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It’s searchable, sortable, and provides the previous day’s volume and open interest data.
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Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
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- Volume
- Bulletin
- Registrar
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Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
FIXML & Other Specifications - Clearing System Documentation Directory
- System Manuals
- FIXML & Other Specifications
- Training
- Forms
- Record Layouts
CME Clearing360 FIXML API
CME Clearing360 FIXML API Trade- Trade Overview
- Trade Capture Report and Acknowledgement Components
- Trade Message Samples
- CME-Cleared CDS Trade Message Samples
CME Reference Data
Product Reference- Product Reference File Overview
- Security Definition Message - Futures
- Derivative Security List Message - Options
- Security Definition Message - Strategies
- Product Reference File Message Samples
- Product Reference File Message Samples - CDS
- Security Definition Message - CDS
- Security Definition Message – Futures
- Derivative Security List Message - Options
- Security Definition Message - Strategies
- Security Definition Message - CDS
- Product Reference File Message Samples
- Product Reference File Message Samples - CDS
Clearing Firm API
CME Firm Trade Management FIXML API- FIXML Two Party Trade Submission for Match by Clearing Overview
- FIXML Allocate and Claim Model Overview
- Electronically Matched Trades
- Allocate Claim FIXML API Users Guide (PDF) (Updated 5/04/2007)
- Allocation Management API Overview
- Allocation Management API Message Specification
- Allocation Management API Message Samples
- Allocation Message Change Summary
Floor Trade Submission API
Message Specifications
Other FIXML Reference Documents
- FIXML Clearing Confirm Trade Capture Specification v1 (PDF) (Posted August 2006) Explains the usage of FIXML for receiving trade confirmation messages for electronically-executed trades for CME and CBOT, and for sending in change messages and receiving change confirmation messages.
- FIXML Roles and Sub Types (PDF) (Updated 11/16/2006)
- FIXML API User Guide for non electronic Trades (PDF)
- CME Cleared Trade (CT) API
- FIXML Naming Convention (PDF)
- Example of PCS via FIXML (PDF) is an annotated example of a file of PCS (Position Change Specification) data in FIXML format, showing how to create a file and identify the firm and product on each record.
XmlLine.exe utility program takes a text file containing XML as input and outputs a text file in which each XML tag is on a line by itself. Useful for inspecting XML files using NotePad or other simple text editor.
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- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
