FpML Schema Download
Product Message Samples
Product Type | Downloadable Message Sample | |
|---|---|---|
1 | Fixed Float Swap | |
2 | Basis Swap | |
3 | Zero Coupon Swap | |
4 | Overnight Index Swap (OIS) | |
5 | Forward Rate Agreements (FRA) | |
6 | Variable Notional Swap | |
7 | Initial Stub |
8 | Final Stub |
Clearing Workflow Message Samples
Scenario | Message Name | From | To | Downloadable Message Sample | |
|---|---|---|---|---|---|
1 | Request to Claim | requestConsent | CME | Clearing Firms | |
2 | Claim/Accept Trade | consentGranted | Clearing Firms | CME | |
3 | Decline/Reject Trade | consentRefused | Clearing Firms | CME | |
4 | Trade Rejected for Clearing | clearingRefused | CME | Clearing Firms | |
5 | Negative Ack for an Accept/Reject | consentException | CME | Clearing Firms | |
6 | Clear Trade Notification (New Trade) | clearingConfirmed | CME | Clearing Firms | |
7 | Clear trade Confirm (Amended Trade) | clearingConfirmed | CME | Clearing Firms | |
8 | Clear Trade Confirm (Allocation Offset) | clearingConfirmed | CME | Clearing Firms | |
9 | Clear Trade Confirm (Allocation Onset) | clearingConfirmed | CME | Clearing Firms | |
10 | Clear Trade Confirm( Remnant Trade from Netting) | clearingConfirmed | CME | Clearing Firms | |
11 | Clear Trade Confirm (Remnant trade from Coupon Blending) | clearingConfirmed | CME | Clearing Firms | |
12 | Trade Termination (Offset) | clearingConfirmed | CME | Clearing Firms | |
13 | Trade Termination (Partial Netting/Coupon Blending) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Partial Netting Coupon Blending Sample |
14 | Trade Termination (Partial Netting) | clearingConfirmed | CME | Clearing Firms | |
15 | Trade Termination (Full Netting) | clearingConfirmed | CME | Clearing Firms | |
16 | Trade Termination (Coupon Blending) | clearingConfirmed | CME | Clearing Firms | |
17 | Trade Termination (Swaptions Abandonment) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Swaption Abandonment Sample |