CME STP FIX - TradeCaptureReport - UnderlyingPaymentStream for BrokerTec Trades

40583

→UnderlyingPaymentStreamPaymentFrequencyPeriod

FreqPeriod

int

The period of frequency of payments.

40584

→UnderlyingPaymentStreamPaymentFrequencyUnit

FreqUnit

String

The unit of frequency of payments.

D - Day

Mo - Month
T - Term
Wk - Week
Yr - Year

40615

→UnderlyingPaymentStreamRate

Rt

Percentage

Rate if the payment stream is a fixed rate stream.

40617

→UnderlyingPaymentStreamRateOrAmountCurrency

Ccy

Currency

Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.

40620

→UnderlyingPaymentStreamRateIndex

Ndx

String

Floating Rate Index.

41913

→UnderlyingPaymentStreamRateIndexLocation

NdxLctn

String

Specifies the location of the floating rate index.

40624

→UnderlyingPaymentStreamRateMultiplier

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.

40625

→UnderlyingPaymentStreamRateSpread

Spread

PriceOffset

Spread from floating rate index.