FpML Message Samples

This page contains sample messages related to CME's cleared IRS products.

1 FpML Schema Download
- 1.1 Product Message Samples
2 Clearing Workflow Message Samples

FpML Schema Download

Product Message Samples

	Product Type	Downloadable Message Sample

	Product Type	Downloadable Message Sample
1	Fixed Float Swap	Fixed Float Swap Sample
2	Basis Swap	Basis Swap Sample
3	Zero Coupon Swap	Zero Coupon Swap Sample
4	Overnight Index Swap (OIS)	Overnight Index Swap Sample
5	Forward Rate Agreements (FRA)	FRA Sample
6	Variable Notional Swap	Variable Notional Swap Sample
7	Initial Stub	Short Initial Stub
8	Final Stub	Long Final Stub

Clearing Workflow Message Samples

	Scenario	Message Name	From	To	Downloadable Message Sample

	Scenario	Message Name	From	To	Downloadable Message Sample
1	Request to Claim	requestConsent	CME	Clearing Firms	requestConsent Sample
2	Claim/Accept Trade	consentGranted	Clearing Firms	CME	consentGranted Sample
3	Decline/Reject Trade	consentRefused	Clearing Firms	CME	consentRefused Sample
4	Trade Rejected for Clearing	clearingRefused	CME	Clearing Firms	ClearingRefused Sample
5	Negative Ack for an Accept/Reject	consentException	CME	Clearing Firms	consentException Sample
6	Clear Trade Notification (New Trade)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed-New Trade Sample
7	Clear trade Confirm (Amended Trade)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Amendment) Sample
8	Clear Trade Confirm (Allocation Offset)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed - Allocation Offset Sample
9	Clear Trade Confirm (Allocation Onset)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed - Allocation Onset Sample
10	Clear Trade Confirm( Remnant Trade from Netting)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Amended) - Netting Remnant Trade Sample
11	Clear Trade Confirm (Remnant trade from Coupon Blending)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Amended) - Blending Remnant Sample
12	Trade Termination (Offset)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Termination) - Termination Offset Sample
13	Trade Termination (Partial Netting/Coupon Blending)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Termination) - Partial Netting Coupon Blending Sample
14	Trade Termination (Partial Netting)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Termination) - Partial Netting Sample
15	Trade Termination (Full Netting)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Termination) - Full Netting Sample
16	Trade Termination (Coupon Blending)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Terminated) - Partial Blending Sample
17	Trade Termination (Swaptions Abandonment)	clearingConfirmed	CME	Clearing Firms	clearingConfirmed(Termination) - Swaption Abandonment Sample