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/DerivSecList/DerivSecDef/DerivInstrmt

 

NameAbbrDatatypeDescriptionEnumerations
SecurityID ID StringSymbol used for identifying the product in CME ClearPort and in Clearing. 
SecurityIDSource Src StringUsed for specifying source of the Security ID.H - Clearing House / Clearing Organization

ProductComplex ProdCmplx StringUsed for identifying the product as part of a high level grouping.
Supported Values:
AGS=Agricultural
CMEAM=Alternative Markets
CURR=Currencies
ENRGY=Energy
EQUTY=Equities
FIN=Financial
INDX=Index
INT=Interest Rate
METAL=Metals
 
SecurityType SecTyp StringIt is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

OOC - Options on Combo

OOF - Options on Futures

SecurityMaturityMonthYear MMY MonthYearMonth and Year of the maturity (used for standardized futures and options).
Supported Formats:
YYYYMM (i.e. 201003)
YYYYMMDD (20100323) DAILY
YYYYMMwN (201003w1) WEEKLY
 
MaturityDate MatDt LocalMktDateDate the specified contract expires (last settlement date).
Supported Format = YYYY-MM-DD
 
SecurityStatus Status StringUsed for specifying whether the product is Active or Inactive.1 - Active

2 - Inactive

ContractMultiplier Mult floatMultiplier that converts an actual price to an actual contract value. (Cleared contract size). 
MinPriceIncrement MinPxIncr floatMinimum price tick for the specified product. Please note- for products that support variable price ticks, this attribute will not be present. 
UnitOfMeasure UOM StringUnit of Measure upon which the contract is based.AUD - Australian Dollars

Alw - Allowances

BDFT - Board feet

BRL - Brazil Real

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

CZK - Czech Koruna

Ccy - Amount of currency

DEM - Deutsche Mark

ESP - Spanish Peseta

EUR - Euro

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

FRF - French Franc

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons
Also known as long tons or imperial tons, equal to 2240 lbs

Gal - Gallons

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

KRW - Korean Won

L - Liters

MMBtu - One Million BTU

MMbbl - Million Barrels

MW-M - Megawatt-Month (electrical capacity)

MW-a - Megawatt-Year (electrical capacity)

MW-d - Megawatt-Day (electrical capacity)

MW-h - Megawatt-Hour (electrical capacity)

MW-min - Megawatt-Minute (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

cwt - Hundredweight (US)

day - Days

dt - Dry metric tons

g - Grams

kL - Kiloliters

kW-M - Kilowatt-Month (electrical capacity)

kW-a - Kilowatt-Year (electrical capacity)

kW-d - Kilowatt-Day (electrical capacity)

kW-h - Kilowatt-Hour (electrical capacity)

kW-min - Kilowatt-Minute (electrical capacity)

kWh - Kilowatt hours

kg - Kilograms

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

UnitOfMeasureCurrency UOMCcy CurrencyThis attribute is only present when UOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Unit of Measure. 
UnitOfMeasureQty UOMQty QtyQuantity of the unit of measure on which a single contract is based. 
PriceUnitOfMeasure PxUOM StringUsed for expressing the UOM of the price if different from the contract.AUD - Australian Dollars

Alw - Allowances

BDFT - Board feet

BRL - Brazil Real

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

CZK - Czech Koruna

Ccy - Amount of currency

DEM - Deutsche Mark

ESP - Spanish Peseta

EUR - Euro

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

FRF - French Franc

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons
Also known as long tons or imperial tons, equal to 2240 lbs

Gal - Gallons

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

KRW - Korean Won

L - Liters

MMBtu - One Million BTU

MMbbl - Million Barrels

MW-M - Megawatt-Month (electrical capacity)

MW-a - Megawatt-Year (electrical capacity)

MW-d - Megawatt-Day (electrical capacity)

MW-h - Megawatt-Hour (electrical capacity)

MW-min - Megawatt-Minute (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

cwt - Hundredweight (US)

day - Days

dt - Dry metric tons

g - Grams

kL - Kiloliters

kW-M - Kilowatt-Month (electrical capacity)

kW-a - Kilowatt-Year (electrical capacity)

kW-d - Kilowatt-Day (electrical capacity)

kW-h - Kilowatt-Hour (electrical capacity)

kW-min - Kilowatt-Minute (electrical capacity)

kWh - Kilowatt hours

kg - Kilograms

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

PriceUnitOfMeasureCurrency PxUOMCcy CurrencyThis attribute is only present when PxUOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Price Unit of Measure. 
PriceUnitOfMeasureQty PxUOMQty QtyUsed for expressing the UOM Quantity of the price if different from the contract. 
SettlMethod SettlMeth charUsed for indicating whether to product is settled as cash or physical.C - Cash settlement required

P - Physical settlement required

PriceQuoteMethod PxQteMeth StringUsed for indicating whether the price quotation method of the product is Standard (money per unit of physical) or Index.INX - Index

PCTPAR - Percent of Par

STD - Standard, money per unit of a physical

ValuationMethod ValMeth StringUsed for indicating valuation method of futures.EQTY - premium style

FUT - futures style mark-to-market

FUTDA - futures style with an attached cash adjustment

ListMethod ListMeth intUsed for indicating whether contracts are pre-listed only or can also be defined via user request.0 - pre-listed only

1 - user requested

TimeUnit TmUnit StringDefault time unit for a product.D - Day

H - Hour

Min - Minute

Mo - Month

S - Second

Wk - Week

Yr - Year

SecurityExchange Exch ExchangeNeeded to specify Product Exchange of the Security (symbol may clash).CBT - Chicago Board of Trade

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

SecurityDescription Desc StringProvides a textual description of the product 
Currency in which a price is quoted. Implies settle currency. PxQteCcy CurrencyCurrency in which a price is quoted. Implies settle currency. 
DerivativeEventsGrp (repeating) Evnt  
→ EventType EventTyp intCode to represent the type of event5 - Activation

7 - Last Eligible Trade Date

105 - Last EFP Date

106 - First Block TAS Date

107 - Last Block TAS Date

→ Event Date Dt LocalMktDateDate of event 
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