Instrument Attribute Specifications

airAccruedFunding 

The accrued funding value for this contract for the specified business date, to seven decimal places.

N

Number

airBusinessDate 

The business date to which these values pertain.

N

Date

airDailyFunding 

Today’s contribution to that aggregate Accrued Funding value, likewise to seven decimal places.

N

Number

airDaysToMaturity  

The physical days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity.

N

Number

Listed Derivatives

airFundingStatus

An indicator which specifies whether these are the final or preliminary values for the specified business date.

Valid values:

• Prelim

• Final

N

VARCHAR2

allocationDeadline

17:15:00 (for LCH German Special)

N

String

BrokerTec

assetStatus

Describes the status of the asset. Valid values:

• POSTPONED

• Null

String

Listed Derivatives

baseIndexType

Returned value represents base index name

N

Varchar (2)

BrokerTec

bilAccRejTimer

Bilateral accept reject timer - number of seconds.

Post trade attibute only available via CME Reference Data API version 3.

N

Integer

BrokerTec

cfiCode

CFI Codes in RD API match those used in clearing systems but will not necessarily match those used on Globex.

N

String

ALL

clrAlias

CLR Alias: The instrument symbol used in CME Clearing for clearing reports like the Trade Register.

N

String

Listed Derivatives

contractMonth

For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM.

For all other instruments, identifies the month, year and date in format YYYYMMDD.

Y

String

ALL

couponDayCount

The convention used for accruing interest. Values include:

• ACTACT = ACT/ACT (ICMA)

• ACTAFB = ACT/ACT (AFB)

• ACT365 = ACT/365 (FIXED)

• ACT360 = ACT/360

• US30360 = 30/360 (SIA)

• EU30360 = 30E/360 (EUROBOND BASIS)

N

String

BrokerTec

couponFreqPeriod

Number of periods in a year. Data example is for a Semiannual coupon frequency unit.

N

Integer

BrokerTec

couponFreqUnit

How often are there are coupon payments.

N

String

BrokerTec

couponRate

The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).

N

Integer

ALL

couponType

Describes the type of interest payment such a discount, fixed, float, and variable.

N

String

BrokerTec

cusip

US & Canadian externally registered security identifier.

N

String

BrokerTec

datedDate

The date at which interest begins to accrue.

This will be the same as the issue date except when the issue date falls on a weekend or holiday.

N

Date

Format:

"YYYY-MM-DD"

BrokerTec

daysToMaturity

The number of calendar days between current exchange business day and the contract's final settlement date.

N

Number

Listed Derivatives

debtSecurityMaturity

The date the debt security matures.

N

Date

Format:

"YYYY-MM-DD"

BrokerTec

endDate

Date a repo ends.

N

Date

BrokerTec

eventName

Name of the event (e.g., Best of 2026 Oscars).

String

Listed Derivatives

eventStartTimestamp

Event start time timestamp.

Local Date Time

Listed Derivatives

exchangeClearing

Query for all products by Exchange identifier used in the CME Group Post Trade Application.

Valid Values

• BTUS = BrokerTec US

• BTEU = BrokerTec Europe

• CBT = Chicago Board of Trade

• CME = Chicago Mercantile Exchange 

• COMEX = COMEX (Commodities Exchange Center) 

• DME = Gulf Mercantile Exchange 

• FEX=FEX Global

• FXS= Indicates the Exchange for the FX Spot side of a FX Link trade.

• NYMEX = New York Mercantile Exchange

N

String

ALL

exchangeGlobex

Query for all products by the Market Identifier Code (MIC) as defined by the ISO.

For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.

Valid Values

• BTAM = BrokerTec Amsterdam

• BTEC = BrokerTec US

• BTEE = BrokerTec Europe

• DUMX = Gulf Mercantile Exchange 

• EBSC=EBS Market for FX Spot/Spot Precious Metals (including eFix Matching)

• GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

• NYUM = XNYM-DUMX inter-exchange spread 

• XCBT = Chicago Board of Trade 

• XCME = Chicago Mercantile Exchange 

• XCEC = COMEX (Commodities Exchange Center)

• XEBS = EBS Market for OFF SEF/ON-MTF NDFs

• XFXS = CME FX Link spread 

• XKLS = Bursa Malaysia 

• XNYM = New York Mercantile Exchange

N

String

ALL

exchBusinessDate

Exchange business date.

• For polls before 4:00 PM CT current exchange business date.

• For polls after 4:00 PM CT this is the exchange next business date.

N

Date

Listed Derivatives

finalSettlementDate

Final settlement date:

Final settlement date for futures

Y

Settlement

Date

Format:

"YYYY-MM-DD"

Listed Derivatives

firstCouponDate

The first coupon date of the debt maturity

N

Date

Format:

"YYYY-MM-DD"

BrokerTec

firstDeliveryDate

First delivery date. The first date that users will complete delivery.

Not applicable to financially settled instruments.

Y

First Delivery

Date

Format:

"YYYY-MM-DD"

Listed Derivatives

firstIntDate

First position date. 

The first date on which CME Clearing will accept intents and run assignments for deliverable contracts.

Not applicable to financially settled instruments.

Y

First Position

Date

Format:

"YYYY-MM-DD"

Listed Derivatives

firstNoticeDate

First notice date. The first date that users will get notified that they have been assigned a delivery.

Not applicable to financially settled instruments.

Y

First Notice

Date

Format:

"YYYY-MM-DD"

Listed Derivatives

firstTradeDate

Clearing first trade date (actual contract trade date)

Y

First Trade

Date

Format:

"YYYY-MM-DD"

ALL

fisn

Financial instrument short name. Used for MiFid reporting.

N

String

BrokerTec

flexIndicator

Y/N flag that indicates if instrument is Flex-defined.

N

String

Listed Derivatives

floatOffset

The float offset (spread) is applied to the reference rate of the US FRN (the 13 week US T Bill) and is determined at the auction.

The spread will remain for the life of an US FRN. 

N

Decimal

fnlInvDate

Final inventory date

N

Date

Format:

"YYYY-MM-DD"

Listed Derivatives

gbxAlias

CME Globex alias

N

String

ALL

gcBasketIndentifier

Underlying cusip or isin for repo special

String

BrokerTec

globexFirstTradeDate

The calendar date when the instrument becomes tradable on CME Globex. 

• Only sent if instrument is eligible to be listed on CME Globex

N

Date Format is in Central Time 

YYYYMMDDHHMMSS

ALL

globexLastTradeDate

Last date instrument is tradable on CME Globex CLOB.

N

Date Format is in Central Time 

YYYYMMDDHHMMSS

ALL

globexStrikePx

Strike price in CME Globex format.

String

Listed Derivatives

globexSecurityId

A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.

N