CME STP FIX - TradeCaptureReport - Instrument
Tag | Name | FIXML Abbr | Req | Format | Description | Enumerations |
---|---|---|---|---|---|---|
55 | Product Symbol |
| Y | String | Symbol for a CME contract, e.g. CLX05. Will not be present for IRS/FRA/SWAPTION trades. | |
48 | Product Code |
| Y | String | Symbol for CME product, e.g. CL. | |
22 | Source of the Product Code |
| Y | String | Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. | H - Clearing House / Clearing Organization |
2891 | UPICode | UPI | Y | String | Uniquely identifies the product of a security using ISO 4914 standard. Applicable only for CME Cleared OTC IRS/FX trades. | |
461 | CFI Code |
| N | String | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. | |
167 | Security Type |
| N | String | Indicates type of instrument or security. |
|
762 | Security Sub Type |
| N | String | For spreads, indicates the strategy type. | |
200 | Maturity Month Year |
| N | MonthYear | Specifies the month and year of maturity. |
|
541 | Maturity Date | Matdt | N | LocalMktDate | Date of Maturity | |
224 | Next Coupon Date |
| N | LocalMktDate | This is used to indicate the next date on which Coupon Premium is due. | |
202 | Strike Price |
| N | Price | Strike price for an option. | |
967 | Strike Multiplier |
| N | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | |
1866 | Strike Index |
| N | String | Specifies the index used to calculate the strike price. | |
10046 | Strike Index Location |
| N | String | Location of the strike price index. | |
1481 | UnderlyingPriceDeterminationMethod |
| N | 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"). |
|
6070 | Price Multiplier |
| N | float | Price multiplier used to convert the change in price (sell - buy) into P&L per contract. | |
996 | Unit Of Measure |
| N | String | Physical unit of measure for Derivative products. Additional values may be used by mutual agreement of the counterparties. |
|
1716 | Unit of Measure Currency |
| N | Currency | Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy. | |
1147 | Unit of Measure Quantity |
| N | Qty | Contract's defined quantity, used to calculate total traded notional quantity. | |
1191 | Price Unit of Measure |
| N | String | The Unit of measure of the quoted Price. For example it is USD for a SOFR contract. |
|
1193 | Settlement Method |
| N | char | Settlement method for a contract. Can be used as an alternative to CFI Code value | C - Cash settlement required |
1194 | Exercise Style |
| N | int | Type of exercise of a derivatives security |
|
201 | Put Or Call |
| N | int | Indicates whether an option contract is a put or call. |
|
207 | Product Exchange |
| N | Exchange | The exchange where the security is listed. |
|
107 | SecurityDesc | Desc | N | String | Long name description of the instrument symbol (product name). | |
10026 | Price Quote Currency |
| N | Currency | The currency in which the price is quoted. | |
SecAltIDGrp (repeating) |
| |||||
454 | NoSecurityAltID | N | NumInGroup | Number of alternate Security Identifiers. | ||
→455 | Alternate Identifier |
| N | String | The value of the alternate security identifier. | |
→456 | Alternate Identifier Source |
| N | String | The source of the alternate security identifier. |
|
1184 | SecurityXML |
| ||||
1185 | → FpML |
| ||||
EvntGrp (repeating) |
| |||||
864 | NoEvents | N | NumInGroup | Number of reported events. | ||
→865 | Event Date Type |
| N | int | Represents the type of event associated with the contract. |
|
→866 | Event Date Value |
| N | LocalMktDate | Represents the value or date associated with the type of event. | |
OptionExercise |
| |||||
OptionExerciseDates |
| |||||
41122 | Option Exercise Frequency Period |
| N | int | Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified. | |
41123 | OptionExerciseFrequencyUnit |
| N | String | Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified. |
|
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