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This page contains sample messages related to CME's cleared IRS products.



FpML Schema Download

CME Schema Extension File

Product  Message Samples


Product TypeDownloadable Message Sample
1Fixed Float Swap Fixed Float Swap Sample
2Basis SwapBasis Swap Sample
3Zero Coupon SwapZero Coupon Swap Sample
4Overnight Index Swap (OIS) Overnight Index Swap Sample
5Forward Rate Agreements (FRA) FRA Sample
6Variable Notional Swap  Variable Notional Swap Sample
7Initial StubShort Initial Stub  
8Final StubLong Final Stub 

Clearing Workflow Message Samples 


ScenarioMessage NameFromToDownloadable Message Sample
1Request to ClaimrequestConsentCMEClearing FirmsrequestConsent Sample
2Claim/Accept TradeconsentGrantedClearing FirmsCMEconsentGranted Sample
3Decline/Reject TradeconsentRefusedClearing FirmsCMEconsentRefused Sample
4Trade Rejected for ClearingclearingRefusedCMEClearing FirmsClearingRefused Sample
5Negative Ack for an Accept/RejectconsentExceptionCMEClearing FirmsconsentException Sample
6Clear Trade Notification (New Trade)clearingConfirmedCMEClearing FirmsclearingConfirmed-New Trade Sample
7Clear trade Confirm (Amended Trade)clearingConfirmedCMEClearing FirmsclearingConfirmed(Amendment) Sample
8Clear Trade Confirm (Allocation Offset)clearingConfirmedCMEClearing FirmsclearingConfirmed - Allocation Offset Sample
9Clear Trade Confirm (Allocation Onset)clearingConfirmedCMEClearing FirmsclearingConfirmed - Allocation Onset Sample
10Clear Trade Confirm( Remnant Trade from Netting)clearingConfirmedCMEClearing FirmsclearingConfirmed(Amended) - Netting Remnant Trade Sample
11Clear Trade Confirm (Remnant trade from Coupon Blending)clearingConfirmedCMEClearing FirmsclearingConfirmed(Amended) - Blending Remnant Sample
12Trade Termination (Offset)clearingConfirmedCMEClearing FirmsclearingConfirmed(Termination) - Termination Offset Sample
13Trade Termination (Partial Netting/Coupon Blending)clearingConfirmedCMEClearing FirmsclearingConfirmed(Termination) - Partial Netting Coupon Blending Sample
14Trade Termination (Partial Netting)clearingConfirmedCMEClearing FirmsclearingConfirmed(Termination) - Partial Netting Sample
15Trade Termination (Full Netting)clearingConfirmedCMEClearing FirmsclearingConfirmed(Termination) - Full Netting Sample
16Trade Termination (Coupon Blending)clearingConfirmedCMEClearing FirmsclearingConfirmed(Terminated) - Partial Blending Sample
17Trade Termination (Swaptions Abandonment)clearingConfirmedCMEClearing FirmsclearingConfirmed(Termination) - Swaption Abandonment Sample