Rejected = Transactions that have been rejected by the carrying firm

Blank = Acts as an implied acceptance of the transactions by the Carrying Firm

Deleted = Transactions that were deleted by the executing firm, this status will only exist for the day in which the trades were marked for deletion.

C = Indicates an account change, this will be on the new record, with the newly associated account.

O = Indicates that the record will no longer exist for calculation / payment purposes.

X = Indicates that the executing firm deleted a rejected trade.

D = Indicates that the executing firm has marked this trade for deletion.

U = Indicates that the rate set and / or account has been rejected by the carrying firm. This indicator is for nightly batch pricing to un-price the transaction.

B = Indicates that Batch Changed (i.e., due to re-pricing)

Blank = no changes made to the transaction

E = Trades that were not priced due to a lack of either rate set or account definitions.

Blank = Trades were priced

R = indicates reversal records that were allocated or claimed in error.

The account number in which the trades were executed.

Contains the exchange (CME, CBOT, or OCC) and the 3-digit firm id of the firm to whom the trade was given up.

Contains the account number to which the trade was given up to.

The date the trade was executed.

Also known as the executing firm’s card or order number.

The exchange code (two or more bytes) used for Clearing. The detail will provide the exchange (CME, CBOT or OCC) and the commodity code within a single field.

The contract's month and year in the following format: MM/YYYY.

(Options Only) The price at which the option buyer may purchase or sell the underlying futures contract upon exercise.

The price at which the trade was executed.

Blank = Future

P = Put

C = Call

D = Differential Spreads

L = Legged Spreads

S or 6 = Spread

Blank = PIT Trade

B = Block Trade

E = EFP Trade  (Exchange for Physical)

N = EFR Trade (Exchange for Risk)

T = EFS Trade (Exchange for Swap)

O = OPNT(Old Privately Negotiated Trade)

*C = RFC (Request for Cross)

Note: RFC’s are handled as a PNT for GPS pricing purposes only.

D = Day

E = Evening

G = GLOBEX

A = Average Price System trade

G or Blank = Give-Up Trade.

Current definitions as defined by the FIA:

A = Phone simple

B = Phone complex

C = FCM-provided screen

D = Other-provided screen

E = Client-provided platform controlled by FCM

F = Client-provided platform direct to exchange

G = FCM API or FIX

H = Algo Engine

J = price at Execution (price added at Initial order entry, trading, middle office or time of give-up)

W = Desk - Electronic

X = Desk - Pit

Y = Client - Electronic

Z = Client - Pit

B or 1 = Buy

S or 2 = Sell

The number of contracts bought or sold

The trade’s rate which is based on the agreement’s account definition.

The fee amount to be paid for this trade. Automatically calculated by the Nightly Batch Process by multiplying the rate times the number of contracts.

A group of similar or related products on a given exchange. Valid quadrants are:

Commodity grouping assigned by Clearing (for example: AGS=01, EMINI=05, CURR=02, etc.)

R = RTH: Regular Trading Hours for Open Outcry (Pit Trading)

E = ETH: Electronic Trading Hours for CME Globex

Identifies the individual (or trading group) executing a trade on CME Globex.

Three-character symbol assigned to broker.

Y = Yes, rates are tiered;

N = No, rates are not tiered.

Y = is from an Egus agreement

N = from a regular GPS-based agreement