CME STP - TradeCaptureReport - Instrument - STP

/TrdCaptRpt/Instrmt

Name	Abbr	Datatype	Description	Enumerations
Product Symbol	Sym	String	Symbol for a CME contract, e.g. CLX05.
Product Code	ID	String	Symbol for CME product, e.g. CL.
Source of the Product Code	Src	String	Identifies the source of the Security ID. If it is not specified, the default of Clearing is used.	H - Clearing House / Clearing Organization
Unique Product Identifier	UPI	String	Uniquely identifies the product of a security using ISO 4914 standard. Applicable only for CME Cleared OTC IRS/FX trades.
CFI Code	CFI	String	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Security Type	SecTyp	String	Indicates type of instrument or security.	CMDTYSWAP - Commodity Swap FRA - Forward Rate Agreement FUT - Future FWD - Forward FXSPOT - FX Spot IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
Index Or Single Name	SubTyp	String	For spreads, indicates the strategy type.	Strategies/combos are available here.
Contract Period Code	MMY	MonthYear	Specifies the month and year of maturity. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Maturity Date	Matdt	LocalMktDate	Date of maturity.
Next Coupon Date	CpnPmt	LocalMktDate	This is used to indicate the next date on which Coupon Premium is due.
Strike Price	StrkPx	Price	Strike price for an option.
Strike Multiplier	StrkMult	float	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
Strike Index	StrkNdx	String	Specifies the index used to calculate the strike price.
Strike Index Location	StrkNdxLctn	String	Location of the strike price index.
UnderlyingPriceDeterminationMethod	PxDtrmnMeth	int	Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").	1 - Regular 2 - Special reference 3 - Optimal value (Lookback) 4 - Average value (Asian option)
Price Multiplier	Mult	float	Price multiplier used to convert the change in price (sell - buy) into P&L per contract.
Unit Of Measure	UOM	String	The unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset FEU - Forty foot equivalent unit GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US) wt - Wet metric tons
Unit of Measure Currency	UOMCcy	Currency	Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy.
Unit of Measure Quantity	UOMQty	Qty	Contract's defined quantity, used to calculate total traded notional quantity.
Price Unit of Measure	PxUOM	String	The Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract.	Alw - Allowances Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels Gal - Gallons MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours USD - US Dollars lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US)
Settlement Method	SettlMeth	char	Settlement method for a contract. Can be used as an alternative to CFI Code value	C - Cash settlement required E - Election at exercise P - Physical settlement required
Exercise Style	ExerStyle	int	Type of exercise of a derivatives security	0 - European 1 - American 2 - Bermuda
Put Or Call	PutCall	int	Indicates whether an option contract is a put or call.	0 - Put 1 - Call
Product Exchange	Exch	Exchange	The exchange where the security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Gulf Mercantile Exchange FXS - FX Spot IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
Price Quote Currency	PxQteCcy	Currency	The currency in which the price is quoted.
Instrument Security Description	desc	String	Long name description of the instrument symbol (product name).
SecAltIDGrp (repeating)	AID
→ Alternate Identifier	AltID	String	The value of the alternate security identifier.
→ Alternate Identifier Source	AltIDSrc	String	The source of the alternate security identifier.	112 - TAM Marker Price Symbol N - Markit RED entity CLIP P - Markit RED pair CLIP
SecurityXML	SecXML
→ FpML	FpML
EvntGrp (repeating)	Evnt
→ Product Event Type	EventTyp	int	Code to represent the type of event	13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date
→ Product Event Date	Dt	LocalMktDate	Date of event
OptionExercise	OptExer
→ OptionExerciseDates	Dts
→→ Option Exercise Frequency Period	FreqPeriod	int	Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified.
→→ OptionExerciseFrequencyUnit	FreqUnit	String	Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified.	D - Day Mo - Month Wk - Week Yr - Year
StreamGrp (repeating)	Strm