CME ClearPort Reference Data - DerivativeSecurityList - DerivativeInstrument - ClearPort Reference Data

SecurityID

ID

String

Symbol used for identifying the product in CME ClearPort and in Clearing.

SecurityIDSource

Src

String

Used for specifying source of the Security ID.

H - Clearing House / Clearing Organization

ProductComplex

ProdCmplx

String

Used for identifying the product as part of a high level grouping.
Supported Values:
AGS=Agricultural
CMEAM=Alternative Markets
CURR=Currencies
ENRGY=Energy
EQUTY=Equities
FIN=Financial
INDX=Index
INT=Interest Rate
METAL=Metals

SecurityType

SecTyp

String

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

• FUT - Future

• FWD - Forward

• MLEG - Multi Leg (Combo)

• OOC - Options on Combo

• OOF - Options on Futures

SecurityMaturityMonthYear

MMY

MonthYear

Month and Year of the maturity (used for standardized futures and options).
Supported Formats:
YYYYMM (i.e. 201003)
YYYYMMDD (20100323) DAILY
YYYYMMwN (201003w1) WEEKLY

MaturityDate

MatDt

LocalMktDate

Date the specified contract expires (last settlement date).
Supported Format = YYYY-MM-DD

SecurityStatus

Status

String

Used for specifying whether the product is Active or Inactive.

• 1 - Active

• 2 - Inactive

ContractMultiplier

Mult

float

Multiplier that converts an actual price to an actual contract value. (Cleared contract size).

MinPriceIncrement

MinPxIncr

float

Minimum price tick for the specified product. Please note- for products that support variable price ticks, this attribute will not be present.

UnitOfMeasure

UOM

String

Unit of Measure upon which the contract is based.

• AUD - Australian Dollars

• Alw - Allowances

• BDFT - Board feet

• BRL - Brazil Real

• Bbl - Barrels

• Bcf - Billion cubic feet

• Bu - Bushels

• CAD - Canadian Dollars

• CBM - Cubic Meters

• CER - Certified Emissions Reduction

• CHF - Swiss Franc

• CLP - Chilean Peso

• CNY - Chinese Renminbi

• COP - Colombian Pesos

• CRT - Climate Reserve Tonnes

• CZK - Czech Koruna

• Ccy - Amount of currency

• DEM - Deutsche Mark

• ESP - Spanish Peseta

• EUR - Euro

• EnvCrd - Environmental Credit

• EnvOfst - Environmental Offset

• FRF - French Franc

• GBP - British Pound

• GJ - Gigajoules

• GT - Gross Tons

• Also known as long tons or imperial tons, equal to 2240 lbs

• Gal - Gallons

• HUF - Hungarian Forint

• ILS - Israel Shekel

• IPNT - Index point

• ITL - Italian Lira

• JPY - Japanese Yen

• KRW - Korean Won

• L - Liters

• MMBtu - One Million BTU

• MMbbl - Million Barrels

• MW-M - Megawatt-Month (electrical capacity)

• MW-a - Megawatt-Year (electrical capacity)

• MW-d - Megawatt-Day (electrical capacity)

• MW-h - Megawatt-Hour (electrical capacity)

• MW-min - Megawatt-Minute (electrical capacity)

• MWh - Megawatt hours

• MXN - Mexican Peso

• MYR - Malaysia Ringgits

• NOK - Norway Krone

• NZD - New Zealand Dollars

• PLN - Polish Zloty

• PRINC - Principal with relation to debt instrument

• RCER - Relevant Certified Emission Reduction

• RUB - Russian Ruble

• SEK - Swedish Kroner

• TRY - Turkish Lira

• USD - US Dollars

• ZAR - South African Rand

• cwt - Hundredweight (US)

• day - Days

• dt - Dry metric tons

• g - Grams

• kL - Kiloliters

• kW-M - Kilowatt-Month (electrical capacity)

• kW-a - Kilowatt-Year (electrical capacity)

• kW-d - Kilowatt-Day (electrical capacity)

• kW-h - Kilowatt-Hour (electrical capacity)

• kW-min - Kilowatt-Minute (electrical capacity)

• kWh - Kilowatt hours

• kg - Kilograms

• lbs - pounds

• oz_tr - Troy Ounces

• t - Metric Tons (aka Tonne)

• thm - Therms

• tn - Tons (US)

UnitOfMeasureCurrency

UOMCcy

Currency

This attribute is only present when UOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Unit of Measure.

UnitOfMeasureQty

UOMQty

Qty

Quantity of the unit of measure on which a single contract is based.

PriceUnitOfMeasure

PxUOM

String

Used for expressing the UOM of the price if different from the contract.

• AUD - Australian Dollars

• Alw - Allowances

• BDFT - Board feet

• BRL - Brazil Real

• Bbl - Barrels

• Bcf - Billion cubic feet

• Bu - Bushels

• CAD - Canadian Dollars

• CBM - Cubic Meters

• CER - Certified Emissions Reduction

• CHF - Swiss Franc

• CLP - Chilean Peso

• CNY - Chinese Renminbi

• COP - Colombian Pesos

• CRT - Climate Reserve Tonnes

• CZK - Czech Koruna

• Ccy - Amount of currency

• DEM - Deutsche Mark

• ESP - Spanish Peseta

• EUR - Euro

• EnvCrd - Environmental Credit

• EnvOfst - Environmental Offset

• FRF - French Franc

• GBP - British Pound

• GJ - Gigajoules

• GT - Gross Tons

• Also known as long tons or imperial tons, equal to 2240 lbs

• Gal - Gallons

• HUF - Hungarian Forint

• ILS - Israel Shekel

• IPNT - Index point

• ITL - Italian Lira

• JPY - Japanese Yen

• KRW - Korean Won

• L - Liters

• MMBtu - One Million BTU

• MMbbl - Million Barrels

• MW-M - Megawatt-Month (electrical capacity)

• MW-a - Megawatt-Year (electrical capacity)

• MW-d - Megawatt-Day (electrical capacity)

• MW-h - Megawatt-Hour (electrical capacity)

• MW-min - Megawatt-Minute (electrical capacity)

• MWh - Megawatt hours

• MXN - Mexican Peso

• MYR - Malaysia Ringgits

• NOK - Norway Krone

• NZD - New Zealand Dollars

• PLN - Polish Zloty

• PRINC - Principal with relation to debt instrument

• RCER - Relevant Certified Emission Reduction

• RUB - Russian Ruble

• SEK - Swedish Kroner

• TRY - Turkish Lira

• USD - US Dollars

• ZAR - South African Rand

• cwt - Hundredweight (US)

• day - Days

• dt - Dry metric tons

• g - Grams

• kL - Kiloliters

• kW-M - Kilowatt-Month (electrical capacity)

• kW-a - Kilowatt-Year (electrical capacity)

• kW-d - Kilowatt-Day (electrical capacity)

• kW-h - Kilowatt-Hour (electrical capacity)

• kW-min - Kilowatt-Minute (electrical capacity)

• kWh - Kilowatt hours

• kg - Kilograms

• lbs - pounds

• oz_tr - Troy Ounces

• t - Metric Tons (aka Tonne)

• thm - Therms

• tn - Tons (US)

PriceUnitOfMeasureCurrency

PxUOMCcy

Currency

This attribute is only present when PxUOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Price Unit of Measure.

PriceUnitOfMeasureQty

PxUOMQty

Qty

Used for expressing the UOM Quantity of the price if different from the contract.

SettlMethod

SettlMeth

char

Used for indicating whether to product is settled as cash or physical.

• C - Cash settlement required

• P - Physical settlement required

PriceQuoteMethod

PxQteMeth

String

Used for indicating whether the price quotation method of the product is Standard (money per unit of physical) or Index.

• INX - Index

• PCTPAR - Percent of Par

• STD - Standard, money per unit of a physical

ValuationMethod

ValMeth

String

Used for indicating valuation method of futures.

• EQTY - premium style

• FUT - futures style mark-to-market

• FUTDA - futures style with an attached cash adjustment

ListMethod

ListMeth

int

Used for indicating whether contracts are pre-listed only or can also be defined via user request.

• 0 - pre-listed only

• 1 - user requested

TimeUnit

TmUnit

String

Default time unit for a product.

• D - Day

• H - Hour

• Min - Minute

• Mo - Month

• S - Second

• Wk - Week

• Yr - Year

SecurityExchange

Exch

Exchange

Needed to specify Product Exchange of the Security (symbol may clash).

• CBT - Chicago Board of Trade

• CME - Chicago Mercantile Exchange

• COMEX - Commodities Exchange, Inc

• DME - Gulf Mercantile Exchange

• NYMEX - New York Mercantile Exchange

• NYMSW - CME Swaps - NYMEX

SecurityDescription

Desc

String

Provides a textual description of the product

Currency in which a price is quoted. Implies settle currency.

PxQteCcy

Currency

Currency in which a price is quoted. Implies settle currency.

→ EventType

EventTyp

int

Code to represent the type of event

• 5 - Activation

• 7 - Last Eligible Trade Date

• 105 - Last EFP Date

• 106 - First Block TAS Date

• 107 - Last Block TAS Date

→ Event Date

Dt

LocalMktDate

Date of event