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- Sign up for the trade report here.
- A Global Account Management (GAM) team member will send the Terms and Conditions.
- Review the Terms and Conditions form, enter the firm LEI, sign the form and send to GAM.
- Register MiFID II eligible accounts in Account Management Service.
- Inform GAM of your preference to access files via sFTP or EREP.
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| CSV Field Header | MiFIR Field Number Mapping | MiFIR Field Name Mapping | Description | Data Type | Example | Maps to |
|---|---|---|---|---|---|---|
| CYC_DT | - | ISO 8601 standard business date when the report was generated. | DATE | 2017-05-16 | - | |
| TRDG_FIRM_ID | - | Trading Firm Identifier | VARCHAR(40) | 999_cmegroup | Clearing Confirmation: TrdCaptRpt/RptSide/Pty/@ID (tag 44) Where TrdCaptRpt/RptSide/Pty/@R="7" (tag 452=7) AND TrdCaptRpt/RptSide/Pty/@Src="C" (tag 447=C) | |
| TXN_REF_NBR | 2 | Transaction Reference Number | Unique Transaction Reference Number | VARCHAR(52) | 844531565 | Clearing Confirmation: TrdCaptRpt/@RptID (tag 571) |
| TRDG_VNU_TXN_ID_CD | 3 | Trading Venue Transaction Identification Code | Trading Venue Transaction Identification Code 52-character alphanumeric field populated with a code generated by the trading venue, disseminated to both buyer and sellers | VARCHAR(52) | 123456 | Clearing Confirmation: TrdCaptRpt/@ExecID (tag 17) CME STP Trade Fill: The values from the following separated by a | character ExecRpt/@TrdDt (tag 75) + ExecRpt/Instrmt/@Desc (tag 107) + The number at the end ExecRpt/@ExecID (tag 17) after the “TN” ignoring any leading zeros |
| BUYR_SELR_ID_CD | 7/16 | Buyer Identification Code/Seller Identification Code | Trading Firm LEI. | VARCHAR(50) | SNZ2OJLFK8MNNCLQOF39 | Clearing Confirmation: TrdCaptRpt/RptSide/Pty/ @ID@ID (tag 448) Where TrdCaptRpt/RptSide/Pty/@R="7" (tag 452=7) AND TrdCaptRpt/RptSide/Pty/@Src="N” (tag 447=N) |
| TRD_DT_TM | 28 | Trade Date Time | ISO 8601 standard trade date and time YYYY-MM-DDThh:mm:ss:ddddddZ | DATETIME | 2017-03-01T13:00:00.000000Z | Clearing Confirmation: TrdCaptRpt/RptSide/TrdRegTS/@TS (tag 1012) Where TrdCaptRpt/RptSide/TrdRegTS/@Typ="1" (tag 1013=1) |
| QTY | 30 | Quantity | Quantity traded | NUMBER(18,17) | 20.0 | Clearing Confirmation: TrdCaptRpt/@LastQty (tag 32) CME STP Trade Fill: ExecRpt/@LastQty (tag 32) |
| PX | 33 | Price | Price of instrument | NUMBER(18,17) | 65.62 | Clearing Confirmation: TrdCaptRpt/@LastPx (tag 31) CME STP Trade Fill: ExecRpt/@LastPx (tag 31) |
| PX_SGN | 33 | Price | Price sign Indicator
| VARCHAR(5) | false | Determined based on whether LastPx (tag 31) is positive or negative. |
| PX_CCY | 34 | Price Currency | Price currency | VARCHAR(3) | USD | Clearing Confirmation: TrdCaptRpt/Instrmt/@PxQteCcy (tag 1524) |
| VNU | 36 | Venue | Identifies the type of venue where a trade was executed. | VARCHAR(4) | XOFF CME Group MIC codes | Clearing Confirmation: TrdCaptRpt/@VenuTyp (tag 1430) |
| UPFT_PMT | 38 | Up-Front Payment | Up-front payment | NUMBER(18,5) | 0 | Clearing Confirmation: TrdCaptRpt/Amt/ @Amt@Amt (tag 708) Where TrdCaptRpt/Amt/@Typ="CRES" (tag 707=CRES) |
| UPFT_PMT_SGN | 38 | Up-Front Payment | Up-front payment sign indicator
| VARCHAR(5) | false | Determined based on whether Amt (tag 708) is positive or negative. |
| UPFT_PMT_CCY | 39 | Up-Front Payment Currency | Up-front payment currency | VARCHAR(3) | USD | Clearing Confirmation: TrdCaptRpt/Amt/@Ccy (tag 1055) Where TrdCaptRpt/Amt/@Typ="CRES" (tag707=CRES) |
| CPLX_TRD_CPNT_ID | 40 | Complex Trade Component ID | Complex Trade Component ID Unique ID internal to the reporting firm and used to identify all reports relating to the same execution of a combination of financial instruments (e.g. strategy trades). Will only be populated for spread trades. | VARCHAR(35) | 654321 | Clearing Confirmation: TrdCaptRpt/RptSide/@StrategyLinkID (tag 1851) CME STP Fills: ExecRpt/@ExecID (tag 17) |
| INST_FULL_NAME | 42 | Instrument Full Name | Full name of instrument | VARCHAR(350) | Natural Gas Options | Clearing Confirmation: TrdCaptRpt/Instrmt/@Desc (tag 107) |
| INST_CSFN | 43 | Instrument Classification | Instrument classification using ISO 10962 standard. | VARCHAR(6) | OPAXPS | Clearing Confirmation: TrdCaptRpt/Instrmt/@CFI (tag 461) |
| NOTL_CCY_1 | 44 | Notional Currency 1 | Notional currency The currency of the notional amount. In the case of an interest rate derivative Will be null if not a currency. | VARCHAR(3) | USD | Clearing Confirmation: TrdCaptRpt/Instrmt/@PxQteCcy (tag 1524) |
| PX_MULT | 46 | Price Multiplier | Price multiplier Number of units of the underlying instrument represented by a single derivative contract. For a future or option on an index, the amount per index point. | NUMBER(18,17) | 10000 | Clearing Confirmation: TrdCaptRpt/Instrmt/@Mult (tag 231) |
| UND_IDX_NAME | 48 | Underlying Index Name | Underlying instrument name | VARCHAR(30) | Natural Gas Options | Clearing Confirmation: TrdCaptRpt/Undly/@Desc (tag 307) |
| OPT_TYP | 50 | Option Type | Option type | VARCHAR(4) | PUTO - Put option CALL - Call option OTHR - Other option | Clearing Confirmation: TrdCaptRpt/Instrmt/@PutCall (tag 201) |
| STRK_PX | 51 | Strike price | NUMBER(18,17) | 5250.0 | Clearing Confirmation: TrdCaptRpt/Instrmt/@StrkPx (tag 202) | |
| STRK_PX_SGN | 51 | Strike Price | Strike price sign indicator
| VARCHAR(5) | false | Determined based on whether the value of StrkPx (tag 202) is positive or negative. |
| STRK_PX_CCY | 52 | Strike Price Currency | Strike price currency | VARCHAR(3) | USD | Clearing Confirmation: TrdCaptRpt/Instrmt/@PxQteCcy (tag 1524) |
| OPT_EXER_STYL | 53 | Option Exercise Style | Option Exercise Style (Americal or European) | VARCHAR(4) | AMER | Clearing Confirmation: TrdCaptRpt/Instrmt/@ExerStyle (tag 1194) |
| EXPY_DT | 55 | Expiry Date | ISO 8601 standard expiration date of instrument | DATE | 2018-01-26 | Clearing Confirmation: TrdCaptRpt/Instrmt/@MatDt (tag 541) |
| DLV_TYP | 56 | Delivery Type | Delivery Type
| VARCHAR(5) | PHYS | Clearing Confirmation: TrdCaptRpt/Instrmt/ @SettlMeth@SettlMeth (tag 1193) |
Product File Specifications
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