| Field Name | FIXML Attribute Name | Data Type | Description | Present for Security Type | Present for Asset Class | Present 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. | 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. | ALL | ALL | Both | - 0 - New
- 1 - Cancel
- 2 - Replace
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| 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. | ALL | ALL | Both | - 0 - Submit
- 1 - Alleged
- 2 - Accept
- 3 - Decline
- 101 - Notification
- 102 - Opposite Accept
- 103 - Opposite Reject
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| Trade Status | TrdRptStat | int | Indicates the status of the trade in Clearing. | ALL | ALL | Both | - 0 - Accepted
- 1 - Rejected
- 2 - Cancelled
- 4 - Received Not yet Processed
- 5 - Pending Cancel
- 100 - Unmatch
- 101 - Pending Clear
- 102 - Partially Cleared
- 103 - Cleared with Reject
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| Request ID | ReqID | String | Request ID is present if the Trade Capture Report is in response to a Trade Capture Report Request. |
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| 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 | 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. |
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| 36 - Converted SWAP (Aged Deal) |
| Original Trade Date | OrigTrdDt | LocalMktDate | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer |
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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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| Total Number of Trades returned | TotNumTrdRpts | int | Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request | ALL | ALL | Both |
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| Last Report Indicator | LastRptReqed | Boolean | Indicates if this is the last report in the response to a Trade Capture Report Request | ALL | ALL | Both | - N - Not last message
- Y - Last message
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| Execution ID | ExecID | String | In electronically matched trades, the Execution ID is assigned to each fill by the match engine. In a privately negotiated trade, the Execution ID identifies the deal ID and is provided by the trading platform to identify the deal. |
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| Secondary Execution ID | ExecID2 | String | This is used to communicate the execution ID of the originating platform. | 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. | 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. | ALL | ALL | Outright | - 0 - Notional / Units
- 1 - Contract term
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| Trade Quantity | LastQty | Qty | Notional amount of the trade. | ALL | ALL | Outright |
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| Total Trade Qty | TotTrdQty | Qty | Expresses the total quantity traded over the life of the contract when the trade quantity is repeated periodically over the term of the contract. |
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| Total Trade Multiplied Qty | TotTrdMultdQty | Qty | Expresses the total trade quantity in units. Used when the Contract Multiplier is not 1. This equals Total Trade Qty times Contract Multiplier. |
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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. If the Price Type is a Cabinet, this represents the Cabinet price.
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 | 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. Conditionally present for OTC FX Future or Forward outrights that are entered in settlement terms. |
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| Currency | Ccy | Currency | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | ALL | OTC FX | Both |
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| Trade Date | TrdDt | LocalMktDate | The trade date assigned to an execution on the trading platform. For privately negotiated trades, the date the trade has been received by the CCP
Required on all inbound trade submissions and cleared trade reports sent by the CCP | ALL | ALL | Both |
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| Clear Date | BizDt | LocalMktDate | The date a trade is formally cleared and settled by the CCP.
Conditionally required on cleared trade reports generated by the CCP | ALL | ALL | 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. | 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 |
| Reject Text | RejTxt | String | The reason why the Trade was rejected by the Clearing System. |
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| 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.
Will appear on cleared trade status reports (HTTP) and positive acknowledgements (MQ) for EFRP transactions. If not specified on the inbound trade submission, a value of TrdCntgncy=1 (Contingent trade) will be returned. |
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| - 1 - Contingent trade
- 2 - Non-contingent trade
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| Trade Reject Reason | RejRsn | int | The reason code associated with the trade reject. |
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| - 1 - Invalid party information
- 2 - Unknown instrument
- 3 - Unauthorized to report trades
- 4 - Invalid trade type
- 99 - Other
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| Upfront Points | UpfrntPts | float | If the trade is negotiated in upfront points this field is sent. |
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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. This is set to CME. | ALL | ALL | Both |
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| → Target ID | TID | String | This attribute identifies the receiver of the message. This could be a Broker or Platform or any other valid Trading entity. This value is pre-assigned by 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. For messages sent by the CME ClearPort API this is set to CPAPI. | ALL | ALL | Both |
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| → Target Qualifier | TSub | String | This qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender. | 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 the 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. | OPT | ALL | Both |
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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. | OPT | ALL | Both | H - Clearing House / Clearing Organization |
| → 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. | OPT | ALL | Both | - 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 | OPT | ALL | Both |
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| → Underlying Product Exchange | Exch | Exchange | The exchange where the underlying security is listed and has traded | OPT | ALL | Both | - 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. | OPT (OTC FX), ALL | OTC FX | Outright | - CRES - Cash Residual Amount
- ICPN - Initial Trade Coupon Amount
- IPMT - Upfront Payment
- PREM - Premium Amount
- TVAR - Trade Variation Amount
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| → Amount | Amt | Amt | The amount associated with the trade. | OPT (OTC FX), ALL | OTC FX | Outright |
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| → Amount Currency | Ccy | String | The currency that the Amount associated with the trade is being denominated in. | OPT (OTC FX), ALL | OTC FX | Outright |
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| TrdInstrmtLegGrp (repeating) | TrdLeg |
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| TrdRegTimestamps (repeating) | TrdRegTS |
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| → Timestamp | TS | UTCTimestamp | Execution time for the deal. | ALL | ALL | Both |
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| → Timestamp Type | Typ | int | Indicates type of timestamp. | ALL | ALL | Both | 1 - Execution Time
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| TradeQty (repeating) | Qty |
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| → Quantity Type | Typ | int | The Quantity types that are associated with the Trade. |
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| - 0 - Cleared Qty
- 1 - Long Side Claim Qty
- 2 - Short Side Claim Qty
- 3 - Long Side Rejected Qty
- 4 - Short Side Rejected Qty
- 5 - Pending Quantity
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| → Quantity | Qty | float | The trade quantity associated with the quantity. |
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| TrdCapRptSideGrp (repeating) | RptSide |
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| PaymentGrp (repeating) | Pmt |
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| →Payment Type | Typ | Int | Type of Payment 10=Option Premium | OPT | OTCFX |
| 10 |
| →Payment Currency | Ccy | String | Currency of payment | OPT | OTCFX |
| USD |
| → Payment Amount | Amt | Amt | The total payment amount - Can be positive or negative, depending on side
- Buyer = negative
- Seller = positive
| OPT | OTCFX |
| -50000 |
| →Payment Date | Dt | LocalMktDate | Adjusted payment date | OPT | OTCFX |
| 2016-09-30 |