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/TrdCaptRpt

Field NameFIXML Attribute NameData TypeDescriptionRequired for Transaction TypeRequired for Security TypeRequired for Asset ClassRequired for Outright or SpreadSupported Values
Message ID RptID StringIdentifies the specific trade report being sent. This can also be considered to be as the unique message Id for the Trade being reported. The Trade Report Id may be echoed back on the Acks in the RptRefID.Dual-Sided
Single-Sided
Void Trade
Cancel Side
ALLALLBoth 
Transaction Type TransTyp intIndicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message.Dual-Sided
Single-Sided
Void Trade
Cancel Side
ALLALLBoth0 - New

1 - Cancel

Trade Report Type RptTyp intIndicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. For example, when a submitter is submitting a new trade or replacing or cancelling an existing trade, a Report Type of Submit is used to indicate the trade is being submitted.
Conditionally Required:
Response to (Reject) Alleged Trade (Single Side Model)
    3 - Decline

Trade Type TrdTyp intSpecifies the type of trade being submitted to CME Clearing or reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade.
Sample values are Regular Trade, Block Trade, Privately Negotiated, Transfer, EFR, EFP, OTC
Dual-Sided
Single-Sided
ALLALLBoth1 - Block Trade

2 - EFP (Exchange for physical)

11 - Exchange for Risk (EFR)

22 - Over the Counter Privately Negotiated Trades (OPNT)

54 - OTC / Large Notional Off Facility Swap

58 - Block swap trade

Trade Sub Type TrdSubTyp intThis field further qualifies the Trade Type.
Conditionally Required:
Aged Deal (36)
    36 - Converted SWAP (Aged Deal)

Original Trade Date OrigTrdDt LocalMktDateUsed to capture original trade date if specified as an Aged deal.
Conditionally Required :
when TrdSubTyp = 36 (Aged Deal)
     
Original Trade ID OrigTrdID StringLinks an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade.
Example:
1. A trade with Trade ID of 10001234 is entered into ClearPort API.
2. Trade with Trade ID of 10001234 is voided.
3. A new trade with a Trade ID of 10007777 is entered as a resubmission for the earlier voided trade, and the OrigTrdID can be set as: 10001234.
     
Secondary Execution ID ExecID2 StringThis is used to communicate the execution ID of the originating platform. Required only for 2 sided Trade submissions for all asset classes.Dual-SidedALLALLBoth 
Price Type PxTyp intIn most cases represents the type of price in the last price. For example if the trade was traded as a fixed cabinet a Price type of 10 is sent in the attribute.Dual-Sided
Single-Sided
OPTOTC FXOutright1 - Percentage (i.e. percent of par)

2 - Per unit (i.e. per share or contract)

Venue Type VenuTyp charIdentifies the type of venue where a trade was executed.    E - Electronic

O - Off facility swap

P - Pit

R - Registered Market (SEF)

X - Ex-Pit

Quantity Type QtyTyp intIndicates the type of quantity being represented in the Last Quantity. In CME clearing implementation, the quantity type is defaulted to what is specified in the contract specifications. Unless the contract can be traded in both terms (notional and contract units) this attribute is optional.Dual-Sided
Single-Sided
ALLALLOutright0 - Notional / Units

1 - Contract term

Trade Quantity LastQty QtyNotional amount of the trade.Dual-Sided
Single-Sided
ALLALLOutright 
Trade Price LastPx PriceThe price at which a trade is cleared. This is the fill or match price if executed in an open market and the negotiated price if executed privately. In most cases it represents a true price. There are a few exceptions.
Note: Changed from required to conditionally required if leg prices are present. Spread trades may be submitted as a collection of legs without price or quantity specified at the spread level until they are determined by the receiving system. Leg quantity and leg price are used to derive the spread type, at which point the spread price and quantity can usually, but not always, be determined.
Dual-Sided
Single-Sided
ALLALLOutright 
Contra Amount CalcCcyLastQty QtyUsed for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.     
Currency Ccy CurrencyRepresents dealt currency. Required only for OTC FX where dealt currency is not in normal terms.Dual-Sided
Single-Sided
ALLOTC FXBoth 
Transaction Time TxnTm UTCTimestampThe transaction time of the trade. Represents the time that the trade was initially generated either by CME Clearing or firm. The transaction time may be assigned by CME Clearing at the point the trade is reported as cleared. Transaction time can also be provided by an external submitter of the trade at the point the trade is submitted.Dual-Sided
Single-Sided
ALLALLBoth 
Execution Method ExecMeth intSpecifies whether the transaction was voice brokered.    3 - Voice Brokered

Confirmation Method CnfmMeth intIndication of how a trade was confirmed.    0 - non-electronic

1 - electronic

Verification Method VerfMeth intIndication of how a trade was verified.    0 - non-electronic

1 - electronic

Regulatory Report Type RegRptTyp Reserved100PlusType of regulatory report being submitted.    1 - Primary economic terms (PET)

4 - Combination of RT and PET

Trade Contingency TrdCntgncy intOnly applicable to EFRP (EFS/EOO and EFR) transactions.
Must be specified with a value of Non-contingent trade if the submitter does not want the bilateral trade automatically reported to the CME SDR.
    1 - Contingent trade

2 - Non-contingent trade

Upfront Points UpfrntPts floatIf the trade is negotiated in upfront points this field is sent.
Conditionally Required:
when Price Negotiation Method is:
2 = Upfront Points
     
StandardHeader Hdr  
→ Sender ID SID StringThis attribute identifies the party or the Submitter of the message. The value is assigned by CME. ALLALLBoth 
→ Target ID TID StringThis attribute identifies the receiver of the message. This must be set to CME. ALLALLBoth 
→ MsgSeqNum SeqNum SeqNum(Can be embedded within encrypted data section.)     
→ Sender Qualifier SSub StringThis attribute qualifies the Sender. The user ID assigned to the sender must be provided. ALLALLBoth 
→ Target Qualifier TSub StringThis qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. ALLALLBoth 
RegulatoryTradeIDGrp (repeating) RegTrdID  
→ Regulatory Trade ID ID StringRegulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC.     
→ Regulatory Trade ID Source Src StringID of reporting entity assigned by regulatory agency.     
→ Regulatory Trade ID Event Evnt intEvent causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.    0 - Initial block trade

1 - Allocation (or determination that the block trade will not be further allocated)

2 - Clearing

→ Regulatory Trade ID Type Typ intThe type of Regulatory Trade ID being sent.    0 - Current (the default)

1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)

2 - Block (e.g. when reporting an allocated subtrade)

→ Regulatory Trade ID Scope Scope intIncluded when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance.    1 - Clearing member

2 - Client

RootParties (repeating) Pty  
→ Root Party ID ID StringUsed to identify the party.     
→ Root Party ID Source Src charUsed to identify source source of PartyID value (e.g. LEI).    N - LEI

→ Root Party Role R intIdentifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.)    73 - Execution Venue

102 - Data Repository (e.g. SDR)

Instrument Instrmt  
UnderlyingInstrument (repeating) Undly  
→ Underlying Product Code ID StringUsed as the primary identifier for the underlying instrument.Dual-Sided
Single-Sided
OPTALLOutright 
→ Underlying Product Code Source Src StringIdentifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization.Dual-Sided
Single-Sided
OPTALLOutrightH - Clearing House / Clearing Organization

→ Underlying Security Type SecTyp StringUsed to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads.Dual-Sided
Single-Sided
OPTALLOutrightFUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→ Underlying Maturity MMY MonthYearThe expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week.Dual-Sided
Single-Sided
OPTALLOutright 
→ Underlying Product Exchange Exch ExchangeThe exchange where the underlying security is listed and has tradedDual-Sided
Single-Sided
OPTALLOutrightCBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

PositionAmountData (repeating) Amt  
→ Amount Type Typ StringThe type of amount being expressed in the Trade Report.
Conditionally Required:
(along with Amt and Ccy)
when Price Negotiation Method is:
3 = Upfront Amount
4 = Upfront Amount and Percent of Par
5 = Upfront Amount and Deal Spread
6 = Upfront Amount and Upfront points
Conditionally Required:
(along with Amt and Ccy)
when submitter wishes to validate calculated Premium for Outright OTC FX Options.
    IPMT - Upfront Payment

PREM - Premium Amount

→ Amount Amt AmtThe amount associated with the trade.
Conditionally Required:
(see Amount Type Desc.)
     
→ Amount Currency Ccy StringThe currency that the Amount associated with the trade is being denominated in.
Conditionally Required:
(see Amount Type Desc.)
     
TrdInstrmtLegGrp (repeating) TrdLeg  
TrdRegTimestamps (repeating) TrdRegTS  
→ Timestamp TS UTCTimestampRequired to indicate Execution Time for all asset classes.Dual-Sided
Single-Sided
ALLALLBoth 
→ Timestamp Type Typ intRequired to indicate Execution Time for all asset classes.Dual-Sided
Single-Sided
ALLALLBoth1 - Execution Time

TrdCapRptSideGrp (repeating) RptSide  
PaymentGrp (repeating)Pmt
→Payment TypeTypIntType of Payment 10=Option PremiumOOPTOTCFX 10
→Payment CurrencyCcyStringCurrency of paymentOOPTOTCFX USD
→ Payment AmountAmtAmt

The total payment amount

  • Can be positive or negative, depending on side
    • Buyer = negative
    • Seller = positive
OOPTOTCFX -50000
→Payment DateDtLocalMktDateAdjusted payment dateOOPTOTCFX 2016-09-30

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