Contents
Sample Sec Def for a Regular OTC Future
<FIXML> |
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<Batch> |
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<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made |
ReqID="1234567" | // Echo Request ID from the SecDefReq |
RptID="3400001" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
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ID="CS" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
Desc="WTI Calendar Swap" | // Long Name (Product Description in EMA) |
SecTyp="FUT" | // Security Type: FUT (Future) |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // Product Complex |
ProdTerm="3" | // 3 means contracts expire Monthly |
TmUnit="Mo" | // Time unit is month |
UOM="Bbl" | // Unit of Measure is Barrels |
UOMQty="1000" | // Contract Size is 1000 Barrels. |
PxUOM="Bbl" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment. |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.01" | // The minimum price increment |
SettlMeth="C" | // Cash settled |
ValMeth="FUT" | // Futures Style mark-to-market |
ListMeth="0"/> | // Prelisted only |
</Instrmt> | |
<InstrmtExt> |
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<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS |
</InstrmtExt> |
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<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Crude Oil"/> | // Product Group is Crude Oil |
</ProdClsfnGrp> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that |
| meets the selection criteria. |
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</SecDef> |
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</Batch> |
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</FIXML> |
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Sample Sec Def for a Regular Future
<FIXML> |
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<Batch> |
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<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made |
ReqID="1234567" | // Echo Request ID from the SecDefReq |
RptID="3400001" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
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ID="CL" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
Desc="CRUDE OIL" | // Product Description. |
SecTyp="FUT" | // Security Type: FUT |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // Product Complex |
ProdTerm="3" | // 3 means product expires Monthly |
TmUnit="Mo" | // Time unit is month |
UOM="Bbl" | // Unit of Measure is Barrels |
UOMQty="1000" | // Contract Size is 1000 Barrels. |
PxUOM="Bbl" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.01" | // The minimum price increment |
SettlMeth="P" | // Physically delivered |
ValMeth="FUT" | // Futures Style mark-to-market |
ListMeth="0"/> | // Prelisted only |
</Instrmt> | |
<InstrmtExt> |
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<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="1"/> | // Product is eligible for Block Trades |
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS |
<Attrb Typ="30" Val="1"/> | // New value to express TAS on a trade type, |
</InstrmtExt> | 1 = Block, so the product supports Block TAS |
<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Crude Oil"/> | // Product Group is Crude Oil |
</ProdClsfnGrp> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that |
| meets the selection criteria. |
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</SecDef> |
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</Batch> |
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</FIXML> |
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Sample Sec Def for a Daily Option
<FIXML> |
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<Batch> |
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<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made |
ReqID="7654321" | // Echo Request ID from the SecDefReq |
RptID="3400002" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
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ID="KD" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
Desc="Daily Natural Gas Option" | // Product Description |
SecTyp="OOF" | // Security Type: OOF (Option on Future) |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // ProdComplex |
ProdTerm="1" | // 1 means contracts expire Daily |
TmUnit="D" | // Time unit is day |
UOM="MMBtu" | // Unit of Measure is Million BTU |
UOMQty="10000" | // Contract Size is 10000 Million Barrels |
PxUOM="MMBtu" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.001" | // The minimum price increment |
Mult="10000" | // Contract Multiplier |
SettlMeth="C" | // Cash settled |
ValMeth="EQTY" | // Premium style |
ExerStyle="1" | // American Style Expiration |
ListMeth="1" | // User requested instruments permitted |
FlexProdElig="N"/> | // Product not Eligible for Flex. |
</Instrmt> |
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<InstrmtExt> | |
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="12"/> | // Eligible Trade Type. EOO/EFS. |
</InstrmtExt> |
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<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas |
</ProdClsfnGrp> |
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<Undly | // Underlying Product Information |
ID="NG" |
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Src="H" |
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SecTyp="FUT" |
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Exch="NYMEX"/> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that |
| meets the selection criteria. |
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</SecDef> |
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</Batch> |
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</FIXML> |
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Sample Sec Def for Monthly Future with alternate Time Unit (Electricity and some Natural Gas)
<FIXML> |
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<Batch> |
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<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="100" | // Echo back Type of Request that was made |
ReqID="1234567" | // Echo Request ID from the SecDefReq |
RptID="3400007" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
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ID="NN" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
Desc="Henry Hub Swap" | // Product Description |
SecTyp="FUT" | // Security Type: FUT |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // ProdComplex |
ProdTerm="3" | // 3 means contracts expire Monthly |
TmUnit="Mo" | // Time unit is month |
UOM="MMBtu" | // Unit of Measure is Million BTU |
UOMQty="2500" | // Contract Size is 2500 Million BTU |
PxUOM="MMBtu" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.001" | // The minimum price increment |
SettlMeth="C" | // Cash settled |
ValMeth="FUT" | // Futures Style mark-to-market |
ListMeth="0"/> | // Prelisted only |
</Instrmt> |
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<InstrmtExt> | |
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="2"/> | // Product is eligible for EFP |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS |
<Attrb Typ="108" Val="D"/> | // Proposed type for Alternate Time unit |
</InstrmtExt> |
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<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas |
</ProdClsfnGrp> |
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</SecDef> |
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<SecDef> | // Repeat SecDef for each product that |
| meets the selection criteria. |
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</SecDef> |
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</Batch> |
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</FIXML> |
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