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The add transaction request creates a new transaction in the CME CORE database.


EntityTransaction
ActionAdd
URL/transactions
HTTP MethodPOST
Parameter InputNo
XML InputYes
Multiple OutputNo
SynchronousYes

Description

This request allows the Client to add or create a new transaction in CME CORE. The Client must submit the required attributes (specified below) for a new transaction, then the server validates the request. If the request is invalid, the server returns a status and an error message/code and if the request is valid, an internal identifier for the request along with the status are returned.   

Multiple transactions can be added within one message. If processingMode="COMPLETE" then all transactions must pass validation, or none will be added. If processingMode="PARTIAL" then transactions that are invalid will not be added, but any valid transactions will be unaffected. Should this happen, the response will have have /transactionRpt@status="SUCCESS_WITH_ERRORS" and /transactionRpt/transaction/error@code and /transactionRpt/transaction/error@msg present for each transaction that failed.

Request

XPathNameTypeRequiredNotes
/transactionReq@reqUserIdRequesting User IDString No
/transactionReq@processingModeProcessing ModeProcessing ModeNo
/transactionReq/transaction@portfolioIdPortfolio IDString Yes
/transactionReq/transaction@typeTransaction TypeTransaction TypeYes
/transactionReq/transaction/payload@encodingPayload EncodingTransaction EncodingYes
/transactionReq/transaction/payload@formatPayload FormatTransaction FormatYes
/transactionReq/transaction/payload/stringString PayloadString Yes

Response

XPathNameTypeRequiredNotes
/transactionRpt@statusStatusSync Report StatusYes
/transactionRpt/error@codeError CodeString No
/transactionRpt/error@msgError MessageString No
/transactionRpt/transaction@createTimeCreate TimeDate/TimeYes
/transactionRpt/transaction@idIDString Yes
/transactionRpt/transaction@portfolioIdPortfolio IDString Yes
/transactionRpt/transaction@statusEntity StatusEntity StatusYes
/transactionRpt/transaction@typeTransaction TypeTransaction Type Yes
/transactionRpt/transaction@updateTimeUpdate TimeDate/Time Yes
/transactionRpt/transaction/error@codeError CodeString
No
/transactionRpt/transaction/error@msgError MessageString
No
/transactionRpt/transaction/payload@encodingPayload EncodingTransaction EncodingYes
/transactionRpt/transaction/payload@formatPayload FormatTransaction FormatYes
/transactionRpt/transaction/payload/stringString PayloadString Yes

Errors

HTTP Status Codes
CodeDescription
500The server was not able to process the request. More information (if available) will be provided in the error message.
Using Your Own Id to Identify Invalid Trades

If you supply your own id (Client ID) for each trade, the Margin Services API returns the invalid trades and corresponding reason.

Examples:

FormatExample Requests and Responses
Invalid all in one request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginReq xmlns:ns2="http://cmegroup.com/schema/core/1.2">
<margin>
<transactions>
<transaction type="TRADE">
<payload format="CSV" encoding="STRING">
<string>
Firm ID,Account ID,Client ID,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread
Test,1234,Test Trade 1,Vanilla,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,3M,NONE,USD-LIBOR,3M,6M,FLAT,N/A,N/A
Test,1234,Test Trade 2,ZERO_COUPON,USD,9/6/2011,9/6/2021,"10,000,000",P,20,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,3M,NONE,N/A,N/A
Test,1234,Test Trade 3,Vanilla,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,3M,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A
</string>
</payload>
</transaction>
</transactions>
</margin>
</ns2:marginReq>
Invalid all in one response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR">
    <error msg="null: Client Id: Test Trade 1 : leg2index='USD-LIBOR' is not an allowed value.,null: Client Id: Test Trade 2 : leg1fixedRate=Fixed rate must be less than 1." code="400"/>
</ns2:marginRpt>
Invalid CSV Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,
Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1
Spread,Leg2 Spread
Test,1234,Test Trade 1,Vanilla,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,12M,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A
Test,1234,Test Trade 2,OIS,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,1T,NONE,USD-FederalFunds-H.15-OIS-COMPOUND,N/A,1T,NONE,N/A,N/A
Test,1234,Test Trade 3,ZERO_COUPON,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,3M,NONE,N/A,N/A
</string>
</payload>
</transaction>
</ns2:transactionReq>
Invalid CSV Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS_WITH_ERRORS">
<transaction portfolioId="657898" type="TRADE">
<error msg="Client Id: Test Trade 1 : leg1calcFreq='12M' is not an allowed value., Client Id: Test Trade 1 : leg1payFreq='12M' is not an allowed value."/>
<payload encoding="STRING" format="FPML">
--> etc etc .... <--
</string></payload></transaction></ns2:transactionRpt>
Invalid FPML Request
 <?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
	<transaction portfolioId="${marginPortfolio}" type="TRADE">
		<payload encoding="STRING" format="FPML">
			<string><![CDATA[
<ns3:FpML xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation" 
xmlns="http://www.fpml.org/FpML-5/confirmation">
  <clearingConfirmed>
    <trade>
      <tradeHeader>
        <partyTradeIdentifier>
          <partyReference href="clearing_service"/>
          <tradeId tradeIdScheme="cme_trade_id">SAMPLE</tradeId>
          <tradeId tradeIdScheme="client_trade_id">testtrade</tradeId>
        </partyTradeIdentifier>
        <partyTradeInformation>
          <partyReference href="clearing_firm"/>
          <accountReference href="account1"/>
          <relatedParty>
            <partyReference href="trade_source"/>
            <role>InputSource</role>
          </relatedParty>
          <category categoryScheme="cme_origin_code"/>
        </partyTradeInformation>
      </tradeHeader>
      <swap>
        <swapStream id="fixedLeg">
          <payerPartyReference href="clearing_service"/>
          <receiverAccountReference href="account1"/>
          <receiverPartyReference href="clearing_firm"/>
          <calculationPeriodDates>
            <effectiveDate>
              <unadjustedDate>2014-03-13</unadjustedDate>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2031-09-16</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
                <businessCenters>
                  <businessCenter>USNY</businessCenter>
                  <businessCenter>GBLO</businessCenter>
                </businessCenters>
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>1</periodMultiplier>
              <period>Y</period>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <paymentFrequency>
              <periodMultiplier>1</periodMultiplier>
              <period>Y</period>
            </paymentFrequency>
            <paymentRelativeTo>CalculationPeriodEndDate</paymentRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </paymentDatesAdjustments>
          </paymentDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>100000000</initialValue>
                  <currency>GBP</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <fixedRateSchedule>
                <initialValue>0.05625</initialValue>
              </fixedRateSchedule>
              <dayCountFraction>ACT/ACT.ICMA</dayCountFraction>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
        <swapStream id="floatLeg">
          <payerPartyReference href="clearing_firm"/>
          <payerAccountReference href="account1"/>
          <receiverPartyReference href="clearing_service"/>
          <calculationPeriodDates>
            <effectiveDate>
              <unadjustedDate>2014-03-13</unadjustedDate>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2031-09-16</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCenters>
                  <businessCenter>USNY</businessCenter>
                  <businessCenter>GBLO</businessCenter>
                </businessCenters>
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
                <businessCenter>JPTO</businessCenter>
              </businessCenters>
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <paymentFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <paymentRelativeTo>CalculationPeriodEndDate</paymentRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </paymentDatesAdjustments>
          </paymentDates>
          <resetDates>
            <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
            <fixingDates>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <dayType>Business</dayType>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </fixingDates>
            <resetFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </resetFrequency>
            <resetDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </resetDatesAdjustments>
          </resetDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>100000000.0</initialValue>
                  <currency>GBP</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <floatingRateCalculation>
                <floatingRateIndex>GBP-LIBOR-BBA</floatingRateIndex>
                <indexTenor>
                  <period>M</period>
                  <periodMultiplier>6</periodMultiplier>
                </indexTenor>
                <spreadSchedule>
                  <initialValue>0.02363</initialValue>
                </spreadSchedule>
              </floatingRateCalculation>
              <dayCountFraction>ACT/365.FIXED</dayCountFraction>
              <compoundingMethod>NONE</compoundingMethod>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
      </swap>
    </trade>
    <party id="trade_source">
      <partyId/>
    </party>
    <party id="clearing_firm">
      <partyId partyIdScheme="clearing_member_firms">SAMPLEFIRM</partyId>
    </party>
    <party id="clearing_service">
      <partyId>CME</partyId>
    </party>
    <account id="account1">
      <accountId accountIdScheme="clearing_firm_accounts">SAMPLEACCT</accountId>
      <servicingParty href="clearing_firm"/>
    </account>
  </clearingConfirmed>
</ns3:FpML>
]]></string>
		</payload>
	</transaction>
</ns2:transactionReq>

Invalid FPML Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS_WITH_ERRORS">
<transaction portfolioId="657736" type="TRADE"><error msg="Client Id: testtrade : leg2resetDateAdjCal=Must match calculation period calendars."/>
<payload encoding="STRING" format="FPML"><string>
--> etc etc .... <--
</string>
</payload>
</transaction>
</ns2:transactionRpt>


Examples

Basic
Request
POST /transactions
<transactionReq>
  <transaction portfolioId="1234" type="TRADE">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction>
</transactionReq>
Response
<transactionRpt>
  <transaction id="123" portfolioId="1234" type="TRADE" createTime="2013-01-09 10:01:02" updateTime="2013-01-09 10:02:10" status="INSERTED">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction>
</trsansactionRpt>


Multiple Transactions in FpML Format
Request
POST /transactions
<transactionReq processingMode="PARTIAL">
  <transaction portfolioId="1234" type="TRADE">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction>
  <transaction portfolioId="1234" type="TRADE">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction> 
</transactionReq>
Response
<transactionRpt>
  <transaction id="123" portfolioId="1234" type="TRADE" createTime="2013-01-09 10:01:02" updateTime="2013-01-09 10:02:10" status="INSERTED">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction>
  <transaction id="124" portfolioId="1234" type="TRADE" createTime="2013-01-09 10:01:02" updateTime="2013-01-09 10:02:10" status="INSERTED">
    <payload encoding="STRING" format="FIXML">
      <string><![CDATA[<FIXML><!-- TrdCaptRpt goes here --></FIXML>]]></string>
    </payload>
  </transaction> 
</trsansactionRpt>
Add Bulk Transactions Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
	<transaction portfolioId="12345" type="TRADE" id="0">
		<payload encoding="STRING" format="FIXML">
			<string><![CDATA[<FIXML xmlns="www.cmegroup.com/fixml50/1" v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
<TrdCaptRpt TrdTyp="22" LastQty="100"><Instrmt ID="ED" Src="H" SecTyp="FUT" MMY="201912" PutCall="1" Exch="CME"/>
<RptSide Side="1" InptDev="API"><Pty ID="TEST2" R="4"/><Pty ID="TEST" R="24"/></RptSide></TrdCaptRpt></FIXML>]]></string>
		</payload>
	</transaction>
	<transaction portfolioId="12345" type="TRADE" id="0">
		<payload encoding="STRING" format="FIXML">
			<string><![CDATA[<FIXML xmlns="www.cmegroup.com/fixml50/1" v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
<TrdCaptRpt TrdTyp="22" LastQty="100"><Instrmt ID="ED" Src="H" SecTyp="FUT" MMY="202003" PutCall="1" Exch="CME"/>
<RptSide Side="1" InptDev="API"><Pty ID="TEST2" R="4"/><Pty ID="TEST" R="24"/></RptSide></TrdCaptRpt></FIXML>]]></string>
		</payload>
	</transaction>
	<transaction portfolioId="12345" type="TRADE" id="0">
		<payload encoding="STRING" format="FIXML">
			<string><![CDATA[<FIXML xmlns="www.cmegroup.com/fixml50/1" v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
<TrdCaptRpt TrdTyp="22" LastQty="100"><Instrmt ID="ED" Src="H" SecTyp="FUT" MMY="202006" PutCall="1" Exch="CME"/>
<RptSide Side="1" InptDev="API"><Pty ID="TEST2" R="4"/><Pty ID="TEST" R="24"/></RptSide></TrdCaptRpt></FIXML>]]></string>
		</payload>
	</transaction>
	<transaction portfolioId="12345" type="TRADE" id="0">
		<payload encoding="STRING" format="FIXML">
			<string><![CDATA[<FIXML xmlns="www.cmegroup.com/fixml50/1" v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
<TrdCaptRpt TrdTyp="22" LastQty="100"><Instrmt ID="ED" Src="H" SecTyp="FUT" MMY="202009" PutCall="1" Exch="CME"/>
<RptSide Side="1" InptDev="API"><Pty ID="TEST2" R="4"/><Pty ID="TEST" R="24"/></RptSide></TrdCaptRpt></FIXML>]]></string>
		</payload>
	</transaction>
</ns2:transactionReq>
Add Bulk Transactions Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="1234565789" type="TRADE" id="23456789">
        <payload encoding="STRING" format="FIXML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot; v=&quot;5.0 SP2&quot; xv=&quot;109&quot; cv=&quot;CME.0001&quot; s=&quot;20090815&quot;&gt;&lt;TrdCaptRpt TrdTyp=&quot;22&quot; LastQty=&quot;100&quot; SettlCcy=&quot;USD&quot;&gt;&lt;Instrmt ID=&quot;ED&quot; Src=&quot;H&quot; SecTyp=&quot;FUT&quot; MMY=&quot;201912&quot; Exch=&quot;CME&quot;/&gt;&lt;RptSide Side=&quot;1&quot; InptDev=&quot;API&quot;&gt;&lt;Pty ID=&quot;TEST2&quot; R=&quot;4&quot;/&gt;&lt;Pty ID=&quot;CME&quot; R=&quot;21&quot;/&gt;&lt;Pty ID=&quot;TEST&quot; R=&quot;24&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;</string>
        </payload>
    </transaction>
    <transaction portfolioId="1234565789" type="TRADE" id="23456780">
        <payload encoding="STRING" format="FIXML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot; v=&quot;5.0 SP2&quot; xv=&quot;109&quot; cv=&quot;CME.0001&quot; s=&quot;20090815&quot;&gt;&lt;TrdCaptRpt TrdTyp=&quot;22&quot; LastQty=&quot;100&quot; SettlCcy=&quot;USD&quot;&gt;&lt;Instrmt ID=&quot;ED&quot; Src=&quot;H&quot; SecTyp=&quot;FUT&quot; MMY=&quot;202003&quot; Exch=&quot;CME&quot;/&gt;&lt;RptSide Side=&quot;1&quot; InptDev=&quot;API&quot;&gt;&lt;Pty ID=&quot;TEST2&quot; R=&quot;4&quot;/&gt;&lt;Pty ID=&quot;CME&quot; R=&quot;21&quot;/&gt;&lt;Pty ID=&quot;TEST&quot; R=&quot;24&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;</string>
        </payload>
    </transaction>
    <transaction portfolioId="1234565789" type="TRADE" id="23456782">
        <payload encoding="STRING" format="FIXML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot; v=&quot;5.0 SP2&quot; xv=&quot;109&quot; cv=&quot;CME.0001&quot; s=&quot;20090815&quot;&gt;&lt;TrdCaptRpt TrdTyp=&quot;22&quot; LastQty=&quot;100&quot; SettlCcy=&quot;USD&quot;&gt;&lt;Instrmt ID=&quot;ED&quot; Src=&quot;H&quot; SecTyp=&quot;FUT&quot; MMY=&quot;202006&quot; Exch=&quot;CME&quot;/&gt;&lt;RptSide Side=&quot;1&quot; InptDev=&quot;API&quot;&gt;&lt;Pty ID=&quot;TEST2&quot; R=&quot;4&quot;/&gt;&lt;Pty ID=&quot;CME&quot; R=&quot;21&quot;/&gt;&lt;Pty ID=&quot;TEST&quot; R=&quot;24&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;</string>
        </payload>
    </transaction>
    <transaction portfolioId="1234565789" type="TRADE" id="23456783">
        <payload encoding="STRING" format="FIXML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot; v=&quot;5.0 SP2&quot; xv=&quot;109&quot; cv=&quot;CME.0001&quot; s=&quot;20090815&quot;&gt;&lt;TrdCaptRpt TrdTyp=&quot;22&quot; LastQty=&quot;100&quot; SettlCcy=&quot;USD&quot;&gt;&lt;Instrmt ID=&quot;ED&quot; Src=&quot;H&quot; SecTyp=&quot;FUT&quot; MMY=&quot;202009&quot; Exch=&quot;CME&quot;/&gt;&lt;RptSide Side=&quot;1&quot; InptDev=&quot;API&quot;&gt;&lt;Pty ID=&quot;TEST2&quot; R=&quot;4&quot;/&gt;&lt;Pty ID=&quot;CME&quot; R=&quot;21&quot;/&gt;&lt;Pty ID=&quot;TEST&quot; R=&quot;24&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;</string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Examples by Product in FpML and FIXML Formats
Basis Swap
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="12345" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
	xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
	<clearingConfirmed>
		<trade>
			<tradeHeader>
				<partyTradeIdentifier>
					<partyReference href="clearing_service" />
					<tradeId tradeIdScheme="cme_trade_id">3M EUR</tradeId>
					<tradeId tradeIdScheme="remaining_trade_id" />
					<tradeId tradeIdScheme="platform_trade_id" />
					<tradeId tradeIdScheme="block_trade_id" />
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm" />
					<accountReference href="account1" />
					<relatedParty>
						<partyReference href="trade_source" />
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code" />
				</partyTradeInformation>
				<tradeDate>2011-09-06</tradeDate>
			</tradeHeader>
			<swap>
				<swapStream id="floatLeg">
					<payerPartyReference href="clearing_firm" />
					<payerAccountReference href="account1" />
					<receiverPartyReference href="clearing_service" />
					<calculationPeriodDates id="floatLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2011-09-06</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
							<adjustedDate>2011-09-06</adjustedDate>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2021-09-06</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>EUTA</businessCenter>
								</businessCenters>
							</dateAdjustments>
							<adjustedDate>2021-09-06</adjustedDate>
						</terminationDate>
					</calculationPeriodDates>
					<paymentDates>
						<calculationPeriodDatesReference
							href="floatLegCalcPeriodDates" />
						<paymentFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>10000000</initialValue>
									<currency>EUR</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
							</floatingRateCalculation>
							<!--dayCountFraction>30/360</dayCountFraction> <compoundingMethod>None</compoundingMethod -->
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatLeg2">
					<payerPartyReference href="clearing_service" />
					<receiverPartyReference href="clearing_firm" />
					<receiverAccountReference href="account1" />
					<calculationPeriodDates id="floatLeg2CalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2011-09-06</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
							<adjustedDate>2011-09-06</adjustedDate>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2021-09-06</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>EUTA</businessCenter>
								</businessCenters>
							</dateAdjustments>
							<adjustedDate>2021-09-06</adjustedDate>
						</terminationDate>
					</calculationPeriodDates>
					<paymentDates>
						<calculationPeriodDatesReference
							href="floatLeg2CalcPeriodDates" />
						<paymentFrequency>
							<periodMultiplier>1</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>10000000</initialValue>
									<currency>EUR</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>1</periodMultiplier>
									<period>M</period>
								</indexTenor>
							</floatingRateCalculation>
							<!--dayCountFraction>30/360</dayCountFraction> <compoundingMethod>None</compoundingMethod -->
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</trade>
		<party id="trade_source">
			<partyId />
		</party>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">Test</partyId>
		</party>
		<party id="clearing_service">
			<partyId />
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">1234</accountId>
			<servicingParty href="clearing_firm" />
		</account>
	</clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>
FRA Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE" id="0"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
    xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
    <clearingConfirmed>
        <trade>
            <tradeHeader>
                <partyTradeIdentifier>
                    <partyReference href="clearing_service" />
                    <tradeId tradeIdScheme="cme_trade_id">123456</tradeId>
                    <tradeId tradeIdScheme="remaining_trade_id" />
                    <tradeId tradeIdScheme="platform_trade_id" />
                    <tradeId tradeIdScheme="block_trade_id" />
                </partyTradeIdentifier>
                <partyTradeInformation>
                    <partyReference href="clearing_firm" />
                    <accountReference href="account1" />
                    <relatedParty>
                        <partyReference href="trade_source" />
                        <role>InputSource</role>
                    </relatedParty>
                    <category categoryScheme="cme_origin_code" />
                </partyTradeInformation>
                <tradeDate>2017-09-17</tradeDate>
            </tradeHeader>
            <fra>
                <buyerPartyReference href="clearing_firm" />
                <buyerAccountReference href="account1" />
                <sellerPartyReference href="clearing_service" />
                <adjustedEffectiveDate id="ResetDates">2034-11-17</adjustedEffectiveDate>
                <adjustedTerminationDate>2018-02-17</adjustedTerminationDate>
                <fixingDateOffset>
                    <periodMultiplier>-2</periodMultiplier>
                    <period>D</period>
                </fixingDateOffset>
                <calculationPeriodNumberOfDays>0</calculationPeriodNumberOfDays> 
                <notional>
                    <currency>EUR</currency>
                    <amount>1000000000</amount>
                </notional>
                <fixedRate>0.00312</fixedRate>
                <floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
                <indexTenor>
                    <periodMultiplier>3</periodMultiplier>
                    <period>M</period>
                </indexTenor>
            </fra>
        </trade>
        <party id="trade_source">
            <partyId />
        </party>
        <party id="clearing_firm">
            <partyId partyIdScheme="clearing_member_firms">123</partyId>
        </party>
        <party id="clearing_service">
            <partyId />
        </party>
        <account id="account1">
            <accountId accountIdScheme="clearing_firm_accounts">ACCOUNT</accountId>
            <servicingParty href="clearing_firm" />
        </account>
    </clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>
FRA Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <margin asOfTime="2785-03-30T00:00:00+00:00" portfolioId="2920130" settleInd="N" id="2215513" createTime="2014-10-28T19:18:21+00:00" updateTime="2014-10-28T19:18:32+00:00">
        <amounts ccy="USD" conc="0" init="534586.1643819709438" maint="534586.1643819709438"/>
    </margin>
</ns2:marginRpt>
OIS (Overnight Index Swap)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
	xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
	<clearingConfirmed>
		<trade>
			<tradeHeader>
				<partyTradeIdentifier>
					<partyReference href="clearing_service" />
					<tradeId tradeIdScheme="cme_trade_id" />
					<tradeId tradeIdScheme="remaining_trade_id" />
					<tradeId tradeIdScheme="platform_trade_id" />
					<tradeId tradeIdScheme="block_trade_id" />
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm" />
					<accountReference href="account1" />
					<relatedParty>
						<partyReference href="trade_source" />
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code" />
				</partyTradeInformation>
				<tradeDate>2018-02-22</tradeDate>
			</tradeHeader>
			<swap>
				<swapStream id="fixedLeg">
					<payerPartyReference href="clearing_firm" />
					<payerAccountReference href="account1" />
					<receiverPartyReference href="clearing_service" />
					<calculationPeriodDates id="fixedLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<paymentDates>
						<calculationPeriodDatesReference
							href="fixedLegCalcPeriodDates" />
						<paymentFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<fixedRateSchedule>
								<initialValue>0.0064</initialValue>
							</fixedRateSchedule>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatLeg">
					<payerPartyReference href="clearing_service" />
					<receiverPartyReference href="clearing_firm" />
					<receiverAccountReference href="account1" />
					<calculationPeriodDates id="floatLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-Federal Funds-H.15-OIS-COMPOUND</floatingRateIndex>
								<indexTenor>
									<periodMultiplier></periodMultiplier>
									<period></period>
								</indexTenor>
								<spreadSchedule>
									<initialValue>0.00104</initialValue>
								</spreadSchedule>
							</floatingRateCalculation>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</trade>
		<party id="trade_source">
			<partyId />
		</party>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">123</partyId>
		</party>
		<party id="clearing_service">
			<partyId />
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">ACCOUNT</accountId>
			<servicingParty href="clearing_firm" />
		</account>
	</clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>
Vanilla IRS
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
 <ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
	xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
	<clearingConfirmed>
		<trade>
			<tradeHeader>
				<partyTradeIdentifier>
					<partyReference href="clearing_service" />
					<tradeId tradeIdScheme="cme_trade_id" />
					<tradeId tradeIdScheme="remaining_trade_id" />
					<tradeId tradeIdScheme="platform_trade_id" />
					<tradeId tradeIdScheme="block_trade_id" />
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm" />
					<accountReference href="account1" />
					<relatedParty>
						<partyReference href="trade_source" />
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code" />
				</partyTradeInformation>
				<tradeDate>2018-02-22</tradeDate>
			</tradeHeader>
			<swap>
				<swapStream id="fixedLeg">
					<payerPartyReference href="clearing_firm" />
					<payerAccountReference href="account1" />
					<receiverPartyReference href="clearing_service" />
					<calculationPeriodDates id="fixedLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<paymentDates>
						<calculationPeriodDatesReference
							href="fixedLegCalcPeriodDates" />
						<paymentFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<fixedRateSchedule>
								<initialValue>0.0064</initialValue>
							</fixedRateSchedule>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatLeg">
					<payerPartyReference href="clearing_service" />
					<receiverPartyReference href="clearing_firm" />
					<receiverAccountReference href="account1" />
					<calculationPeriodDates id="floatLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
								<spreadSchedule>
									<initialValue>0.00104</initialValue>
								</spreadSchedule>
							</floatingRateCalculation>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</trade>
		<party id="trade_source">
			<partyId />
		</party>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">123</partyId>
		</party>
		<party id="clearing_service">
			<partyId />
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">ACCOUNT</accountId>
			<servicingParty href="clearing_firm" />
		</account>
	</clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>


Vanilla VNS (Variable Notional Swap)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
    xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
    <clearingConfirmed>
        <trade>
            <tradeHeader>
                <partyTradeIdentifier>
                    <partyReference href="clearing_service" />
                    <tradeId tradeIdScheme="cme_trade_id">123456</tradeId>
                    <tradeId tradeIdScheme="remaining_trade_id" />
                    <tradeId tradeIdScheme="platform_trade_id" />
                    <tradeId tradeIdScheme="block_trade_id" />
                </partyTradeIdentifier>
                <partyTradeInformation>
                    <partyReference href="clearing_firm" />
                    <accountReference href="account1" />
                    <relatedParty>
                        <partyReference href="trade_source" />
                        <role>InputSource</role>
                    </relatedParty>
                    <category categoryScheme="cme_origin_code" />
                </partyTradeInformation>
                <tradeDate>2018-05-30</tradeDate>
            </tradeHeader>
            <swap>
                <swapStream id="fixedLeg">
                    <payerPartyReference href="clearing_service" />
                    <receiverPartyReference href="clearing_firm" />
                    <receiverAccountReference href="account1" />
                    <calculationPeriodDates id="fixedLegCalcPeriodDates">
                        <effectiveDate>
                            <unadjustedDate>2019-05-30</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                            </dateAdjustments>
                        </effectiveDate>
                        <terminationDate>
                            <unadjustedDate>2019-06-30</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                                <businessCenters>
                                    <businessCenter>USNY</businessCenter>
                                    <businessCenter>GBLO</businessCenter>
                                </businessCenters>
                            </dateAdjustments>
                        </terminationDate>
                    </calculationPeriodDates>
                    <paymentDates>
                        <calculationPeriodDatesReference
                            href="fixedLegCalcPeriodDates" />
                        <paymentFrequency>
                            <periodMultiplier>3</periodMultiplier>
                            <period>M</period>
                        </paymentFrequency>
                    </paymentDates>
                    <calculationPeriodAmount>
                        <calculation>
                            <notionalSchedule>
                                <notionalStepSchedule>
                                    <initialValue>1250000</initialValue>
                                    <step>
                                        <stepDate>2018-05-30</stepDate>
                                        <stepValue>1250000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-06-30</stepDate>
                                        <stepValue>1000000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-09-30</stepDate>
                                        <stepValue>750000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-12-31</stepDate>
                                        <stepValue>500000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2019-03-31</stepDate>
                                        <stepValue>250000</stepValue>
                                    </step>
                                    <currency>USD</currency>
                                </notionalStepSchedule>
                            </notionalSchedule>
                            <fixedRateSchedule>
                                <initialValue>0.0032625</initialValue>
                            </fixedRateSchedule>
                        </calculation>
                    </calculationPeriodAmount>
                    <cashflows>
                        <cashflowsMatchParameters>true</cashflowsMatchParameters>
                    </cashflows>
                </swapStream>
                <swapStream id="floatLeg">
                    <payerPartyReference href="clearing_firm" />
                    <payerAccountReference href="account1" />
                    <receiverPartyReference href="clearing_service" />
                    <calculationPeriodDates id="floatLegCalcPeriodDates">
                        <effectiveDate>
                            <unadjustedDate>2018-05-30</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                            </dateAdjustments>
                        </effectiveDate>
                        <terminationDate>
                            <unadjustedDate>2019-06-30</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                                <businessCenters>
                                    <businessCenter>USNY</businessCenter>
                                    <businessCenter>GBLO</businessCenter>
                                </businessCenters>
                            </dateAdjustments>
                        </terminationDate>
                    </calculationPeriodDates>
                    <calculationPeriodAmount>
                        <calculation>
                            <notionalSchedule>
                                <notionalStepSchedule>
                                    <initialValue>1250000</initialValue>
                                    <step>
                                        <stepDate>2018-05-30</stepDate>
                                        <stepValue>1250000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-06-30</stepDate>
                                        <stepValue>1000000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-09-30</stepDate>
                                        <stepValue>750000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2018-12-31</stepDate>
                                        <stepValue>500000</stepValue>
                                    </step>
                                    <step>
                                        <stepDate>2019-03-31</stepDate>
                                        <stepValue>250000</stepValue>
                                    </step>
                                    <currency>USD</currency>
                                </notionalStepSchedule>
                            </notionalSchedule>
                            <floatingRateCalculation>
                                <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
                                <indexTenor>
                                    <periodMultiplier>3</periodMultiplier>
                                    <period>M</period>
                                </indexTenor>
                            </floatingRateCalculation>
                        </calculation>
                    </calculationPeriodAmount>
                </swapStream>
            </swap>
        </trade>
        <party id="trade_source">
            <partyId />
        </party>
        <party id="clearing_firm">
            <partyId partyIdScheme="clearing_member_firms">123</partyId>
        </party>
        <party id="clearing_service">
            <partyId />
        </party>
        <account id="account1">
            <accountId accountIdScheme="clearing_firm_accounts">ACCOUNT</accountId>
            <servicingParty href="clearing_firm" />
        </account>
    </clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>


Zero Coupon
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE"><payload encoding="STRING" format="FPML"><string><![CDATA[
 <ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation"
	xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
	<clearingConfirmed>
		<trade>
			<tradeHeader>
				<partyTradeIdentifier>
					<partyReference href="clearing_service" />
					<tradeId tradeIdScheme="cme_trade_id" />
					<tradeId tradeIdScheme="remaining_trade_id" />
					<tradeId tradeIdScheme="platform_trade_id" />
					<tradeId tradeIdScheme="block_trade_id" />
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm" />
					<accountReference href="account1" />
					<relatedParty>
						<partyReference href="trade_source" />
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code" />
				</partyTradeInformation>
				<tradeDate>2018-02-22</tradeDate>
			</tradeHeader>
			<swap>
				<swapStream id="fixedLeg">
					<payerPartyReference href="clearing_firm" />
					<payerAccountReference href="account1" />
					<receiverPartyReference href="clearing_service" />
					<calculationPeriodDates id="fixedLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<paymentDates>
						<calculationPeriodDatesReference
							href="fixedLegCalcPeriodDates" />
						<paymentFrequency>
							<periodMultiplier>1</periodMultiplier>
							<period>T</period>
						</paymentFrequency>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<fixedRateSchedule>
								<initialValue>0.0064</initialValue>
							</fixedRateSchedule>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatLeg">
					<payerPartyReference href="clearing_service" />
					<receiverPartyReference href="clearing_firm" />
					<receiverAccountReference href="account1" />
					<calculationPeriodDates id="floatLegCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-02-22</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2019-02-20</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
					</calculationPeriodDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>35000000</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
								<spreadSchedule>
									<initialValue>0.00104</initialValue>
								</spreadSchedule>
							</floatingRateCalculation>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</trade>
		<party id="trade_source">
			<partyId />
		</party>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">123</partyId>
		</party>
		<party id="clearing_service">
			<partyId />
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">ACCOUNT</accountId>
			<servicingParty href="clearing_firm" />
		</account>
	</clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>
Zero Coupon for BRL
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="4054940" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<ns3:FpML xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ns2="http://www.w3.org/2000/09/xmldsig#"
          xmlns:ns3="http://www.cmegroup.com/otc-clearing/confirmation">
    <clearingConfirmed>
        <trade>
            <tradeHeader>
                <partyTradeIdentifier>
                    <partyReference href="clearing_service"/>
                    <tradeId tradeIdScheme="cme_trade_id"/>
                    <tradeId tradeIdScheme="remaining_trade_id"/>
                    <tradeId tradeIdScheme="platform_trade_id"/>
                    <tradeId tradeIdScheme="block_trade_id"/>
                    <tradeId tradeIdScheme="client_trade_id"/>
                </partyTradeIdentifier>
                <partyTradeInformation>
                    <partyReference href="clearing_firm"/>
                    <accountReference href="account1"/>
                    <relatedParty>
                        <partyReference href="trade_source"/>
                        <role>InputSource</role>
                    </relatedParty>
                    <category categoryScheme="cme_origin_code"/>
                </partyTradeInformation>
                <tradeDate>2011-09-06</tradeDate>
            </tradeHeader>
            <swap>
                <swapStream id="fixedLeg">
                    <payerPartyReference href="clearing_firm"/>
                    <payerAccountReference href="account1"/>
                    <receiverPartyReference href="clearing_service"/>
                    <calculationPeriodDates id="fixedLegCalcPeriodDates">
                        <effectiveDate>
                            <unadjustedDate>2011-09-06</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                            </dateAdjustments>
                            <adjustedDate>2011-09-06</adjustedDate>
                        </effectiveDate>
                        <terminationDate>
                            <unadjustedDate>2021-09-06</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                <businessCenters>
                                    <businessCenter>BRBD</businessCenter>
                                    <businessCenter>USNY</businessCenter>
                                </businessCenters>
                            </dateAdjustments>
                            <adjustedDate>2021-09-06</adjustedDate>
                        </terminationDate>
                        <calculationPeriodDatesAdjustments>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>BRBD</businessCenter>
                                <businessCenter>USNY</businessCenter>
                            </businessCenters>
                        </calculationPeriodDatesAdjustments>
                        <calculationPeriodFrequency>
                            <periodMultiplier>1</periodMultiplier>
                            <period>T</period>
                            <rollConvention>NONE</rollConvention>
                        </calculationPeriodFrequency>
                    </calculationPeriodDates>
                    <paymentDates>
                        <calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
                        <paymentFrequency>
                            <periodMultiplier>1</periodMultiplier>
                            <period>T</period>
                        </paymentFrequency>
                        <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                        <paymentDatesAdjustments>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>USNY</businessCenter>
                                <businessCenter>BRBD</businessCenter>
                            </businessCenters>
                        </paymentDatesAdjustments>
                    </paymentDates>
                    <calculationPeriodAmount>
                        <calculation>
                            <notionalSchedule>
                                <notionalStepSchedule>
                                    <currency>BRL</currency>
                                </notionalStepSchedule>
                            </notionalSchedule>
                            <futureValueNotional>
                                <amount>12345</amount>
                            </futureValueNotional>
                            <fixedRateSchedule>
                                <initialValue>0.03123</initialValue>
                            </fixedRateSchedule>
                            <dayCountFraction>BUS/252.FIXED</dayCountFraction>
                            <compoundingMethod>None</compoundingMethod>
                        </calculation>
                    </calculationPeriodAmount>
                    <cashflows>
                        <cashflowsMatchParameters>true</cashflowsMatchParameters>
                    </cashflows>
                </swapStream>
                <swapStream id="floatLeg">
                    <payerPartyReference href="clearing_service"/>
                    <receiverPartyReference href="clearing_firm"/>
                    <receiverAccountReference href="account1"/>
                    <calculationPeriodDates id="floatLegCalcPeriodDates">
                        <effectiveDate>
                            <unadjustedDate>2011-09-06</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>NONE</businessDayConvention>
                            </dateAdjustments>
                            <adjustedDate>2011-09-06</adjustedDate>
                        </effectiveDate>
                        <terminationDate>
                            <unadjustedDate>2021-09-06</unadjustedDate>
                            <dateAdjustments>
                                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                <businessCenters>
                                    <businessCenter>BRBD</businessCenter>
                                    <businessCenter>USNY</businessCenter>
                                </businessCenters>
                            </dateAdjustments>
                            <adjustedDate>2021-09-06</adjustedDate>
                        </terminationDate>
                        <calculationPeriodDatesAdjustments>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>BRBD</businessCenter>
                                <businessCenter>USNY</businessCenter>
                            </businessCenters>
                        </calculationPeriodDatesAdjustments>
                        <calculationPeriodFrequency>
                            <periodMultiplier>1</periodMultiplier>
                            <period>T</period>
                            <rollConvention>NONE</rollConvention>
                        </calculationPeriodFrequency>
                    </calculationPeriodDates>
                    <paymentDates>
                        <calculationPeriodDatesReference href="floatLegCalcPeriodDates"/>
                        <paymentFrequency>
                            <periodMultiplier>1</periodMultiplier>
                            <period>T</period>
                        </paymentFrequency>
                        <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                        <paymentDatesAdjustments>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>BRBD</businessCenter>
                                <businessCenter>USNY</businessCenter>
                            </businessCenters>
                        </paymentDatesAdjustments>
                    </paymentDates>
                    <resetDates id="floatLegResetDates">
                        <calculationPeriodDatesReference href="floatLegCalcPeriodDates"/>
                        <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                        <fixingDates>
                            <periodMultiplier>-2</periodMultiplier>
                            <period>D</period>
                            <dayType>Business</dayType>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>BRBD</businessCenter>
                                <businessCenter>USNY</businessCenter>
                            </businessCenters>
                            <dateRelativeTo href="floatLegResetDates"/>
                        </fixingDates>
                        <resetFrequency>
                            <periodMultiplier>1</periodMultiplier>
                            <period>D</period>
                        </resetFrequency>
                        <resetDatesAdjustments>
                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                            <businessCenters>
                                <businessCenter>BRBD</businessCenter>
                                <businessCenter>USNY</businessCenter>
                            </businessCenters>
                        </resetDatesAdjustments>
                    </resetDates>
                    <calculationPeriodAmount>
                        <calculation>
                            <notionalSchedule>
                                <notionalStepSchedule>
                                    <currency>BRL</currency>
                                </notionalStepSchedule>
                            </notionalSchedule>
                            <floatingRateCalculation>
                                <floatingRateIndex>BRL-CDI</floatingRateIndex>
                                <indexTenor>
                                    <periodMultiplier>1</periodMultiplier>
                                    <period>D</period>
                                </indexTenor>
                            </floatingRateCalculation>
                            <dayCountFraction>BUS/252.FIXED</dayCountFraction>
                            <compoundingMethod>None</compoundingMethod>
                        </calculation>
                    </calculationPeriodAmount>
                    <settlementProvision>
									<settlementCurrency>USD</settlementCurrency>
									<nonDeliverableSettlement>
										<referenceCurrency>BRL</referenceCurrency>
										<fxFixingDate>
											<periodMultiplier>-1</periodMultiplier>
											<period>D</period>
											<dayType>Business</dayType>
											<businessDayConvention>PRECEDING</businessDayConvention>
											<businessCenters>
												<businessCenter>BRBD</businessCenter>
												<businessCenter>USNY</businessCenter>
											</businessCenters>
											<dateRelativeToCalculationPeriodDates>
												<calculationPeriodDatesReference href="fixedLegTerminationDate"/>
											</dateRelativeToCalculationPeriodDates>
										</fxFixingDate>
										<settlementRateOption>BRL.PTAX/BRL09</settlementRateOption>
									</nonDeliverableSettlement>
								</settlementProvision>
                    <cashflows>
                        <cashflowsMatchParameters>true</cashflowsMatchParameters>
                    </cashflows>
                </swapStream>
            </swap>
        </trade>
        <party id="clearing_firm">
            <partyId partyIdScheme="clearing_member_firms">Test</partyId>
        </party>
        <party id="clearing_service">
            <partyId/>
        </party>
        <party id="trade_source">
            <partyId/>
        </party>
        <account id="account1">
            <accountId accountIdScheme="clearing_firm_accounts">1234</accountId>
            <servicingParty href="clearing_firm"/>
        </account>
    </clearingConfirmed>
</ns3:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>



Vanilla Swaptions FPML Request Schema 1.3
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.3" reqUserId="userid"><transaction portfolioId="0" type="TRADE"><payload encoding="STRING" format="FPML"><string>
<![CDATA[
<cme:FpML xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:cme="http://www.cmegroup.com/otc-clearing/confirmation" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#">
	<clearingConfirmed fpmlVersion="5-0">
		<header>
			<messageId messageIdScheme="cme_message_id">123456789</messageId>
			<sentBy messageAddressScheme="cme_clearingorg_id">CME</sentBy>
			<sendTo messageAddressScheme="cme_firm_id">123</sendTo>
			<sendTo messageAddressScheme="cme_exchange_id">CME</sendTo>
			<creationTimestamp>2016-02-15T06:33:06-06:00</creationTimestamp>
		</header>
		<trade>
			<tradeHeader xsi:type="cme:CMETradeHeader" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
				<partyTradeIdentifier>
					<partyReference href="clearing_service"/>
					<tradeId tradeIdScheme="cme_trade_id">123456</tradeId>
					<tradeId tradeIdScheme="client_trade_id">TEST</tradeId>
					<tradeId tradeIdScheme="platform_trade_id">TEST</tradeId>
					<tradeId tradeIdScheme="platform_side_id">TEST</tradeId>
					<tradeId tradeIdScheme="block_trade_id">TEST</tradeId>
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm"/>
					<accountReference href="account1"/>
					<relatedParty>
						<partyReference href="trade_source"/>
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code">HOUS</category>
				</partyTradeInformation>
				<tradeDate>2018-02-15</tradeDate>
				<clearedDate>2018-02-16</clearedDate>
				<cme:originatingEvent>NEW_TRADE</cme:originatingEvent>
				<cme:status>CLEARED</cme:status>
				<cme:universalSwapIdentifier>
					<cme:issuer issuerIdScheme="cftc_Namespace">1234567</cme:issuer>
					<cme:usi usiScheme="reg_trade_id">1234567</cme:usi>
				</cme:universalSwapIdentifier>
				<cme:creditLimitInformation/>
			</tradeHeader>
			<swaption>
				<buyerPartyReference href="clearing_service"/>
				<sellerPartyReference href="clearing_firm"/>
				<sellerAccountReference href="account1"/>
				<premium>
					<payerPartyReference href="clearing_service"/>
					<receiverPartyReference href="clearing_firm"/>
					<paymentAmount>
						<currency>USD</currency>
						<amount>2250.00</amount>
					</paymentAmount>
					<paymentDate>
						<unadjustedDate>2019-02-11</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</paymentDate>
					<paymentType>PREMIUM</paymentType>
				</premium>
				<europeanExercise>
					<expirationDate>
						<adjustableDate>
							<unadjustedDate>2019-04-15</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>PRECEDING</businessDayConvention>
								<businessCenters>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</adjustableDate>
					</expirationDate>
					<earliestExerciseTime>
						<hourMinuteTime>09:00:00</hourMinuteTime>
						<businessCenter>USNY</businessCenter>
					</earliestExerciseTime>
					<expirationTime>
						<hourMinuteTime>11:00:00</hourMinuteTime>
						<businessCenter>USNY</businessCenter>
					</expirationTime>
				</europeanExercise>
				<swaptionStraddle>false</swaptionStraddle>
				<swap>
					<swapStream id="fixedLeg">
						<payerPartyReference href="clearing_service"/>
						<receiverPartyReference href="clearing_firm"/>
						<receiverAccountReference href="account1"/>
						<calculationPeriodDates id="fixedCalcPeriodDates">
							<effectiveDate>
								<unadjustedDate>2019-04-19</unadjustedDate>
								<dateAdjustments>
									<businessDayConvention>NONE</businessDayConvention>
								</dateAdjustments>
							</effectiveDate>
							<terminationDate>
								<unadjustedDate>2024-04-19</unadjustedDate>
								<dateAdjustments>
									<businessDayConvention>MODFOLLOWING</businessDayConvention>
									<businessCentersReference href="fixedPrimaryBusinessCenters"/>
								</dateAdjustments>
							</terminationDate>
							<calculationPeriodDatesAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCentersReference href="fixedPrimaryBusinessCenters"/>
							</calculationPeriodDatesAdjustments>
							<calculationPeriodFrequency>
								<periodMultiplier>6</periodMultiplier>
								<period>M</period>
								<rollConvention>19</rollConvention>
							</calculationPeriodFrequency>
						</calculationPeriodDates>
						<paymentDates>
							<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
							<paymentFrequency>
								<periodMultiplier>6</periodMultiplier>
								<period>M</period>
							</paymentFrequency>
							<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
							<paymentDatesAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters id="fixedPrimaryBusinessCenters">
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</paymentDatesAdjustments>
						</paymentDates>
						<calculationPeriodAmount>
							<calculation>
								<notionalSchedule>
									<notionalStepSchedule>
										<initialValue>7500000.00</initialValue>
										<currency>USD</currency>
									</notionalStepSchedule>
								</notionalSchedule>
								<fixedRateSchedule>
									<initialValue>0.03</initialValue>
								</fixedRateSchedule>
								<dayCountFraction>30/360</dayCountFraction>
							</calculation>
						</calculationPeriodAmount>
						<cashflows>
							<cashflowsMatchParameters>true</cashflowsMatchParameters>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2019-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2019-04-19</adjustedStartDate>
									<adjustedEndDate>2019-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2019-04-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2019-10-19</adjustedStartDate>
									<adjustedEndDate>2019-04-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2020-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-04-19</adjustedStartDate>
									<adjustedEndDate>2020-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-04-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-10-19</adjustedStartDate>
									<adjustedEndDate>2021-04-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2022-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2022-04-19</adjustedStartDate>
									<adjustedEndDate>2022-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2022-04-23</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2021-10-19</adjustedStartDate>
									<adjustedEndDate>2022-04-23</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<fixedRate>0.03</fixedRate>
								</calculationPeriod>
							</paymentCalculationPeriod>
						</cashflows>
					</swapStream>
					<swapStream id="floatLeg">
						<payerPartyReference href="clearing_firm"/>
						<payerAccountReference href="account1"/>
						<receiverPartyReference href="clearing_service"/>
						<calculationPeriodDates id="floatingCalcPeriodDates">
							<effectiveDate>
								<unadjustedDate>2019-04-19</unadjustedDate>
								<dateAdjustments>
									<businessDayConvention>NONE</businessDayConvention>
								</dateAdjustments>
							</effectiveDate>
							<terminationDate>
								<unadjustedDate>2022-04-19</unadjustedDate>
								<dateAdjustments>
									<businessDayConvention>MODFOLLOWING</businessDayConvention>
									<businessCentersReference href="floatPrimaryBusinessCenters"/>
								</dateAdjustments>
							</terminationDate>
							<calculationPeriodDatesAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCentersReference href="floatPrimaryBusinessCenters"/>
							</calculationPeriodDatesAdjustments>
							<calculationPeriodFrequency>
								<periodMultiplier>3</periodMultiplier>
								<period>M</period>
								<rollConvention>19</rollConvention>
							</calculationPeriodFrequency>
						</calculationPeriodDates>
						<paymentDates>
							<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
							<paymentFrequency>
								<periodMultiplier>3</periodMultiplier>
								<period>M</period>
							</paymentFrequency>
							<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
							<paymentDatesAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters id="floatPrimaryBusinessCenters">
									<businessCenter>GBLO</businessCenter>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</paymentDatesAdjustments>
						</paymentDates>
						<resetDates id="floatingLegResetDates">
							<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
							<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
							<fixingDates>
								<periodMultiplier>-2</periodMultiplier>
								<period>D</period>
								<dayType>Business</dayType>
								<businessDayConvention>NONE</businessDayConvention>
								<businessCenters>
									<businessCenter>GBLO</businessCenter>
								</businessCenters>
								<dateRelativeTo href="floatingLegResetDates"/>
							</fixingDates>
							<resetFrequency>
								<periodMultiplier>3</periodMultiplier>
								<period>M</period>
							</resetFrequency>
							<resetDatesAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCentersReference href="floatPrimaryBusinessCenters"/>
							</resetDatesAdjustments>
						</resetDates>
						<calculationPeriodAmount>
							<calculation>
								<notionalSchedule>
									<notionalStepSchedule>
										<initialValue>7500000.00</initialValue>
										<currency>USD</currency>
									</notionalStepSchedule>
								</notionalSchedule>
								<floatingRateCalculation>
									<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
									<indexTenor>
										<periodMultiplier>3</periodMultiplier>
										<period>M</period>
									</indexTenor>
								</floatingRateCalculation>
								<dayCountFraction>ACT/360</dayCountFraction>
							</calculation>
						</calculationPeriodAmount>
						<cashflows>
							<cashflowsMatchParameters>true</cashflowsMatchParameters>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2019-07-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2019-04-19</adjustedStartDate>
									<adjustedEndDate>2019-07-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2019-04-15</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2019-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2019-07-19</adjustedStartDate>
									<adjustedEndDate>2019-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2019-07-15</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2020-01-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2022-10-19</adjustedStartDate>
									<adjustedEndDate>2022-01-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2023-10-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2020-04-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-01-19</adjustedStartDate>
									<adjustedEndDate>2020-04-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2020-01-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2020-07-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-04-19</adjustedStartDate>
									<adjustedEndDate>2020-07-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2020-04-13</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2020-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-07-19</adjustedStartDate>
									<adjustedEndDate>2020-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2020-07-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-01-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2020-10-19</adjustedStartDate>
									<adjustedEndDate>2021-01-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2020-10-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-04-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2021-01-19</adjustedStartDate>
									<adjustedEndDate>2021-04-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2019-01-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-07-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2021-04-19</adjustedStartDate>
									<adjustedEndDate>2021-07-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2021-04-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-10-19</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2021-07-19</adjustedStartDate>
									<adjustedEndDate>2021-10-19</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2021-07-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2021-01-22</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2021-10-19</adjustedStartDate>
									<adjustedEndDate>2022-01-22</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2021-10-17</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
							<paymentCalculationPeriod>
								<adjustedPaymentDate>2022-04-23</adjustedPaymentDate>
								<calculationPeriod>
									<adjustedStartDate>2022-01-22</adjustedStartDate>
									<adjustedEndDate>2022-04-23</adjustedEndDate>
									<notionalAmount>7500000.00</notionalAmount>
									<floatingRateDefinition>
										<rateObservation>
											<adjustedFixingDate>2022-01-18</adjustedFixingDate>
											<observedRate>0</observedRate>
										</rateObservation>
									</floatingRateDefinition>
								</calculationPeriod>
							</paymentCalculationPeriod>
						</cashflows>
					</swapStream>
				</swap>
			</swaption>
		</trade>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">123</partyId>
		</party>
		<party id="clearing_service">
			<partyId>CME</partyId>
		</party>
		<party id="trade_source">
			<partyId></partyId>
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">TEST</accountId>
			<servicingParty href="clearing_firm"/>
		</account>
	</clearingConfirmed>
</cme:FpML>
]]>
</string></payload></transaction></ns2:transactionReq>
Vanilla Swaptions FPML Response Schema 1.3
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="1234" type="TRADE" id="12345789">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ns3:CMETradeHeader&quot;&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;&gt;123456&lt;/tradeId&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;&gt;TEST&lt;/tradeId&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;&gt;HOUS&lt;/category&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2019-04-19&lt;/tradeDate&gt;&lt;ns3:status&gt;CLEARED&lt;/ns3:status&gt;&lt;/tradeHeader&gt;&lt;swaption&gt;&lt;buyerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;sellerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;premium&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;paymentAmount&gt;&lt;currency/&gt;&lt;amount&gt;2250.00&lt;/amount&gt;&lt;/paymentAmount&gt;&lt;paymentDate&gt;&lt;unadjustedDate&gt;2019-02-11&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2019-02-11&lt;/adjustedDate&gt;&lt;/paymentDate&gt;&lt;paymentType&gt;PREMIUM_FEE&lt;/paymentType&gt;&lt;/premium&gt;&lt;europeanExercise&gt;&lt;expirationDate&gt;&lt;adjustableDate&gt;&lt;unadjustedDate&gt;2019-04-15&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;PRECEDING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate/&gt;&lt;/adjustableDate&gt;&lt;/expirationDate&gt;&lt;/europeanExercise&gt;&lt;swaptionStraddle&gt;false&lt;/swaptionStraddle&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2019-04-19&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2019-04-19&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2024-04-19&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2024-04-19&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;19&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;7500000.00&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2019-04-19&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2019-04-19&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2022-04-19&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2022-04-19&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;19&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;7500000.00&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/swaption&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;123&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;TEST&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;</string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Examples by Product in FixML Format
Futures Request
<?xml version="1.0" encoding="UTF-8"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="">
<transaction portfolioId="3003233" type="TRADE">
<payload encoding="STRING" format="FIXML">
<string><![CDATA[
<FIXML xmlns="www.cmegroup.com/fixml50/1" v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
<TrdCaptRpt TrdTyp="22" LastQty="2013"><Instrmt ID="ED" Src="H" SecTyp="FUT" MMY="202103" PutCall="1" Exch="CME"/>
<RptSide Side="1" InptDev="API"><Pty ID="TEST2" R="4"/><Pty ID="TEST" R="24"/></RptSide></TrdCaptRpt></FIXML>]]></string>
</payload>
</transaction>
</ns2:transactionReq>

Futures Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.0" status="SUCCESS">
    <transaction portfolioId="3003233" type="TRADE" id="58867320">
        <payload encoding="STRING" format="FIXML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; v=&quot;5.0 SP2&quot; xv=&quot;109&quot; cv=&quot;CME.0001&quot; s=&quot;20090815&quot;&gt;&lt;TrdCaptRpt TrdTyp=&quot;22&quot; LastQty=&quot;2013&quot;&gt;&lt;Instrmt ID=&quot;ED&quot; Src=&quot;H&quot; SecTyp=&quot;FUT&quot; MMY=&quot;201803&quot; PutCall=&quot;1&quot; Exch=&quot;CME&quot;/&gt;&lt;RptSide Side=&quot;1&quot; InptDev=&quot;API&quot;&gt;&lt;Pty ID=&quot;223906&quot; R=&quot;4&quot;/&gt;&lt;Pty ID=&quot;SBSH-DRV-GFIL&quot; R=&quot;24&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>


FX (Forex)
<?xml version="1.0" encoding="UTF-8"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="">
    <transaction portfolioId="0" type="TRADE">
        <payload encoding="STRING" format="FIXML">
            <string>
                <![CDATA[
<FIXML xmlns="www.cmegroup.com/fixml50/1" xv="109" cv="CME.0001" s="20090815"> 
  <TrdCaptRpt LastQty="1000000.00" LastPx="1">
    <Instrmt SecTyp="FWD" MMY="20180320" Exch="CME" ID="EURJYC"/>
    <RptSide Side="2">
      <Pty ID="123" R="4"/> 
      <Pty ID="123" R="24"/>
    </RptSide>
  </TrdCaptRpt>
</FIXML>]]></string></payload></transaction></ns2:transactionReq>


FX Cleared Confirm
<?xml version="1.0" encoding="UTF-8"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2">
     <transaction portfolioId="0" type="TRADE">
         <payload encoding="STRING" format="FIXML">
             <string><![CDATA[<?xml version="1.0" encoding="UTF-8"?><FIXML xmlns="www.cmegroup.com/fixml50/1">
<TrdCaptRpt CalcCcyLastQty="1234" CopyMsgInd="Y" ExecID="1234" LastPx="130.0400000" LastQty="1000000" MLegRptTyp="1" MsgEvtSrc="CMESys" MtchID="1234" MtchStat="1" OrigTrdDt="2017-11-26" PxTyp="2" RptID="1234" RptRefID="123" RptTyp="1" TransTyp="0" TrdDt="2017-11-26" TrdHandlInst="5" TrdID="1234" TrdID2="1234" TrdTyp="22" TxnTm="2017-11-26T04:54:25-06:00" VenuTyp="X" VenueTyp="X">
<Hdr SID="CME" SSub="CME" Snt="2017-11-26T04:54:28-06:00" TID="123" TSub="CME"/>
<Instrmt CFI="CME" Exch="CME" ID="EURJYC" MMY="20180120" MatDt="2018-01-21" Mult="1" PxQteCcy="JPY" SecGrp="OTCFX" SecTyp="FWD" Src="H" Sym="EURJYCF620" UOM="EUR">
<Evnt Dt="2018-01-20" EventTyp="121"/>
<Evnt Dt="2018-01-22" EventTyp="13"/>
</Instrmt>
<RptSide AgrsrInd="Y" ClOrdID="1234" CustCpcty="4" InptDev="API" InptSrc="CPC" RiskChkStat="2" SesID="RTH" SesSub="X" Side="1">
<Pty ID="CME" R="21"/>
<Pty ID="123" R="4"/>
<Pty ID="CME" R="22"/>
<Pty ID="123" R="1"/>
<Pty ID="1234" R="24">
<Sub ID="1" Typ="26"/>
</Pty>
<Pty ID="1234" R="38">
<Sub ID="1" Typ="26"/>
</Pty>
<Pty ID="1234" R="30">
<Sub ID="1234" Typ="5"/>
</Pty>
<Pty ID="abcd" R="62">
<Sub ID="abcd" Typ="9"/>
</Pty>
<Pty ID="abcd" R="7">
<Sub ID="abcd" Typ="5"/>
<Sub ID="1234" Typ="100"/>
</Pty>
<Pty ID="abcd" R="16"/>
<RegTrdID Evnt="2" ID="abcd" Src="123" Typ="0"/>
<TrdRegTS TS="2017-11-26T04:53:00-06:00" Typ="1"/>
</RptSide>
</TrdCaptRpt>
</FIXML>
]]></string>
         </payload>
     </transaction>
</ns2:transactionReq>


FX Options FIXML
<?xml version="1.0" encoding="UTF-8"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="">
 <transaction portfolioId="0" type="TRADE">
  <payload encoding="STRING" format="FIXML">
   <string><![CDATA[
<FIXML xmlns="www.cmegroup.com/fixml50/1" xv="109" cv="CME.0001" s="20090815"> 
<TrdCaptRpt LastQty="1000000.00" CalcCcyLastQty="11266.80" LastPx="1.12668">
<Instrmt SecTyp="OPT" StrkPx="1.12668" PutCall="0" MMY="20180320" Exch="CME" ID="EURJYC"/>
<Pmt Typ="10" Amt="-125000.00" Ccy="USD" Dt="2016-09-29"/>
<RptSide Side="2">
<Pty ID="123" R="4"/> 
<Pty ID="123" R="24"/>
</RptSide>
</TrdCaptRpt>
</FIXML>]]></string>
  </payload>
 </transaction>
</ns2:transactionReq>


FX Options Cleared Confirm
<?xml version="1.0" encoding="UTF-8"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="">
     <transaction portfolioId="0" type="TRADE">
 	 <payload encoding="STRING" format="FIXML">
 	     <string><![CDATA[<?xml version="1.0" encoding="UTF-8"?><FIXML v="5.0" s="20040109" r="20030618">
<TrdCaptRpt RptID="1234" TrdTyp="22" MtchID="1234" ExecID="1234" PxTyp="2" TrdDt="2016-09-02" MsgEvtSrc="CMESys" RptRefID="1234" LastQty="10000.00" CalcCcyLastQty="11266.80" LastPx="1.12668" TxnTm="2016-09-02T02:24:52" OrigTrdDt="2016-09-02" VenuTyp="X" TransTyp="2" RptTyp="0" MtchStat="0" TrdHandlInst="0" BizDt="2016-09-02" MLegRptTyp="1" TrdRptStat="0" TrdID="1234" TrdID2="1234" LastUpdateTm="2016-09-02T01:24:53.053-05:00">
<Hdr Snt="2016-09-02T01:24:53.053-05:00" SID="CME" TID="987" SSub="CME" TSub="CME"/>
<Instrmt StrkPx="1.12668" PutCall="0" CFI="OPECCN" SecGrp="OTCFX" Sym="EURUSCU628" ID="EURUSC" SecTyp="OPT" Src="H" MMY="20190928" MatDt="2019-09-29" Mult="1" Exch="CME" PxQteCcy="USD" UOM="EUR" ExerStyle="0" SettlMeth="C" FnlSettlCcy="USD">
<Pmt Typ="10" Amt="-125000.00" Ccy="USD" Dt="2019-09-29"/>
<Evnt EventTyp="121" Dt="2016-09-28"/>
<Evnt EventTyp="13" Dt="2016-09-30"/>
</Instrmt>
<RptSide Side="1" ClOrdID="CCPC_1234" InptSrc="CPC" InptDev="UI" CustCpcty="4" SesID="RTH" SesSub="X" AgrsrInd="Y" RiskChkStat="3" AllocChngStat="0">
<Pty ID="CME" R="21"/>
<Pty ID="TEST3" R="24">
<Sub Typ="26" ID="2"/>
</Pty>
<Pty ID="AccT3" R="16">
<Sub Typ="5" ID="1234"/>
</Pty>
<Pty ID="ACCT2" R="7">
<Sub Typ="100" ID="1234"/>
</Pty>
<Pty ID="ACCT1" R="7">
<Sub Typ="5" ID="123"/>
</Pty>
<Pty ID="987" R="1"/>
<Pty ID="CME" R="22"/>
<Pty ID="TEST3" R="38">
<Sub Typ="26" ID="2"/>
</Pty>
<Pty ID="987" R="4"/>
<RegTrdID ID="CPC123" Src="123" Typ="0" Evnt="2"/>
<TrdRegTS TS="2016-09-02T01:24:28.028-05:00" Typ="1"/>
</RptSide>
</TrdCaptRpt>
</FIXML>
]]></string>
 	 </payload>
     </transaction>
</ns2:transactionReq> 
Examples by Product in csv Format
Vanilla IRS (Interest Rate Swap) Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid"><transaction portfolioId="0" type="TRADE" id="0"><payload encoding="STRING" format="CSV"><string>Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread,FV_Notional
Test,1234,1D BRL,ZERO_COUPON,BRL,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,1T,NONE,BRL-CDI,N/A,1T,NONE,N/A,N/A,"10,122,780"
Test,1234,Vanilla ,Vanilla ,USD,9/22/2016,9/22/2026,"100,000,000",P,0.03123,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A,
Test,1234,OIS ,OIS ,USD,9/22/2016,9/22/2026,"10,000,000",P,0.03123,N/A,N/A,1T,NONE,USD-Federal Funds-H.15-OIS-COMPOUND,N/A,1T,NONE,N/A,N/A,
Test,1234,ZERO_COUPON,ZERO_COUPON,USD,9/22/2016,9/22/2026,"10,000,000",P,0.03123,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,3M,NONE,N/A,N/A,
Test,1234,FRA,FRA,EUR,9/16/2018,12/16/2019,"10,000,000",P,0.0048,EUR-EURIBOR-Reuters,3M,N/A,N/A,N/A,N/A,N/A,N/A,N/A,N/A,
Test,1234,Basis ,Basis ,EUR,9/22/2016,9/22/2026,"10,000,000",P,N/A,EUR-EURIBOR-Reuters,3M,3M,NONE,EUR-EURIBOR-Reuters,1M,1M,NONE,0.002463,0.023576,
Test,1234,OIS ,OIS ,INR,9/22/2016,9/22/2018,"10,000,000",P,0.03123,N/A,N/A,1Y,NONE,INR-FBIL-MIBOR-OIS-COMPOUND,N/A,1Y,NONE,N/A,N/A,
Test,1234,Vanilla ,Vanilla ,KRW,9/22/2016,9/22/2020,"100,000,000",P,0.03123,N/A,N/A,3M,NONE,KRW-CD-KSDA-Bloomberg,3M,3M,NONE,N/A,N/A,
</string></payload></transaction></ns2:transactionReq>
Vanilla IRS ( Interest Rate Swap) Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="123" type="TRADE" id="26412961">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2011-09-06&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
    <transaction portfolioId="123" type="TRADE" id="26412962">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2011-09-06&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo 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href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;CHZU&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;CHF&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;CHF-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>


Vanilla VNS (Variable Notional Swap) Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid"><transaction portfolioId="${marginPortfolio}" type="TRADE" id="0"><payload encoding="STRING" format="CSV"><string>Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,NotionalType,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod
Test,1234,5678,Vanilla ,USD,6/18/2013,6/18/2025,Schedule,"23,000,000.00",P,0.03123,N/A,N/A,3M,NONE,USD-LIBOR-BBA,3M,3M,FLAT
Cleared Trade ID,Step Date,Step Value
5678,6/18/2013,"23,000,000.00"
5678,9/18/2013,"22,950,000.00"
5678,12/18/2013,"22,470,832.98"
5678,3/18/2014,"21,991,665.97"
5678,6/18/2014,"21,512,498.95"
5678,9/18/2014,"21,033,331.93"
5678,12/18/2014,"20,554,164.91"
5678,3/18/2015,"20,074,997.90"
5678,6/18/2015,"19,595,830.88"
5678,9/18/2015,"19,116,663.86"
5678,12/18/2015,"18,637,496.84"
5678,3/18/2016,"18,158,329.83"
5678,6/18/2016,"17,679,162.81"
5678,9/18/2016,"17,199,995.79"
5678,12/18/2016,"16,720,828.77"
5678,3/18/2017,"16,241,661.76"
5678,6/18/2017,"15,762,494.74"
5678,9/18/2017,"15,283,327.72"
5678,12/18/2017,"14,804,160.70"
5678,3/18/2018,"14,324,993.69"
5678,6/18/2018,"13,845,826.67"
5678,9/18/2018,"13,366,659.65"
5678,12/18/2018,"12,887,492.63"
5678,3/18/2019,"12,408,325.62"
5678,6/18/2019,"11,929,158.60"
5678,9/18/2019,"11,449,991.58"
5678,12/18/2019,"10,970,824.56"
5678,3/18/2020,"10,491,657.55"
5678,6/18/2020,"10,012,490.53"
5678,9/18/2020,"9,533,323.51"
5678,12/18/2020,"9,054,156.49"
5678,3/18/2021,"8,574,989.48"
5678,6/18/2021,"8,095,822.46"
5678,9/18/2021,"7,616,655.44"
5678,12/18/2021,"7,137,488.43"
5678,3/18/2022,"6,658,321.41"
5678,6/18/2022,"6,179,154.39"
5678,9/18/2022,"5,699,987.37"
5678,12/18/2022,"5,220,820.36"
5678,3/18/2023,"4,741,653.34"
5678,6/18/2023,"4,262,486.32"
5678,9/18/2023,"3,783,319.30"
5678,12/18/2023,"3,304,152.29"
5678,3/18/2024,"2,824,985.27"
5678,6/18/2024,"2,345,818.25"
5678,9/18/2024,"1,866,651.23"
5678,12/18/2024,"1,387,484.22"
5678,3/18/2025,"908,317.20"
</string></payload></transaction></ns2:transactionReq>
Vanilla VNS (Variable Notional Swap) Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="123" type="TRADE" id="26412974">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2013-06-18&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2013-06-18&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2013-06-18&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-06-18&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-06-18&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;18&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;23000000.00&lt;/initialValue&gt;&lt;step&gt;&lt;stepDate&gt;2013-06-18&lt;/stepDate&gt;&lt;stepValue&gt;23000000.00&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2013-09-18&lt;/stepDate&gt;&lt;stepValue&gt;22950000.00&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2013-12-18&lt;/stepDate&gt;&lt;stepValue&gt;22470832.98&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-03-18&lt;/stepDate&gt;&lt;stepValue&gt;21991665.97&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-06-18&lt;/stepDate&gt;&lt;stepValue&gt;21512498.95&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-09-18&lt;/stepDate&gt;&lt;stepValue&gt;21033331.93&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-12-18&lt;/stepDate&gt;&lt;stepValue&gt;20554164.91&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-03-18&lt;/stepDate&gt;&lt;stepValue&gt;20074997.90&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-06-18&lt;/stepDate&gt;&lt;stepValue&gt;19595830.88&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-09-18&lt;/stepDate&gt;&lt;stepValue&gt;19116663.86&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-12-18&lt;/stepDate&gt;&lt;stepValue&gt;18637496.84&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-03-18&lt;/stepDate&gt;&lt;stepValue&gt;18158329.83&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-06-18&lt;/stepDate&gt;&lt;stepValue&gt;17679162.81&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-09-18&lt;/stepDate&gt;&lt;stepValue&gt;17199995.79&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-12-18&lt;/stepDate&gt;&lt;stepValue&gt;16720828.77&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-03-18&lt;/stepDate&gt;&lt;stepValue&gt;16241661.76&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-06-18&lt;/stepDate&gt;&lt;stepValue&gt;15762494.74&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-09-18&lt;/stepDate&gt;&lt;stepValue&gt;15283327.72&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-12-18&lt;/stepDate&gt;&lt;stepValue&gt;14804160.70&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-03-18&lt;/stepDate&gt;&lt;stepValue&gt;14324993.69&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-06-18&lt;/stepDate&gt;&lt;stepValue&gt;13845826.67&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-09-18&lt;/stepDate&gt;&lt;stepValue&gt;13366659.65&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-12-18&lt;/stepDate&gt;&lt;stepValue&gt;12887492.63&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-03-18&lt;/stepDate&gt;&lt;stepValue&gt;12408325.62&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-06-18&lt;/stepDate&gt;&lt;stepValue&gt;11929158.60&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-09-18&lt;/stepDate&gt;&lt;stepValue&gt;11449991.58&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-12-18&lt;/stepDate&gt;&lt;stepValue&gt;10970824.56&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-03-18&lt;/stepDate&gt;&lt;stepValue&gt;10491657.55&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-06-18&lt;/stepDate&gt;&lt;stepValue&gt;10012490.53&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-09-18&lt;/stepDate&gt;&lt;stepValue&gt;9533323.51&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-12-18&lt;/stepDate&gt;&lt;stepValue&gt;9054156.49&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-03-18&lt;/stepDate&gt;&lt;stepValue&gt;8574989.48&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-06-18&lt;/stepDate&gt;&lt;stepValue&gt;8095822.46&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-09-18&lt;/stepDate&gt;&lt;stepValue&gt;7616655.44&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-12-18&lt;/stepDate&gt;&lt;stepValue&gt;7137488.43&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-03-18&lt;/stepDate&gt;&lt;stepValue&gt;6658321.41&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-06-18&lt;/stepDate&gt;&lt;stepValue&gt;6179154.39&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-09-18&lt;/stepDate&gt;&lt;stepValue&gt;5699987.37&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-12-18&lt;/stepDate&gt;&lt;stepValue&gt;5220820.36&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-03-18&lt;/stepDate&gt;&lt;stepValue&gt;4741653.34&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-06-18&lt;/stepDate&gt;&lt;stepValue&gt;4262486.32&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-09-18&lt;/stepDate&gt;&lt;stepValue&gt;3783319.30&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-12-18&lt;/stepDate&gt;&lt;stepValue&gt;3304152.29&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-03-18&lt;/stepDate&gt;&lt;stepValue&gt;2824985.27&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-06-18&lt;/stepDate&gt;&lt;stepValue&gt;2345818.25&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-09-18&lt;/stepDate&gt;&lt;stepValue&gt;1866651.23&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-12-18&lt;/stepDate&gt;&lt;stepValue&gt;1387484.22&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2025-03-18&lt;/stepDate&gt;&lt;stepValue&gt;908317.20&lt;/stepValue&gt;&lt;/step&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2013-06-18&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2013-06-18&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-06-18&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-06-18&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;18&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;23000000.00&lt;/initialValue&gt;&lt;step&gt;&lt;stepDate&gt;2013-06-18&lt;/stepDate&gt;&lt;stepValue&gt;23000000.00&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2013-09-18&lt;/stepDate&gt;&lt;stepValue&gt;22950000.00&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2013-12-18&lt;/stepDate&gt;&lt;stepValue&gt;22470832.98&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-03-18&lt;/stepDate&gt;&lt;stepValue&gt;21991665.97&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-06-18&lt;/stepDate&gt;&lt;stepValue&gt;21512498.95&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-09-18&lt;/stepDate&gt;&lt;stepValue&gt;21033331.93&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2014-12-18&lt;/stepDate&gt;&lt;stepValue&gt;20554164.91&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-03-18&lt;/stepDate&gt;&lt;stepValue&gt;20074997.90&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-06-18&lt;/stepDate&gt;&lt;stepValue&gt;19595830.88&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-09-18&lt;/stepDate&gt;&lt;stepValue&gt;19116663.86&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2015-12-18&lt;/stepDate&gt;&lt;stepValue&gt;18637496.84&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-03-18&lt;/stepDate&gt;&lt;stepValue&gt;18158329.83&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-06-18&lt;/stepDate&gt;&lt;stepValue&gt;17679162.81&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-09-18&lt;/stepDate&gt;&lt;stepValue&gt;17199995.79&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2016-12-18&lt;/stepDate&gt;&lt;stepValue&gt;16720828.77&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-03-18&lt;/stepDate&gt;&lt;stepValue&gt;16241661.76&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-06-18&lt;/stepDate&gt;&lt;stepValue&gt;15762494.74&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-09-18&lt;/stepDate&gt;&lt;stepValue&gt;15283327.72&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2017-12-18&lt;/stepDate&gt;&lt;stepValue&gt;14804160.70&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-03-18&lt;/stepDate&gt;&lt;stepValue&gt;14324993.69&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-06-18&lt;/stepDate&gt;&lt;stepValue&gt;13845826.67&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-09-18&lt;/stepDate&gt;&lt;stepValue&gt;13366659.65&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2018-12-18&lt;/stepDate&gt;&lt;stepValue&gt;12887492.63&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-03-18&lt;/stepDate&gt;&lt;stepValue&gt;12408325.62&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-06-18&lt;/stepDate&gt;&lt;stepValue&gt;11929158.60&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-09-18&lt;/stepDate&gt;&lt;stepValue&gt;11449991.58&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2019-12-18&lt;/stepDate&gt;&lt;stepValue&gt;10970824.56&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-03-18&lt;/stepDate&gt;&lt;stepValue&gt;10491657.55&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-06-18&lt;/stepDate&gt;&lt;stepValue&gt;10012490.53&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-09-18&lt;/stepDate&gt;&lt;stepValue&gt;9533323.51&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2020-12-18&lt;/stepDate&gt;&lt;stepValue&gt;9054156.49&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-03-18&lt;/stepDate&gt;&lt;stepValue&gt;8574989.48&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-06-18&lt;/stepDate&gt;&lt;stepValue&gt;8095822.46&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-09-18&lt;/stepDate&gt;&lt;stepValue&gt;7616655.44&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2021-12-18&lt;/stepDate&gt;&lt;stepValue&gt;7137488.43&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-03-18&lt;/stepDate&gt;&lt;stepValue&gt;6658321.41&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-06-18&lt;/stepDate&gt;&lt;stepValue&gt;6179154.39&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-09-18&lt;/stepDate&gt;&lt;stepValue&gt;5699987.37&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2022-12-18&lt;/stepDate&gt;&lt;stepValue&gt;5220820.36&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-03-18&lt;/stepDate&gt;&lt;stepValue&gt;4741653.34&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-06-18&lt;/stepDate&gt;&lt;stepValue&gt;4262486.32&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-09-18&lt;/stepDate&gt;&lt;stepValue&gt;3783319.30&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2023-12-18&lt;/stepDate&gt;&lt;stepValue&gt;3304152.29&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-03-18&lt;/stepDate&gt;&lt;stepValue&gt;2824985.27&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-06-18&lt;/stepDate&gt;&lt;stepValue&gt;2345818.25&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-09-18&lt;/stepDate&gt;&lt;stepValue&gt;1866651.23&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2024-12-18&lt;/stepDate&gt;&lt;stepValue&gt;1387484.22&lt;/stepValue&gt;&lt;/step&gt;&lt;step&gt;&lt;stepDate&gt;2025-03-18&lt;/stepDate&gt;&lt;stepValue&gt;908317.20&lt;/stepValue&gt;&lt;/step&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>
ZCS with BRL Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid">
	<transaction portfolioId="${marginPortfolio}" type="TRADE" id="0"><payload encoding="STRING" format="CSV">
    	<string>Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread,FV_Notional
Test,1234,1D BRL,ZERO_COUPON,BRL,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,1T,NONE,BRL-CDI,N/A,1T,NONE,N/A,N/A,1234
</string></payload></transaction></ns2:transactionReq>
ZCS with BRL Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.0" status="SUCCESS">
    <transaction portfolioId="759756" type="TRADE" id="22253996">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2011-09-06&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;FOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;T&lt;/period&gt;&lt;rollConvention&gt;NONE&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;T&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDaysOffset&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;/paymentDaysOffset&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;FOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;BRL&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;futureValueNotional&gt;&lt;amount&gt;1234&lt;/amount&gt;&lt;/futureValueNotional&gt;&lt;dayCountFraction&gt;BUS/252&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;FOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;T&lt;/period&gt;&lt;rollConvention&gt;NONE&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;T&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDaysOffset&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;/paymentDaysOffset&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;FOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;0&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;businessDayConvention&gt;PRECEDING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;FOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;BRBD&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;BRL&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;BRL-CDI&lt;/floatingRateIndex&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;BUS/252&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;</string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Vanilla Swaptions CSV Example Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid">
<transaction portfolioId="0" type="TRADE" id="0">
  <payload encoding="STRING" format="CSV">
    <string>Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,FV_Notional,Direction,Fixed Rate,BUY_SELL,PREMIUM_PAYMENT_AMOUNT,PREMIUM_PAYMENT_DATE,EXPIRATION_DATE
Swaption,All_Direction_SimpleUpload,3M USD,VANILLA_SWAPTION,USD,9/8/2017,9/8/2025,"100,000,000",N/A,P,0.03123,BUY,10000000,9/6/2021,9/6/2017
Swaption,All_Direction_SimpleUpload,3M USD,VANILLA_SWAPTION,USD,9/8/2017,9/8/2025,"100,000,000",N/A,R,0.03123,BUY,10000000,9/6/2021,9/6/2017
</string>
  </payload>
</transaction>
</ns2:transactionReq>
Vanilla Swaptions Example Response


<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="804528" type="TRADE" id="25937185">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ns3:CMETradeHeader&quot;&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;&gt;3M USD&lt;/tradeId&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2017-09-08&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swaption&gt;&lt;buyerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;sellerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;premium&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;paymentAmount&gt;&lt;currency/&gt;&lt;amount&gt;10000000&lt;/amount&gt;&lt;/paymentAmount&gt;&lt;paymentDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/paymentDate&gt;&lt;paymentType&gt;PREMIUM_FEE&lt;/paymentType&gt;&lt;/premium&gt;&lt;europeanExercise&gt;&lt;expirationDate&gt;&lt;adjustableDate&gt;&lt;unadjustedDate&gt;2017-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate/&gt;&lt;/adjustableDate&gt;&lt;/expirationDate&gt;&lt;/europeanExercise&gt;&lt;swaptionStraddle&gt;false&lt;/swaptionStraddle&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2017-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2017-09-08&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-09-08&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;8&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2017-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2017-09-08&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-09-08&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;8&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/swaption&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Swaption&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;All_Direction_SimpleUpload&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;</string>
        </payload>
    </transaction>
    <transaction portfolioId="804528" type="TRADE" id="25937186">
        <payload encoding="STRING" format="FPML">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ns3:CMETradeHeader&quot;&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;&gt;3M USD&lt;/tradeId&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2017-09-08&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swaption&gt;&lt;buyerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;sellerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;premium&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;paymentAmount&gt;&lt;currency/&gt;&lt;amount&gt;10000000&lt;/amount&gt;&lt;/paymentAmount&gt;&lt;paymentDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/paymentDate&gt;&lt;paymentType&gt;PREMIUM_FEE&lt;/paymentType&gt;&lt;/premium&gt;&lt;europeanExercise&gt;&lt;expirationDate&gt;&lt;adjustableDate&gt;&lt;unadjustedDate&gt;2017-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate/&gt;&lt;/adjustableDate&gt;&lt;/expirationDate&gt;&lt;/europeanExercise&gt;&lt;swaptionStraddle&gt;false&lt;/swaptionStraddle&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2017-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2017-09-08&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-09-08&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;8&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2017-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2017-09-08&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2025-09-08&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2025-09-08&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;8&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/swaption&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Swaption&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;All_Direction_SimpleUpload&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;</string>
        </payload>
    </transaction>
</ns2:transactionRpt>




Delta Ladder Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
    <transaction portfolioId="${marginPortfolio}" type="DELTA_LADDER" id="0">
        <payload encoding="STRING" format="CSV">
            <string>Value Date,CMF,PB Account,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
10/24/2013,test1,999,AUD_BBSW_6M_ERS,,32.0105455,64.58305936,31.13621844,20.35769193,15.41416217,96.80729233,75.32927274,25.67151709,24.23397357,0.687566587,9.694415416,58.80629205,31.95172325,15.3822619,79.15949202,32.98592737,94.26023515,17.7372275,20.18054008,15.11060597,42.29062295,33,44
</string>
        </payload>
    </transaction>
</ns2:transactionReq>
Delta Ladder Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <margin asOfTime="2014-10-27T00:00:00+00:00" portfolioId="2920719" settleQual="FINAL" settleInd="Y" id="2216021" createTime="2014-10-28T20:40:41+00:00" updateTime="2014-10-28T20:40:41+00:00">
        <amounts ccy="USD" conc="0" init="25143.1373928026" maint="25143.1373928026"/>
    </margin>
</ns2:marginRpt>


FX (Forex) Request
<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
<transaction portfolioId="0" type="TRADE" id="0">
<payload encoding="STRING" format="CSV">
<string>
Firm,Account,Cleared Trade ID,Ticker,Buy Sell,Base Currency Notional,Trade Price,Forward Fixing date,Origin,Put_Call,Option Expiration Date,Premium Amount,Premium Date
Sample,Account1,FWD1,AUDJPY,B,10000000,82,9/17/2019,HOUS,,,,
Sample,Account1,FWD2,USDBRL,S,100000,3.35,1/9/2019,HOUS,,,,
Sample,Account1,FWD3,USDINR,B,456000,65.22,12/11/2019,CUST,,,,
Sample,Account1,FWD4,USDKRW,S,100000,1065.89,2/15/2019,CUST,,,,
Sample,Account1,FWD5,USDCNY,B,500000,6.299,3/13/2019,CUST,,,,
</string>
</payload>
</transaction>
</ns2:transactionReq>


FX (Forex) Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction type="TRADE" portfolioId="10386346" id="156593473">
        <payload format="FIXML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; s=&quot;20090815&quot; cv=&quot;CME.0001&quot; xv=&quot;109&quot; v=&quot;5.0 SP2&quot;&gt;&lt;TrdCaptRpt LastQty=&quot;1000000&quot;&gt;&lt;Instrmt Exch=&quot;CME&quot; MMY=&quot;201612&quot; SecTyp=&quot;FWD&quot;/&gt;&lt;RptSide InptDev=&quot;API&quot;&gt;&lt;Pty R=&quot;4&quot; ID=&quot;test&quot;/&gt;&lt;Pty R=&quot;24&quot; ID=&quot;test&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10386346" id="156593474">
        <payload format="FIXML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; s=&quot;20090815&quot; cv=&quot;CME.0001&quot; xv=&quot;109&quot; v=&quot;5.0 SP2&quot;&gt;&lt;TrdCaptRpt LastQty=&quot;1000000&quot;&gt;&lt;Instrmt Exch=&quot;CME&quot; MMY=&quot;201612&quot; SecTyp=&quot;FWD&quot;/&gt;&lt;RptSide InptDev=&quot;API&quot;&gt;&lt;Pty R=&quot;4&quot; ID=&quot;test&quot;/&gt;&lt;Pty R=&quot;24&quot; ID=&quot;test&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>


FX Option CSV Request
<?xml version="1.0" encoding="UTF-8"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="COMPLETE">
<transaction portfolioId="1234" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>Firm ,Account ,Cleared Trade ID ,Ticker ,Buy Sell,Base Currency Notional,Trade Price ,Forward Fixing date,Origin,Put_Call,Option Expiration Date,Premium Amount,Premium Date
987,TESTACCT1,5011570,USDJPY,B,10000,111,,HOUS,P,12/27/2018,-10000,12/28/2018
</string>
</payload>
</transaction>
</ns2:transactionReq>


FX Options TR Request
<?xml version="1.0" encoding="UTF-8"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" processingMode="COMPLETE">
<transaction portfolioId="1234" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>Bus_Date,Trade_Date,Clear_Date,Exch,Product_Type,Product_Code,Setl_Cur,CVF,Period,Deliv_Date,Setl_Date,Buy_Sell,Qty,Discount,Setl_Price,Trade_Price,MTM_Amt,Deliv_Cash,Deliv,CO,CMF,PA,Seg,TMF_Exch,TMF,Origin,Broker,Cust_Acct,CTI,Order_ID,Trade_ID,ALLOC_IND,Variation,MTM_UnDisc,PAA,Exec_ID,Exec_ID2,SetlMeth,ValMeth,UOM,UOMCCy,PxQteCcy,FnlSettlCcy,Fix_Date,Contra_Qty,ORIGINAL_TRADE_DATE,Reg_Trd_ID,InvoiceAmt,AllocID2,Status, Originating_Event, Terminating_Event,Netting_ID,Fee_Type,Fee_Amt,Fee_Date,Asset_Class,CFI,Put_Call,Expiration_Date,Prem_Amt,Prem_Date,Delta,Gamma,Theta,Vega
1/17/2017,1/17/2017,1/17/2017,CME,OPT,USDJYC,JPY,1,20171227,12/29/2017,12/28/2017,B,10000,0.999703246,113.765,111,27650,0,10000,CME,987,TESTACCT1,HOUS ,CME,987,HOUS,,TESTACCT1,4,CCPC_1234,1234,N,-0.29,140.42,-0.19,3340925,3340925,CASH,OPTCI,Ccy,USD,JPY,JPY,,1110000,7/5/2016,CPC1234,0,1234,CLEARED,NEW_TRADE,,USDJPY50115700.1,,,,OTCFX,OPECCN,P,12/27/2017,-10000,12/28/2017,-41.69,-0.61,34.96,-161.5
1/17/2017,1/17/2017,1/17/2017,CME,OPT,EURUSC,USD,1,20171227,12/29/2017,12/28/2017,B,10000000,0.992003518,1.059,1.06,-10000,0,10000000,CME,987,TESTACCT1,HOUS,CME,987,HOUS,,TESTACCT1,4,C1234,1234,N,259666.23,261759.38,0.07,3426476,3426476,CASH,OPTCI,Ccy,EUR,USD,USD,,10600000,7/5/2016,CPC12345,0,12345,CLEARED,NEW_TRADE,,EURUSD50115710.2,,,,OTCFX,OPECCN,P,12/27/2017,-15000,12/28/2017,-42.39,-2.53,28.66,-70.03
1/17/2017,1/17/2017,1/17/2017,CME,OPT,GBPUSC,USD,1,20171227,12/29/2017,12/28/2017,B,10000000,0.992003518,1.2265,1.24,-135000,0,10000000,CME,987,TESTACCT1,HOUS,CME,987,HOUS,,TESTACCT1,4,C12345,1234,N,259666.23,261759.38,0.94,3426477,3426477,CASH,OPTCI,Ccy,GBP,USD,USD,,12400000,7/5/2016,CPC123456,0,123456,CLEARED,TRANSFER_IN,,GBPUSD50115720.3,TRANSFER_FEE,-259666.23,1/18/2017,OTCFX,OCECCN,C,12/27/2017,-12500,12/28/2017,-0.01,0,0.02,-0.03
</string>
</payload>
</transaction>
</ns2:transactionReq>
Futures & Options
<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
<transaction portfolioId="0" type="TRADE" id="0"><payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,test,CME,GEU3,EURODOLLAR FUTURES,ED,202309,,,,-54461,
Test,test,CME,GEU9,EURODOLLAR FUTURES,ED,201909,,,,-123456,
Test,test,CME,GEH0,EURODOLLAR FUTURES,ED,202003,,,,-75406,
Test,test,CME,GEZ4,EURODOLLAR FUTURES,ED,202412,,,,-70732,
</string>
</payload>
</transaction>
</ns2:transactionReq>
Examples Adding Multiple Rates Products in One Request

These examples show the REQUEST to ADD TRANSACTIONS to an existing portfolio.  The RESPONSE is the subsequent MARGIN RESPONSE when you send a MARGIN GET.  The flow of the calls would be:

Delta Ladder and Futures Request
<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
<transaction portfolioId="9450453" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Value Date,CMF ID,PB Account ID,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
5/1/2015,TEST123,TEST,EUR_EONIA_1D_ERS,EUR,76.68712171,46.3058966,71.04005718,53.27827004,25.39266363,4.119744453,57.62719439,69.97975366,81.09153774,46.5451721,4.785928438,20.31804886,23.04591031,82.39499211,58.58227324,54.25518629,8.643396615,45.15384983,62.78940146,19.8988237,96.95792044,99.0835109,67.01002732
</string>
</payload>
</transaction>
<transaction portfolioId="9450453" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,123,CME,GEZ9,,ED,201912,,,,1000,FUT
</string>
</payload>
</transaction>
</ns2:transactionReq>
Delta Ladder and Futures Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction type="DELTA_LADDER" portfolioId="10389211" id="156618800">
        <payload format="CSV" encoding="STRING">
            <string>&quot;Value Date&quot;,&quot;CMF&quot;,&quot;PB Account&quot;,&quot;Curve Name&quot;,&quot;Currency&quot;,&quot;91D&quot;,&quot;183D&quot;,&quot;274D&quot;,&quot;365D&quot;,&quot;457D&quot;,&quot;548D&quot;,&quot;639D&quot;,&quot;731D&quot;,&quot;1096D&quot;,&quot;1461D&quot;,&quot;1826D&quot;,&quot;2192D&quot;,&quot;2557D&quot;,&quot;2922D&quot;,&quot;3287D&quot;,&quot;3653D&quot;,&quot;4383D&quot;,&quot;5479D&quot;,&quot;7305D&quot;,&quot;9131D&quot;,&quot;10958D&quot;,&quot;14610D&quot;,&quot;18263D&quot;
&quot;05/01/2015&quot;,&quot;TEST123&quot;,&quot;TEST&quot;,&quot;EUR_EONIA_1D_ERS&quot;,&quot;&quot;,&quot;76.68712171&quot;,&quot;46.3058966&quot;,&quot;71.04005718&quot;,&quot;53.27827004&quot;,&quot;25.39266363&quot;,&quot;4.119744453&quot;,&quot;57.62719439&quot;,&quot;69.97975366&quot;,&quot;81.09153774&quot;,&quot;46.5451721&quot;,&quot;4.785928438&quot;,&quot;20.31804886&quot;,&quot;23.04591031&quot;,&quot;82.39499211&quot;,&quot;58.58227324&quot;,&quot;54.25518629&quot;,&quot;8.643396615&quot;,&quot;45.15384983&quot;,&quot;62.78940146&quot;,&quot;19.8988237&quot;,&quot;96.95792044&quot;,&quot;99.0835109&quot;,&quot;67.01002732&quot;
</string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10389212" id="156618801">
        <payload format="FIXML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; s=&quot;20090815&quot; cv=&quot;CME.0001&quot; xv=&quot;109&quot; v=&quot;5.0 SP2&quot;&gt;&lt;TrdCaptRpt LastQty=&quot;1000&quot;&gt;&lt;Instrmt Exch=&quot;CME&quot; PutCall=&quot;1&quot; MMY=&quot;201912&quot; SecTyp=&quot;FUT&quot; Src=&quot;H&quot; ID=&quot;ED&quot;/&gt;&lt;RptSide InptDev=&quot;API&quot; Side=&quot;1&quot;&gt;&lt;Pty R=&quot;4&quot; ID=&quot;Test&quot;/&gt;&lt;Pty R=&quot;24&quot; ID=&quot;123&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Delta Ladder and IRS Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid">
<transaction portfolioId="9450453" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Value Date,CMF ID,PB Account ID,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
5/1/2015,TEST123,TEST,USD_LIBOR_6M_ERS,USD,87.91069815,51.45610654,56.78624692,45.36329543,81.06477045,65.11628351,45.28058827,41.59868344,27.83144959,78.91017634,23.37353007,52.47776654,29.35107241,78.52952076,24.70027753,62.20913656,53.49839814,53.90158518,23.03446519,1.164965475,23.82325754,41.6182878,94.79988781
</string>
</payload>
</transaction>
<transaction portfolioId="9450453" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread
Test,1234,Basis ,Basis ,EUR,9/22/2016,9/22/2026,"10,000,000",P,N/A,EUR-EURIBOR-Reuters,3M,3M,NONE,EUR-EURIBOR-Reuters,1M,1M,NONE,0.002463,0.023576
</string>
</payload>
</transaction>
</ns2:transactionReq>


Delta Ladder and IRS Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.0" status="SUCCESS">
    <transaction type="DELTA_LADDER" portfolioId="10389216" id="156618827">
        <payload format="CSV" encoding="STRING">
            <string>&quot;Value Date&quot;,&quot;CMF&quot;,&quot;PB Account&quot;,&quot;Curve Name&quot;,&quot;Currency&quot;,&quot;91D&quot;,&quot;183D&quot;,&quot;274D&quot;,&quot;365D&quot;,&quot;457D&quot;,&quot;548D&quot;,&quot;639D&quot;,&quot;731D&quot;,&quot;1096D&quot;,&quot;1461D&quot;,&quot;1826D&quot;,&quot;2192D&quot;,&quot;2557D&quot;,&quot;2922D&quot;,&quot;3287D&quot;,&quot;3653D&quot;,&quot;4383D&quot;,&quot;5479D&quot;,&quot;7305D&quot;,&quot;9131D&quot;,&quot;10958D&quot;,&quot;14610D&quot;,&quot;18263D&quot;
&quot;05/01/2015&quot;,&quot;TEST123&quot;,&quot;TEST&quot;,&quot;USD_LIBOR_6M_ERS&quot;,&quot;&quot;,&quot;87.91069815&quot;,&quot;51.45610654&quot;,&quot;56.78624692&quot;,&quot;45.36329543&quot;,&quot;81.06477045&quot;,&quot;65.11628351&quot;,&quot;45.28058827&quot;,&quot;41.59868344&quot;,&quot;27.83144959&quot;,&quot;78.91017634&quot;,&quot;23.37353007&quot;,&quot;52.47776654&quot;,&quot;29.35107241&quot;,&quot;78.52952076&quot;,&quot;24.70027753&quot;,&quot;62.20913656&quot;,&quot;53.49839814&quot;,&quot;53.90158518&quot;,&quot;23.03446519&quot;,&quot;1.164965475&quot;,&quot;23.82325754&quot;,&quot;41.6182878&quot;,&quot;94.79988781&quot;
</string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10389217" id="156618828">
        <payload format="FPML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2016-09-22&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2016-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2016-09-22&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2026-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2026-09-22&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;22&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;EUR&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;EUR-EURIBOR-Reuters&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;spreadSchedule&gt;&lt;initialValue&gt;0.002463&lt;/initialValue&gt;&lt;/spreadSchedule&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg2&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLeg2CalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2016-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2016-09-22&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2026-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2026-09-22&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;22&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLeg2CalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLeg2ResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLeg2CalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLeg2ResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;EUTA&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;10000000&lt;/initialValue&gt;&lt;currency&gt;EUR&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;EUR-EURIBOR-Reuters&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;spreadSchedule&gt;&lt;initialValue&gt;0.023576&lt;/initialValue&gt;&lt;/spreadSchedule&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;30/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>
IRS and Futures Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid">
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,123,CME,GEZ9,,ED,201912,,,,1000,FUT
</string>
</payload>
</transaction>
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread
Test,1234,Vanilla ,Vanilla ,USD,9/22/2016,9/22/2026,"100,000,000",P,0.03123,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A
</string>
</payload>
</transaction>
</ns2:transactionReq>


IRS and Futures Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.0" status="SUCCESS">
    <transaction type="TRADE" portfolioId="10389575" id="156658534">
        <payload format="FIXML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; s=&quot;20090815&quot; cv=&quot;CME.0001&quot; xv=&quot;109&quot; v=&quot;5.0 SP2&quot;&gt;&lt;TrdCaptRpt LastQty=&quot;1000&quot;&gt;&lt;Instrmt Exch=&quot;CME&quot; PutCall=&quot;1&quot; MMY=&quot;201912&quot; SecTyp=&quot;FUT&quot; Src=&quot;H&quot; ID=&quot;ED&quot;/&gt;&lt;RptSide InptDev=&quot;API&quot; Side=&quot;1&quot;&gt;&lt;Pty R=&quot;4&quot; ID=&quot;Test&quot;/&gt;&lt;Pty R=&quot;24&quot; ID=&quot;123&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10389574" id="156658533">
        <payload format="FPML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2016-09-22&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2016-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2016-09-22&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2026-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2026-09-22&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;22&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2016-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2016-09-22&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2026-09-22&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2026-09-22&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;22&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;100000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;Flat&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Delta Ladder, IRS and Futures Request
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="userid">
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Value Date,CMF,PB Account,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
10/24/2013,test1,999,AUD_BBSW_6M_ERS,,32.0105455,64.58305936,31.13621844,20.35769193,15.41416217,96.80729233,75.32927274,25.67151709,24.23397357,0.687566587,9.694415416,58.80629205,31.95172325,15.3822619,79.15949202,32.98592737,94.26023515,17.7372275,20.18054008,15.11060597,42.29062295,33,44
</string>
</payload>
</transaction>
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,123,CME,GEH7 C9200,,ED,201703,CALL,92,201703,10,OTC
</string>
</payload>
</transaction>
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1 Spread,Leg2 Spread
Test,1234,Test Trade 1,Vanilla ,USD,9/6/2011,9/6/2021,"1000000000000000",P,0.03123,N/A,N/A,1Y,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A
</string>
</payload>
</transaction>
</ns2:transactionReq>


Delta Ladder, IRS and Futures Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.0" status="SUCCESS">
    <transaction type="DELTA_LADDER" portfolioId="10390215" id="156660896">
        <payload format="CSV" encoding="STRING">
            <string>&quot;Value Date&quot;,&quot;CMF&quot;,&quot;PB Account&quot;,&quot;Curve Name&quot;,&quot;Currency&quot;,&quot;91D&quot;,&quot;183D&quot;,&quot;274D&quot;,&quot;365D&quot;,&quot;457D&quot;,&quot;548D&quot;,&quot;639D&quot;,&quot;731D&quot;,&quot;1096D&quot;,&quot;1461D&quot;,&quot;1826D&quot;,&quot;2192D&quot;,&quot;2557D&quot;,&quot;2922D&quot;,&quot;3287D&quot;,&quot;3653D&quot;,&quot;4383D&quot;,&quot;5479D&quot;,&quot;7305D&quot;,&quot;9131D&quot;,&quot;10958D&quot;,&quot;14610D&quot;,&quot;18263D&quot;
&quot;10/24/2013&quot;,&quot;test1&quot;,&quot;999&quot;,&quot;AUD_BBSW_6M_ERS&quot;,&quot;&quot;,&quot;32.0105455&quot;,&quot;64.58305936&quot;,&quot;31.13621844&quot;,&quot;20.35769193&quot;,&quot;15.41416217&quot;,&quot;96.80729233&quot;,&quot;75.32927274&quot;,&quot;25.67151709&quot;,&quot;24.23397357&quot;,&quot;0.687566587&quot;,&quot;9.694415416&quot;,&quot;58.80629205&quot;,&quot;31.95172325&quot;,&quot;15.3822619&quot;,&quot;79.15949202&quot;,&quot;32.98592737&quot;,&quot;94.26023515&quot;,&quot;17.7372275&quot;,&quot;20.18054008&quot;,&quot;15.11060597&quot;,&quot;42.29062295&quot;,&quot;33.0&quot;,&quot;44.0&quot;
</string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10390217" id="156660898">
        <payload format="FIXML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;FIXML 
                xmlns=&quot;www.cmegroup.com/fixml50/1&quot; s=&quot;20090815&quot; cv=&quot;CME.0001&quot; xv=&quot;109&quot; v=&quot;5.0 SP2&quot;&gt;&lt;TrdCaptRpt LastQty=&quot;10&quot;&gt;&lt;Instrmt Exch=&quot;CME&quot; PutCall=&quot;1&quot; StrkPx=&quot;92&quot; MMY=&quot;201703&quot; SecTyp=&quot;OOF&quot; Src=&quot;H&quot; ID=&quot;ED&quot;/&gt;&lt;Undly MMY=&quot;201703&quot; SecTyp=&quot;FUT&quot; Src=&quot;H&quot;/&gt;&lt;RptSide InptDev=&quot;API&quot; Side=&quot;1&quot;&gt;&lt;Pty R=&quot;4&quot; ID=&quot;Test&quot;/&gt;&lt;Pty R=&quot;24&quot; ID=&quot;123&quot;/&gt;&lt;/RptSide&gt;&lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
            </string>
        </payload>
    </transaction>
    <transaction type="TRADE" portfolioId="10390216" id="156660897">
        <payload format="FPML" encoding="STRING">
            <string>&lt;?xml version=&quot;1.0&quot; encoding=&quot;UTF-8&quot; standalone=&quot;yes&quot;?&gt;&lt;ns3:FpML 
                xmlns=&quot;http://www.fpml.org/FpML-5/confirmation&quot; 
                xmlns:ns2=&quot;http://www.w3.org/2000/09/xmldsig#&quot; 
                xmlns:ns3=&quot;http://www.cmegroup.com/otc-clearing/confirmation&quot;&gt;&lt;clearingConfirmed&gt;&lt;trade&gt;&lt;tradeHeader&gt;&lt;partyTradeIdentifier&gt;&lt;partyReference href=&quot;clearing_service&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;cme_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;remaining_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;platform_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;block_trade_id&quot;/&gt;&lt;tradeId tradeIdScheme=&quot;client_trade_id&quot;/&gt;&lt;/partyTradeIdentifier&gt;&lt;partyTradeInformation&gt;&lt;partyReference href=&quot;clearing_firm&quot;/&gt;&lt;accountReference href=&quot;account1&quot;/&gt;&lt;relatedParty&gt;&lt;partyReference href=&quot;trade_source&quot;/&gt;&lt;role&gt;InputSource&lt;/role&gt;&lt;/relatedParty&gt;&lt;category categoryScheme=&quot;cme_origin_code&quot;/&gt;&lt;/partyTradeInformation&gt;&lt;tradeDate&gt;2011-09-06&lt;/tradeDate&gt;&lt;/tradeHeader&gt;&lt;swap&gt;&lt;swapStream id=&quot;fixedLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;payerAccountReference href=&quot;account1&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_service&quot;/&gt;&lt;calculationPeriodDates id=&quot;fixedLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;Y&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;fixedLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt;&lt;period&gt;Y&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;1000000000000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;fixedRateSchedule&gt;&lt;initialValue&gt;0.03123&lt;/initialValue&gt;&lt;/fixedRateSchedule&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;None&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;swapStream id=&quot;floatLeg&quot;&gt;&lt;payerPartyReference href=&quot;clearing_service&quot;/&gt;&lt;receiverPartyReference href=&quot;clearing_firm&quot;/&gt;&lt;receiverAccountReference href=&quot;account1&quot;/&gt;&lt;calculationPeriodDates id=&quot;floatLegCalcPeriodDates&quot;&gt;&lt;effectiveDate&gt;&lt;unadjustedDate&gt;2011-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2011-09-06&lt;/adjustedDate&gt;&lt;/effectiveDate&gt;&lt;terminationDate&gt;&lt;unadjustedDate&gt;2021-09-06&lt;/unadjustedDate&gt;&lt;dateAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/dateAdjustments&gt;&lt;adjustedDate&gt;2021-09-06&lt;/adjustedDate&gt;&lt;/terminationDate&gt;&lt;calculationPeriodDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/calculationPeriodDatesAdjustments&gt;&lt;calculationPeriodFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;rollConvention&gt;6&lt;/rollConvention&gt;&lt;/calculationPeriodFrequency&gt;&lt;/calculationPeriodDates&gt;&lt;paymentDates&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;paymentFrequency&gt;&lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/paymentFrequency&gt;&lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt;&lt;paymentDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/paymentDatesAdjustments&gt;&lt;/paymentDates&gt;&lt;resetDates id=&quot;floatLegResetDates&quot;&gt;&lt;calculationPeriodDatesReference href=&quot;floatLegCalcPeriodDates&quot;/&gt;&lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt;&lt;fixingDates&gt;&lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt;&lt;period&gt;D&lt;/period&gt;&lt;dayType&gt;Business&lt;/dayType&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;dateRelativeTo href=&quot;floatLegResetDates&quot;/&gt;&lt;/fixingDates&gt;&lt;resetFrequency&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/resetFrequency&gt;&lt;resetDatesAdjustments&gt;&lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt;&lt;businessCenters&gt;&lt;businessCenter&gt;GBLO&lt;/businessCenter&gt;&lt;businessCenter&gt;USNY&lt;/businessCenter&gt;&lt;/businessCenters&gt;&lt;/resetDatesAdjustments&gt;&lt;/resetDates&gt;&lt;calculationPeriodAmount&gt;&lt;calculation&gt;&lt;notionalSchedule&gt;&lt;notionalStepSchedule&gt;&lt;initialValue&gt;1000000000000000&lt;/initialValue&gt;&lt;currency&gt;USD&lt;/currency&gt;&lt;/notionalStepSchedule&gt;&lt;/notionalSchedule&gt;&lt;floatingRateCalculation&gt;&lt;floatingRateIndex&gt;USD-LIBOR-BBA&lt;/floatingRateIndex&gt;&lt;indexTenor&gt;&lt;periodMultiplier&gt;3&lt;/periodMultiplier&gt;&lt;period&gt;M&lt;/period&gt;&lt;/indexTenor&gt;&lt;/floatingRateCalculation&gt;&lt;dayCountFraction&gt;ACT/360&lt;/dayCountFraction&gt;&lt;compoundingMethod&gt;Flat&lt;/compoundingMethod&gt;&lt;/calculation&gt;&lt;/calculationPeriodAmount&gt;&lt;cashflows&gt;&lt;cashflowsMatchParameters&gt;true&lt;/cashflowsMatchParameters&gt;&lt;/cashflows&gt;&lt;/swapStream&gt;&lt;/swap&gt;&lt;/trade&gt;&lt;party id=&quot;clearing_firm&quot;&gt;&lt;partyId partyIdScheme=&quot;clearing_member_firms&quot;&gt;Test&lt;/partyId&gt;&lt;/party&gt;&lt;party id=&quot;clearing_service&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;party id=&quot;trade_source&quot;&gt;&lt;partyId/&gt;&lt;/party&gt;&lt;account id=&quot;account1&quot;&gt;&lt;accountId accountIdScheme=&quot;clearing_firm_accounts&quot;&gt;1234&lt;/accountId&gt;&lt;servicingParty href=&quot;clearing_firm&quot;/&gt;&lt;/account&gt;&lt;/clearingConfirmed&gt;&lt;/ns3:FpML&gt;
            </string>
        </payload>
    </transaction>
</ns2:transactionRpt>




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