CME STP - FIXML TradeCaptureReport - UnderlyingStreamGrp for BrokerTec Trades

40541

UnderlyingStreamType

Typ

int

Type of swap stream. 

• 0 - Payment / cash settlement

• 1 - Physical delivery

40543

UnderlyingStreamPaySide

PaySide

int

Side value of party paying the stream.

• 1 - Buy

• 2 - Sell

40544

UnderlyingStreamReceiveSide

RcvSide

int

Side value of party receiving the stream.

• 1 - Buy

• 2 - Sell

40545

UnderlyingStreamNotional

Notl

Amt

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

42019

UnderlyingStreamNotionalFrequencyPeriod

NotlPeriod

int

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

42020

UnderlyingStreamNotionalFrequencyUnit

NotlUnit

String

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

• D - Day

• H - Hour

• Min - Minute

• Mo - Month

• S - Second

• Wk - Week

• Yr - Year

42022

UnderlyingStreamNotionalUnitOfMeasure

NotlUOM

String

Delivery UnderlyingStream quantity 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-a - Kilowatt-Year (electrical capacity)

• kW-d - Kilowatt-Day (electrical capacity)

• kW-h - Kilowatt-Hour (electrical capacity)

• kW-M - Kilowatt-Month (electrical capacity)

• kW-min - Kilowatt-Minute (electrical capacity)

• kWh - Kilowatt hours

• L - Liters

• lbs - pounds

• MMbbl - Million Barrels

• MMBtu - One Million BTU

• MW-a - Megawatt-Year (electrical capacity)

• MW-d - Megawatt-Day (electrical capacity)

• MW-h - Megawatt-Hour (electrical capacity)

• MW-M - Megawatt-Month (electrical capacity)

• MW-min - Megawatt-Minute (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

42023

UnderlyingStreamTotalNotional

TotNotl

Amt

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

42024

UnderlyingStreamTotalNotionalUnitOfMeasure

TotNotlUOM

String

Delivery UnderlyingStream quantity 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-a - Kilowatt-Year (electrical capacity)

• kW-d - Kilowatt-Day (electrical capacity)

• kW-h - Kilowatt-Hour (electrical capacity)

• kW-M - Kilowatt-Month (electrical capacity)

• kW-min - Kilowatt-Minute (electrical capacity)

• kWh - Kilowatt hours

• L - Liters

• lbs - pounds

• MMbbl - Million Barrels

• MMBtu - One Million BTU

• MW-a - Megawatt-Year (electrical capacity)

• MW-d - Megawatt-Day (electrical capacity)

• MW-h - Megawatt-Hour (electrical capacity)

• MW-M - Megawatt-Month (electrical capacity)

• MW-min - Megawatt-Minute (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

UnderlyingStreamCommodity(repeating)

Cmdty

40064

→UnderlyingStreamEffectiveDateAdjusted

Dt

LocalMktDate

Adjusted effective date.

40555

→UnderlyingStreamTerminationDateAdjusted

Dt

LocalMktDate

Adjusted Termination Date.

UnderlyingPaymentStream(repeating)

PmtStrm

41781

→UnderlyingDeliveryStreamDeliveryPoint

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

41782

→UnderlyingDeliveryStreamDeliveryRestriction

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