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Code Block
languagexml
<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001">
	<Batch>
		    <Batch>
        <Hdr SID="CME" TID="RYAN" SSub="STP" TSub="RYAN123" />	
		<TrdCaptRpt RptID="141FDE39DC6AP0001C27A105651377"  		ExecID="00000000000000000147" TrdID2="141FDE39DC7AP0001C28A"  		TrdID="100296" MtchID="141FDE39DC7AP0001C288" LastPx="0.9534" <TrdCaptRpt 		TxnTmLastUpdateTm="20132019-1008-28T1012T15:5628:5134.310-05:00" TxnTm="20132019-1008-28T1012T15:5628:5133-05:00" 
        LastUpdateTm MLegRptTyp="2013-10-28T10:56:51-05:001" TrdDtBizDt="20132019-1008-2812" BizDtTrdDt="20132019-1008-2812" 
		TransTypLastPx="0130.5" RptTypLastQty="10115" TrdRptStatVenuTyp="0P" MLegRptTyp="1" 
		ReqID="ABC123" LastQty="3000000
         PxTyp="2" MtchID="16C81B4741D0003D2CDA" TrdTyp="0" VenuTypReqID="P123456">
			<Instrmt ID TrdRptStat="AD0" SrcRptTyp="H101" SymTransTyp="6AH42" SecTyp
         TrdID2="16C81B4741D0003D2CD4" TrdID="FUT100071" CFIRptID="FFCPSO" 
			MMY="20140300" MatDt="2014-03-1716C81B4741D0003D2CD41152833014">
            <Instrmt PxQteCcy="USD" Desc="10-Year T-Note Futures" Exch="CMECBT" Mult 
             SettlMeth="100000P" 
			PxQteCcyUOMQty="USD100000.0"/>
			<RptSide Side UOMCcy="1USD" ClOrdIDUOM="OOO5Ccy" InptSrcMult="TES1000" CustCpctyMatDt="4">
				<Pty ID="719" R="1"/>
				<Pty ID="719" R="4"/>
				<Pty ID="RYANTF" R="7">
					<Sub ID="Ryan Trading Firm" Typ="5"/>
				</Pty>
				<Pty ID="TET" R="12"/>
				<Pty ID="CME" R="21"/>
				<Pty ID="CME" R="22"/>	
				<Pty ID="RYANACCOUNT" R="24">
					<Sub ID="2" Typ="26"/>
				</Pty>							
			</RptSide>
		</TrdCaptRpt>
	2019-09-19" 
             MMY="201909" SecTyp="FUT" CFI="FFDPSO" Src="H" ID="21" Sym="ZNU9" />
            <RptSide CustCpcty="1" InptSrc="FIRM" ClOrdID="123" Side="1">
                <Pty R="1" ID="666" />
                <Pty R="4" ID="666" />
                <Pty R="7" Src="C" ID="test_firm1">
                    <Sub Typ="5" ID="Test Firm 1" />
                </Pty>
                <Pty R="12" ID="ANT" />
                <Pty R="21" Src="C" ID="CME" />
                <Pty R="22" Src="C" ID="CBT" />
                <Pty R="24" Src="C" ID="TESTACCT3">
                    <Sub Typ="26" ID="1" />
                </Pty>
                <Pty R="24" Src="H" ID="A-777776" />
                <RegTrdID Typ="0" Evnt="2" Src="1010000023" ID="FECC16C81B4741D0003D2CD4" />
            </RptSide>
        </TrdCaptRpt>
    </Batch>
</FIXML>


Option on Future Sample - CME Globex

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Code Block
languagexml
<?xml version="1.0" encoding="UTF-8" standalone="trueyes"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001" s="20090815">
    <Batch>
        <Hdr SID="CME" TID="092" SSub="STP" TSub="API_STP_092"/>
        <TrdCaptRpt RptID="0921972408" TrdID2="1972408" TransTyp="0" RptTyp="101" TrdRptStat="0" ReqID="ABC124" TrdTyp="22" 
         ExecID="BASAUD5" ExecID2="140904072027561:AUTOGEN:1413887318039" BlckID="BASAUD5" VenuTyp="X" QtyTyp="0" LastQty="100000.00" 
         TrdDt="2014-09-04" BizDt="2014-10-21" MLegRptTyp="1" LastUpdateTm="2014-10-21T05:28:39.000-05:00">
            <Instrmt ID="BSPAUD" Src="H" SecTyp="IRS" Exch="CME">
                <SecXML>
                    <cme:FpML xsixmlns:schemaLocationcme="http://www.cmegroup.com/otc-clearing/confirmation/cme-conf-ext-1-12-STP.xsd""
                              xmlns:xsi="http://www.w3fpml.org/2001/XMLSchema-instance"FpML-5/confirmation" 
                              xmlns:xsi="http://www.fpmlw3.org/2001/FpMLXMLSchema-5/confirmationinstance" 
                       xmlns:cme="       xsi:schemaLocation="http://www.cmegroup.com/otc-clearing/confirmation http://www.cmegroup.com/otc-clearing/confirmation/cme-conf-ext-1-12-STP.xsd">     
                        <cme:originatingEvent>NEW_TRADE</cme:originatingEvent>
                        <swap>
                            <swapStream id="floatingLeg0">
                                <payerPartyReference href="trading_firm_account"/>
                                <receiverPartyReference href="clearing_service"/>
                                <calculationPeriodDates id="floatingCalcDates0">
                                    <effectiveDate>
                                        <unadjustedDate>2014-09-04</unadjustedDate>
                                        <dateAdjustments>
                                            <businessDayConvention>NONE</businessDayConvention>
                                        </dateAdjustments>
                                    </effectiveDate>
                                    <terminationDate>
                                        <unadjustedDate>2015-09-04</unadjustedDate>
                                        <dateAdjustments>
                                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                            <businessCenters>
                                                <businessCenter>AUSY</businessCenter>
                                            </businessCenters>
                                        </dateAdjustments>
                                    </terminationDate>
                                    <calculationPeriodDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </calculationPeriodDatesAdjustments>
                                    <calculationPeriodFrequency>
                                        <periodMultiplier>3</periodMultiplier>
                                        <period>M</period>
                                        <rollConvention>4</rollConvention>
                                    </calculationPeriodFrequency>
                                </calculationPeriodDates>
                                <paymentDates>
                                    <calculationPeriodDatesReference href="floatingCalcDates0"/>
                                    <paymentFrequency>
                                        <periodMultiplier>3</periodMultiplier>
                                        <period>M</period>
                                    </paymentFrequency>
                                    <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                                    <paymentDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </paymentDatesAdjustments>
                                </paymentDates>
                                <resetDates id="floatingResetDates0">
                                    <calculationPeriodDatesReference href="floatingCalcDates0"/>
                                    <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                                    <fixingDates>
                                        <periodMultiplier>-2</periodMultiplier>
                                        <period>D</period>
                                        <dayType>Business</dayType>
                                        <businessDayConvention>PRECEDING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                        <dateRelativeTo href="floatingResetDates0"/>
                                    </fixingDates>
                                    <resetFrequency>
                                        <periodMultiplier>3</periodMultiplier>
                                        <period>M</period>
                                    </resetFrequency>
                                    <resetDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </resetDatesAdjustments>
                                </resetDates>
                                <calculationPeriodAmount>
                                    <calculation>
                                        <notionalSchedule>
                                            <notionalStepSchedule>
                                                <initialValue>100000.00</initialValue>
                                                <currency>AUD</currency>
                                            </notionalStepSchedule>
                                        </notionalSchedule>
                                        <floatingRateCalculation>
                                            <floatingRateIndex>AUD-BBR-BBSW</floatingRateIndex>
                                            <indexTenor>
                                                <periodMultiplier>3</periodMultiplier>
                                                <period>M</period>
                                            </indexTenor>
                                        </floatingRateCalculation>
                                        <dayCountFraction>ACT/360</dayCountFraction>
                                        <compoundingMethod>None</compoundingMethod>
                                    </calculation>
                                </calculationPeriodAmount>
                            </swapStream>
                            <swapStream id="floatingLeg1">
                                <payerPartyReference href="clearing_service"/>
                                <receiverPartyReference href="trading_firm_account"/>
                                <calculationPeriodDates id="floatingCalcDates1">
                                    <effectiveDate>
                                        <unadjustedDate>2014-09-04</unadjustedDate>
                                        <dateAdjustments>
                                            <businessDayConvention>NONE</businessDayConvention>
                                        </dateAdjustments>
                                    </effectiveDate>
                                    <terminationDate>
                                        <unadjustedDate>2015-09-04</unadjustedDate>
                                        <dateAdjustments>
                                            <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                            <businessCenters>
                                                <businessCenter>AUSY</businessCenter>
                                            </businessCenters>
                                        </dateAdjustments>
                                    </terminationDate>
                                    <calculationPeriodDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </calculationPeriodDatesAdjustments>
                                    <calculationPeriodFrequency>
                                        <periodMultiplier>6</periodMultiplier>
                                        <period>M</period>
                                        <rollConvention>4</rollConvention>
                                    </calculationPeriodFrequency>
                                </calculationPeriodDates>
                                <paymentDates>
                                    <calculationPeriodDatesReference href="floatingCalcDates1"/>
                                    <paymentFrequency>
                                        <periodMultiplier>6</periodMultiplier>
                                        <period>M</period>
                                    </paymentFrequency>
                                    <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                                    <paymentDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </paymentDatesAdjustments>
                                </paymentDates>
                                <resetDates id="floatingResetDates1">
                                    <calculationPeriodDatesReference href="floatingCalcDates1"/>
                                    <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                                    <fixingDates>
                                        <periodMultiplier>-2</periodMultiplier>
                                        <period>D</period>
                                        <dayType>Business</dayType>
                                        <businessDayConvention>PRECEDING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                        <dateRelativeTo href="floatingResetDates1"/>
                                    </fixingDates>
                                    <resetFrequency>
                                        <periodMultiplier>6</periodMultiplier>
                                        <period>M</period>
                                    </resetFrequency>
                                    <resetDatesAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                            <businessCenter>AUSY</businessCenter>
                                        </businessCenters>
                                    </resetDatesAdjustments>
                                </resetDates>
                                <calculationPeriodAmount>
                                    <calculation>
                                        <notionalSchedule>
                                            <notionalStepSchedule>
                                                <initialValue>100000.00</initialValue>
                                                <currency>AUD</currency>
                                            </notionalStepSchedule>
                                        </notionalSchedule>
                                        <floatingRateCalculation>
                                            <floatingRateIndex>AUD-BBR-BBSW</floatingRateIndex>
                                            <indexTenor>
                                                <periodMultiplier>6</periodMultiplier>
                                                <period>M</period>
                                            </indexTenor>
                                        </floatingRateCalculation>
                                        <dayCountFraction>ACT/360</dayCountFraction>
                                        <compoundingMethod>None</compoundingMethod>
                                    </calculation>
                                </calculationPeriodAmount>
                            </swapStream>
                        </swap>
                        <party id="trading_firm_account">
                            <partyId>A-50925</partyId>
                        </party>
                        <party id="clearing_service">
                            <partyId>CME</partyId>
                        </party>
                    </cme:FpML>
                </SecXML>
            </Instrmt>
            <RptSide Side="2" ClOrdID="BASISAUD2" InptSrc="TSEF">
                <Pty ID="092" R="1"/>
                <Pty ID="092" R="4"/>
                <Pty ID="092" R="7"/>
                <Pty ID="CME" R="21"/>
                <Pty ID="CME" R="22"/>
                <Pty ID="SHBDAIRS2" Src="C" R="24">
                    <Sub ID="1" Typ="26"/>
                </Pty>
                <Pty ID="A-50925" Src="H" R="24"/>
                <RegTrdID ID="CCCIRS1972408" Src="1010000023" Typ="0" Evnt="2"/>
            </RptSide>
        </TrdCaptRpt>
    </Batch>
</FIXML>

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