Page Comparison

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• Ensure Trade Ticket Number (761) is populated for all multi-leg swap trades because it is required to process cancels and IDLOT closes

  • It You cannot use Batch Cancel Trade if Trade Ticket Number was null on the original trade

  • Trade Ticket Number should be the same across all rows for a particular trade, but unique for each trade

  • This will be copied to Batch Identifier (701)

  • Multi-leg swap cancels can be entered through Message Center as a single row with Target Trade Ticket Number (762) = Trade Ticket Number (761) of the transaction to be cancelled  

    • Set Long/Short Indicator (15) based on the contract-level: L to cancel long transactions or S to cancel short transactions

    • This is automatically routed to Batch Cancel TradesTrade

  • IDLOT closes must be entered with Target Trade Ticket Number (762) = Trade Ticket Number (761) of the open lot to cancel

• Multi-leg swap prices and other reference data, such as variable rates, can also be loaded via default streams

  • To accomplish this, tag 4590 (Swap Type/Component) must be included in the message

    • 4590 = C will result in the contract being priced

    • 4590 = P or R will result in the pay or receive leg (respectively) being priced

  • The messages can use either of these tag combinations for security resolution:

    • 14 (Primary Asset ID) and 1432 (Primary Asset ID Type)

    • 1233 (Xreference ID) and 1234 (Xreference ID Type)

  • When loading variable rates, 961 (Issue Name) must be included as well