CME STP FIXML - TradeCaptureReport - StreamGrp - Futures and Options

XPath: /TrdCaptRpt/Instrmnt/Strm

FIXML Attribute Name	Datatype	Description	Enumerations
Typ	int	Type of swap stream.	0 - Payment / cash settlement 1 - Physical delivery
PaySide	int	Side value of party paying the stream.	1 - Buy 2 - Sell
RcvSide	int	Side value of party receiving the stream.	1 - Buy 2 - Sell
Notl	Amt	Notional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps.
NotlPeriod	int	Time unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified.
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 - SecondWk - Week Yr - Year
NotlUOM	String	Stream notional UOM.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US)
TotNotl	Qty	Total notional or delivery quantity over the term of the contract.
TotNotlUOM	String	Stream total notional UOM.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US)
Cmdty
Base	String	Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
Desc	String	Description of the commodity asset.
AssetAttrb
Typ	String	Name of the attribute being specified.	See enumerated values
Val	String	Value of the attribute
SettlPeriod
TZ	String	Commodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time.
FlowTyp	int	Commodity delivery flow type.	0 - All times 1 - On-peak 2 - Off-peak 3 - Base 4 - Block hours 5 - Other
Holidays	int	Indicates whether holidays are included in the settlement periods. Required for electricity contracts.	0 - Do not include holidays 1 - Include holidays
EfctvDt
Dt	LocalMktDate	Adjusted effective date.
TrmtnDt
Dt	LocalMktDate	Adjusted Termination Date.
PmtStrm
PmtDts
FreqPeriod	int	The period of frequency of payments.
FreqUnit	String	The unit of frequency of payments.	D - Day Mo - Month T - Term Wk - Week Yr - Year
Fixed
Rt	Percentage	Rate if the payment stream is a fixed rate stream.
Ccy	Currency	Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes.
Float
Ndx	String	Floating Rate Index.
NdxLctn	String	Specifies the location of the floating rate index.
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.
Spread	PriceOffset	Spread from floating rate index.
DlvryStrm
DlvryPnt	String	The point at which the commodity product will be delivered and received. Unconstrained string for most commodities. For bullion see: https://www.fpml.org/spec/coding-scheme -bullionDeliveryLocationScheme
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