CME STP FIX - TradeCaptureReport - StreamGrp

Owned by CME Group
Apr 26, 2024
4 min read





/TrdCaptRpt/Instrmt/Strm (repeating)

Tag

Name

FIXML Abbr

Req

Format

Description

Enumerations

40049

NoStreams



N

NuminGroup

Number of swap streams in the repeating group.



40050

Stream Type

Typ

N

int

Type of swap stream. 

  • 0 - Payment / cash settlement

  • 1 - Physical delivery

40052

Stream Pay Side

PaySide

N

int

Side value of party paying the stream.

  • 1 - Buy

  • 2 - Sell

40053

Stream Receive Side

RcvSide

N

int

Side value of party receiving the stream.

  • 1 - Buy

  • 2 - Sell

40054

Stream Notional

Notl

N

Amt

Notional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps.



41306

Stream Notional Frequency Period

NotlPeriod

N

int

Time unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified.



41307

Stream Notional Frequency Unit

NotlUnit

N

String

Time unit associated with the notional frequency. If present StreamNotionalFrequencyPeriod(tbd) must be specified.

  • D - Day

  • H - Hour

  • Min - Minute

  • Mo - Month

  • S - Second

  • Wk - Week

  • Yr - Year

41309

Stream Notional Unit of Measure

NotlUOM

N

String

Stream notional UOM.



  • 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

  • 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)



41310

Stream Total Notional

TotNotl

N

Amt

Total notional or delivery quantity over the term of the contract.



41311

Stream Total Notional Unit of Measure

TotNotlUOM

N

String

Stream total notional UOM.



  • 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

  • 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)



StreamCommodity

Cmdty



→ 41251

Stream Commodity Base

Base

N

String

Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.



→ 41255

Stream Commodity Description

Desc

N

String

Description of the commodity asset.



→StreamAssetAttributeGrp (repeating)

AssetAttr



→ 41237 

NoStreamAssetAttributes





NuminGroup

Number of asset attribute entries in the group.



→→41238

Stream Asset Attribute Type

Typ



String

Name of the attribute being specified.

See enumerations.

→→41239 

Stream Asset Attribute Value

Val



String

Value of the attribute



→StreamCommoditySettlementPeriodGrp (repeating)

SettlPeriod



→41289

NoStreamCommoditySettlPeriods



N

NuminGroup

Number of commodity settlement periods in the repeating group.



→→41291

Stream Commodity Settlement Time Zone

TZ



String

Commodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time.



→→41292

Stream Commodity Settlement Flow Type

FlowTyp



int

Commodity delivery flow type.

  • 0 - All times

  • 1 - On-peak

  • 2 - Off-peak

  • 3 - Base

  • 4 - Block hours

  • 5 - Other

→→41300

Stream Commodity Settlement Holidays Processing Instruction

Holiday



int

Indicates whether holidays are included in the settlement periods. Required for electricity contracts.

  • 0 - Do not include holidays

  • 1 - Include holidays

StreamEffectiveDate

EfctvDt



→40914

Adjusted Effective Date

Dt

N

LocalMktDate

Adjusted effective date.



StreamTerminationDate

TrmtnDt



→40072

Adjusted Termination Date

Dt

N

LocalMktDate

Adjusted Termination Date.



PaymentStream

PmtStrm



→ PaymentStreamPaymentDates

PmtDts



→→42615

Payment Stream Payment Frequency Period

FreqPeriod

N

int

The period of frequency of payments.



→→42616

Payment Stream Payment Frequency Unit

FreqUnit

N

String

The unit of frequency of payments.

  • D - Day

  • Mo - Month

  • T - Term

  • Wk - Week

  • Yr - Year

→ PaymentStreamFixedRate

Fixed



→→40784

Rate

Rt

N

Percentage

Rate if the payment stream is a fixed rate stream.



→→40786

Rate or Amount Currency

Ccy

N

Currency

Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes.



→ PaymentStreamFloatingRate

Float



→→40789

Floating Rate Index

Ndx

N

String

Floating Rate Index.



→→41196

Floating Rate Index Location

NdxLctn

N

String

Specifies the location of the floating rate index.



→→40793

Floating Rate Multiplier

RtMult

N

float

A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.



→→40794

Floating Rate Spread

Spread

N

PriceOffset

Spread from floating rate index.



DeliveryStream

DlvryStrm



→41062

Delivery Point

DlvryPnt

N

String

The point at which the commodity product will be delivered and received. Unconstrained string for most commodities. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location



→41063

Delivery Restriction

DlvryRstctn

N

int

Specifies under what conditions the buyer and seller should be excused of their delivery obligations.

  • 1 - Firm (never excused of delivery obligations)

  • 2 - Interruptible or Non-firm (excused when interrupted for any reason or for no reason without liability)

  • 3 - Force majeure (excused when prevented by force majeure).

  • 4 - System firm (must be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified)

  • 5 - Unit firm (must be supplied from the generation asset specified)

  • 101 - Firm Liquidating Damages

  • 102 - WSPP Sched C Firm Liquidating Damages









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