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/TrdCaptRpt/Instrmt

NameAbbrDatatypeDescriptionEnumerations
Product Symbol Sym StringSymbol for a CME contract, e.g. CLX05.
Product Code ID StringSymbol for CME product, e.g. CL.
Source of the Product Code Src StringIdentifies the source of the Security ID. If it is not specified, the default of Clearing is used.H - Clearing House / Clearing Organization

CFI Code CFI StringIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Security Type SecTyp StringIndicates type of instrument or security.CMDTYSWAP - Commodity Swap

FRA - Forward Rate Agreement

FUT - Future

FWD - Forward

IRS - Interest Rate Swap

MLEG - Multi Leg (Combo)

OPT - Option

SWAPTION - Swaption
Index Or Single Name SubTyp StringFor spreads, indicates the strategy type.
Contract Period CodeMMY MonthYearSpecifies the month and year of maturity.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

Next Coupon DateCpnPmt LocalMktDateThis is used to indicate the next date on which Coupon Premium is due.
Strike Price StrkPx PriceStrike price for an option.
Strike Multiplier StrkMult floatUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
Strike Index StrkNdx StringSpecifies the index used to calculate the strike price.
Strike Index Location StrkNdxLctn StringLocation of the strike price index.
UnderlyingPriceDeterminationMethod PxDtrmnMeth intSpecifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").1 - Regular

2 - Special reference

3 - Optimal value (Lookback)

4 - Average value (Asian option)

Price Multiplier Mult floatPrice multiplier used to convert the change in price (sell - buy) into P&L per contract.
Unit Of Measure UOM StringThe unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.Alw - Allowances

BDFT - Board feet

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

CBM - Cubic Meters

CER - Certified Emissions Reduction

CRT - Climate Reserve Tonnes

Ccy - Amount of currency

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

GJ - Gigajoules

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

Gal - Gallons

IPNT - Index point

L - Liters

MMBtu - One Million BTU

MMbbl - Million Barrels

MW-M - Megawatt-Month (electrical capacity)

MWh - Megawatt hours

PRINC - Principal with relation to debt instrument

cwt - Hundredweight (US)

day - Days

dt - Dry metric tons

g - Grams

kL - Kiloliters

kW-M - Kilowatt-Month (electrical capacity)

kWh - Kilowatt hours

kg - Kilograms

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

Unit of Measure Currency UOMCcy CurrencyIndicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy.
Unit of Measure Quantity UOMQty QtyContract's defined quantity, used to calculate total traded notional quantity.
Price Unit of Measure PxUOM StringThe Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract.Alw - Allowances

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

Gal - Gallons

MMBtu - One Million BTU

MMbbl - Million Barrels

MWh - Megawatt hours

USD - US Dollars

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

tn - Tons (US)

Settlement Method SettlMeth charSettlement method for a contract. Can be used as an alternative to CFI Code valueC - Cash settlement required

E - Election at exercise

P - Physical settlement required

Exercise Style ExerStyle intType of exercise of a derivatives security0 - European

1 - American

2 - Bermuda

Put Or CallPutCall intIndicates whether an option contract is a put or call.0 - Put

1 - Call

Product Exchange Exch ExchangeThe exchange where the security is listed.CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

IFUS - Intercontinental Exchange

NGXC - Natural Gas Exchange

NODX - Nodal

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

VMAC - VMAC

XNAS - Nasdaq

XXXX - OTC Trades

Price Quote Currency PxQteCcy CurrencyThe currency in which the price is quoted.
SecAltIDGrp (repeating) AID
→ Alternate Identifier AltID StringThe value of the alternate security identifier.
→ Alternate Identifier Source AltIDSrc StringThe source of the alternate security identifier.112 - TAM Marker Price Symbol

N - Markit RED entity CLIP

P - Markit RED pair CLIP

SecurityXML SecXML
→ FpML FpML
EvntGrp (repeating) Evnt
→ Product Event Type EventTyp intCode to represent the type of event13 - First Delivery Date

111 - Unadjusted Next Coupon Date

112 - Unadjusted Previous Coupon Date

113 - Unadjusted Previous Previous Coupon Date

121 - Fixing Date

→ Product Event Date Dt LocalMktDateDate of event
OptionExercise OptExer
→ OptionExerciseDates Dts
→→ Option Exercise Frequency Period FreqPeriod intTime unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified.
→→ OptionExerciseFrequencyUnit FreqUnit StringTime unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified.D - Day

Mo - Month

Wk - Week

Yr - Year

StreamGrp (repeating) Strm