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Sample Sec Def for a Regular OTC Future
<FIXML> |
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<Batch> | |||
<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef | |||
RspTyp="100" | // Echo back Type of Request that was made | ||
ReqID="1234567" | // Echo Request ID from the SecDefReq | ||
RptID="3400001" | // Unique response identifier | ||
BizDt="2009-10-19"> | // Current Clearing Date | ||
<Instrmt | |||
ID="CS" | // Clearing symbol (qualified by Exch) | ||
Src="H" | // Accompanies ID and is always ‘H’ | ||
Desc="WTI Calendar Swap" | // Long Name (Product Description in EMA) | ||
SecTyp="FUT" | // Security Type: FUT (Future) | ||
Exch="NYMEX" | // The product exchange | ||
ProdCmplx="ENRGY" | // Product Complex | ||
ProdTerm="3" | // 3 means contracts expire Monthly | ||
TmUnit="Mo" | // Time unit is month | ||
UOM="Bbl" | // Unit of Measure is Barrels | ||
UOMQty="1000" | // Contract Size is 1000 Barrels. | ||
PxUOM="Bbl" | // Price Unit of Measure is Barrels | ||
PxUOMQty="1" | // Min Quantity Increment. | ||
PxQteMeth="STD" | // Standard Price Quote Method | ||
PxQteCcy="USD" | // Prices are quoted in USD | ||
MinPxIncr="0.01" | // The minimum price increment | ||
SettlMeth="C" | // Cash settled | ||
ValMeth="FUT" | // Futures Style mark-to-market | ||
ListMeth="0"/> | // Prelisted only | ||
</Instrmt> | |||
<InstrmtExt> | |||
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable | ||
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) | ||
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP | ||
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS | ||
</InstrmtExt> | |||
<ProdClsfnGrp> | |||
<ProdClsfn Rsn="7" Val="Crude Oil"/> | // Product Group is Crude Oil | ||
</ProdClsfnGrp> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that | ||
| meets the selection criteria. | ||
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</SecDef> |
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</Batch> | |||
</FIXML> |
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Sample Sec Def for a Regular Future
<FIXML> |
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<Batch> |
| |
<Hdr | ||
SID="CME" |
| |
SSub="CPAPI " |
| |
TID="BRKR" |
| |
TSub="user123"/> |
| |
<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made | |
ReqID="1234567" | // Echo Request ID from the SecDefReq | |
RptID="3400001" | // Unique response identifier | |
BizDt="2009-10-19"> | // Current Clearing Date | |
<Instrmt | ||
ID="CL" | // Clearing symbol (qualified by Exch) | |
Src="H" | // Accompanies ID and is always ‘H’ | |
Desc="CRUDE OIL" | // Product Description. | |
SecTyp="FUT" | // Security Type: FUT | |
Exch="NYMEX" | // The product exchange | |
ProdCmplx="ENRGY" | // Product Complex | |
ProdTerm="3" | // 3 means product expires Monthly | |
TmUnit="Mo" | // Time unit is month | |
UOM="Bbl" | // Unit of Measure is Barrels | |
UOMQty="1000" | // Contract Size is 1000 Barrels. | |
PxUOM="Bbl" | // Price Unit of Measure is Barrels | |
PxUOMQty="1" | // Min Quantity Increment | |
PxQteMeth="STD" | // Standard Price Quote Method | |
PxQteCcy="USD" | // Prices are quoted in USD | |
MinPxIncr="0.01" | // The minimum price increment | |
SettlMeth="P" | // Physically delivered | |
ValMeth="FUT" | // Futures Style mark-to-market | |
ListMeth="0"/> | // Prelisted only | |
</Instrmt> | ||
<InstrmtExt> |
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<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable | |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) | |
<Attrb Typ="24" Val="1"/> | // Product is eligible for Block Trades | |
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP | |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS | |
<Attrb Typ="30" Val="1"/> | // New value to express TAS on a trade type, | |
</InstrmtExt> | 1 = Block, so the product supports Block TAS | |
<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Crude Oil"/> | // Product Group is Crude Oil | |
</ProdClsfnGrp> |
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</SecDef> | ||
<SecDef> | // Repeat SecDef for each product that | |
| meets the selection criteria. | |
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</SecDef> | ||
</Batch> |
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</FIXML> |
Sample Sec Def for a Daily Option
<FIXML> | ||
<Batch> |
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<Hdr | ||
SID="CME" | ||
SSub="CPAPI " | ||
TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made | |
ReqID="7654321" | // Echo Request ID from the SecDefReq | |
RptID="3400002" | // Unique response identifier | |
BizDt="2009-10-19"> | // Current Clearing Date | |
<Instrmt |
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ID="KD" | // Clearing symbol (qualified by Exch) | |
Src="H" | // Accompanies ID and is always ‘H’ | |
Desc="Daily Natural Gas Option" | // Product Description | |
SecTyp="OOF" | // Security Type: OOF (Option on Future) | |
Exch="NYMEX" | // The product exchange | |
ProdCmplx="ENRGY" | // ProdComplex | |
ProdTerm="1" | // 1 means contracts expire Daily | |
TmUnit="D" | // Time unit is day | |
UOM="MMBtu" | // Unit of Measure is Million BTU | |
UOMQty="10000" | // Contract Size is 10000 Million Barrels | |
PxUOM="MMBtu" | // Price Unit of Measure is Barrels | |
PxUOMQty="1" | // Min Quantity Increment | |
PxQteMeth="STD" | // Standard Price Quote Method | |
PxQteCcy="USD" | // Prices are quoted in USD | |
MinPxIncr="0.001" | // The minimum price increment | |
Mult="10000" | // Contract Multiplier | |
SettlMeth="C" | // Cash settled | |
ValMeth="EQTY" | // Premium style | |
ExerStyle="1" | // American Style Expiration | |
ListMeth="1" | // User requested instruments permitted | |
FlexProdElig="N"/> | // Product not Eligible for Flex. | |
</Instrmt> |
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<InstrmtExt> | ||
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable | |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) | |
<Attrb Typ="24" Val="12"/> | // Eligible Trade Type. EOO/EFS. | |
</InstrmtExt> |
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<ProdClsfnGrp> | ||
<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas | |
</ProdClsfnGrp> | ||
<Undly | // Underlying Product Information | |
ID="NG" | ||
Src="H" |
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SecTyp="FUT" |
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Exch="NYMEX"/> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that | |
| meets the selection criteria. | |
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</SecDef> | ||
</Batch> |
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</FIXML> |
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Sample Sec Def for Monthly Future with alternate Time Unit (Electricity and some Natural Gas)
<FIXML> |
<Batch> |
<Hdr |
SID="CME" |
SSub="CPAPI " |
TID="BRKR" |
TSub="user123"/> |
<SecDef |
RspTyp="100" | // Echo back Type of Request that was made |
ReqID="1234567" | // Echo Request ID from the SecDefReq |
RptID="3400007" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
ID="NN" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
Desc="Henry Hub Swap" | // Product Description |
SecTyp="FUT" | // Security Type: FUT |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // ProdComplex |
ProdTerm="3" | // 3 means contracts expire Monthly |
TmUnit="Mo" | // Time unit is month |
UOM="MMBtu" | // Unit of Measure is Million BTU |
UOMQty="2500" | // Contract Size is 2500 Million BTU |
PxUOM="MMBtu" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.001" | // The minimum price increment |
SettlMeth="C" | // Cash settled |
ValMeth="FUT" | // Futures Style mark-to-market |
ListMeth="0"/> | // Prelisted only |
</Instrmt> |
<InstrmtExt> |
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS |
<Attrb Typ="108" Val="D"/> | // Proposed type for Alternate Time unit |
</InstrmtExt> |
<ProdClsfnGrp> |
<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas |
</ProdClsfnGrp> |
</SecDef> |
<SecDef> | // Repeat SecDef for each product that |
| meets the selection criteria. |
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</SecDef> |
</Batch> |
</FIXML> |