CME STP - FIXML TradeCaptureReport - UndInstrmtGrp for BrokerTec Trades

311

UnderlyingSymbol

Sym

String 

'Sym'

309

UnderlyingSecurityID

ID

String

'ID'

305

UnderlyingSecurityIDSource

Src

String

'Src'

H - Clearing House / Clearing Organization

310

UnderlyingSecurityType

SecTyp

String

'SecTyp'

• FWD - Forward

• FUT - Future 

• MLEG - Multi Leg (Combo) 

• CMDTYSWAP - Commodity Swap

313

UnderlyingMaturityMonthYear

MMY

MonthYear

'MMY'

308

UnderlyingSecurityExchange

Exch

Exchange

'Exch'

• CBT - Chicago Board of Trade

• CEE - Stock Exchange Group

• CME - Chicago Mercantile Exchange

• COMEX - Commodities Exchange, Inc

• DME - Gulf Mercantile Exchange

• IFUS - Intercontinental Exchange

• NGXC - Natural Gas Exchange

• NODX - Nodal

• NYMEX - New York Mercantile Exchange

• NYMSW - CME Swaps - NYMEX

• VMAC - VMAC

• XNAS - Nasdaq

• XXXX - OTC Trades

810

UnderlyingPx

Px

Price

Underlying price associate with a derivative instrument.

New field

clean_value

5481

882

UnderlyingDirtyPrice

DirtPx

Price

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

New field

dirty_market_price

7166

312

UnderlyingSymbolSfx

Sfx

String

'Sfx'

• CD - EUCP with lump-sum interest rather than discount price

• WI - "When Issued" for a security to be reissued under an old CUSIP or ISIN

40540

UnderlyingStreamGrp

Strm