CME STP FIX - Samples

Sample messages for CME STP FIX.

1 Login and Subscription
2 Outright Future Trade
3 Option Trade
4 OTC FX Trade
5 IRS Trade
6 Trade with BROKER FEE / Commission Data Info
7 Calendar Spread Using MLEG 2
8 CHB Trade
9 Delivery Fixed Commodity Swap
10 Delivery Float Commodity Swap
11 Fixed Float Commodity Index
12 Option Delivery Fixed
13 Cleared Elsewhere (Non-CME)
- 13.1 Future
- 13.2 Option Underlying Commodity Swap
14 FX Link
- 14.1 FX Spot Side 1
- 14.2 FX Future Side 1
- 14.3 FX Future Side 2
- 14.4 FX Spot Side 2
15 Trade at Settlement (TAS)
- 15.1 Original Trade
- 15.2 Trade Update
16 Trade at Marker (TAM)
- 16.1 Original Trade
- 16.2 Trade Update
17 Trade at Cash Open (TACO)
- 17.1 Original Trade
- 17.2 Trade Update

Login and Subscription

Login

8=FIX.4.49=13635=A49=trading_brokers_llc56=CMESTPFIX234=152=20160330-20:00:44.56898=0108=30141=Y553=API_CMESTP_554=XXX3t3!10=19

Login Ack

8=FIX.4.49=11235=A49=CMESTPFIX256=trading_brokers_llc34=150=STP57=ace52=20160330-20:00:44.65598=0108=30141=Y10=201

FIX Client Sends Trade Capture Report Request (tag 35-MsgType = AD)

8=FIX.4.49=16735=AD49=trading_brokers_llc56=CMESTPFIX234=457=STP52=20160330-20:01:58.152568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1263=1453=1448=ace452=7442=210=077

CME STP FIX sends Trade Capture Report Request Ack (tag 35-MsgType = AQ)

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=450=STP57=ace52=20160330-20:01:58.839568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=020

CME STP FIX Client Subscribes for CME Group Trades after Successful Log In - Successful Subscription with Filters

8=FIX.4.49=13635=A49=trading_brokers_llc56=CMESTPFIX234=152=20160330-21:20:08.35598=0108=30141=Y553=API_CMESTP_554= XXX3t3!10=193

8=FIX.4.49=11235=A49=CMESTPFIX256=trading_brokers_llc34=150=STP57=ace52=20160330-21:20:08.35198=0108=30141=Y10=197

8=FIX.4.49=19335=AD49=trading_brokers_llc56=CMESTPFIX234=757=STP52=20160330-21:23:01.588779=20160330-20:50:48.800568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1263=1453=1448=ace452=7442=210=099

Tag 779 uses the value from Tag 779 from the last Received MsgType = AE

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=750=STP57=ace52=20160330-21:23:01.909568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=014

8=FIX.4.49=95435=AE49=CMESTPFIX256=trading_brokers_llc34=850=STP57=ace52=20160330-21:23:01.910571=153C91A37970004D1B622155048799487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=153C91A37970004D1B5A17=3084828423=255=CLK648=CL22=H461=FCEPSX167=FUT200=201605207=NYMEX1184=01147=10006070=100032=5031=38.3275=20160330715=20160330442=160=20160330-20:50:48552=154=211=C3084828453=10448=666447=D452=1448=666447=D452=4448=ace447=D452=7448=CME447=D452=21448=NYMEX447=D452=22448=ACETSTEST01447=D452=24802=1523=1803=26448=A-64690447=D452=24448=CMEG447=D452=30448=btace1447=D452=36802=1523=Tammy Tester803=9448=BTCME1447=D452=62802=1523=TAMMY TESTER803=9578=CPC582=410034=110027=CPC000003084828SN000110028=101000002310029=210030=01016=11013=11012=20160330-20:50:00205=20160420779=20160330-20:50:48.8001003=1010401040=153C91A37970004D1B62939=01430=X996=Bbl10026=USD10=207

Outright Future Trade

8=FIX.4.4^A9=960^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=47^A50=STP^A57=ace^A52=20160404-19:52:21.770^A571=153E13D0F020004D93682145219891^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E13D0F020004D9360^A17=3090428^A423=2^A55=AJ9J604^A48=J9^A22=H^A461=FCECSO^A167=FUT^A200=20160404^A207=NYMEX^A1184=0^A1147=1000^A6070=1000^A32=10^A31=38.480^A75=20160404^A715=20160404^A442=1^A60=20160404-19:52:19^A552=1^A54=2^A11=C3090428^A453=10^A448=072^A447=D^A452=1^A448=350^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=NYMEX^A447=D^A452=22^A448=072ACETEST^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-46323^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=1^A10027=CPC000003090428SN0001^A10028=1010000023^A10029=2^A10030=0^A1016=1^A1013=1^A1012=20160404-19:51:00^A205=20160503^A779=20160404-19:52:19.891^A1003=100013^A1040=153E13D0F020004D9368^A939=0^A1430=X^A996=Bbl^A10026=USD^A10=130^A

Option Trade

8=FIX.4.4^A9=1081^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=62^A50=STP^A57=ace^A52=20160404-19:59:39.788^A571=153E13D0F020004D93B02145938392^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E13D0F020004D93A8^A17=3090431^A423=2^A55=BAJ6 P3900^A48=BA^A22=H^A461=OPEXCS^A167=OPT^A200=201604^A202=39.0^A207=NYMEX^A201=0^A1184=0^A1147=1000^A6070=1000^A711=1^A309=CY^A305=H^A310=FUT^A313=201604^A308=NYMEX^A32=1500^A31=1.00^A75=20160404^A715=20160404^A753=1^A707=PREM^A708=1500000.00^A1055=USD^A442=1^A60=20160404-19:59:38^A552=1^A54=2^A11=C3090431^A453=10^A448=072^A447=D^A452=1^A448=350^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=NYMEX^A447=D^A452=22^A448=072ACETEST^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-46323^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=1^A10027=CPC000003090431SN0001^A10028=1010000023^A10029=2^A10030=0^A1016=1^A1013=1^A1012=20160404-19:52:00^A205=20160429^A779=20160404-19:59:38.392^A1003=100014^A1040=153E13D0F020004D93B0^A939=0^A1430=X^A996=Bbl^A997=D^A10026=USD^A10037=50000^A10=189^A

OTC FX Trade

8=FIX.4.4^A9=1040^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=77^A50=STP^A57=ace^A52=20160404-20:05:27.788^A571=153E0EDBF63001LD5A2150524515^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E0EDBF63001LD52^A17=3090432^A423=2^A55=AUDK6^A48=AUD^A22=H^A461=FFCPSX^A167=FUT^A200=201605^A207=CME^A1184=0^A1147=100000^A6070=100000^A32=10^A31=0.75990^A75=20160404^A715=20160404^A442=1^A60=20160404-20:05:24^A552=1^A54=2^A11=C3090432^A453=10^A448=187^A447=D^A452=1^A448=187^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=CME^A447=D^A452=22^A448=ACECMEB01^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-66503^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=2^A10027=CPC000003090432SN0001^A10028=000CMEC000^A10029=2^A10030=0^A10032=1^A10027=CPCC000003090432SN0001^A10028=000CMEC000^A10029=2^A10030=0^A10032=2^A1016=1^A1013=1^A1012=20160404-20:04:00^A205=20160516^A779=20160404-20:05:24.517^A1003=100002^A1040=153E0EDBF63001LD5A^A939=0^A1430=X^A996=Ccy^A10025=AUD^A10026=USD^A10=177^A

IRS Trade

8=FIX.4.49=676435=AE49=CMESTPFIX556=ace34=3150=STP57=ace52=20171117-16:48:46.972571=0926502635487=1856=101568=TradeReqID1828=22527=185INT48=SWOPTUSD22=H167=SWAPTION207=CME854=032=3000000.0075=20160927715=20171116442=1552=154=111=ASWPN101USD1-4232100000A453=7448=092452=1448=092452=4448=092447=C452=7802=1523=A BANK SECURITIES FIRM 803=5448=CME447=C452=21448=CME447=C452=22448=SHBDAIRS2447=C452=24802=1523=1803=26448=A-50925447=H452=24578=TEST FIRM 2361=2017-11-16-EOD-168209779=20171117-00:01:22939=01040=6502635 1184=6074

// embedded FpML

1185=

<SecXML>
	<cme:FpML
		xmlns:cme="http://www.cmegroup.com/otc-clearing/confirmation"
		xmlns="http://www.fpml.org/FpML-5/confirmation"
		xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.cmegroup.com/otc-clearing/confirmation cme-conf-ext-1-12-STP.xsd">
		<cme:terminatingEvent>PARTIAL_NETTING</cme:terminatingEvent>
		<swaption>
			<buyerPartyReference href="trading_firm_account"/>
			<sellerPartyReference href="clearing_service"/>
			<premium>
				<payerPartyReference href="trading_firm_account"/>
				<receiverPartyReference href="clearing_service"/>
				<paymentAmount>
					<currency>USD</currency>
					<amount>500.00</amount>
				</paymentAmount>
				<paymentDate>
					<unadjustedDate>2018-09-24</unadjustedDate>
					<dateAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
						</businessCenters>
					</dateAdjustments>
					<adjustedDate>2018-09-24</adjustedDate>
				</paymentDate>
			</premium>
			<europeanExercise>
				<expirationDate>
					<adjustableDate>
						<unadjustedDate>2018-09-24</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>FOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</dateAdjustments>
						<adjustedDate/>
					</adjustableDate>
				</expirationDate>
				<earliestExerciseTime>
					<hourMinuteTime>09:00:00</hourMinuteTime>
					<businessCenter>USNY</businessCenter>
				</earliestExerciseTime>
				<expirationTime>
					<hourMinuteTime>18:00:00</hourMinuteTime>
					<businessCenter>USNY</businessCenter>
				</expirationTime>
			</europeanExercise>
			<swaptionStraddle>false</swaptionStraddle>
			<swap>
				<swapStream id="fixedLeg">
					<payerPartyReference href="trading_firm_account"/>
					<receiverPartyReference href="clearing_service"/>
					<calculationPeriodDates id="fixedCalcDates">
						<effectiveDate>
							<unadjustedDate>2018-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate id="fixedLegTerminationDate">
							<unadjustedDate>2020-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
						<calculationPeriodDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</calculationPeriodDatesAdjustments>
						<calculationPeriodFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
							<rollConvention>26</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="fixedLegPaymentDates">
						<calculationPeriodDatesReference href="fixedCalcDates"/>
						<paymentFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
						<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
						<paymentDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</paymentDatesAdjustments>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>3000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<fixedRateSchedule>
								<initialValue>0.0101</initialValue>
							</fixedRateSchedule>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatingLeg">
					<payerPartyReference href="clearing_service"/>
					<receiverPartyReference href="trading_firm_account"/>
					<calculationPeriodDates id="floatingCalcDates">
						<effectiveDate>
							<unadjustedDate>2018-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate id="floatingLegTerminationDate">
							<unadjustedDate>2020-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
						<calculationPeriodDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</calculationPeriodDatesAdjustments>
						<calculationPeriodFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
							<rollConvention>26</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="floatingLegPaymentDates">
						<calculationPeriodDatesReference href="floatingCalcDates"/>
						<paymentFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
						<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
						<paymentDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</paymentDatesAdjustments>
					</paymentDates>
					<resetDates id="floatingResetDates">
						<calculationPeriodDatesReference href="floatingCalcDates"/>
						<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
						<fixingDates>
							<periodMultiplier>-2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
							<businessDayConvention>PRECEDING</businessDayConvention>
							<businessCenters>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
							<dateRelativeTo href="floatingResetDates"/>
						</fixingDates>
						<resetFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</resetFrequency>
						<resetDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</resetDatesAdjustments>
					</resetDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>3000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
							</floatingRateCalculation>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</swaption>
		<party id="trading_firm_account">
			<partyId>A-50925</partyId>
		</party>
		<party id="clearing_service">
			<partyId>CME</partyId>
		</party>
	</cme:FpML>
</SecXML>

//end embedded FpMl

1193=P1430=X1855=11856=65026371857=210027=CCCIRS650263510028=101000002310029=210030=010034=110035=SPNUSD110=113

Trade with BROKER FEE / Commission Data Info

8=FIX.4.49=110435=AE49=CMESTPFIX456=IRATFIRM34=31850=STP57=IRATFIRM52=20161201-17:41:40.202571=158B84142860003D4964114138089487=2856=101568=TradeReqID1828=1880=158B84142860003D49217=7688299527=12345620000929423=255=GEF748=ED22=H461=FFDCSO167=FUT200=201701207=CME107=SOFR Futures32=500031=99.670075=20161201715=20161201442=160=20161201-17:41:38552=154=111=99951097453=10448=370452=1448=370452=4448=ATS_TRADER1447=C452=7802=1523=ATS_TRADER1803=5448=CME447=C452=21448=CME447=C452=22448=ATS-BRK1-H-H-H-01447=C452=24802=1523=2803=26448=A-21796447=H452=24448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=ATS_TRD1USER452=36802=1523=ATS_TRD1USER_UFN ATS_TRD1USER_ULN803=9448=ATS_BRK1USER452=62802=1523=ATS_BRK1USER_UFN ATS803=9578=CPC582=1205=20170117779=20161201-17:41:38.090939=0996=Ccy1003=1000381012=20140828-12:15:231013=11016=11040=158B84142860003D4961147=10000001184=01430=X1716=USD2639=12642=12643=USD2644=Ccy2645=USD2646=0.00016070=250010026=USD10027=CPC000007688299BN000110028=101000002310029=210030=010034=110=232

Calendar Spread Using MLEG 2

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=450=STP57=ace52=20160609-15:53:02.694568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=028

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=550=STP57=ace52=20160609-15:53:29.189571=155315D2F5B0004D4CD42105327761487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAQ6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201608202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201608308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC000003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160628779=20160609-15:53:27.7611003=1004241040=155315D2F5B0004D4CD4939=01430=X996=Bbl10026=USD10=197

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=650=STP57=ace52=20160609-15:53:29.190571=155315D2F5B0004D4CD82105327762487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAV6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201610202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201610308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC002003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160829779=20160609-15:53:27.7621003=1004261040=155315D2F5B0004D4CD8939=01430=X996=Bbl10026=USD10=198

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=750=STP57=ace52=20160609-15:53:29.191571=155315D2F5B0004D4CD62105327761487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAU6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201609202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201609308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC001003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160727779=20160609-15:53:27.7621003=1004251040=155315D2F5B0004D4CD6939=01430=X996=Bbl10026=USD10=205

CHB Trade

8=FIX.4.49=147335=AE49=CMESTPFIX356=IRATFIRM34=20850=STP57=IRATFIRM52=20170131-17:00:24.107571=861740f7-e969-4678-90dc-dc89bec0f26d487=0856=101568=TradeReqID1828=22829=7423=2167=CMDTYSWAP207=XXXX1184=040049=240050=040052=240053=140054=10000.0041306=141307=D41309=MMBtu41310=310000.0041311=MMBtu40914=2019080140072=2019083141251=NG42615=142616=Mo40789=Platts Gas Daily's Daily Report41196=Houston Ship Channel40050=040052=140053=240054=10000.0041306=141307=D41309=MMBtu41310=310000.0041311=MMBtu40914=2019080140072=2019083141251=NG42615=142616=Mo40789=NGX Union-Dawn Day Ahead Index41196=Houston Ship Channel854=175=20170131442=160=20170131-14:32:36552=254=2526=BR100000969634563453=4448=ATS_TRADER1447=C452=7802=1523=Paxton Commodities Ltd803=5448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=Paxton Trader452=36802=1523=Paxton Trader803=9448=Tom Tester452=62802=1523=Tom Tester803=9578=CHB15=USD1016=11013=11012=20170131-14:32:492639=12642=32640=0.002643=USD2644=MMBtu2646=0.0001054=1453=4448=ATS_TRADER2447=C452=7802=1523=Adamax Test Company 3803=5448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=Adamax Trader452=36802=1523=Adamax Trader803=9448=Tom Tester452=62802=1523=Tom Tester803=9578=CHB15=USD1016=11013=11012=20170131-14:32:49779=20170131-14:32:38.5651040=131309501430=X10033=11832=01924=01932=02405=110047=Natural Gas Financial Index Swing Swap10=014

Delivery Fixed Commodity Swap

20160916-09:53:08.195 : 8=FIX.4.4 9=1369 35=AE 49=CMESTPFIX4
56=IRATFIRM 34=9 50=STP 57=IRATFIRM 52=20160916-09:53:08.138 571=edbba144-a4ed-4e40-b88f-274098e9c2af
487=0 856=101 568=TradeReqID1 828=22 829=7 423=2 167=CMDTYSWAP 207=XXXX 1184=0 40049=2
40050=1 40052=2 40053=1 40054=10000.20 41306=1 41307=D 41309=MMBtu 41310=310000.10
41311=MMBtu 40914=20190801 40072=20190831 41251=NG 41062=Northwest Pipeline
Corp - Canadian Border (Huntingdon) 41063=2 40050=0 40052=1 40053=2 40054=10000.20
41306=1 41307=D 41309=MMBtu 41310=310000.10 41311=MMBtu 40914=20190801 40072=20190831
41251=NG 40784=3.666660 40786=USD 854=1 75=20160714 442=1 60=20160714-09:18:10 552=2
54=2 526=BR100000687800271 453=4 448=ATS_TRADER1 447=C 452=7 802=1 523=Paxton
Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1 803=5 448=Paxton
Trader 452=36 802=1 523=Paxton Trader 803=9 448=Adamax Broker 1 452=62 802=1 523=Adamax
Broker 1 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.40 13=0 479=USD 1233=0.55550
1238=MMBtu 1016=1 1013=1 1012=20160714-09:18:07 54=1 453=4 448=ATS_TRADER2 447=C
452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1
803=5 448=Adamax Trader 452=36 802=1 523=Adamax Trader 803=9 448=Adamax Broker
2 452=62 802=1 523=Adamax Broker 2 803=9 578=CHB 15=USD 1016=1 1013=1 1012=20160714-09:18:07
779=20160714-09:18:14.002 1040=12510821 1430=X 1832=0 1924=0 1932=0 2405=2 10=173

Delivery Float Commodity Swap

Depending on input, certain tags may not be present.

20160916-09:53:09.149
: 8=FIX.4.4 9=1431 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=261 50=STP 57=IRATFIRM 52=20160916-09:53:08.786
571=9f8fac8f-6a31-4fc9-8a4b-34767ecc6872 487=0 856=101 568=TradeReqID1 828=22 829=7
423=2 167=CMDTYSWAP 207=XXXX 1184=0 40049=2 40050=1 40052=2 40053=1 40054=10000.23
41306=1 41307=D 41309=MMBtu 41310=310000.23 41311=MMBtu 40914=20190701 40072=20190731
41251=NG 41062=Texas Eastern Transmission Corp - East Louisiana Zone 41063=1 40050=0
40052=1 40053=2 40054=10000.23 41306=1 41307=D 41309=MMBtu 41310=310000.23 41311=MMBtu
40914=20190701 40072=20190731 41251=NG 40789=Platts Gas Daily's Daily Report 41196=Texas
Eastern Transmission Corp - East Louisiana Zone 40794=0.666667 854=1 75=20160714
442=1 60=20160714-09:34:44 552=2 54=2 526=BR100000684277975 453=4 448=ATS_TRADER1
447=C 452=7 802=1 523=Paxton Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1
523=ATS_BROKER1 803=5 448=Paxton Trader 452=36 802=1 523=Paxton Trader 803=9 448=Tom Tester
452=62 802=1 523=Shawn Brown 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.23
13=0 479=USD 1233=0.55556 1238=MMBtu 1016=1 1013=1 1012=20160714-09:34:44 54=1 453=4
448=ATS_TRADER2 447=C 452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1
452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36 802=1 523=Adamax
Trader 803=9 448=Justin Wu 452=62 802=1 523=Tammy Tester 803=9 578=CHB 15=USD 1016=1
1013=1 1012=20160714-09:34:44 779=20160714-09:34:44.553 1040=12511239 1430=X 1832=0
1924=0 1932=0 10=005

Fixed Float Commodity Index

Option Delivery Fixed

Cleared Elsewhere (Non-CME)

Future

Option Underlying Commodity Swap

FX Link

FX Spot Side 1

tag 167-SecType= FXSPOT
tag 207-Exch =" FXS"
tag 828-TrdType="54"
tag 1851-StrategyLinkID="7628838125201712011"

8=FIX.4.4 9=970 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=54 50=STP 57=IRATFIRM 52=20171220-11:09:27.094 571=1600FF6C2610003D377C1154326726 487=0 856=101 568=TradeReqID1 828=54 880=1600FF6C2610003D3774 17=76579:M:908TN0000001 423=2 55=FXMPZ701 48=USDMXN 22=H 461=FFXCNO 167=FXSPOT 762=YF 200=20171201 541=20171201 207=FXS 107=VALUEDATED USDMXN SPOT LEG 864=2 865=13 866=20171205 865=121 866=20171201 1147=1 1184=0 32=27125.15 31=18.43308 75=20171201 715=20171201 442=2 60=20171201-21:43:26 552=1 54=2 11=Q005286 453=10 448=595 452=1 448=595 452=4 448=135 447=C 452=7 802=1 523=FINANCIAL SERVICES, INC 803=5 448=3L7L 452=12 448=FXS 447=C 452=21 448=FXS 447=C 452=22 448=FXS_ACCT_A 447=C 452=24 802=1 523=1 803=26 448=A-110965 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 779=20171201-21:43:26.726 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D377C 1430=E 1716=USD 1851=7628838125201712011 1056=500000.00 60 70=1 10026=MXN 37711=15244 10=025

FX Future Side 1

tag 167-Exch =" FUT"
tag 207-SecType = "CME"
tag 828-TrdType ="0"
tag 1851-StrategyLinkID ="7628838125201712011"

8=FIX.4.4 9=952 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=72 50=STP 57=IRATFIRM 52=20171220-11:12:03.799 571=1600FF6C2610003D37861154327032 487=0 856=101 568=TradeReqID1 828=0 880=1600FF6C2610003D377E 17=76579:M:906TN0000001 423=2 55=6MZ7 48=MP 22=H 461=FFCPSO 167=FUT 762=YF 200=201712 541=20171218 207=CME 107=Mexican Peso Futures 32=1 31=0.054250 75=20171201 715=20171201 442=2 60=20171201-21:43:27 552=1 54=2 11=Q005286 453=10 448=737 452=1 448=737 452=4 448=737 447=C 452=7 802=1 523=Trading Futures 803=5 448=3L7L 452=12 448=CME 447=C 452=21 448=CME 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=2 803=26 448=A-111701 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 1851=7628838125201712011 779=20171201-21:43:27.032 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D3786 1147=500000 1184=0 1430=E 1716=MXN 6070=500000 10026=USD 10027=FECF1600FF6C2610003D3786 10028=1010000023 10029=2 10030=0 10034=1 37711=15244 10=036

FX Future Side 2

tag 167-Exch =" FUT"
tag 207-SecType = "CME"
tag 828-TrdType ="0"
tag 1851-StrategyLinkID ="7628838125201712011"

8=FIX.4.4 9=952 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=72 50=STP 57=IRATFIRM 52=20171220-11:12:03.799 571=1600FF6C2610003D37861154327032 487=0 856=101 568=TradeReqID1 828=0 880=1600FF6C2610003D377E 17=76579:M:906TN0000001 423=2 55=6MZ7 48=MP 22=H 461=FFCPSO 167=FUT 762=YF 200=201712 541=20171218 207=CME 107=Mexican Peso Futures 32=1 31=0.054250 75=20171201 715=20171201 442=2 60=20171201-21:43:27 552=1 54=2 11=Q005286 453=10 448=737 452=1 448=737 452=4 448=737 447=C 452=7 802=1 523=Trading Futures 803=5 448=3L7L 452=12 448=CME 447=C 452=21 448=CME 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=2 803=26 448=A-111701 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 1851=7628838125201712011 779=20171201-21:43:27.032 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D3786 1147=500000 1184=0 1430=E 1716=MXN 6070=500000 10026=USD 10027=FECF1600FF6C2610003D3786 10028=1010000023 10029=2 10030=0 10034=1 37711=15244 10=036

FX Spot Side 2

tag 207-Exch =" FXS"
tag 167-SecType= FXSPOT
tag 828-TrdType="54"
tag 1851-StrategyLinkID="7628838125201712011"

8=FIX.4.4 9=970 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=54 50=STP 57=IRATFIRM 52=20171220-11:09:27.094 571=1600FF6C2610003D377C1154326726 487=0 856=101 568=TradeReqID1 828=54 880=1600FF6C2610003D3774 17=76579:M:908TN0000001 423=2 55=FXMPZ701 48=USDMXN 22=H 461=FFXCNO 167=FXSPOT 762=YF 200=20171201 541=20171201 207=FXS 107=VALUEDATED USDMXN SPOT LEG 864=2 865=13 866=20171205 865=121 866=20171201 1147=1 1184=0 32=27125.15 31=18.43308 75=20171201 715=20171201 442=2 60=20171201-21:43:26 552=1 54=2 11=Q005286 453=10 448=595 452=1 448=595 452=4 448=135 447=C 452=7 802=1 523=FINANCIAL SERVICES, INC 803=5 448=3L7L 452=12 448=FXS 447=C 452=21 448=FXS 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=1 803=26 448=A-110965 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 779=20171201-21:43:26.726 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D377C 1430=E 1716=USD 1851=7628838125201712011 1056=500000.00 6070=1 10026=MXN 37711=15244 10=025

Trade at Settlement (TAS)

Original Trade

8=FIX.4.4|9=1104|35=AE|34=15|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.647|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F94B4074644343|487=0|856=101|568=1|828=1|829=40|880=1780DE0671C0004D1F949|17=7767927|423=100|55=CLK1|48=CL|22=H|461=FCEPSX|167=FUT|200=202105|541=20210420|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=50|31=63.89|75=20210310|715=20210310|442=1|60=20210310-13:46:44.000000000Z|552=1|54=1|11=C7767927|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TWOBROTHERS|452=62|802=1|523=TOMTEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767927BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:45:00.000000000Z|1013=1|779=20210310-13:46:44.343000000Z|1003=116469|1040=1780DE0671C0004D1F94B|939=0|1430=X|996=Bbl|997=Mo|10033=-0.10|10024=0|10026=USD|10037=50000|1832=1|10=104|

Trade Update

8=FIX.4.4|9=1103|35=AE|34=26|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.175|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F94B1171633711|487=2|856=101|568=1|828=1|829=40|880=1780DE0671C0004D1F949|17=7767927|423=101|55=CLK1|48=CL|22=H|461=FCEPSX|167=FUT|200=202105|541=20210420|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=50|31=64.32|75=20210310|715=20210310|442=1|60=20210310-23:16:33.000000000Z|552=1|54=1|11=C7767927|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767927BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:45:00.000000000Z|1013=1|779=20210310-23:16:33.711000000Z|1003=116469|1040=1780DE0671C0004D1F94B|939=0|1430=X|996=Bbl|997=Mo|10033=-0.1|10024=0|10026=USD|10037=50000|1832=1|10=019|

Trade at Marker (TAM)

Original Trade

8=FIX.4.4|9=1125|35=AE|34=16|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.648|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F9584074713398|487=0|856=101|568=1|828=1|829=43|880=1780DE0671C0004D1F956|17=7767928|423=101|55=CLM1|48=CL|22=H|454=1|455=CL1|456=112|461=FCEPSX|167=FUT|200=202106|541=20210520|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=75|31=63.37|75=20210310|715=20210310|442=1|60=20210310-13:47:13.000000000Z|552=1|54=1|11=C7767928|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767928BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:46:00.000000000Z|1013=1|779=20210310-13:47:13.398000000Z|1003=116471|1040=1780DE0671C0004D1F958|939=0|1430=X|996=Bbl|997=Mo|10033=0.10|10024=0|10026=USD|10037=75000|1832=1|10=092|

Trade Update

8=FIX.4.4|9=1124|35=AE|34=27|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.176|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F9581171636555|487=2|856=101|568=1|828=1|829=43|880=1780DE0671C0004D1F956|17=7767928|423=101|55=CLM1|48=CL|22=H|454=1|455=CL1|456=112|461=FCEPSX|167=FUT|200=202106|541=20210520|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=75|31=64.62|75=20210310|715=20210310|442=1|60=20210310-23:16:36.000000000Z|552=1|54=1|11=C7767928|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767928BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:46:00.000000000Z|1013=1|779=20210310-23:16:36.555000000Z|1003=116471|1040=1780DE0671C0004D1F958|939=0|1430=X|996=Bbl|997=Mo|10033=0.1|10024=0|10026=USD|10037=75000|1832=1|10=026|

Trade at Cash Open (TACO)

Original Trade

8=FIX.4.4|9=1115|35=AE|34=18|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.649|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0406A0002DE85B4074854550|487=0|856=101|568=1|828=1|880=1780DE0406A0002DE859|17=7767930|423=2|55=EQ1H119|48=EQ1|22=H|461=FFIPSO|167=FUT|200=20210319|541=20210318|207=CME|107=TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures|1147=50.0|6070=50|1193=P|32=500|31=-4.00|75=20210310|715=20210310|442=1|60=20210310-13:48:54.000000000Z|552=1|54=1|11=C7767930|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=CME|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767930BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:47:00.000000000Z|1013=1|779=20210310-13:48:54.550000000Z|1003=100120|1040=1780DE0406A0002DE85B|939=0|1430=X|996=IPNT|997=D|10026=USD|10037=25000|1832=1|10=127|

Trade Update

8=FIX.4.4|9=1115|35=AE|34=15|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.167|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0406A0002DE85B4074854550|487=0|856=101|568=1|828=1|880=1780DE0406A0002DE859|17=7767930|423=2|55=EQ1H119|48=EQ1|22=H|461=FFIPSO|167=FUT|200=20210319|541=20210318|207=CME|107=TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures|1147=50.0|6070=50|1193=P|32=500|31=-4.00|75=20210310|715=20210310|442=1|60=20210310-13:48:54.000000000Z|552=1|54=1|11=C7767930|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=CME|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767930BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:47:00.000000000Z|1013=1|779=20210310-13:48:54.550000000Z|1003=100120|1040=1780DE0406A0002DE85B|939=0|1430=X|996=IPNT|997=D|10026=USD|10037=25000|1832=1|10=110|