Submit Trade Records

Submitter

Required. There is always one Submitter element in a Deal element. This element includes information identifying the submitter of the trade records.
Tip: When you create XML for submitting your company's trade records, your company is always the submitter. 

Option

Optional. The Option element exists only if the trade is an option.

Periods

Required. There is one Periods element in a Deal element. This element includes one or more Period elements, which defines the term of the trade. Usually there is only one period for a trade. There can be multiple periods for a trade, for example, such as non-contiguous periods.

Broker

• Required for broker trades.
• Optional for exchange trades, where the trade is conducted through a broker.
• Not required for counterparty trades, where trading companies trade directly with each other.
• Contains the Execution System element, which describes the broker's execution system where this trade originated.

CounterpartyBroker

Always present if a Broker element is present. Describes the brokerage firm that represents the counterparty. Frequently, but not always, this is the same as the broker company.

TradingCompany

Required. This element describes the trading company's perspective of the trade.

Counterparty

Required. This element includes notes directed at the counterparty (only for trades submitted by a counterparty). It may include the counterparty agreement date.

Exchange

Optional. Used only for an exchange-submitted trade.

Clearing

Optional. Required only if the trade is cleared through a clearing house. This is indicated by the Cleared attribute in the Deal element, described above. Can contain the Allocation element.

BuyerPrice

Optional. Required only for a non-option trade. This element describes the price the buyer pays.

SellerPrice

Optional. Required only for a financial non-option trade. This element describes the price the seller pays to the buyer, in a financial trade.

CommodityType

Required. This element has commodity-specific attributes. Some commodities, such as natural gas, have no commodity-specific attributes, while others have many.

Instrument

Optional. This element identifies the instrument in the trade, if the trade is submitted with an instrument. Instruments are CME STP BaCE's descriptions of trades, which it created to standardize and facilitate trade submission.

Confirmation

Optional. The Confirmation element contains details of how the trade was confirmed between counterparties. This element is submitted only by trading companies.

SEF

Optional. Describes the SEF (Swap Execution Facility) for the trade, if one exists.

CHML

Standard header element.

Active

int

1=Active

0=Void

required

Current active status for the trade.

CommodityID

int

CR-Instr

The identifier for the commodity, as defined in the COMMODITY reference-data table. One of the following:

Note: You cannot use a -1 value for this attribute, to indicate your own value.

Commodity

string

50

1=Natural Gas

2=Power

3=Coal

4=Crude

5=Emissions

6=Refined

7=NGL/Petrochemicals

8=Freights

9=Softs

10=Plastics

11=Metals

12=FX

CR-ID

Commodity value. CME STP BaCE populates this value based on the CommodityID.

DealType

DealType

10

Physical

Financial

CR-Instr

Trade deal type.

TradeTypeID

int

CR-Instr

Trade type identifier. This determines how CME STP BaCE applies the trade data rules.

TradeType

string

100

CR-ID

Trade type.

TradeTypeCode

string

100

optional

Trade type code.

CompanyAttn

string

100

required

The company responsible for receiving the trade confirmation.

CompanyContact

string

400

required

The company contact responsible for receiving the trade confirmation.

CompanyContactNumbers

string

200

required

The telephone and fax numbers associated with the company contact.

TotalQuantity

float

15

required

Total quantity for trade.

TotalQuantityDisplay

string

2GB

optional

A description of the total quantity, which is displayed on the trade confirmation. You should provide this only for non-standard display descriptions. If this value is not provided, CME STP BaCE generates it.

TotalQuantityTypeID

int

CR-Instr

Identifier for units in which the total quantity is expressed, and which depends on the commodity.

TotalQuantityType

string

100

optional

Units in which the total quantity is expressed.

TimeZoneID

int

CR-ID

Identifier for the time zone.

TimeZone

string

20

CR-ID

Time zone of the trade date.

TradeDate

dateTime

20

required

The date and time the trade was executed. The date and time have the following format: YYYY-MM-DDThh:mm:ss.nnn, for example, 2012-03-05T10:02:24.617. The time zone of the trade date is specified in the TimeZone attribute, above.

DeliveryPointCode

string

200

CR-TT

CR-ID

Short name for the delivery point.

DeliveryPoint

string

200

CR-TT

CR-ID

For a physical trade, indicates the delivery point of the traded energy.

DeliveryPointID

int

CRUDE_OIL_LOCATION

FREIGHT_LOCATION

METALS_LOCATION

NG_LOCATION

NGLP_LOCATION

PLASTICS_LOCATION

POWER_LOCATION

REFINED_LOCATION

SOFTS_LOCATION

CR-TT

Delivery point identifier, depending on the commodity of the trade.

DeliveryQuality

string

200

CR-ID

CR-Instr

CR-TT

Delivery quality associated with the physical deal types.

DeliveryQualityID

int

CR-Instr

CR-TT

Delivery quality identifier associated with the physical deal types, as described in the DELIVERY_QUALITY reference-data table.

SpecialCondition

string

2GB

optional

Any deal-specific notes applicable to both sides of the transaction.

Cleared

int

1=cleared

0=not cleared

required

Indicates whether the deal is cleared.

CreditTerms

string

900

optional

A description of the credit terms for the trade.

PaymentTerms

string

900

optional

A description of the payment terms for the trade.

AdditionalInfo

string

900

optional

Additional information about the deal, which is visible to both the buyer and the seller.

ExecutionType

ExecutionType

20

Electronic

Voice

optional

The execution type of the deal.

DeliveryMethod

string

500

optional

A description of the point where title passes from seller to buyer.

SettlementFrequency

string

CR-ID

The settlement frequency of this deal.

SettlementFrequencyID

int

optional

The identifier for the settlement frequency of this deal, as described in the SETTLEMENT_FREQUENCY reference-data table.

StrategyLegCount

int

See note below about strategies.

The number of legs (deals/trades) in the entire strategy. This determines when CME STP BaCE considers the strategy complete.

StrategyTypeName

string

See note below about strategies.

A string that identifies the type of strategy, for example: Calendar or Strip.

Note: If the submitter does not specify this, CME STP BaCE automatically assigns the value of Single.

CreatedDate

dateTime

20

required

The date and time the trade was entered in the submitter's system.

The date and time have the following format:

YYYY-MM-DDThh:mm:ss.nnn, for example,

2012-03-05T10:02:24.617.

LastModifiedDate

dateTime

20

required

The date and time the trade was last modified in the submitter's system. The date and time have the following format:

YYYY-MM-DDThh:mm:ss.nnn, for example,

2012-05-05T10:02:24.617

SubmitterTypeID

int

1=broker

2=trading company

3=exchange

required

SubmitterID

int

BROKER

COMPANY

EXCHANGE

required

The ID for the party that submitted the trade record. The SubmitterTypeID determines the reference-data table in which the appropriate SubmitterID is located.

SubmitterName

string

200

CR-ID

The name of the party that submitted the trade record. This name corresponds to a specific SubmitterID.

SubmitterDealID

string

50

required

Uniquely identifies the deal from the submitter’s perspective.

SubmitterDealID
Qualifier

string

10

optional

Identifies the submitter’s system. Used if the submitter has multiple systems, each with its own numbering sequence for SubmitterDealID.

BidFlag

BidFlagType

1

0=Sell

1=Buy

required

Indicates whether this trade is a buy or a sell from the submitter’s perspective.

The BidFlag value in Submitter must be:

• the same as its value in TradingCompany
• different from its value in Counterparty

VersionID

int

required

The submitter's version ID of the trade. The submitter can send a new version of the trade when a change occurs. The submitter should increment the version ID whenever submitting a new version of the trade. CME STP BaCE blocks a trade with a version ID that is less than the current version ID.

MatchStatus

Match
Status

35

optional

Used in data retrieval only.

TradeBusinessDate

date

optional

The business date assigned to the trade. The date has the following format: YYYY-MM-DD, for example, 2013-05-25.

SubmitterStrategyID

string

optional

The submitter's unique identifier of a strategy.

DealState

string

optional

Deprecated. Used internally for backwards compatibility.

OptionExpirationDescr

string

200

optional

Expiration description for the option.

OptionSettlementIndexID

int

COAL_INDEX

CRUDE_OIL_INDEX

EMISSIONS_INDEX

FREIGHT_INDEX

FX_INDEX

METALS_INDEX

NG_INDEX

NGLP_INDEX

PLASTICS_INDEX

POWER_INDEX

REFINED_INDEX

SOFTS_INDEX

CR-TT

Identifier of the index used for the option settlement.

OptionSettlementIndex

string

950

CR-TT

CR-ID

Index used for the option settlement.

OptionSettlementLocationID

int

CRUDE_OIL_LOCATION

FREIGHT_LOCATION

METALS_LOCATION

NG_LOCATION

NGLP_LOCATION

PLASTICS_LOCATION

POWER_LOCATION

REFINED_LOCATION

SOFTS_LOCATION

CR-TT

The identifier of the settlement location for an option.

OptionSettlementLocation

string

200

CR-TT

CR-ID

The settlement location for an option.

OptionSettlementDisplay

string

950

optional

A description of the option settlement, which is displayed on the trade confirmation. You should provide this only for non-standard display descriptions. If this value is not provided, CME STP BaCE generates it.

OptionStyle

string

50

CR-TT

The option style, which is defined in the REF_VALUE reference-data table.

OptionExerciseTypeID

int

optional

Option exercise type identifier, which identifies the frequency at which the option can be exercised. This is defined in the EXERCISE_TYPE reference-data table.

OptionExerciseType

string

50

CR-ID

The frequency at which the option can be exercised.

PremiumCurrencyID

int

CR-TT

The identifier of the currency in which the premium is expressed, which is defined in the CURRENCY reference-data table.

PremiumCurrency

string

10

CR-ID

CR-TT

The currency in which the premium is expressed.

OptionTypeID

int

CR-TT

Option type identifier, which is defined in the OPTION_TYPE reference-data table.

OptionType

string

50

CR-TT

CR-ID

Option type, for example: Put, Call, or Straddle.

Premium

float

15

CR-TT

The amount per unit quantity paid by the option buyer.

StrikePrice

float

15

CR-TT

Price at which the option will be exercised.

PremiumUnitID

int

CR-TT

The identifier of the unit for expressing the premium of the option trade, which is defined in the QUANTITY_TYPE reference-data table, and which depends on the commodity.

PremiumUnit

string

100

CR-TT

CR-ID

The unit for expressing the premium of the option trade.

StrikePriceCurrencyID

int

CR-TT

The identifier of the currency in which the strike price is expressed, which is defined in the CURRENCY reference-data table.

StrikePriceCurrency

string

10

CR-TT

CR-ID

The currency in which the strike price is expressed.

StrikePriceUnitID

int

CR-TT

The identifier of the unit for expressing the strike price of the option trade, which is defined in the QUANTITY_TYPE reference-data table, and which depends on the commodity.

StrikePriceUnit

string

100

CR-TT

CR-ID

The unit for expressing the strike price of the option trade.

StrikeIndexID

int

COAL_INDEX

CRUDE_OIL_INDEX

EMISSIONS_INDEX

FREIGHT_INDEX

FX_INDEX

METALS_INDEX

NG_INDEX

NGLP_INDEX

PLASTICS_INDEX

POWER_INDEX

REFINED_INDEX

SOFTS_INDEX

CR-TT

The identifier of the index used to determine the strike price for an option.

StrikeIndex

string

950

CR-TT

CR-ID

The index used to determine the strike price.

StrikeIndexPrice

float

15

CR-TT

The numeric price applied to the strike index.

StrikeIndexLocationID

int

CRUDE_OIL_LOCATION

FREIGHT_LOCATION

METALS_LOCATION

NG_LOCATION

NGLP_LOCATION

PLASTICS_LOCATION

POWER_LOCATION

REFINED_LOCATION

SOFTS_LOCATION

CR-TT

The identifier of the index used to determine the strike location for an option.

StrikeIndexLocation

string

200

CR-TT

CR-ID

The location for settlement that is linked to the strike index.

StrikePriceDisplay

string

950

optional

A description of the strike price, which is displayed on the trade confirmation. You should provide this only for non-standard display descriptions. If this value is not provided, CME STP BaCE generates it.

ExpirationTime

string

optional

The expiration time of this option, for example, 9:00.

ExpirationTimeZone

string

CR-ID

The time zone name of the expiration time for this option.

ExpirationTimeZoneID

int

optional

The identifier of the time zone for the expiration time for this option, which is defined in the TIME_ZONE reference-data table.

OptionSettlementLanguageID

int

optional

Deprecated. The identifier of the language describing the option settlement.

StrikePriceLanguageID

int

optional

Deprecated. The identifier of the language to describe the strike price.

PeriodDesc

string

50

optional

Description of the period.

PeriodOrder

int

required

Identifier specifying the order of this period in the parent Periods element.

UnitQuantity

float

12

required

The unit quantity for the trade period.

UnitQuantityTypeID

int

CR-Instr

The unit quantity type identifier for the trade period, as defined in the QUANTITY_TYPE reference-data table and based on the commodity of the trade.

UnitQuantityType

string

 100

CR-ID

The unit quantity type for the trade period.

StartDate

date

8

required

The term start date for the traded contract. The date has the following format: YYYY-MM-DD, for example, 2013-01-01.

EndDate

date

8

required

The term end date for the traded contract. The date has the following format: YYYY-MM-DD, for example, 2013-02-01.

Cycle

string

optional

The delivery cycle of a pipeline, used to describe delivery dates.

BrokerageCompanyID

int

required

The identifier of the submitter of the deal in the BROKER reference-data table, for example: 4 for Prebon.

BrokerageCompany

string

200

CR-ID

The submitter of the deal.

BrokerageCompanyNumbers

string

200

CR-ID

The phone numbers of the submitter of the deal.

BrokerageCompanyAddress

string

200

optional

The address of the submitter of the deal.

BrokerDealID

string

50

CR-ID

Identifies the deal from submitter’s perspective.

BrokerName

string

50

optional

The name of the broker.

CompanyCommRate

float

12

optional

Rate applied to the trade depending on the party brokerage agreement with the brokerage firm.

CompanyComm

float

10

optional

Total brokerage commission fee charged to the party.

CompanyCommFlatRateFlag

int

optional

Flag indicating whether brokerage fees are based on a flat amount.

CompanyCommCurrencyID

int

conditional

The identifier for the currency in which the commission is expressed, in the CURRENCY reference-data table.

required if the CompanyComm attribute is present

CompanyCommCurrency

string

10

CR-ID

The currency in which the commission is expressed.

CompanyCommUnitID

int

conditional

The identifier for the currency in which the commission is expressed, in the QUANTITY_TYPE reference-data table.

Required if the CompanyComm attribute is present.

CompanyCommUnit

string

100

CR-ID

The unit in which the broker commission rate is expressed.

CompanyTaxName

string

50

optional

The type of tax applied to the commission.

CompanyTaxRate

float

5

optional

The tax rate applied to the commission.

CompanyTaxAmount

float

10

optional

The tax amount charged to the party.

CompanyTotalAmountDue

float

10

required if the CompanyComm attribute is present

Total charged to the party, including taxes and brokerage commission fees.

SystemName

string

50

optional

The name of the execution system.

SystemTradeSubID

string

50

optional

Execution system’s trade sub ID.

SystemTradeID

string

50

optional

Execution system’s trade ID.

ExecutorRole

string

20

Aggressor

Initiator

optional

Executor role.

BrokerageCompanyID

int

required

The identifier of the submitter of the deal in the BROKER reference-data table, for example: 4 for Prebon. When Broker/@BrokerRole is SEF, this is the same as Broker/@BrokerageCompanyID.

BrokerageCompany

string

200

CR-ID

The submitter of the deal. When Broker/@BrokerRole is SEF, this is the same as Broker/@BrokerageCompany.

BrokerageCompanyNumbers

string

200

optional

The phone numbers of the submitter of the deal.

BrokerageCompanyAddress

string

200

optional

The address of the submitter of the deal.

BrokerDealID

string

50

optional

Identifies the deal from submitter’s perspective.

BrokerName

string

50

optional

The name of the broker.

CompanyID

int

required

Company

string

200

CR-ID

The company's legal name, based on the CompanyID.

CompanyCode

string

200

optional

The company abbreviated name in the COMPANY reference-data table.

CompanyTrader

string

100

required

CompanyTrader
Numbers

string

100

required

Phone and fax numbers associated with the company trader.

ReferenceNumber

string

50

optional

The trading company’s internal reference number for identifying a trade.

BidFlag

BidFlagType

1

0=Sell

1=Buy

required

Whether this trade is a buy or a sell from the submitter’s perspective.

This should have the same value as in the Submitter node.

Notes

string

2GB

optional

Notes directed at the counterparty.

OrderNumber

string

optional

The customer's order number.

CompanyID

int

required

The company identifier that can be in the COMPANY reference-data table.

Company

string

200

CR-ID

The company name, based on the CompanyID.

CompanyLEI

string

optional

The company Legal Entity Identifier.

CompanyCode

string

200

optional

The company abbreviated name in the COMPANY reference-data table.

CompanyTrader

string

100

required

Trader name from the company.

CompanyTraderNumbers

string

100

required

Phone and fax numbers associated with the company trader.

ReferenceNumber

string

50

optional

Trade identifier assigned by the referenced party to the trade.

BidFlag

BidFlagType

1

0=Sell

1=Buy

required

Whether this trade is a buy or a sell from the submitter’s perspective. Supported values are:

This must have the opposite value of the Submitter node.

Notes

string

400

optional

Notes directed at the counterparty.

AgreementDate

date

20

optional

Date of the trading agreement between parties. The date has the following format: YYYY-MM-DD, for example, 2012-12-20.

NamedCompanyID

int

optional

Identifier for the named (actual) counterparty company ID in a blind trade. Not visible to trading companies.

NamedCompany

string

optional

The legal name of the named (actual) counterparty company in a blind trade. Not visible to trading companies.

NamedCompanyLEI

string

optional

The Legal Entity Identifier of the named (actual) counterparty company in a blind trade. Not visible to trading companies.

ExchangeDealID

string

50

optional

Identifies the deal from the submitter’s perspective.

ExchangeCompanyID

int

required

The identifier for the exchange.

ExchangeCompany

string

200

CR-ID

The exchange.

ExchangeBuyBrokerCode

string

20

optional

Code representing the buyer's broker, assigned by the exchange.

ExchangeBuyBroker

string

200

optional

Name of the buyer's broker at the exchange. This is the name of an individual.

ExchangeSellBrokerCode

string

20

optional

Code representing the seller's broker, assigned by the exchange.

ExchangeSellBroker

string

200

optional

Name of the seller's broker at the exchange. This is the name of an individual.

ExchangeVenueID

int

required

The identifier of the exchange venue.

ExchangeVenue

string

100

CR-ID

The exchange venue.

ExchangeSymbol

string

50

optional

The symbol for the exchange.

ExchangeTradeTypeCode

string

50

optional

The exchange’s Trade Type code.

ExchangeTradeType

string

100

optional

The exchange’s Trade Type description.

ExchangeIsFinalPrice

int

required

Deprecated. Use the BuyerPrice/@InterimPriceIsFinal attribute instead.

AveragePriceType

string

10

Onset

Offset

optional

The average price type.

AveragePriceGroup

string

100

optional

The name of the average price group.

AveragePriceUnrounded

float

15

optional

The unrounded average price.

ResidualPrice

float

15

optional

The residual price.

ExecID

string

optional

The exchange's execution ID.

ExchangeFCMCode

string

optional

The exchange's code for the FCM (Futures Commission Merchant).

TradeSubType

string

5=APS Offset due to an allocation

6=APS Onset due to an allocation

7=Differential Spread (Sled)

8=Implied Spread

36=TRANSMOG (Converted Swap)

40=TAS

43=TAM

optional

Represents the CME Trade Type Subset, TAS Flag, and the APS Offset and Onset Flag.

TransferReason

string

optional

Indicates whether the trade is submitted as a notice of reallocation or as a trade transfer.

ClearedTypeID

int

required

The identifier for the clearing house that cleared this trade.

ClearedType

string

50

CR-ID

The clearing house that cleared this trade.

ClearedReferenceNumber

string

50

optional

Trade identifier assigned by the clearing house to the trade.

ClearedBuyTrader

string

50

optional

Trader representing the buyer’s FCM.

ClearedSellTrader

string

50

optional

Trader representing the seller’s FCM.

ClearedProductCode

string

10

optional

The clearing-house-specific product code.

ExecutionTradeType

string

optional

The execution trade type.

ClearedNumberOfContracts

int

optional

Deprecated. Use the Allocations element instead.

ClearedFCMID

int

required

Identifier for a cleared FCM (Futures Commission Merchant).

ClearedFCM

string

CR-ID

The cleared FCM for this allocation.

ClearedFCMAcct

string

required

The cleared FCM's account number for this allocation.

AllocationQuantity

float

required

The quantity for this allocation.

AllocatedNumberOfContracts

int

required

The number of contracts for this allocation.

Price

float

15

CR-TT

Price of the trade.

PriceUnitID

int

CR-TT

The identifier for the unit used to express the price of the trade.

PriceUnit

string

100

CR-TT

CR-ID

The unit used to express the price of the trade.

PriceCurrencyID

int

CR-TT

The identifier for the currency in which the buyer price is expressed.

PriceCurrency

string

10

CR-TT

CR-ID

The currency in which the buyer price is expressed.

IndexID

int

COAL_INDEX

CRUDE_OIL_INDEX

EMISSIONS_INDEX

FREIGHT_INDEX

FX_INDEX

METALS_INDEX

NG_INDEX

NGLP_INDEX

PLASTICS_INDEX

POWER_INDEX

REFINED_INDEX

SOFTS_INDEX

CR-TT

The identifier for the index, which is the published value from which the price takes its value.

Index

string

950

CR-TT

CR-ID

The published value from which the price takes its value.

IndexPrice

float

15

CR-TT

Numeric value used with the index to calculate the price. Value is empty for fixed price or non-indexed trades.

IndexLocationID

int

CRUDE_OIL_LOCATION

FREIGHT_LOCATION

METALS_LOCATION

NG_LOCATION

NGLP_LOCATION

PLASTICS_LOCATION

POWER_LOCATION

REFINED_LOCATION

SOFTS_LOCATION

CR-TT

The identifier for the location of the index, depending on the commodity of the trade:

IndexLocation

string

200

CR-TT

CR-ID

The location of the index settlement.

BuyerPriceDisplay

string

950

optional

A description of the price to be paid by the buyer, which is displayed on the trade confirmation. You should provide this only for non-standard display descriptions. If this value is not provided, CME STP BaCE generates it.

InterimPriceIsFinal

int

0=The price is interim. It is not yet final.

1=A previously interim price is now the final price.

optional

Use only for TAS/TAM (trade at settlement/trade at marker) trades. Indicates whether the interim price is final.

InterimPriceDifferential

float

6

optional

Use only for TAS/TAM trades, and when the InterimPriceIsFinal attribute is specified. It specifies the TAS/TAM price differential. This value is present whether or not the price is final.

InterimPriceReference

string

optional

Use only for TAS/TAM trades, and when the InterimPriceIsFInal attribute is specified. It references TAS, TAM, or any market-specific marker.

BuyerPriceLanguageID

int

optional

Deprecated. The identifier of the language describing the buyer price.

IndexID

int

COAL_INDEX

CRUDE_OIL_INDEX

EMISSIONS_INDEX

FREIGHT_INDEX

FX_INDEX

METALS_INDEX

NG_INDEX

NGLP_INDEX

PLASTICS_INDEX

POWER_INDEX

REFINED_INDEX

SOFTS_INDEX

CR-TT

The identifier for the index, which is the published value from which the price is calculated, depending on the commodity of the trade:

Index

string

950

CR-TT

CR-ID

The published value from which the seller price is calculated.

IndexLocationID

int

CRUDE_OIL_LOCATION

FREIGHT_LOCATION

METALS_LOCATION

NG_LOCATION

NGLP_LOCATION

PLASTICS_LOCATION

POWER_LOCATION

REFINED_LOCATION

SOFTS_LOCATION

CR-TT

The identifier for the location of the index, depending on the commodity of the trade.

IndexLocation

string

200

CR-TT

CR-ID

Location of the index settlement.

SellerPriceDisplay

string

950

optional

A description of the reference price to be paid by the seller, which is displayed on the trade confirmation. You should provide this only for non-standard display descriptions. If this value is not provided, CME STP BaCE generates it.

SellerPriceLanguageID

int

optional

Deprecated. The identifier of the language describing the seller price.

Product

string

required

The product as described in the PRODUCT reference-data table. For some commodities, like crude and coal, this describes the grade of the product.

ProductID

int

required

The product identifier as described in the PRODUCT reference-data table.

PowerPeakTypeID

int

CR-TT

Relevant only to the Power commodity. The power peak type identifier.

PowerPeakType

string

100

CR-TT

CR-ID

Relevant only to the Power commodity. The load profile for the delivery of power.

PowerScheduleTypeID

int

CR-TT

Relevant only to the Power commodity. The identifier for the power schedule type.

PowerScheduleTypeCode

string

100

CR-TT

Relevant only to the Power commodity. Power schedule type code.

PowerScheduleType

string

400

CR-TT

CR-ID

Relevant only to the Power commodity. The schedule used for delivering power.

Specifications

string

2GB

optional

Relevant mostly to the Coal commodity.

Vintage

string

100

optional

Relevant only to the Emissions commodity.

TransferTerms

string

400

optional

Relevant only to the Emissions commodity.

Documentation

string

400

optional

 Relevant only to the Emissions commodity.

InstrumentID

int

required

The identifier of the instrument in the trade, as defined in the INSTRUMENT reference-data table.

InstrumentName

CR-ID

The instrument in the trade.

Price

float

optional

The price of the trade.

StrikePrice

float

optional

The strike price for an option trade.

OptionTypeID

int

optional

The option type identifier.

Confirmed

int

1=The deal was confirmed with the counterparty.

0=The deal was not confirmed with the counterparty.

conditional

A flag indicating whether this deal was confirmed with a counterparty.

Required conditions:

• Required if the submitter is a trading company.
• Do not submit if the submitter is a broker.

ConfirmationFacility

string

ConfirmHub = the deal was or will be confirmed through CME STP BaCE.

Other = The deal was or will be confirmed through another facility.

conditional

Indicates the facility for confirming this deal. It can have the following values.

Required if the submitter is a trading company and the value of the Confirmed attribute is 1. Do not submit if the submitter is a broker.

ConfirmationDate

dateTime

conditional

If the deal was confirmed, this is the date and time when it was confirmed. The date and time have the following format: YYYY-MM-DDThh:mm:ss.nnn, for example, 2012-03-05T10:02:24.617.

Required conditions:

• Required if the submitter is a trading company and the value of the Confirmed attribute is 1.
• Do not submit if the submitter is a broker.

ConfirmationTimeZoneID

int

conditional

The identifier of the time zone.

Required conditions:

Required if the submitter is a trading company and the value of the Confirmed attribute is 1.

Do not submit if the submitter is a broker.

ConfirmationTimeZone

string

conditional

The time zone for the ConfirmationDate attribute.

CR-ID if the submitter is a trading company. Do not submit if the submitter is a broker.

ConfirmationMethod

string

Electronic

Non-Electronic

conditional

Indicates the method for confirming the deal.

Required conditions:

• Required if the submitter is a trading company and the value of the Confirmed attribute is 1.
• Do not submit if the submitter is a broker.

SEFID

int

conditional

SEFName

string

conditional

The SEF name.

Required conditions:

When Broker/@BrokerRole is SEF or IB, required.

When Broker/@BrokerRole is BROKER, not required.

SEFLEI

string

conditional

The SEF Legal Entity Identifier.

Required conditions:

When Broker/@BrokerRole is SEF or IB, it is required.

When Broker/@BrokerRole is BROKER, it is not required.

Novation

One of the following novation scenarios:

• The reporting party and the USI do not change, but the counterparty changes. This is represented by a single update to the trade.

update

yes or no

• The original trade is cancelled and a new trade is submitted. This consists of the following steps:

        ·       Cancellation of the original trade. The reporting party of the original trade reports this step.

cancel

yes

        ·       Submission of the new trade created as a result of the novation. The reporting party of the new trade reports this step.

new

yes or no

Partial Novation

An update of the original trade and submission of a new trade. This consists of the following steps:

• Update of the original trade with reduced notional. The reporting party of the original trade reports this step.

update

yes

• Submission of the new trade. The reporting party of the new trade reports this step.

new

yes

Swap Unwind

Termination of the original trade.

cancel

yes

Partial Swap Unwind

Update of the original trade for a lower amount.

update

yes

Exercise

Termination of the original trade upon exercise and submission of the newly created swap. Typically both steps are reported.

• Termination of the original trade upon exercise.

cancel

yes

• Submission of the newly created swap from exercise.

new

no

Amendment

Amendment of the confirmed trade.

update

yes or no

Increase

An increase in the Swap Notional.

update

yes

update

Submitting a trade that is an amendment to a trade already in the system.

CME STP BaCE identifies a submitted trade as an amendment to a trade already in the system, so that it assigns the same value for the Deal/@CHDealID attribute.

cancel

Cancelling a trade that is already in the system.

In the submitted trade, the Deal/@Active attribute has a value of 0.