| Field Name | FIXML Attribute Name | Data Type | Description | Required for Transaction Type | Required for Security Type | Required for Asset Class | Required for Outright or Spread | Supported Values |
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| Message ID | RptID | String | Identifies the specific trade report being sent. This can also be considered to be as the unique message Id for the Trade being reported. The Trade Report Id may be echoed back on the Acks in the RptRefID. | Dual-Sided
Single-Sided
Void Trade
Cancel Side | ALL | ALL | Both |
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| Transaction Type | TransTyp | int | Indicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message. | Dual-Sided
Single-Sided
Void Trade
Cancel Side | ALL | ALL | Both | |
| Trade Report Type | RptTyp | int | Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. For example, when a submitter is submitting a new trade or replacing or cancelling an existing trade, a Report Type of Submit is used to indicate the trade is being submitted.
Conditionally Required:
Response to (Reject) Alleged Trade (Single Side Model) |
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| 3 - Decline |
| Trade Type | TrdTyp | int | Specifies the type of trade being submitted to CME Clearing or reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade.
Sample values are Regular Trade, Block Trade, Privately Negotiated, Transfer, EFR, EFP, OTC | Dual-Sided
Single-Sided | ALL | ALL | Both | - 1 - Block Trade
- 2 - EFP (Exchange for physical)
- 11 - Exchange for Risk (EFR)
- 22 - Over the Counter Privately Negotiated Trades (OPNT)
- 54 - OTC / Large Notional Off Facility Swap
- 58 - Block swap trade
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| Trade Sub Type | TrdSubTyp | int | This field further qualifies the Trade Type.
Conditionally Required:
Aged Deal (36) |
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| 36 - Converted SWAP (Aged Deal) |
| Original Trade Date | OrigTrdDt | LocalMktDate | Used to capture original trade date if specified as an Aged deal.
Conditionally Required :
when TrdSubTyp = 36 (Aged Deal) |
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| Original Trade ID | OrigTrdID | String | Links an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade.
Example:
1. A trade with Trade ID of 10001234 is entered into ClearPort API.
2. Trade with Trade ID of 10001234 is voided.
3. A new trade with a Trade ID of 10007777 is entered as a resubmission for the earlier voided trade, and the OrigTrdID can be set as: 10001234. |
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| Secondary Execution ID | ExecID2 | String | This is used to communicate the execution ID of the originating platform. Required only for 2 sided Trade submissions for all asset classes. | Dual-Sided | ALL | ALL | Both |
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| Price Type | PxTyp | int | In most cases represents the type of price in the last price. For example if the trade was traded as a fixed cabinet a Price type of 10 is sent in the attribute. | Dual-Sided
Single-Sided | OPT | OTC FX | Outright | - 1 - Percentage (i.e. percent of par)
- 2 - Per unit (i.e. per share or contract)
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| Venue Type | VenuTyp | char | Identifies the type of venue where a trade was executed. |
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| - E - Electronic
- O - Off facility swap
- P - Pit
- R - Registered Market (SEF)
- X - Ex-Pit
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| Quantity Type | QtyTyp | int | Indicates the type of quantity being represented in the Last Quantity. In CME clearing implementation, the quantity type is defaulted to what is specified in the contract specifications. Unless the contract can be traded in both terms (notional and contract units) this attribute is optional. | Dual-Sided
Single-Sided | ALL | ALL | Outright | - 0 - Notional / Units
- 1 - Contract term
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| Trade Quantity | LastQty | Qty | Notional amount of the trade. | Dual-Sided
Single-Sided | ALL | ALL | Outright |
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| Trade Price | LastPx | Price | The price at which a trade is cleared. This is the fill or match price if executed in an open market and the negotiated price if executed privately. In most cases it represents a true price. There are a few exceptions.
Note: Changed from required to conditionally required if leg prices are present. Spread trades may be submitted as a collection of legs without price or quantity specified at the spread level until they are determined by the receiving system. Leg quantity and leg price are used to derive the spread type, at which point the spread price and quantity can usually, but not always, be determined. | Dual-Sided
Single-Sided | ALL | ALL | Outright |
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| Contra Amount | CalcCcyLastQty | Qty | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. |
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| Currency | Ccy | Currency | Represents dealt currency. Required only for OTC FX where dealt currency is not in normal terms. | Dual-Sided
Single-Sided | ALL | OTC FX | Both |
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| Transaction Time | TxnTm | UTCTimestamp | The transaction time of the trade. Represents the time that the trade was initially generated either by CME Clearing or firm. The transaction time may be assigned by CME Clearing at the point the trade is reported as cleared. Transaction time can also be provided by an external submitter of the trade at the point the trade is submitted. | Dual-Sided
Single-Sided | ALL | ALL | Both |
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| Execution Method | ExecMeth | int | Specifies whether the transaction was voice brokered. |
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| 3 - Voice Brokered |
| Confirmation Method | CnfmMeth | int | Indication of how a trade was confirmed. |
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| - 0 - non-electronic
- 1 - electronic
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| Verification Method | VerfMeth | int | Indication of how a trade was verified. |
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| - 0 - non-electronic
- 1 - electronic
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| Regulatory Report Type | RegRptTyp | Reserved100Plus | Type of regulatory report being submitted. |
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| - 1 - Primary economic terms (PET)
- 4 - Combination of RT and PET
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| Trade Contingency | TrdCntgncy | int | Only applicable to EFRP (EFS/EOO and EFR) transactions.
Must be specified with a value of Non-contingent trade if the submitter does not want the bilateral trade automatically reported to the CME SDR. |
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| - 1 - Contingent trade
- 2 - Non-contingent trade
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| Upfront Points | UpfrntPts | float | If the trade is negotiated in upfront points this field is sent.
Conditionally Required:
when Price Negotiation Method is:
2 = Upfront Points |
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| External Spread Indicator | ExtSprdInd | char | Optional indicator for block trade strategies involving a CME Group exchange product and a product on any non-CME Group exchange. |
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| StandardHeader | Hdr |
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| → Sender ID | SID | String | This attribute identifies the party or the Submitter of the message. The value is assigned by CME. |
| ALL | ALL | Both |
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| → Target ID | TID | String | This attribute identifies the receiver of the message. This must be set to CME. |
| ALL | ALL | Both |
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| → MsgSeqNum | SeqNum | SeqNum | (Can be embedded within encrypted data section.) |
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| → Sender Qualifier | SSub | String | This attribute qualifies the Sender. The user ID assigned to the sender must be provided. |
| ALL | ALL | Both |
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| → Target Qualifier | TSub | String | This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. |
| ALL | ALL | Both |
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| RegulatoryTradeIDGrp (repeating) | RegTrdID |
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| → Regulatory Trade ID | ID | String | Regulatory Trade ID. Will be used to communicate the Unique Transaction Identifier associated with a trade execution as required by the CFTC. |
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| → Regulatory Trade ID Source | Src | String | With the conversion to Unique Transaction Identifier (UTI), this tag will be empty. |
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| → Regulatory Trade ID Event | Evnt | int | Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2. |
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| - 0 - Initial block trade
- 1 - Allocation (or determination that the block trade will not be further allocated)
- 2 - Clearing
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| → Regulatory Trade ID Type | Typ | int | The type of Regulatory Trade ID being sent. |
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| - 0 - Current (the default)
- 1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)
- 2 - Block (e.g. when reporting an allocated subtrade)
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| → Regulatory Trade ID Scope | Scope | int | Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance. |
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| - 1 - Clearing member
- 2 - Client
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| RootParties (repeating) | Pty |
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| → Root Party ID | ID | String | Used to identify the party. |
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| → Root Party ID Source | Src | char | Used to identify source source of PartyID value (e.g. LEI). |
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| N - LEI
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| → Root Party Role | R | int | Identifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.) |
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| - 73 - Execution Venue
- 102 - Data Repository (e.g. SDR)
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| Instrument | Instrmt |
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| UnderlyingInstrument (repeating) | Undly |
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| → Underlying Product Code | ID | String | Used as the primary identifier for the underlying instrument. | Dual-Sided
Single-Sided | OPT | ALL | Outright |
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| → Underlying Product Code Source | Src | String | Identifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization. | Dual-Sided
Single-Sided | OPT | ALL | Outright | H - Clearing House / Clearing Organization
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| → Underlying Security Type | SecTyp | String | Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads. | Dual-Sided
Single-Sided | OPT | ALL | Outright | - FUT - Future
- FWD - Forward
- MLEG - Multi Leg (Combo)
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| → Underlying Maturity | MMY | MonthYear | The expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week. | Dual-Sided
Single-Sided | OPT | ALL | Outright |
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| → Underlying Product Exchange | Exch | Exchange | The exchange where the underlying security is listed and has traded | Dual-Sided
Single-Sided | OPT | ALL | Outright | - CBT - Chicago Board of Trade
- CEE - Stock Exchange Group
- CME - Chicago Mercantile Exchange
- COMEX - Commodities Exchange, Inc
- DME - Dubai Mercantile Exchange
- NYMEX - New York Mercantile Exchange
- NYMSW - CME Swaps - NYMEX
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| PositionAmountData (repeating) | Amt |
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| → Amount Type | Typ | String | The type of amount being expressed in the Trade Report.
Conditionally Required:
(along with Amt and Ccy)
when Price Negotiation Method is:
3 = Upfront Amount
4 = Upfront Amount and Percent of Par
5 = Upfront Amount and Deal Spread
6 = Upfront Amount and Upfront points
Conditionally Required:
(along with Amt and Ccy)
when submitter wishes to validate calculated Premium for Outright OTC FX Options. |
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| - IPMT - Upfront Payment
- PREM - Premium Amount
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| → Amount | Amt | Amt | The amount associated with the trade.
Conditionally Required:
(see Amount Type Desc.) |
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| → Amount Currency | Ccy | String | The currency that the Amount associated with the trade is being denominated in.
Conditionally Required:
(see Amount Type Desc.) |
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| TrdInstrmtLegGrp (repeating) | TrdLeg |
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| TrdRegTimestamps (repeating) | TrdRegTS |
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| → Timestamp | TS | UTCTimestamp | Required to indicate Execution Time for all asset classes. | Dual-Sided
Single-Sided | ALL | ALL | Both |
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| → Timestamp Type | Typ | int | Required to indicate Execution Time for all asset classes. | Dual-Sided
Single-Sided | ALL | ALL | Both | 1 - Execution Time |
| TrdCapRptSideGrp (repeating) | RptSide |
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| PaymentGrp (repeating) | Pmt |
| →Payment Type | Typ | Int | Type of Payment 10=Option Premium | O | OPT | OTCFX |
| 10 |
| →Payment Currency | Ccy | String | Currency of payment | O | OPT | OTCFX |
| USD |
| → Payment Amount | Amt | Amt | The total payment amount - Can be positive or negative, depending on side
- Buyer = negative
- Seller = positive
| O | OPT | OTCFX |
| -50000 |
| →Payment Date | Dt | LocalMktDate | Adjusted payment date | O | OPT | OTCFX |
| 2016-09-30 |