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FormatExample Requests and Responses
Invalid all in one request
Code Block
<?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
Code Block
<?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
Code Block
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
<transaction portfolioId="${marginPortfolio}" type="TRADE">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,ClearedTradeId,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate,Leg1 Index,
Leg1 IndexTenor,Leg1 Payfreq,Leg1 CompMethod,Leg2 Index,Leg2 IndexTenor,Leg2 Payfreq,Leg2 CompMethod,Leg1
Spread,Leg2 Spread
Test,1234,Test Trade 1,Vanilla,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,12M6M,NONE,USD-LIBOR-BBA,3M,6M,FLAT,N/A,N/A
Test,1234,Test Trade 2,OIS,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,1T,NONE,USD-FederalFundsFederal-H.15-OIS-COMPOUND,N/A,1T,NONE,N/A,N/A
Test,1234,Test Trade 3,ZERO_COUPON,USD,9/6/2011,9/6/2021,"10,000,000",P,0.03123,N/A,N/A,6M,NONE,USD-LIBOR-BBA,3M,3M,NONE,N/A,N/A
</string>
</payload>
</transaction>
</ns2:transactionReq>
Invalid CSV Response
Code Block
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS_WITH_ERRORS">
<transaction portfolioId="657898" type="TRADE" id="2914998937">
<error<transaction msgtype="TRADE"Client>   Id: Test Trade 1 : leg1calcFreq='12M
<error msg="leg2index='USD-Federal-H.15-OIS-COMPOUND' is not an allowed value., Client Id: Test Trade 1 : leg1payFreq='12M' is not an allowed value."/>" code="504"/>        
<payload encoding="STRING" format="FPML">
--> etc etc .... <--
</string></payload></transaction></ns2:transactionRpt>
Invalid FPML Request
Code Block
 <?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="userid">
	<transaction portfolioId="${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
Code Block
<?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>

...

Code Block
linenumberstrue
<?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>2019-11-17</adjustedEffectiveDate>
                <adjustedTerminationDate>2018<adjustedTerminationDate>2021-02-17</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>

...

Code Block
linenumberstrue
<?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" settleQual="COMP" 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>

...

Code Block
linenumberstrue
<?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<unadjustedDate>2020-02-20</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<unadjustedDate>2020-02-20</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>

...

Code Block
linenumberstrue
<?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<unadjustedDate>2020-02-20</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<unadjustedDate>2020-02-20</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>

...

Code Block
linenumberstrue
<?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<unadjustedDate>2021-02-20</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<unadjustedDate>2021-02-20</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>

...

Code Block
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.23" status="SUCCESS">
    <transaction portfolioId="1234152243888" type="TRADE" id="123457892372840345">
        <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

...

Code Block
languagehtml/xml
linenumberstrue
<?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="2018032020210320" 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>

...

Code Block
<?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="2018012020210330" MatDt="20182021-0103-2131" 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>

...

Code Block
linenumberstrue
<?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="2018032020200320" 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>

...

Code Block
languagehtml/xml
linenumberstrue
<?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,9/16/20182019,129/16/20192020,"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>

...

Code Block
<?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,9/810/20172019,9/8/2025,"100,000,000",N/A,P,0.03123,BUY,10000000,9/6/2021,9/6/20172019
Swaption,All_Direction_SimpleUpload,3M USD,VANILLA_SWAPTION,USD,9/810/20172019,9/8/2025,"100,000,000",N/A,R,0.03123,BUY,10000000,9/6/2021,9/6/20172019
</string>
  </payload>
</transaction>
</ns2:transactionReq>
Vanilla Swaptions Example Response
Code Block
<?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>

...

Code Block
linenumberstrue
<?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,02/12/27/20182021,-10000,1202/2809/20182021
</string>
</payload>
</transaction>
</ns2:transactionReq>

...

Code Block
linenumberstrue
<?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
13/1721/20172019,13/1721/20172019,13/1721/20172019,CME,OPT,USDJYCUSDJYN,JPY,1,2017122720210317,123/2919/20172021,123/2818/20172021,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,123/2717/20172021,-10000,123/2818/20172021,-41.69,-0.61,34.96,-161.5
13/1721/20172019,13/1721/20172019,13/1721/20172019,CME,OPT,EURUSCEURUSN,USD,1,2017122720210317,123/2919/20172021,123/2818/20172021,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,123/2717/20172021,-15000,123/2818/20172021,-42.39,-2.53,28.66,-70.03
13/1721/20172019,13/1721/20172019,13/1721/20172019,CME,OPT,GBPUSCGBPUSN,USD,1,2017122720210317,123/2919/20172021,123/2818/20172021,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,123/2717/20172021,-12500,123/2818/20172021,-0.01,0,0.02,-0.03
</string>
</payload>
</transaction>
</ns2:transactionReq>

...

Code Block
languagehtml/xml
linenumberstrue
<?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 by Product in JSON Format

Risk API JSON format is the expected SPAN 2 input payload format, supported for futures and options only. This format is also compatible with the deployable margin software program.

Additional details around using this payload format can be found here.

Futures and Options Request
Code Block
languagehtml/xml
linenumberstrue
<transactionReq>
  <transaction portfolioId="1234" type="TRADE">
    <payload encoding="STRING" format="RISK_API_JSON">
      <string>{-- Risk API request goes here --}></string>
    </payload>
  </transaction>
</transactionReq>
Futures and Options Response
Code Block
languagehtml/xml
linenumberstrue
<ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <transaction portfolioId="1234" type="TRADE" id="123456">
        <payload encoding="STRING" format="FIXML">
            <string><FIXML><!-- TrdCaptRpt goes here --></FIXML></string>
        </payload>
    </transaction>
</ns2:transactionRpt>
Examples Adding Multiple Rates Products in One Request

...

Code Block
linenumberstrue
<?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,123test,CME,GEZ4,GEH7EURODOLLAR C9200FUTURES,,ED,201703202412,CALL,92,201703,10-70732,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>

...