Description

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.

Structure

Tag Field Name Req'd Comments
78 NoAllocs N Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction
79 AllocAccount N

May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group.

Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

661 AllocAcctIDSource N
573 MatchStatus N
366 AllocPrice N Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.
80 AllocQty N Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".
2515 AllocCalculatedCcyQty N
1752 CustodialLotID N

Only used for specific lot trades.

1753 VersusPurchaseDate N

Only used for specific lot trades. If this field is used, either VersusPurchasePrice <1754> or CurrentCostBasis <1755> should be specified.

1754 VersusPurchasePrice N

Only used for specific lot trades. If this field is used, VersusPurchaseDate <1753> should be specified.

1755 CurrentCostBasis N

Only used for specific lot trades. If this field is used, VersusPurchaseDate <1753> should be specified

467 IndividualAllocID N
1729 FirmMnemonic N

Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).

1593 ParentAllocID N
2727 AllocLegRefID N

The field may not be used in any message where there are no legs.

Component Block - <AllocRegulatoryTradeIDGrp> N
81 ProcessCode N
989 SecondaryIndividualAllocID N Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.
1002 AllocMethod N Specifies the method under which a trade quantity was allocated.
1735 AllocationRollupInstruction N

An indicator to override the normal procedure to roll up allocations for the same Carry Firm.

993 AllocCustomerCapacity N Can be used for granular reporting of separate allocation detail within a single TradeCaptureReport <AE> or AllocationInstruction <J> message.
1047 AllocPositionEffect N
992 IndividualAllocType N
Component Block - <NestedParties> N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc.

Note: this field can be used for settlement location (PSET) information.

208 NotifyBrokerOfCredit N
209 AllocHandlInst N
161 AllocText N Free format text field related to this AllocAccount
360 EncodedAllocTextLen N Must be set if EncodedAllocText field is specified and must immediately precede it.
361 EncodedAllocText N Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.
1732 FirmAllocText N
1733 EncodedFirmAllocTextLen N
1734 EncodedFirmAllocText N
Component Block - <CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
Component Block - <AllocCommissionDataGrp> N

Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.

153 AllocAvgPx N AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency <15>. For Fixed Income always express value as "percent of par".
154 AllocNetMoney N

NetMoney for this AllocAccount

((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell.

((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy.

For FX, if specified, expressed in terms of Currency <15>.

119 SettlCurrAmt N Replaced by AllocSettlCurrAmt
2300 AllocGrossTradeAmt N
737 AllocSettlCurrAmt N AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency
120 SettlCurrency N

Replaced by AllocSettlCurrency

SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.

736 AllocSettlCurrency N

AllocSettlCurrency for this AllocAccount if different from "overall" Currency.

Required if AllocSettlCurrAmt is specified.

Required for NDFs.

2927 AllocSettlCurrencyCodeSource N
155 SettlCurrFxRate N Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency
156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
742 AllocAccruedInterestAmt N Applicable for Convertible Bonds and fixed income
741 AllocInterestAtMaturity N Applicable for securities that pay interest in lump-sum at maturity
Component Block - <MiscFeesGrp> N
Component Block - <ClrInstGrp> N
635 ClearingFeeIndicator N
780 AllocSettlInstType N

Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived.

Absence of this field implies use of default instructions.

Component Block - <SettlInstructionsData> N

Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"

Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.

2392 AllocRefRiskLimitCheckID N

Conditionally required when AllocRefRiskLimitCheckIDType <2393> is specified.

2393 AllocRefRiskLimitCheckIDType N

Conditionally required when AllocRefRiskLimitCheckID <2392> is specified.

2483 AllocRiskLimitCheckStatus N
2761 AllocGroupAmount N
2770 AllocAvgPxGroupID N
2769 AllocAvgPxIndicator N
Component Block - <TradeAllocAmtGrp> N

Used In