Sample Sec Def for a Regular Option
<FIXML> |
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<Batch> |
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<Hdr |
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SID="CME" |
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SSub="CPAPI " |
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TID="BRKR" |
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TSub="user123"/> |
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<SecDef |
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RspTyp="101" | // Echo back Type of Request that was made |
ReqID="1234567" | // Echo Request ID from the SecDefReq |
RptID="3400001" | // Unique response identifier |
BizDt="2009-10-19"> | // Current Clearing Date |
<Instrmt |
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ID="LN" | // Clearing symbol (qualified by Exch) |
Src="H" | // Accompanies ID and is always ‘H’ |
MMY="200910" | // Maturity Month/Year of the Series |
Desc="European Natural Gas Option" | // Product Description. |
SecTyp="OOF" | // Security Type: OOF |
Exch="NYMEX" | // The product exchange |
ProdCmplx="ENRGY" | // Product Complex |
ProdTerm="3" | // 3 means product expires Monthly |
TmUnit="Mo" | // Time unit is month |
UOM="MMBtu" | // Unit of Measure is Barrels |
UOMQty="10000" | // Contract Size is 1000 Barrels. |
PxUOM=" MMBtu" | // Price Unit of Measure is Barrels |
PxUOMQty="1" | // Min Quantity Increment |
PxQteMeth="STD" | // Standard Price Quote Method |
PxQteCcy="USD" | // Prices are quoted in USD |
MinPxIncr="0.0001" | // The minimum price increment |
Mult="10000" | // Contract Multiplier |
SettlMeth="P" | // Physically delivered |
ValMeth="EQTY" | // Premium style |
ExerStyle="0" | // European Style Expiration |
ListMeth="1" | // User requested instruments permitted |
FlexInd="N" | // Indicates whether Series is Flex or not. |
Status="1" | // Contract is Active |
MatDt="2009-07-28"> | // Last Settlement Date |
<Evnt EventTyp="5" Dt="2004-03-18"/> | // First Trading Day |
<Evnt EventTyp="7" Dt="2009-07-28"/> | // Last Trading Day |
</Instrmt> |
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<InstrmtExt> |
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<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) |
<Attrb Typ="24" Val="1"/> | // Product is eligible for Block Trades |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS (EOO) |
</InstrmtExt> |
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<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas |
</ProdClsfnGrp> |
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<Undly | // Underlying Product Information |
ID="NG" |
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Src="H" |
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SecTyp="FUT" |
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MMY="200910" |
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Exch="NYMEX"> |
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</Undly> |
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</SecDef> |
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<SecDef>.... | // Repeat SecDef for each series that |
| </Batch> | |
| </FIXML> |