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The SettlementPeriodGrp is a repeating subcomponent of the PaymentStreamCommodity component used to detail commodity delivery periods.
View samples.
Commodity Swaps
Commodity swaps are detailed at the Instrument level.
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An enumeration for Security Type is sent in the following blocks:
| Tag | Name | FIXML Abbr | Datatype | Description | New Enumeration |
|---|---|---|---|---|---|
| 167 | SecurityType | SecTyp | String | Indicates type of instrument or security. | CMDTYSWAP = Commodity Swap |
| Tag | Name | FIXML Abbr | Datatype | Description | New Enumeration |
|---|---|---|---|---|---|
| 310 | UnderlyingSecurityType | SecTyp | String | Indicates type of instrument or security. | CMDTYSWAP = Commodity Swap |
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- The Commodity Swap Structure is captured in the repeating Stream group: Stream Group for Swaps, and UnderlyingStream Group for Commodity Swaptions).
- The Payment Group specifies the premium for commodity swaptions.
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Trade Capture Report (/TrdCaptRpt)
| Tag | Name | FIXML Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|---|
| 1832 | ClearedIndicator | Clrd | Int | An indication of whether or not a reportable swap transaction is cleared by a derivatives clearing organization. | Valid values:
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| 1924 | ClearingIntention | ClrIntn | Int | An indication of whether or not a reportable swap transaction is intended to clear. | Valid values:
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| 1932 | ClearingRequirementException | ClrReqmtExcptn | Int | An indication of whether a party to a swap is using the end-user exception. | Valid values:
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| 1936 | TrdCollateralization | TrdCollztn | Int | If a swap is not cleared, an indication of whether a swap is Uncollateralized, Partially Collateralized, One-Way Collateralize, Fully Collateralized. | Valid values:
Valid values:
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| 2405 | Execution Method | ExecMeth | Int | Specifies whether the transaction was executed via an automated execution platform or other method. | Valid values:
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Trade Capture Report Side Group (TrdCaptRpt/RptSide - repeating)
| Tag | Name | FIXML Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|---|
| 526 | SecondaryClOrdID | ClOrdID2 | String | Client Order ID 2 | |
| 58 | Text | Txt | String | Free format text string |
Instrument (/TrdCaptRpt/Instrmt)
| Tag | Name | FIXML Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|---|
| 1866 | StrikeIndex | StrkNdx | String | Specifies the index used to calculate the strike price. | |
| 10046 | StrikeIndexLocation | StrkNdxLctn | string | Strike Index Location | |
| 967 | StrikeMultipier | StrikeMult | Float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | |
| 1191 | PriceUnitofMeasure | PxUOM | String | Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract | Valid Values: Fixed Qty UOM
Variable Quantity UOM
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| 1194 | ExerciseStyle | ExerStyle | Int | Type of exercise of a derivatives security | Valid values: '0' European |
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Int | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). | Valid values: '1' Regular |
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