metadata
                                                                // FIXML message
MsgEvtSrc="CMEsys"                                                // Message event source -- from the clearing system
TrdID="500999"                                                        // Firm trade ID – Look for this ID first, then use RptID if not present
RptID="500999"                                                        // Firm trade ID – Legacy, meaning to change at a later date
TransTyp="0"                                                        // New trade, "1" = cancel (delete), "2" = replace (change)
RptTyp="0"                                                        // Trade Report Type. "0"=Submit, "2"= Accept, as in Accept Transfer
TrdSubTyp=”5”                                                        // Only for Transfers 5=Transfer to offset existing trade, 6=Onset of new position
TrdHandlInst="0"                                         // Trade Confirm (electronically matched trades)
MtchStat="0"                                                        // Matched trade                                                
TrdTyp="0"                                                        // 0=Regular trade, 3=Transfer
ExecID="123456TN20060929"                                        // Execution ID -- match-engine-assigned trade identifier
TxnTm="2006-05-23T08:15:00"                                // Execution time (UTC)
TrdDt="2006-05-23"                                                // Trade business date
BizDt="2006-05-23"                                                // Clearing business date
TrdRptStat="0"                                                // Optional, "0" tells the firm that the message has passed CME edits
MLegRptTyp="1"                                                // Outright instrument (optional, assume outright if not present)
Ccy="EUR"                                                        // Dealt currency = EUR
SettlCcy="JPY"                                                // Contra currency = JPY
SettlDt="2006-05-25"                                                // Settlement (value) date
LastPx="123.4679"                                                // Trade price
LastSpotRt="123.4679"                                        // Spot rate
LastFwdPnts="0.0000"                                        // Forward points
LastQty="10000000.00"                                        // Trade quantity
GrossTrdAmt="10000000.00"                                        // Dealt amount
CalcCcyLastQty="1234679000">                                // Contra amount
Snt="2006-05-23T08:15:23"                                // Message transmission time (UTC)
SSub="CME"                                                // Sender Sub ID (the sender's exchange)
TSub="CME"                                                // Message destination firm exchange
TID="456AB"                                                // Message destination firm
SID="CME"/>                                                // Sender ID
 
Desc="EUR/JPY SPOT"                                // Security description for traded instrument
SecTyp="FOR"                                        // Product type = forward
CFI="FFCPNO"                                 // CFI code (future-settling, financial, currency, physically-delivered, non-std, outright)
Exch="FXM"                                                // Product exchange
ID="EURJPY"                                                // Clearing product code
UOM="1"                                                // Unit of trading = 1 EUR (from clearing point of view)
Mult="1"                                                // Contract value factor (multiplier)
MMY="20060525"/>                                        // Period code identifying the contract -- value date as a string
SesID="RTH"                                                // Trading session
SesSub="E"                                                // Trading venue -- E for electronic
        InptSrc="GBX"                                                // Globex-executed trade
InptDev="API"                                                // Input Device = "API". Will be "UI" for changes from FEC
CustCpcty="4"                                                // CTI code
OrdID="12345620060929"                                // Match-engine-assigned order number
OrdTyp="M"                                                // Order Type
Side="2"                                                // Market side -- selling
AgrsrInd="Y"                                                // Market role -- taker (aggressor)
ClOrdID="5379ABCD">                                // Customer order number
NetGrossInd=”1”         //Net settlement: Note, Confirmations are Gross by default; this is informational for
   the account, on trade confirms
                                // Executing firm exchange
                                        // Executing firm
                                // Trader ID
                                // Operator ID
                                // Site Location Number (SLN)
                                // iLink Session ID (Sender Comp ID on original message)
        // Customer account and origin
                                        // Clearing organization
                                                // Clearing Member Firm
                // Position account and origin
//Execution Timestamp

                                                                                            request.
SettlInstrSource=”1”>                                         //Indicates Firm's Settlement details
        //Firm CLS Bank ID (BIC)
                                      _{//Firm CLS Participant ID}


   SttlInstrSource=”2”>                  //Indicates Institution (CME) Settlement Instructions
           //CME Settlement Location ID (BIC)
   //CME CLS Participant ID
           


        

For Indicative Settlement Information:

R=”10” indicates Settlement Location
R=”27” indicates Receiver/Deliverer
R=”29” indicates Intermediary
Src=”B” indicates Bank Identifier Location (BIC)
Typ=”15”indicates cash account number        

 
FXMarketSpace -- Globex-executed Swap trade confirmation message

                        // standard XML metadata
                                                        // FIXML message
MsgEvtSrc="CMESys"                                        // Message event source -- from the clearing system
TrdID="500999"                                                // Firm trade ID. Look for this ID first, then use RptID if not present
RptID="500999"                                                // Firm trade ID – Legacy, meaning to change at a later date
TransTyp="0"                                                // New trade
RptTyp="0"                                                // Trade Report Type. "0"=Submit, "2"= Accept, as in Accept Transfer
TrdHandlInst="0"                                 // Trade Confirm (electronically matched trades)
MtchStat="0"                                                // Matched trade                                                
TrdTyp="0"                                                // Regular trade
ExecID="123456TN20060929"                                // Execution ID -- match-engine-assigned trade identifier
TxnTm="2006-05-23T08:15:00"                                // Execution time (UTC)
TrdDt="2006-05-23"                                        // Trade business date
BizDt="2006-05-23"                                        // Clearing business date
TrdRptStat="0"                                        // Optional, "0" tells the firm that the message has passed CME edits
MLegRptTyp="3"                                        // Multi-legged instrument
Ccy="EUR"                                                // Dealt currency = EUR
SettlCcy="JPY"                                        // Contra currency = JPY
SettlDt="2006-05-25"                                        // Settlement (value) date for first leg
LastPx="1.0000"                                        // Trade price = swap differential = far leg less near leg
LastSwapPnts=”1.0000”                                // Swap Differential - repeated
LastSpotRt="123.4679">                                // Spot rate
Snt="2006-05-23T08:15:23"                        // Message transmission time (UTC)
SSub="CME"                                        // Sender Sub ID (the sender's exchange)
TSub="CME"                                        // Message destination firm exchange
TID="456AB"                                        // Message destination firm
SID="CME"/>                                        // Sender ID
Desc="EUR/JPY 1M SWAP"                        // Security description for traded instrument
SecTyp="FOR"                                // Product type = forward
SubTyp="SWAP"                                // Product subtype = swap
CFI="FFCPNW"                                // CFI code (future-settling, financial, currency, physically-delivered, non-std, sWap)
                                                // note that the last byte of the CFI code is what tells you this is a swap of forwards.
Exch="FXM"                                        // Product exchange
ID="EURJPY"                                        // Clearing product code
UOM="1"                                        // Unit of trading = 1 EUR
Mult="1"                                        // Contract value factor (multiplier)
MMY="20060525"/>                                // Period code (value date) of the front leg of the swap
 
        LegNo=”1”                                        // Leg1 Reference ID
        Side=”2”                                        // Buying the swap implies selling this leg
RefID="532156"                                // Firm Trade ID for this leg
        Ccy=”EUR”                                        // Leg1 Dealt Currency
        SettlCcy=”JPY”                                // Leg1 Contra Currency
        SettlDt="2006-05-25"                                // Leg1 Value Date
LastPx=”123.4679”                                // Leg1 price
        LastFwdPnts=”0.0000”                        // Leg1 Forward Points
        LastQty=”10000000.00”                        // Leg1 Trade Qty
        GrossTrdAmt="10000000.00"                        // Leg1 Dealt Amount
CalcCcyLastQty="1234679000">                // Leg1 Contra Amount
Desc="EUR/JPY SPOT"                // Security description for this leg
SecTyp="FOR"                        // Product type = forward
CFI="FFCPNO"                        // CFI code (future-settling, financial, currency, physically-delivered, non-std, outright)
Exch="FXM"                                // Product exchange
ID="EURJPY"                                // Clearing product code
UOM="1"                                // Unit of trading = 1 EUR
Mult="1"                                // Contract value factor (multiplier)
MMY="20060525"/>                        // Period code identifying the contract -- value date as a string

 
        LegNo=”2”                                        // Leg2 Reference ID
        Side=”1”                                        // Buying the swap implies buying this leg
RefID="532157"                                // Firm Trade ID for this leg
        Ccy=”EUR”                                        // Leg2 Dealt Currency
        SettlCcy=”JPY”                                // Leg2 Contra Currency
        SettlDt="2006-06-26"                                // Leg2 Value Date
LastPx=”124.4679”                                // Leg2 price
        LastFwdPnts=”1.0000”                        // Leg2 Forward Points
        LastQty=”10000000.00”                        // Leg2 Trade Qty
        GrossTrdAmt="10000000.00"                        // Leg2 Dealt Amount
CalcCcyLastQty="1244679000">                // Leg2 Contra Amount
Desc="EUR/JPY 1M FWD"                // Security description for this leg
SecTyp="FOR"                        // Product type = forward
CFI="FFCPNO"                        // CFI code (future-settling, financial, currency, physically-delivered, non-std, outright)
Exch="FXM"                                // Product exchange
ID="EURJPY"                                // Clearing product code
UOM="1"                                // Unit of trading = 1 EUR
Mult="1"                                // Contract value factor (multiplier)
MMY="20060626"/>                        // Period code identifying the contract -- value date as a string

 
SesID="RTH"                                        // Trading session
SesSub="E"                                        // Trading venue
        InptSrc="GBX"                                        // Globex-executed trade
InptDev="API"                                        // Input Device = "API". Will be "UI" for changes from FEC
CustCpcty="4"                                        // CTI code
OrdID="12345620060929"                        // Match-engine-assigned order number
OrdTyp="M"                                        // Order Type
Side="1"                                        // Market side -- buying
AgrsrInd="Y"                                        // Market role -- taker (aggressor)
ClOrdID="5379ABCD">                        // Customer order number
NetGrossInd=”1” //Net settlement: Trades confirmations are Gross by definition; this identifier tells how
                                                                              an account is set up.
                        // Executing firm exchange
                                // Executing firm
                        // Trader ID
                        // Operator ID
                        // Site Location Number (SLN)
                        // iLink Session ID (Sender Comp ID on original message)
        // Customer account and origin
                                // Clearing organization
                                        // Clearing Member Firm
                // Position account and origin
//Execution Timestamp
SettlInstrSource=”1”>                                         //Indicates Firm's Settlement details
        //Firm CLS Bank ID (BIC)
                                      _{//Firm CLS Participant ID}


   SttlInstrSource=”2”>                  //Indicates Institution (CME) Settlement Instructions
           //CME Settlement Location ID (BIC)
   //CME CLS Participant ID
          

                

 
FXMarketSpace -- FIXML Trade Register example

                        // standard XML metadata
                                                        // FIXML messages
                                                        // a whole bunch of FIXML messages

MsgEvtSrc="REG"                                        // Data source = Trade Register
RptID="12345"                                                // Report ID referencing this report
ReqID="C430FXMRTH20060525" // Request ID
BizDt="2006-05-23"                                        // Clearing business date
SetSesID="EOD"                                        // End of day settlement session
MtchStat="0"                                                // Matched position
ReqTyp="1"                                                // Position provided with trades cleared (matched) today ("1"). "4" means all open trades.
Ccy="EUR"                                                // Traded currency
SettlCcy="JPY"                                                // Contra currency (mark-to-market denomination)
SettlDt="2006-05-25"                                        // Settlement (value) date
PriSetPx="123.2697"                                        // Previous day's settlement price
SetPx="124.6969">                                        // Marking (settlement) price
SetPxTyp="1"                                                // Indicates that marking price is end-of-day settlement
                                // Clearing organization
                                        // Clearing Member Firm
        // Position account and origin
                                // Executing firm exchange
                                        // Executing firm
Desc="EUR/JPY SPOT"                                // Security description for traded instrument
SecTyp="FOR"                                        // Product type = forward
CFI="FFCPNO"                                        // CFI code (future-settling, financial, currency, physically-delivered, non-std, outright)
Exch="FXM"                                        // Product exchange
ID="EURJPY"                                        // Clearing product code
Mult="1"                                        // Unit of trading = 1 EUR (from clearing point of view)
MatDt="2006-05-23"                                // Spot date -- date the final price is determined
MMY="20060525"/>                                // Period code identifying the contract -- value date as a string
 
Typ="FIN"                                        // Ending position quantity
Long="532679.26"
Short="7979797.22"/>
Typ="SOD"                                        // Adjusted start of day position quantity
Long="532679.26"
Short="7979797.22"/>
Typ="ETR"                                        // Today's electronic trade quantity
Long="532679.26"
Short="7979797.22"/>
Typ="DLV"                                         // Quantity delivered today
Long="532679.26"
Short="7979797.22"/>
Typ="FMTM"                                        // Final (grand total) mark-to-market
Amt="-5689868986"/>
Typ="SMTM"                                        // Start of day (adjusted) mark-to-market
Amt="-5689868986"/>
 
MsgEvtSrc="REG"                                        // Data source = Trade Register
TrdID="500999"                                                // Firm trade ID. Look for this ID first, then use RptID if not present
RptID="500999"                                                // Firm trade ID – Legacy, meaning to change at a later date
MtchStat="0"                                                // Matched trade                                                
TrdTyp="0"                                                // Regular trade
TrdHandlInst="0"                                        // Trade Confirm (electronically matched trades)
ExecID="123456TN20060929"                                // Execution ID -- match-engine-assigned trade identifier
TxnTm="2006-05-23T08:15:00"                                // Execution time (UTC)
TrdDt="2006-05-23"                                        // Trade business date
BizDt="2006-05-23"                                        // Clearing business date
MLegRptTyp="1"                                        // Outright instrument (optional, assume outright if not present)
Ccy="EUR"                                                // Dealt currency = EUR
SettlCcy="JPY"                                                // Contra currency = JPY
SettlDt="2006-05-25"                                        // Settlement (value) date
LastPx="123.4679"                                        // Trade price
LastSpotRt="123.4679"                                        // Spot rate
LastFwdPnts="0.0000"                                        // Forward points
LastQty="10000000.00"                                        // Trade quantity
GrossTrdAmt="10000000.00"                                // Dealt amount
CalcCcyLastQty="1234679000">                        // Contra amount
Desc="EUR/JPY SPOT"                                // Security description for traded instrument
SecTyp="FOR"                                        // Product type = forward
CFI="FFCPNO"                                        // CFI code (future-settling, financial, currency, physically-delivered, non-std, outright)
Exch="FXM"                                        // Product exchange
ID="EURJPY"                                        // Clearing product code
UOM="1"                                        // Unit of trading = 1 EUR (from clearing point of view)
Mult="1"                                        // Contract value factor (multiplier)
MatDt="2006-05-23"                                // Spot date -- date the final price is determined
MMY="20060525"/>                                // Period code identifying the contract -- value date as a string
Typ="TVAR"                                        // Trade mark-to-market
Amt="-4793256"/>                                // The amount
 
SesID="RTH"                                        // Trading session -- End of Day
SesSub="E"                                        // Trading venue -- E for electronic
        InptSrc="GBX"                                        // Globex-executed trade
CustCpcty="4"                                        // CTI code
OrdID="12345620060929"                        // Match-engine-assigned order number
OrdTyp="M"                                        // Order Type
Side="2"                                        // Market side -- selling
AgrsrInd="Y"                                        // Market role -- taker (aggressor)
ClOrdID="5379ABCD">                                // Customer order number
                        // Clearing organization
                                // Clearing Member Firm
        // Position account and origin
                        // Executing firm exchange
                                // Executing firm
                        // Trader ID
                        // Operator ID
                        // Site Location Number (SLN)
                        // iLink Session ID (Sender Comp ID on original message)
        // Customer account and origin



                

#####

Portfolio transfert instruction
philippe negri   6 Aug 2008 8:41AM ET

Re: Portfolio transfert instruction
Bruno Cassiman / Thomson - Reuters   6 Aug 2008 8:54AM ET

Re: Portfolio transfert instruction
Dave Arter / EDS   7 Aug 2008 8:28AM ET