/TrdCaptRpt/Instrmt

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent for Outright or SpreadSupported Values
Product Code ID StringUsed as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.ALLALLOutright 
Source of the Product Code Src StringIdentifies the source of the SecurityID If it is not specified, the default of Clearing is used.ALLALLOutrightH - Clearing House / Clearing Organization

CFI Code

CFI

String

Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values:

  • Char 1: ‘O’ (Option)
  • Char 2: ‘P’ or ‘C’ (Put, Call)
  • Char 3: ‘E’ (European expiry)
  • Char 4: ‘C’ (Currency)
  • Char 5: ‘C’ (Cash)
  • Char 6 ‘N’ (Non   standard)

OPT

OTCFX

 

 OPECCN

Security Type SecTyp StringIndicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated.ALLALLBothFUT - Future

FWD - Forward

IRS - Interest Rate Swap

MLEG - Multi Leg (Combo)

OOC - Options on Combo

OOF - Options on Futures

Security Sub Type SubTyp StringSub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread.    
Contract Period Code MMY MonthYearSpecifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (e.g. S&P futures).ALLALLOutright 
Strike Price StrkPx PriceUsed for derivatives, such as options and covered warrantsOPTALLOutright 

Settlement Method  

SettlMeth

Char

Settlement method for the

option.

OPT

OTCFX

 

C

Exercise Style

ExerStyle

Int

Type of exercise of a derivatives

security.

0=European

OPT

OTCFX

 

0

Put Or Call PutCall intUsed to express option rightOPTALLOutright0 - Put

1 - Call

Time Unit TmUnit StringUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)   D - Day

H - Hour

Mo - Month

Product Exchange Exch ExchangeThe exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights.ALLALLBothCBT - 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

SecAltIDGrp (repeating) AID  
→ Alternate Identifier AltID StringThe value of the Alternate security identifier.    
→ Alternate Identifier Source AltIDSrc StringThe source of the Alternate security identifier.   104 - Red Code

105 - Preferred Reference Obligation

106 - Pair Clip

115 - Standard Reference Obligation