CME STP - FIXML TradeCaptureReport - StreamGrp for BrokerTec Trades

40050

StreamType

Typ

int

Type of swap stream. 

0 - Payment / cash settlement
1 - Physical delivery

40052

StreamPaySide

PaySide

int

Side value of party paying the stream.

1 - Buy
2 - Sell

40053

StreamReceiveSide

RcvSide

int

Side value of party receiving the stream.

1 - Buy
2 - Sell

40054

StreamNotional

Notl

Amt

Notional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps.

41306

StreamNotionalFrequencyPeriod

NotlPeriod

int

Time unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified.

41307

StreamNotionalFrequencyUnit

NotlUnit

String

Time unit associated with the notional frequency. If present StreamNotionalFrequencyPeriod(tbd) must be specified.

D - Day

H - Hour

Min - Minute

Mo - Month

S - Second

Wk - Week

Yr - Year

41309

StreamNotionalUnitOfMeasure

NotlUOM

String

Stream notional UOM.

Alw - Allowances

AUD - Australian Dollars

Bbl - Barrels

Bcf - Billion cubic feet

BDFT - Board feet

BRL - Brazil Real

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

Ccy - Amount of currency

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

cwt - Hundredweight (US)

CZK - Czech Koruna

day - Days

DEM - Deutsche Mark

dt - Dry metric tons

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

g - Grams

Gal - Gallons

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

kg - Kilograms

kL - Kiloliters

KRW - Korean Won

kW-h - Kilowatt-Hour (electrical capacity)

kW-M - Kilowatt-Month (electrical capacity)

kWh - Kilowatt hours

L - Liters

lbs - pounds

MMbbl - Million Barrels

MMBtu - One Million BTU

MW-h - Megawatt-Hour (electrical capacity)

MW-M - Megawatt-Month (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

oz_tr - Troy Ounces

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

41310

StreamTotalNotional

TotNotl

Amt

Total notional or delivery quantity over the term of the contract.

41311

StreamTotalNotionalUnitOfMeasure

TotNotlUOM

String

Stream total notional UOM.

Alw - Allowances

AUD - Australian Dollars

Bbl - Barrels

Bcf - Billion cubic feet

BDFT - Board feet

BRL - Brazil Real

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

Ccy - Amount of currency

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

cwt - Hundredweight (US)

CZK - Czech Koruna

day - Days

DEM - Deutsche Mark

dt - Dry metric tons

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

g - Grams

Gal - Gallons

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

kg - Kilograms

kL - Kiloliters

KRW - Korean Won

kW-h - Kilowatt-Hour (electrical capacity)

kW-M - Kilowatt-Month (electrical capacity)

kWh - Kilowatt hours

L - Liters

lbs - pounds

MMbbl - Million Barrels

MMBtu - One Million BTU

MW-h - Megawatt-Hour (electrical capacity)

MW-M - Megawatt-Month (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

oz_tr - Troy Ounces

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

StreamCommodity(repeating)

Cmdty

40914

→StreamEffectiveDateAdjusted

Dt

LocalMktDate

Adjusted effective date.

40072

→StreamTerminationDateAdjusted

Dt

LocalMktDate

Adjusted Termination Date.

PaymentStream(repeating)

PmtStrm

41062

→DeliveryStreamDeliveryPoint

DlvryPnt

String

The point at which the commodity product will be delivered and received. Unconstrained string for most commodities. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location 

41063

→DeliveryStreamDeliveryRestriction

DlvryRstctn

int

Specifies under what conditions the buyer and seller should be excused of their delivery obligations.

1 - Firm (never excused of delivery obligations)

2 - Interruptible or Non-firm (excused when interrupted for any reason or for no reason without liability)

3 - Force majeure (excused when prevented by force majeure).

4 - System firm (must be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified)

5 - Unit firm (must be supplied from the generation asset specified)

101 - Firm with Liquidating Damages

102 - WSPP Schedule C Firm with Liquidating Damages