CME STP - TradeCaptureReport - StreamGrp - STP
/TrdCaptRpt/Instrmt/Strm (repeating)
Name | Abbr | Datatype | Description | Enumerations |
---|---|---|---|---|
Stream Type | Typ | int | Type of swap stream. | 0 - Payment / cash settlement1 - Physical delivery |
Stream Pay Side | PaySide | int | Side value of party paying the stream. | 1 - Buy 2 - Sell |
Stream Receive Side | RcvSide | int | Side value of party receiving the stream. | 1 - Buy 2 - Sell |
Stream Notional | Notl | Amt | Notional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps. | |
Stream Notional Frequency Period | NotlPeriod | int | Time unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified. | |
Stream Notional Frequency Unit | NotlUnit | String | Time unit associated with the notional frequency. If present StreamNotionalFrequencyPeriod(tbd) must be specified. | D - Day H - Hour Min - Minute Mo - Month S - SecondWk - Week Yr - Year |
Stream Notional Unit of Measure | NotlUOM | String | Stream notional UOM. | AUD - Australian Dollars Alw - AllowancesBDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish PesetaEUR - Euro FRF - French Franc GBP - British Pound GJ - Gigajoules Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won MMBtu - One Million BTUM Mbbl - Million Barrels MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Gramslbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US) |
Stream Total Notional | TotNotl | Qty | Total notional or delivery quantity over the term of the contract. | |
Stream Total Notional Unit of Measure | TotNotlUOM | String | Stream total notional UOM. | AUD - Australian Dollars Alw - Allowances BDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish Peseta EUR - Euro FRF - French Franc GBP - British Pound GJ - Gigajoules Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US) |
StreamCommodity | Cmdty | |||
→ Stream Commodity Base | Base | 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. | |
→ Stream Commodity Description | Desc | String | Description of the commodity asset. | |
→ StreamAssetAttributeGrp (repeating) | AssetAttrb | |||
→→ Stream Asset Attribute Type | Typ | String | Name of the attribute being specified. | AdjustmentFallback - (Weather) When value is "Y" it indicates that adjustment to the fallback weather station is appropriate. AlternateProvider - (Weather) When value is "Y" it indicates that an alternate data provider is acceptable. ApplicableLaw - (Environmental) For U.S. Emissions Allowance Transactions used to specify the applicable emissions law when this is not defined in Emissions Product Definitions Exhibit. Ash - The ash content of the coal product. AshFusionTemperature - The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology. BTUQualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments. BTUperLB - The number of British Thermal Units per Pound of the coal product. BrandCountry - (Metal) Country where brand is produced.BrandManager - (Metal) Brand name manager.BrandName - (Metal) Brand name. BrandProducer - (Metal) Producer of brand.CalorificValue - The calorific value of the gas to be delivered specified in megajoules per cubic meter. ComplianceEndYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period end year for which the allowances are issued. ComplianceStartYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period start year for which the allowances are issued.DeliveryMethod - Tanker, Barge, Pipeline, etc. DeliveryPoint - Physical delivery point DeliveryQuality - (Electricity) 0 = Not firm, 1 = Firm EEPApplicable - (Environmental) If Excess Emission Penalty is specified to be applicable in the confirmation then the Excess Emission Penalty will be determined in the manner specified in the confirmation. EEPEquivalentApplicable - (Environmental) When value is "Y" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent. EEPPenaltyApplicable - (Environmental) When value is "Y" the Excess Emissions Penalty. is applicable. See Part [7] definition of Excess Emissions Penalty. EEPRiskEndDate - (Environmental) Enddd date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. EEPRiskStartDate - (Environmental) Start date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. EmissionsYear - Year for emissions trading, i.e. 'Vintage' FailureToDeliverApplicable - (Environmental) For EU Emissions Allowance Transactions holds the failure to deliver (alternative method) election. Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. FinalEditedData - (Weather) When value is 'Y' it indicates that provider's data is final. FinesPassingScreen - Fluid - The temperature at which the ash cone flattens. Grade - Grade of the commodity to be delivered, e.g. of oil or of refined product. Grindability - The Hardgrove Grindability Index value of the coal to be delivered. InitialDeformation - The temperature at which an ash cone shows evidence of deformation. LoadShapeForced - When value is "Y" it indicates that the electrical load settlement shape is forced. Moisture - The moisture content of the coal product. Quality - The quality of the gas to be delivered. QualityVariationAdjustment - When value is "Y" Quality Variation Adjustment is applicable. SCoTASpecification - When value is "Y" type and source of coal refer to global SCoTA specifications. SO2 - The sulphur dioxide content of the coal product.SO2QualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments. SchemeAbandonment - (Environmental) For U.S. Emissions Allowance Transactions specifies terms which apply in the event of an abandonment of scheme event. Shape - (Metal) Shape. SofteningHeightHalfWidth - The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature). SofteningHeightWidth - The temperature at which the height of an ash cone equals its width. (Softening temperature). SpecialCondition - Free-form description of condition Sulphur - The sulphur content of the coal product. SynopticFallback - When value is "Y" it indicates that synoptic data fallback is acceptable. TopSize - The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining. TrackingSystem - (Environmental) For U.S. Emissions Allowance Transactions used to specify the tracking system when this is not defined in Emissions Product Definitions Exhibit. TransferTerms - Terms for physical transfer Volatile - The volatile content of the coal product. Voltage - The voltage of the electricity to be delivered. |
→→ Stream Asset Attribute Value | Val | String | Value of the attribute | |
→ StreamCommoditySettlementPeriodGrp (repeating) | SettlPeriod | |||
→→ 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. | |
→→ 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 |
→→ Stream Commodity Settlement Holidays Processing Instruction | Holidays | int | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | 0 - Do not include holidays 1 - Include holidays |
StreamEffectiveDate | EfctvDt | |||
→ Adjusted Effective Date | Dt | LocalMktDate | Adjusted effective date. | |
StreamTerminationDate | TrmtnDt | |||
→ Adjusted Termination Date | Dt | LocalMktDate | Adjusted Termination Date. | |
PaymentStream | PmtStrm | |||
→ PaymentStreamPaymentDates | PmtDts | |||
→→ Payment Stream Payment Frequency Period | FreqPeriod | int | The period of frequency of payments. | |
→→ Payment Stream Payment Frequency Unit | FreqUnit | String | The unit of frequency of payments. | D - Day |
→ PaymentStreamFixedRate | Fixed | |||
→→ Rate | Rt | Percentage | Rate if the payment stream is a fixed rate stream. | |
→→ Rate or Amount Currency | Ccy | Currency | Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes. | |
→ PaymentStreamFloatingRate | Float | |||
→→ Floating Rate Index | Ndx | String | Floating Rate Index. | |
→→ Floating Rate Index Location | NdxLctn | String | Specifies the location of the floating rate index. | |
→→ Floating Rate Multiplier | RtMult | 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. | |
→→ Floating Rate Spread | Spread | PriceOffset | Spread from floating rate index. | |
DeliveryStream | DlvryStrm | |||
→ Delivery Point | DlvryPnt | 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 | |
→ Delivery Restriction | DlvryRstctn | int | Specifies under what conditions the buyer and seller should be excused of their delivery obligations. | 1 - Firm (never excused of delivery obligations) |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.