FpML Schema Download
Product Message Samples
| Product Type | Downloadable Message Sample | |
|---|---|---|
| 1 | Fixed Float Swap | Fixed Float Swap Sample |
| 2 | Basis Swap | Basis Swap Sample |
| 3 | Zero Coupon Swap | Zero Coupon Swap Sample |
| 4 | Overnight Index Swap (OIS) | Overnight Index Swap Sample |
| 5 | Forward Rate Agreements (FRA) | FRA Sample |
| 6 | Variable Notional Swap | Variable Notional Swap Sample |
| 7 | Initial Stub | Short Initial Stub |
| 8 | Final Stub | Long Final Stub |
Clearing Workflow Message Samples
| Scenario | Message Name | From | To | Downloadable Message Sample | |
|---|---|---|---|---|---|
| 1 | Request to Claim | requestConsent | CME | Clearing Firms | requestConsent Sample |
| 2 | Claim/Accept Trade | consentGranted | Clearing Firms | CME | consentGranted Sample |
| 3 | Decline/Reject Trade | consentRefused | Clearing Firms | CME | consentRefused Sample |
| 4 | Trade Rejected for Clearing | clearingRefused | CME | Clearing Firms | ClearingRefused Sample |
| 5 | Negative Ack for an Accept/Reject | consentException | CME | Clearing Firms | consentException Sample |
| 6 | Clear Trade Notification (New Trade) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed-New Trade Sample |
| 7 | Clear trade Confirm (Amended Trade) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Amendment) Sample |
| 8 | Clear Trade Confirm (Allocation Offset) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed - Allocation Offset Sample |
| 9 | Clear Trade Confirm (Allocation Onset) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed - Allocation Onset Sample |
| 10 | Clear Trade Confirm( Remnant Trade from Netting) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Amended) - Netting Remnant Trade Sample |
| 11 | Clear Trade Confirm (Remnant trade from Coupon Blending) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Amended) - Blending Remnant Sample |
| 12 | Trade Termination (Offset) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Termination Offset Sample |
| 13 | Trade Termination (Partial Netting/Coupon Blending) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Partial Netting Coupon Blending Sample |
| 14 | Trade Termination (Partial Netting) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Partial Netting Sample |
| 15 | Trade Termination (Full Netting) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Full Netting Sample |
| 16 | Trade Termination (Coupon Blending) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Terminated) - Partial Blending Sample |
| 17 | Trade Termination (Swaptions Abandonment) | clearingConfirmed | CME | Clearing Firms | clearingConfirmed(Termination) - Swaption Abandonment Sample |