Instrument Attribute Specifications

leadMonthInd

Boolean flag to identify whether a contract is the lead month.

• "Y"

• "N"

N

N

String

Listed Derivatives

airDaysToMaturity  

The physical days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity.

N

Number

Listed Derivatives

bilAccRejTimer

Bilateral accept reject timer - number of seconds.

Post trade attibute only available via CME Reference Data API version 3.

N

Integer

BrokerTec

clrAlias

CLR Alias: The instrument symbol used in CME Clearing for clearing reports like the Trade Register.

N

String

Listed Derivatives

cfiCode

CFI Codes in RD API match those used in clearing systems but will not necessarily match those used on Globex.

N

String

ALL

couponDayCount

The convention used for accruing interest. Values include:

• ACTACT = ACT/ACT (ICMA)

• ACTAFB = ACT/ACT (AFB)

• ACT365 = ACT/365 (FIXED)

• ACT360 = ACT/360

• US30360 = 30/360 (SIA)

• EU30360 = 30E/360 (EUROBOND BASIS)

N

String

BrokerTec

couponFreqPeriod

Number of periods in a year. Data example is for a Semiannual coupon frequency unit.

N

Integer

BrokerTec

couponFreqUnit

How often are there are coupon payments.

N

String

BrokerTec

couponRate

The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).

N

Integer

ALL

couponType

Describes the type of interest payment such a discount, fixed, float, and variable.

N

String

BrokerTec

cusip

US & Canadian externally registered security identifier.

N

String

BrokerTec

datedDate

The date at which interest begins to accrue.

This will be the same as the issue date except when the issue date falls on a weekend or holiday.

N

Date

^Format:

^"YYYY-MM-DD"

BrokerTec

daysToMaturity

The number of calendar days between current exchange business day and the contract's final settlement date.

N

Number

Listed Derivatives

debtSecurityMaturity

The date the debt security matures.

N

Date

^Format:

^"YYYY-MM-DD"

BrokerTec

endDate

Date a repo ends

N

Date

BrokerTec

exchangeClearing

Query for all products by Exchange identifier used in the Post Trade Application.

Valid Values

• BTUS = BrokerTec US

• BTEU = BrokerTec Europe

• CBT = Chicago Board of Trade

• CME = Chicago Mercantile Exchange 

• COMEX = COMEX (Commodities Exchange Center) 

• DME = Gulf Mercantile Exchange 

• FEX=FEX Global

• FXS= Indicates the Exchange for the FX Spot side of a FX Link trade.

• NYMEX = New York Mercantile Exchange

N

String

ALL

exchangeGlobex

Query for all products by the Market Identifier Code (MIC) as defined by the ISO.

For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.

Valid Values

• BTAM = BrokerTec Amsterdam

• BTEC = BrokerTec US

• BTEE = BrokerTec Europe

• DUMX = Gulf Mercantile Exchange 

• EBSC=EBS Market for FX Spot/Spot Precious Metals (including eFix Matching)

• GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

• NYUM = XNYM-DUMX inter-exchange spread 

• XCBT = Chicago Board of Trade 

• XCME = Chicago Mercantile Exchange 

• XCEC = COMEX (Commodities Exchange Center)

• XEBS = EBS Market for OFF SEF/ON-MTF NDFs

• XFXS = CME FX Link spread 

• XKLS = Bursa Malaysia 

• XNYM = New York Mercantile Exchange

N

String

ALL

exchBusinessDate

Exchange business date.

• For polls before 4:00 PM CT current exchange business date.

• For polls after 4:00 PM CT this is the exchange next business date.

N

Date

Listed Derivatives

finalSettlementDate

Final settlement date:

Final settlement date for futures

Y

Settlement

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

firstDeliveryDate

First delivery date. The first date that users will complete delivery.

Not applicable to financially settled instruments.

Y

First Delivery

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

firstNoticeDate

First notice date. The first date that users will get notified that they have been assigned a delivery.

Not applicable to financially settled instruments.

Y

First Notice

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

firstIntDate

First position date. 

The first date on which CME Clearing will accept intents and run assignments for deliverable contracts.

Not applicable to financially settled instruments.

Y

First Position

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

firstTradeDate

Clearing first trade date (actual contract trade date)

Y

First Trade

Date

^Format:

^"YYYY-MM-DD"

ALL

fisn

Financial instrument short name. Used for MiFid reporting.

N

String

BrokerTec

flexIndicator

Y/N flag that indicates if instrument is Flex-defined.

N

String

Listed Derivatives

fnlInvDate

Final inventory date

N

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

gbxAlias

CME Globex alias

N

String

ALL

globexLastTradeDate

Last date instrument is tradable on CME Globex CLOB.

N

Date Format is in Central Time 

YYYYMMDDHHMMSS

ALL

gcBasketIndentifier

Underlying cusip or isin for repo special

String

BrokerTec

globexFirstTradeDate

The calendar date when the instrument becomes tradable on CME Globex. 

• Only sent if instrument is eligible to be listed on CME Globex

N

Date Format is in Central Time 

YYYYMMDDHHMMSS

ALL

contractMonth

For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM.

For all other instruments, identifies the month, year and date in format YYYYMMDD.

Y

String

ALL

globexSecurityId

A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.

N

String

ALL

globexSymbol

CME Globex instrument product symbol.

N

String

ALL

govBondType

Sub-category for government bonds.

String

BrokerTec

guid

Unique instrument identifier in alpha-numeric format.

N

String

ALL

guidInt

Unique instrument identifier in integer format.

N

Integer

ALL

initialInventoryDueDate

First inventory date also considered the First Holding Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts.

Not applicable to financially settled instruments.

N

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

instrumentName

Human-readable instrument name for display purposes.

N

String

Listed Derivatives

isBticProduct

Boolean flag to identify whether the overlying product is a BTIC product ("Y", "N").

N

String

Listed Derivatives

isSyntheticInstrument

Boolean flag to identify Synthetic instruments ("Y", "N").

N

String

Listed Derivatives

isTamProduct

Boolean flag identifies whether the overlying product is a TAM product ("Y", "N").

N

String

Listed Derivatives

isTasProduct

Boolean flag to identifies whether the overlying product is a TAS product ("Y", "N").

N

String

Listed Derivatives

isin

European externally registered security identifier.

N

String

BrokerTec

issueDate

This is the issue date (which is the first settlement date with the issuing counterparty).

N

Date

^Format:

^"YYYY-MM-DD"

BrokerTec

issuerCountry

The country the issuer is domiciled in. The 2 character ISO code will be used.

N

String

BrokerTec

issuerLei

Issuers Legal Entity ID

N

String

BrokerTec

issuerLongName

The entity issuing the debt instrument.

N

String

BrokerTec

issuerSubType

Sub category for assets 

N

String

BrokerTec

issuerType

The bond type which will flag supra national debt securities. These values will be available on the collateral - thus the list includes non-tradeable instruments.

N

String

BrokerTec

isUserDefined

Identifies a Tailor-Made or UDI.

UDS instruments (Under Development)

N

String

ALL

itcAlias

ITC alias

N

String

ALL

lastDeliveryDate

Last delivery date. The last date that users will complete delivery.

Not applicable to financially settled instruments.

Y

Last Delivery

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

lastEfpDate 

Last EFP Date

N

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

lastInventoryDueDate

Last inventory date also considered the Last Holding Date. 

The date when CME Clearing will no longer require position dates, where applicable, for deliverable contracts.

Not applicable to financially settled instruments.

N

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

lastIntDate

Last intent date

N

Date

^Format:

^"YYYY-MM-DD"

ALL

lastNoticeDate

Last notice date. The last date that users will get notified that they have been assigned a delivery.

Not applicable to financially settled instruments.

Y

Last Notice

Date

^Format:

^"YYYY-MM-DD"

Listed Derivatives

lastTradeDate

Last date instrument is tradable across all venues and trade types

Y

Last Trade

Date

^Format:

^"YYYY-MM-DD"

ALL

lastUpdated

Timestamp from last time the instrument definition / product was updated:

• first listed

• modified

N

Date and Timezone (CT)

Format: "YYYY-MM-DDThh:ss

All

longName

BrokerTec - Used to list the instrument for trading in the US. In EU, this plus the term code is used for the listing.

EBS - Used to identify individual NDFs because it is possible to have the same NDF listed with two different tenors.

N

String

BrokerTec

EBS

nonConsecutiveMonthSpreadTick

Used for instruments where there are both monthly and quarterly contracts (often used with FX spreads), and the quarterly product has monthly products in between. There will be 2 different spread ticks, one for consecutive-month spreads and one for non-consecutive month spreads.

Only applicable to ClearPort contracts.

N