A - Exchange approved transfers between accounts with different beneficial ownership O - Option Compression 1 - Percentage (i.e. percent of par) Specifies the transaction was executed manually via Confirm Hub. Represents the differential price for spreads, or a TAS or TAM differental price. Note: Not supported for CPC-entered Calendar Spreads. This indicates the type of differential price represented in the Differential Price attribute. Note: Not supported for CPC-entered Calendar Spreads. 1- Exercise 2-Assignment 3-General Transformation 4-Delivery Transformation 5-Fungible Y-YES N-NO 0 - Early 1 - Expiration FeeQuantityThresholdIndicator/TrdCaptRpt
Name Abbr Datatype Description Enumerations Message ID
RptID
String Identifies the specific trade report being sent. This is usually the unique message ID for the trade being reported. However, legs of spreads can share the same message ID. TrdID2 and RptID together form a unique key. Trade ID
TrdID
String Trade ID for the trade entity is assigned by the CME clearing system. It is unique per trade side/leg and for the (trading firm / executing firm) and exchange for a given Trade Date. Trade ID will not change during the life of the trade. Note that should a trading firm do business with multiple clearing firms, Trade ID may not be unique. Will not be present for IRS/FRA trades. Secondary Trade ID
TrdID2
String Used to carry a secondary trade ID. Unlike TrdID, this is unique across all trade dates and all clearing firms. Package ID
PackageID
String A value that identifies the group of trades or a portfolio of trades cleared simultaneously under the one Package ID. Transaction Type
TransTyp
int Indicates the action being taken on a trade. Note that STP does not guarantee new trades must be reported with New(0) prior to reports of Replace(2). STP will initially report CME ClearPort trades using Replace(2)”. 0 - New
1 - Cancel
2 - ReplaceTrade Report Type
RptTyp
int Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. 101 - Notification Trade Status
TrdRptStat
int Indicates the status of the trade in clearing. 0 - Accepted
7 - TerminatedRequest ID
ReqID
String Request ID returns the same value sent on the Trade Capture Report Request. Trade Type
TrdTyp
int Specifies the type of trade reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade. 0 - Regular Trade
1 - Block Trade
2 - EFP (Exchange for physical)
3 - Transfer
11 - Exchange for Risk (EFR)
22 - Over the Counter Privately Negotiated Trades (OPNT)
23 - Substitution of Futures for Forwards
45 - Option exercise
54 - OTC / Large Notional Off Facility Swap
55 - Exchange Basis Facility (EBF)
57 - Netted trade
58 - Block swap trade
59 - Credit event trade
60 - Succession event tradeTrade Sub Type
TrdSubTyp
int This field further qualifies the Trade Type. 7 - Differential spread
8 - Implied spread leg executed against an outright
36 - Converted SWAP (Aged Deal)
37 - Crossed Trade (X)
40 - TAS - Traded at settlement
(Note: Differs from FIXTrading standard)
42 - Auction Trade
43 - TAM - Traded at marker
48 - Multilateral Compression
200 - Delivery TransferOffset Instruction
OfstInst
int Indicates offset or onset due to allocation. 0 - Offset
1 - OnsetTransfer Reason
TrnsfrRsn
String Reason why the trade is being transferred
B - For correcting Rule 527 mis-clears
C - Transfer between accounts in which the underlying beneficial ownership is identical
E - Transfer to correct an error in assignment of account (in-house) or customer/house origin error or firm-to-firm clerical error in clearing a trade
J - For rule 770 transfers
M - Transfer for portfolio margining purposes
N - Transfer of positions to a newly approved clearing firm
P - Fungible Transfers and Delivery Transfers (system generated, cannot be submitted by firms)
T - Transfer due to the merger of two or more clearing firms
V - Auto-transfer Offset (system generated, cannot be submitted by firms)
W - Transfer due to withdrawal of a clearing firm
X - For transferring new or offsetting Singapore Exchange executed positions between local firms
Y - Cross Exchange Transfer (OCC)Trade Match ID
MtchID
String Trade Match ID is assigned by the matching engine or clearing system and used to correlate a cleared trade with a match event. Should be common for all trade sides included in a match event. For CME ClearPort, this represents the deal number and always links strategies. For CME Globex and Floor, this links calendar spreads only. Will not be present for IRS/FRA trades. Execution ID
ExecID
String Exchange assigned execution ID (trade identifier). ExecID will be present for on-exchange trades and blocks, including Invoice Swap Spreads. ExecID will not be present for off-exchange IRS/FRA trades. Secondary Execution ID
ExecID2
String This is used to communicate the execution ID of the originating platform, e.g. the ClearPort execution ID. Block ID
BlckID
String Contains the platform-assigned block ID for the trade. Price Type
PxTyp
int Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.
2 - Per unit (i.e. per share or contract)
10 - Fixed cabinet trade price (primarily for listed futures and options)
11 - Variable cabinet trade price (primarily for listed futures and options)
100 - Tentative placeholder price
101 - Updated actual price
102 - Derived price blockVenue Type
VenuTyp
char Identifies the type of venue where a trade was executed. C - Clearing house
E - Electronic
O - Off facility swap
P - Pit
R - Registered Market (SEF)
X - Ex-PitQuantity Type
QtyTyp
int Indicates the type of quantity being represented in the Last Quantity. The quantity type defaults to what is specified in the contract specifications. 0 - Notional / Units
1 - Contract termTrade Quantity
LastQty
Qty The quantity of the trade. Trade Price
LastPx
Price The price of the trade. Will not be present for IRS/FRA trades. Calculation Currency Last Quantity CalcCcyLastQty Qty Used in calculating the quantity of the other side of the currency trade. Trade Date
TrdDt
LocalMktDate The trade date assigned to an execution on the trading platform. Clear Date
BizDt
LocalMktDate The date on which a trade is formally cleared and settled. Average Price
AvgPx
Price Calculated average price. Will be populated for Average Price System (APS) transactions only. Multi Leg Reporting Type
MLegRptTyp
char Indicates if a trade is being reported as a single-leg outright, the leg of a spread, or a multi-leg trade report. 1 - Single security (default if not specified)
2 - Individual leg of a multi-leg security
3 - Multi-leg securityTransaction Time
TxnTm
UTCTimestamp The time of the transaction, e.g. the date and time of a trade, allocation, etc. Will not be present for IRS/FRA trades. Execution Method
ExecMeth
int 1 - Manual Last Update Time
LastUpdateTm
UTCTimestamp Used to indicate the date and time that internal transaction processing of the trade or allocation completed. Should occur on or after the Transaction Time. Cleared Indicator
Clrd
int Indicates whether the position or trade being reported was cleared through a clearing organization. 0 - Not cleared
1 - ClearedClearing Intention
ClrIntn
int Indicates whether or not the parties intend the trade to clear. 0 - Do not intend to clear
1 - Intend to clearClearing Requirement Exception
ClrReqmtExcptn
int Specifies whether a party to a swap is using the clearing requirement exception pursuant to CEA Section 2(h)(7) and Commission regulations. 0 - No exception
1 - ExceptionCollateralization
TrdCollztn
int Indication of trade collateralization. 0 - Uncollateralized
1 - Partially collateralized
2 - One-way collateralized
3 - Fully collateralizedDifferential Price
DiffPx
float Differential Price Type
DiffPxTyp
int 0 - Differential from Settlement Price
1 - Differential between legsOriginal Time Unit
OrigTmUnit
String Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade. D - Day
H - Hour
Min - Minute
Mo - Month
S - Second
Wk - Week
Yr - YearTrading Quantity
TrdgQty
Qty Quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade. MarketDataTradeEntryID
MDTrdEntrID
int Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging ConfirmHubTradeType
CHTrdTyp
String Custom field to represent specific Confirm Hub Trade Types Fee Multiplier FeeMult Float Multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Clearing Transformation Type ClrTransTyp
int Indicates the type of Clearing Transformation that generated this Trade. Contrary Instruction Indicator CntraryInstrctnInd
Boolean Used to indicate when a contrary instruction for exercise or abandonment is being submitted Option Exercise Time Frame OptExerTmFm
int For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date) FeeQtyThrshldInd String Indicator flag used to determine the eligibility of fee discount based on threshold level RootParties (repeating)
Pty
→ Root Party ID
ID
String Used to identify the Party. → Root Party ID Source
Src
char Used to identify the source of the Party. N - LEI → Root Party Role
R
int Indicates the type or role of the Party. 73 - Execution Venue Instrument Instrmt PaymentGrp (repeating) Pmt UnderlyingInstrument (repeating) Undly PositionAmountData (repeating)
Amt
→ Amount Type
Typ
String The type of the position amount represented. CRES - Cash Residual Amount
ICPN - Initial Trade Coupon Amount
IPMT - Upfront Payment
PREM - Premium Amount
TVAR - Trade Variation Amount→ Amount
Amt
Amt The position amount represented. → Amount Currency
Ccy
String The currency associated with the position amount represented. TrdInstrmtLegGrp (repeating)
TrdLeg
TrdCapRptSideGrp (repeating) RptSide
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Integrations