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TagNameFIXML AbbrReqFormatDescriptionEnumerations
55Product SymbolSym

Y

StringSymbol for a CME contract, e.g. CLX05. Will not be present for IRS/FRA/SWAPTION trades.
48Product CodeID
YStringSymbol for CME product, e.g. CL.
22Source of the Product CodeSrc YStringIdentifies the source of the Security ID. If it is not specified, the default of Clearing is used.H - Clearing House / Clearing Organization

461CFI CodeCFI
NStringIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
167Security TypeSecTyp
NStringIndicates type of instrument or security.
  • CMDTYSWAP - Commodity Swap
  • FRA - Forward Rate Agreement
  • FUT - Future
  • FWD - Forward
  • FXSPOT - FX Spot
  • IRS - Interest Rate Swap
  • MLEG - Multi Leg (Combo)
  • OPT - Option
  • SWAPTION - Swaption
762Security Sub TypeSubTyp
NStringFor spreads, indicates the strategy type.CME STP FIX - Supported Strategy Type Codes
200Maturity Month YearMMY
NMonthYearSpecifies the month and year of maturity.
  • YYYYMM (i.e. 201403)
  • YYYYMMDD (20140323)
  • YYYYMMwN (201403w1)
541Maturity DateMatdt
LocalMktDateDate of Maturity
224Next Coupon DateCpnPmt NLocalMktDateThis is used to indicate the next date on which Coupon Premium is due.
202Strike PriceStrkPx NPriceStrike price for an option.
967Strike MultiplierStrkMult
NfloatUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
1866Strike IndexStrkNdx NStringSpecifies the index used to calculate the strike price.
10046Strike Index LocationStrkNdxLctn
NStringLocation of the strike price index.
1481UnderlyingPriceDeterminationMethodPxDtrmnMeth
NintSpecifies 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)
6070Price MultiplierMult
NfloatPrice multiplier used to convert the change in price (sell - buy) into P&L per contract.
996Unit Of MeasureUOM NString

Physical unit of measure for Derivative products. Additional values may be used by mutual agreement of the counterparties.

  • 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)
1716Unit of Measure CurrencyUOMCcy
NCurrencyIndicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy.
1147Unit of Measure QuantityUOMQty
NQtyContract's defined quantity, used to calculate total traded notional quantity.
1191Price Unit of MeasurePxUOM
NStringThe Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract.
  • 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)
1193Settlement MethodSettlMethNcharSettlement 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
1194Exercise StyleExerStyle
NintType of exercise of a derivatives security
  • 0 - European
  • 1 - American
  • 2 - Bermuda
201Put Or CallPutCallNintIndicates whether an option contract is a put or call.
  • 0 - Put
  • 1 - Call
207Product ExchangeExch
NExchangeThe 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
  • FXS - FX Spot
  • 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
107SecurityDescDescNStringLong name description of the instrument symbol (product name).
10026Price Quote CurrencyPxQteCcy
NCurrencyThe currency in which the price is quoted.
SecAltIDGrp (repeating) AID
454NoSecurityAltID
NNumInGroupNumber of alternate Security Identifiers.
→455Alternate IdentifierAltID
NStringThe value of the alternate security identifier.
→456Alternate Identifier SourceAltIDSrc NStringThe source of the alternate security identifier.
  • 112 - TAM Marker Price Symbol
  • N - Markit RED entity CLIP
  • P - Markit RED pair CLIP
1184 SecurityXML SecXML

1185 → FpML FpML

EvntGrp (repeating) Evnt

864

NoEvents


N

NumInGroup

Number of reported events.


→865Event Date TypeEventTyp
NintRepresents the type of event associated with the contract.
  • 13 - First Delivery Date
  • 111 - Unadjusted Next Coupon Date
  • 112 - Unadjusted Previous Coupon Date
  • 113 - Unadjusted Previous Previous Coupon Date
  • 121 - Fixing Date
→866Event Date ValueDt
NLocalMktDateRepresents the value or date associated with the type of event.
OptionExercise OptExer

OptionExerciseDates Dts

41122Option Exercise Frequency PeriodFreqPeriod NintTime unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified.
41123OptionExerciseFrequencyUnitFreqUnit
NStringTime unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified.
  • D - Day
  • H - Hour
  • Min - Minute
  • Mo - Month
  • S - Second
  • Wk - Week
  • Yr - Year
StreamGrp (repeating) Strm