Options Series with Product Family Information

Sample Sec Def for a Regular Option

<FIXML>



<Batch>



<Hdr



SID="CME"



SSub="CPAPI "



TID="BRKR"



TSub="user123"/>



<SecDef



RspTyp="101"

// Echo back Type of Request that was made

ReqID="1234567"

// Echo Request ID from the SecDefReq

RptID="3400001"

// Unique response identifier

BizDt="2009-10-19">

// Current Clearing Date

<Instrmt



ID="LN"

// Clearing symbol (qualified by Exch)

Src="H"

// Accompanies ID and is always ‘H’

MMY="200910"

// Maturity Month/Year of the Series

Desc="European Natural Gas Option"

// Product Description.

SecTyp="OOF"

// Security Type:  OOF

Exch="NYMEX"

// The product exchange

ProdCmplx="ENRGY"

// Product Complex

ProdTerm="3"

// 3 means product expires Monthly

TmUnit="Mo"

// Time unit is month

UOM="MMBtu"

// Unit of Measure is Barrels

UOMQty="10000"

// Contract Size is 1000 Barrels. 

PxUOM=" MMBtu"

// Price Unit of Measure is Barrels

PxUOMQty="1"

// Min Quantity Increment

PxQteMeth="STD"

// Standard Price Quote Method

PxQteCcy="USD"

// Prices are quoted in USD

MinPxIncr="0.0001"

// The minimum price increment

Mult="10000"

// Contract Multiplier

SettlMeth="P"

// Physically delivered

ValMeth="EQTY"

// Premium style

ExerStyle="0"

// European Style Expiration

ListMeth="1"  

// User requested instruments permitted

FlexInd="N"

// Indicates whether Series is Flex or not.

Status="1"

// Contract is Active

MatDt="2009-07-28">

// Last Settlement Date

<Evnt EventTyp="5" Dt="2004-03-18"/>

// First Trading Day

<Evnt EventTyp="7" Dt="2009-07-28"/>

// Last Trading Day

</Instrmt>



<InstrmtExt>



<Attrb Typ="29" Val="Y"/>

// Yes, this product is tradable

<Attrb Typ="25" Val="1"/>

// Denominator = 1 (Non-fractional product)

<Attrb Typ="24" Val="1"/>

// Product is eligible for Block Trades

<Attrb Typ="24" Val="12"/>

// Product is eligible for EFS (EOO)

</InstrmtExt>



<ProdClsfnGrp>

 

<ProdClsfn Rsn="7" Val="Natural Gas"/>

// Product Group is Natural Gas

</ProdClsfnGrp>

 

<Undly

// Underlying Product Information

ID="NG"



Src="H"



SecTyp="FUT"



MMY="200910"



Exch="NYMEX">



</Undly>



</SecDef>



<SecDef>....

// Repeat SecDef for each series that

</Batch>



</FIXML>














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