Orchimate 1.3.2 /

FIX User Defined Fields1.0

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This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade.

This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade.

Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.

Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.

Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.

The ALERT Settlement Model Name used for ALERT settlement instruction lookup.

Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N

Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI.

Amount associated with the Block level Charge or Tax type.

Currency associated with the Block level Charge or Tax type.

Field identifying the Block level Charge or Tax type.

The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01.

Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used.

The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions).

Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement.

Broker Capacity on a trade.

Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.

Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker.

Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.

Indicates restrictions on a Broker confirm trade. Following are the enumerations:

1 = Program Trade

2 = Index Arbitrage

3 = Non-Index Arbitrage

4 = Competing Market Maker

5 = Acting as Market Maker or Specialist in the security

6 = Acting as Market Maker of Specialist in the underlying security of a derivative security

7 = Foreign Entity (of foreign government or regulatory jurisdiction)

8 = External Market Participant

9 = External Inter-connected Market Linkage

A = Riskless Arbitrage

Omgeo CTM specific field. The SecurityID as entered by the executing broker.

This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR)

The commission reason code at the Block level.

Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade).

This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share)

Omgeo CTM specific field. Indicates the complete status.

Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.

Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.

Indicator to get more records when querying. Valid Values: Y/N.

Omgeo CTM assigned Counterparty Tradeside ID.

Omgeo specific field used for Counterparty ALERT SSI lookup.

Omgeo specific field used for Counterparty ALERT SSI lookup.

Omgeo specific field used for Counterparty ALERT SSI lookup.

Indicates the source of Counterparty Settlement Instructions. Valid values:

MANI = Manual entry

ALRT = ALERT database

This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.

Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for

this notification.

Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.

10b-10 field to capture the Disclosure/Disclaimer statement.

Enumeration for 10b-10 Disclosure Statement :

1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.

This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

FIX Tag which was cause of error at the Block level.

Omgeo CTM specific field. An identifier representing the error message.

Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade.

Omgeo CTM specific field. A human-readable description of the error.

Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Allows the user to instruct the recipient of a settlement instruction to perform an FX deal.

Used to indicate on a query response all records retrieved till a certain time when the response was returned.

Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification.

This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

FIX Tag which was cause of error at the confirm level.

Omgeo CTM specific field. An identifier representing the error message.

Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade.

Omgeo CTM specific field. A human-readable description of the error.

Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.

Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.

Omgeo CTM specific field. Specifies the name of the L2 matching profile.

Amount of MarkUp/MarkDown

Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.

Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification.

Used for querying to get all details from last time the query was executed.

Indicates in the query response if there are additional records when querying. Valid Values: Y/N.

Number of repeating groups of Charge or Tax types at the Block level.

This field indicates the number of block commission groups that are provided on the message.

Number of repeating groups of 10b-10 Disclosure Statement.

Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade.

Omgeo CTM specific field. Number of repeating groups of block-level errors.

Number of repeating groups of Block level Field Comparisons.

Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade.

Omgeo CTM specific field. Number of repeating groups of allocation account-level errors.

Number of repeating groups of Confirmation level Field Comparisons.

Number of repeating groups of Regulatory Membership.

Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.

Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.

Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions.

Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation.

This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field

This field indicates the number of Third Party Data blocks that are provided on the message.

Omgeo CTM specific field. Number of repeating groups for business exceptions

Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation

This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field

Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.

Omgeo specific field which would specify the number of OmgeoTLWorkflowType.

Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.

Omgeo CTM specific field. Place where to the best of the fund manager’s knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction).

Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values:

CUST

NCSD

ICSD

SHHE

Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values:

BIC

COUN

Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.

This is the common Pool Reference Number which links the Omnibus allocation with its dependents.

Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts.

Omgeo CTM specific field. Indicates an allocation has been rejected.

Omgeo CTM specific field. Indicates a Block has been rejected.

Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class).

Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.

This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI

Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed.

Omgeo CTM specific field. Indicates the bargain conditions for the trade.

Omgeo CTM specific field. An indicator for hiding data from the counter party.

Omgeo CTM specific field. A reason code for TradeDetail business exceptions.

Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level.

Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL.

Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed).

Executing Broker’s value of the Confirmation level L2 Matching field.

Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade.

Match status of the Confirmation level L2 Matching field.

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade.

Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.

Omgeo CTM specific field. The highest Error Severity code within the Trade detail.

Investment Manager’s value of the Allocation level L2 matching field.

ISITC Reject Reason Code while rejecting a Confirm trade.

Omgeo CTM specific field. Name of L2 Field.

Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

Match Status of the Confirmation/Allocation trade.

Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade.

DateTime at which the Confirmation trade is rejected.

Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level.

Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept.

Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept.

Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept.

Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere.

Indicates the version number of a Confirm Trade.

Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.

Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.

This composite is present only if

notifications are sent from a third

party. This composite consists of

ThirdPartyDetailStatus,

ThirdPartyDetailStatusTime,

ThirdPartySummaryStatus,

ThirdPartyHighestErrorSeverity,

ThirdPartyError, and

ThirdPartySourceSettingAgentFro

mMessage

Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD.

Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus.

This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText.

The actual name of the organization

Type of third party being identified

The status of communication with the third party

The time the third party status was assigned to the allocation by Central Trade Manager (CTM)

Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification – MAGR.

This field identifies the type of format used to identify the party

Identity of the party specified as a character string

Omgeo defined Timezone Indicator.

Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type.

The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field.

Omgeo CTM specific field. A reason code for business exceptions.

Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL.

Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed).

Match status of the Block level L2 matching field.

Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them.

Investment Manager set matching rule of the Block level L2 matching field.

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.

Match status of the Block level L2 matching field.

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade.

Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.

Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).

Investment Manager’s value of the Block level L2 Matching field.

ISITC Reject Reason Code while rejecting a Block trade.

Omgeo CTM specific field. Name of L2 Field.

Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

Omgeo CTM specific field. Indicates the match status at the trade level.

Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade.

DateTime at which the Block trade is rejected.

Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level.

Indicates the version number of a Block trade.

Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.

Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.

This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code.

The identifier assigned to the allocation by the third party upon receipt

Date and time when the Omgeo Third Party generated the message.

Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors.

This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat.

A unique identifier for each error

on a given trade component.

This field represents the significance of the synchronous and asynchronous errors.

This field describes the error code.

If ThirdPartyData composite is

created for CDS, this field contains

DEPO; if created for third party, it

contains THRD.

A free form text field for communication of additional information from the third party to Central Trade Manager (CTM)

Part of the ThirdPartyDetailStatus

composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI.

Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice.

Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).

Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.

Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations).

Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.

Omgeo defined TradeTime types.

Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.

Omgeo CTM specific field. Indicates the bargain conditions vfor the trade.