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/TrdCaptRpt

NameAbbrDatatypeDescriptionEnumerations
Message ID RptID StringIdentifies the specific trade report being sent. This is usually the unique message ID for the trade being reported. However, legs of spreads can share the same message ID. TrdID2 and RptID together form a unique key.
Trade ID TrdID StringTrade ID for the trade entity is assigned by the CME clearing system. It is unique per trade side/leg and for the (trading firm / executing firm) and exchange for a given Trade Date. Trade ID will not change during the life of the trade. Note that should a trading firm do business with multiple clearing firms, Trade ID may not be unique. Will not be present for IRS/FRA trades.
Secondary Trade ID TrdID2 StringUsed to carry a secondary trade ID. Unlike TrdID, this is unique across all trade dates and all clearing firms.
Package ID PackageID StringA value that identifies the group of trades or a portfolio of trades cleared simultaneously under the one Package ID.
Transaction Type TransTyp intIndicates the action being taken on a trade. Note that STP does not guarantee new trades must be reported with New(0) prior to reports of Replace(2). STP will initially report CME ClearPort trades using Replace(2)”.0 - New

1 - Cancel

2 - Replace

Trade Report Type RptTyp intIndicates the purpose of the trade within the workflow and determines the action of the receiver of the trade.101 - Notification

Trade Status TrdRptStat intIndicates the status of the trade in clearing.0 - Accepted

7 - Terminated

Request ID ReqID StringRequest ID returns the same value sent on the Trade Capture Report Request.
Trade Type TrdTyp intSpecifies the type of trade reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade.0 - Regular Trade

1 - Block Trade

2 - EFP (Exchange for physical)

3 - Transfer

11 - Exchange for Risk (EFR)

22 - Over the Counter Privately Negotiated Trades (OPNT)

23 - Substitution of Futures for Forwards

45 - Option exercise

54 - OTC / Large Notional Off Facility Swap

55 - Exchange Basis Facility (EBF)

57 - Netted trade

58 - Block swap trade

59 - Credit event trade

60 - Succession event trade

Trade Sub Type TrdSubTyp intThis field further qualifies the Trade Type.7 - Differential spread

8 - Implied spread leg executed against an outright

36 - Converted SWAP (Aged Deal)

37 - Crossed Trade (X)

40 - TAS - Traded at settlement

42 - Auction Trade

43 - TAM - Traded at marker

48 - Multilateral Compression

200 - Delivery Transfer

Offset Instruction OfstInst intIndicates offset or onset due to allocation.0 - Offset

1 - Onset

Transfer Reason TrnsfrRsn StringReason why the trade is being transferred

A - Exchange approved transfers between accounts with different beneficial ownership

B - For correcting Rule 527 mis-clears

C - Transfer between accounts in which the underlying beneficial ownership is identical

E - Transfer to correct an error in assignment of account (in-house) or customer/house origin error or firm-to-firm clerical error in clearing a trade

J - For rule 770 transfers

M - Transfer for portfolio margining purposes

N - Transfer of positions to a newly approved clearing firm

O - Option Compression

P - Fungible Transfers and Delivery Transfers (system generated, cannot be submitted by firms)

T - Transfer due to the merger of two or more clearing firms

V - Auto-transfer Offset (system generated, cannot be submitted by firms)

W - Transfer due to withdrawal of a clearing firm

X - For transferring new or offsetting Singapore Exchange executed positions between local firms

Y - Cross Exchange Transfer (OCC)

Trade Match ID MtchID StringTrade Match ID is assigned by the matching engine or clearing system and used to correlate a cleared trade with a match event. Should be common for all trade sides included in a match event. For CME ClearPort, this represents the deal number and always links strategies. For CME Globex and Floor, this links calendar spreads only. Will not be present for IRS/FRA trades.
Execution ID ExecID StringExchange assigned execution ID (trade identifier). ExecID will be present for on-exchange trades and blocks, including Invoice Swap Spreads. ExecID will not be present for off-exchange IRS/FRA trades.
Secondary Execution ID ExecID2 StringThis is used to communicate the execution ID of the originating platform, e.g. the ClearPort execution ID.
Block ID BlckID StringContains the platform-assigned block ID for the trade.
Price Type PxTyp intIndicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.1 - Percentage (i.e. percent of par)

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

10 - Fixed cabinet trade price (primarily for listed futures and options)

11 - Variable cabinet trade price (primarily for listed futures and options)

100 - Tentative placeholder price

101 - Updated actual price

Venue Type VenuTyp charIdentifies the type of venue where a trade was executed.C - Clearing house

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. The quantity type defaults to what is specified in the contract specifications.0 - Notional / Units

1 - Contract term

Trade Quantity LastQty QtyThe quantity of the trade.
Trade Price LastPx PriceThe price of the trade. Will not be present for IRS/FRA trades.
Calculation Currency Last QuantityCalcCcyLastQtyQtyUsed in calculating the quantity of the other side of the currency trade.
Trade Date TrdDt LocalMktDateThe trade date assigned to an execution on the trading platform.
Clear Date BizDt LocalMktDateThe date on which a trade is formally cleared and settled.
Average Price AvgPx PriceCalculated average price. Will be populated for Average Price System (APS) transactions only.
Multi Leg Reporting Type MLegRptTyp charIndicates if a trade is being reported as a single-leg outright, the leg of a spread, or a multi-leg trade report.1 - Single security (default if not specified)

2 - Individual leg of a multi-leg security

3 - Multi-leg security

Transaction Time TxnTm UTCTimestampThe time of the transaction, e.g. the date and time of a trade, allocation, etc. Will not be present for IRS/FRA trades.
Execution Method ExecMeth intSpecifies whether the transaction was executed via an automated execution platform or other method.1 - Manual

2 - Automated

Last Update Time LastUpdateTm UTCTimestampUsed to indicate the date and time that internal transaction processing of the trade or allocation completed. Should occur on or after the Transaction Time.
Cleared Indicator Clrd intIndicates whether the position or trade being reported was cleared through a clearing organization.0 - Not cleared

1 - Cleared

Clearing Intention ClrIntn intIndicates whether or not the parties intend the trade to clear.0 - Do not intend to clear

1 - Intend to clear

Clearing Requirement Exception ClrReqmtExcptn intSpecifies whether a party to a swap is using the clearing requirement exception pursuant to CEA Section 2(h)(7) and Commission regulations.0 - No exception

1 - Exception

Collateralization TrdCollztn intIndication of trade collateralization.0 - Uncollateralized

1 - Partially collateralized

2 - One-way collateralized

3 - Fully collateralized

Differential Price DiffPx floatRepresents the differential price for spreads, or a TAS or TAM differental price.
Differential Price Type DiffPxTyp intThis indicates the type of differential price represented in the Differential Price attribute.0 - Differential from Settlement Price

1 - Differential between legs

Original Time Unit OrigTmUnit StringSpecifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade.D - Day

H - Hour

Min - Minute

Mo - Month

S - Second

Wk - Week

Yr - Year

Trading Quantity TrdgQty QtyQuantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.
MarketDataTradeEntryID MDTrdEntrID StringUnique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging
ConfirmHubTradeType CHTrdTyp StringCustom field to represent specific Confirm Hub Trade Types
RootParties (repeating) Pty
→ Root Party ID ID StringUsed to identify the Party.
→ Root Party ID Source Src charUsed to identify the source of the Party.N - LEI

→ Root Party Role R intIndicates the type or role of the Party.73 - Execution Venue

Instrument Instrmt
PaymentGrp (repeating) Pmt
UnderlyingInstrument (repeating) Undly
PositionAmountData (repeating) Amt
→ Amount Type Typ StringThe type of the position amount represented.CRES - Cash Residual Amount

ICPN - Initial Trade Coupon Amount

IPMT - Upfront Payment

PREM - Premium Amount

TVAR - Trade Variation Amount

→ Amount Amt AmtThe position amount represented.
→ Amount Currency Ccy StringThe currency associated with the position amount represented.
TrdInstrmtLegGrp (repeating) TrdLeg
TrdCapRptSideGrp (repeating) RptSide