CME STP FIX - TradeCaptureReport - StreamGrp

/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