CME STP FIX - TradeCaptureReport - PaymentStream for BrokerTec Trades

42615

→PaymentStreamPaymentFrequencyPeriod

FreqPeriod

int

The period of frequency of payments.

42616

→PaymentStreamPaymentFrequencyUnit

FreqUnit

String

The unit of frequency of payments.

D - Day

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

40784

→PaymentStreamRate

Rt

Percentage

Rate if the payment stream is a fixed rate stream.

40786

→PaymentStreamRateOrAmountCurrency

Ccy

Currency

Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes.

40789

→PaymentStreamRateIndex

Ndx

String

Floating Rate Index.

41196

→PaymentStreamRateIndexLocation

NdxLctn

String

Specifies the location of the floating rate index.

40793

→PaymentStreamRateMultiplier

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.

40794

→PaymentStreamRateSpread

Spread

PriceOffset

Spread from floating rate index.