clearingConfirmed Element
CMETradeHeader Element
The clearingConfirmed message will include a CME Trade Header instead of the Fpml Tarde Header component. CME Trade Header will include USI, limit information, the originating or terminating event and the status of the trade. It will also include various trade Ids from the execution like the platform assigned execution Id, Block id and Package Id where applicable.
universalSwapIdentifier Element
This element is used to communicate the cleared USI/UTI associated with the cleared trade. This is a repeating group and can be used to send multiple USIs/UTIs. The scope identifies who (CCP vs. Clearing member or Clearing member vs. Client ) the USI/UTI is being generated for. .
CreditLimitInformation Element
This element is used to communicate credit limit information associated with the trade.
clearingConfirmed Message Specification
| Field Name | Description | XPath | Custom (Y/N) | Enumerations / Values / Schemes |
|---|---|---|---|---|
| FpML Root Element | This is a custom container that has been added to all messages implemented by CME. The element will be prefixed by CME namespace. | <cme:FpML> | Y | |
| Message Name | The FpML message Name | /FpML/clearingConfirmed/ | N | |
| Message ID | A unique message ID sent for every unique message sent. | /FpML/clearingConfirmed/messageId | N | cme_message_id |
| Message Sent By | Identifies the entity sending the message. This element uses a Message address scheme. | /FpML/clearingConfirmed/sentBy | N | cme_firm_id cme_exchange_id |
| Message Sent to | Identifies the entity recievingthe message. This element uses a Message address scheme. There can be multiple occurances of this element. | /FpML/clearingConfirmed/sentTo | N | |
| CreateTimestamp | This is the message creation timestamp or a transaction time | /FpML/clearingConfirmed/ creationTimestamp | N | |
| CME Trade Header Details (Party Trade) | ||||
| Trade Header | The Trade header has been extended by CME | /FpML/clearingConfirmed/ trade/ tradeHeader | Y | |
| CME Assigned Trade Id | A unique Trade ID assigned by CME clearing for the trade. This element uses a trade id scheme. | /FpML/clearingConfirmed/ trade/ tradeHeader/partyTradeIdentifier/tradeId | Y | cme_trade_id |
| Client Trade Id | A unique Trade ID assigned by Client while submitting the trade to clearing. This element uses a trade Id scheme. | /FpML/clearingConfirmed/ trade/ tradeHeader/partyTradeIdentifier/tradeId | Y | client_trade_id |
| Platform Trade Id | A unique Trade ID assigned by the Platform while submitting the trade to clearing. This element uses a trade Id scheme. | /FpML/clearingConfirmed/ trade/ tradeHeader/partyTradeIdentifier/tradeId | Y | platform_trade_id |
| Block Trade Id | The unique id assigned to the block trade if the trade was allocated. This is only present for blocks. | /FpML/clearingConfirmed/trade/ tradeHeader/ partyTradeIdentifier/tradeId | Y | block_trade_id |
| CME Trade Header Details (Party and Related Party) | ||||
| Reference to the Swap Execution Facility | This is the reference to the Swap Execution facility (SEF) identifier where the trade was executed. | /FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/partyReference | N | |
| This is the element that identifies the Swap Execution Facility (SEF). The LEI of the SEF is sent. The id attribute will contain the reference to the SEF defined in the SEF reference element. | /FpML/clearingConfirmed/party@id /FpML/clearingConfirmed/party/partyId | N | ||
Clearing Firm Reference | This is a reference to the clearing firm party. This does not contain the identifier of the party. | /FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/partyReference | N | |
| Clearing firm | The identifier of the clearing firm as known by CME clearing that guarantees the trade.The id attribute will contain the reference to the clearing firm defined in the clearing firm reference element. | /FpML/clearingConfirmed/party@id /FpML/clearingConfirmed/party/partyId | N | clearing_member_firms |
| Clearing Org Reference | This is a reference to the clearing organization party. This does not contain the identifier of the party. | /FpML/clearingConfirmed/trade/ tradeHeader/partyTradeIdentifier/partyReference | N | |
| Clearing Org | The identifier of the CCP or the Clearing Organization. | /FpML/clearingConfirmed/party/@id /FpML/clearingConfirmed/party/partyId | N | |
| Clearing Account Reference | This is a reference to the account. This does not contain the identifier of the account. | /FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/accountReference | N | |
| Clearing Account | The identifier of the Clearing Account assigned by CME. The id attribute will contain the reference to the clearing account defined in the account reference element. | /FpML/clearingConfirmed/account@id /FpML/clearingConfirmed/account/partyId | N | |
| Account Origin | Identifies the account origin. Indicates if it the account is a customer account or house account. | /FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/category | N | cme_origin_code CUST, HOUS |
| Account Owner | Contains a reference to the party that owns the account. | /FpML/clearingConfirmed/account/servicingParty | N | |
| Input Source Reference | This is a reference to the original trade source thru which the party submitted the trade. This uses a Party role schema. | /FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/relatedParty/ partyReference/ | N | |
| FpML/clearingConfirmed/ trade/ tradeHeader/ partyTradeInformation/relatedParty/role | cme_roles | |||
| CME Trade Header Details (Other Trade) | ||||
| Trade Date | The date on which the trade was submitted to clearing. | /FpML/clearingConfirmed/ trade/ tradeHeader/ tradeDate | Y | |
| Cleared Date | The date on which the trade was submitted to cleared. | /FpML/clearingConfirmed/ trade/ tradeHeader/ ClearedDate | Y | |
| Originating Event | This field describes the event that created the trade. Trades can be created by an incoming NEW_TRADE from the platform, due to TRANSFER etc. | /FpML/clearingConfirmed/ trade/ tradeHeader/ originatingEvent | Y | NEW_TRADE TRANSFER TRADE_AMEND NETTING_REMNANT TRANSFER_IN TRANSFER_OUT DSF EXERCISE PARTIAL_EXERCISE PARTIAL_ASSIGNMENT ALLOCATION_IN ALLOCATION_OUT COUPON_BLENDING BLENDING_REMNANT |
| Terminating Event | This field describes the event that caused the status of the trade to be terminated. Trades can be “TERMINATED” due to FULL_NETTING, PARTIAL_NETTING, TRANSFER,VOID, etc.. or when they are MATURED. | /FpML/clearingConfirmed/ trade/ tradeHeader/ terminatingEvent | Y | FULL_NETTING PARTIAL_NETTING TRANSFER VOID WITHDRAWAL, ABANDONMENT EXERCISE PARTIAL_EXERCISE PARTIAL_ASSIGNMENT COUPON_BLENDING PARTIAL_BLENDING FULL_BLENDING |
| Trade Status | The Status of the Trade in Clearing | /FpML/clearingConfirmed/trade/ tradeHeader/status | Y | CLEARED TERMINATED AMENDED ALLEGED ACCEPTED REJECTED |
| CME Trade Header Details (USI/UTI) | ||||
| Cleared USI/UTI | The identity of the issuer of the USI/UTI. For trades cleared by CME this will contain the CFTC assigned namespace for CME DCO. | /FpML/clearingConfirmed/trade/tradeHeader/ universalSwapIndetifier/issuer | Y | cftc_Namestace |
| The transaction or swap identifier for the trade side. | /FpML/clearingConfirmed/trade/tradeHeader /universalSwapIndetifier/usi | Y | reg_trade_id | |
| This element is the scope of the USI. It indicates if the USI assigned by the CCP is being assigned for the clearing member or client trade under the principal model. | /FpML/clearingConfirmed/trade/tradeHeader /universalSwapIndetifier/scope | Y | ||
| CME Trade Header Details (Credit Limit) | ||||
| Limit Level | The level at which Credit limit information is being represented. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/level | Y | creditLimitLevelScheme |
| Limit Type | Standard code to indicate which type of credit limit type is being referred to. Typical values are i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/limitType | Y | http://www.fpml.org/coding-scheme/credit-limit-type |
| Limit Amount | This element contains the total limit available for the limit level and limit type. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/limitAmount | Y | |
| Limit Utilized | This element contains the limit utilized by all the cleared trades for the limit level and limit type. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/amountUtilized | Y | |
| Remaining limit | This element contains thelimit remaining for the limit level and limit type. This does not take into account any pending trades. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/amountRemaining | Y | |
| Limit Impact due to trade | This element contains the limit utilized by this specific trade. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/ limitImpactDueToTrade | Y | |
| Limit Currency | This represents the currency in which the limit information is being sent. | /FpML/clearingConfirmed/trade/tradeHeader/ CreditLimitInformation/limitApplicable/currency | Y | |
| Swap Details XPath : FpML/clearingConfirmed/trade/swaps | ||||
The excerpt 'Swap_Component_spec' was not found in the space 'EPICSANDBOX' or you may not have the necessary permissions to access it. If you're experiencing issues please see our Troubleshooting Guide. | ||||
| Party Details | ||||
| Clearing Firm | The identifier of the clearing firm as known by CME clearing that guarantees the trade. | /FpML/clearingRefused/party@id /FpML/clearingRefused/party/partyId | clearing_member_firms | |
| Clearing Account | The identifier of the Clearing Account. | /FpML/clearingRefused/account@id /FpML/clearingRefused/account/partyId | clearing_firm_accounts | |
| Account Owner | Contains a reference to the party that owns the account. | /FpML/clearingRefused/account/servicingParty | ||