Used for CDS instruments. Represents the start date used to calculate the accrued interest.

Information about Alternate IDs reported.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461). Supported Values: FXXXX = Future OPXXXX = Option, Put OCXXXX = Option, Call

3 character ISO code of the dealing currency, currently trading only in base currency is supported.

Information about instrument events reported.

Type of exercise of a derivatives security.

Currency pair in CCY1/CCY2 format.

Globally unique identifier.

Date of maturity or the settlement date of a CDS contract.

Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w1) for week

This is used to indicate the next date on which Coupon Premium is due. Primarily used for CDS instruments.

Information about option exercise.

Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels).

The currency in which the price is quoted.

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.

3 character ISO code of the base currency. Conditionally required when PriceUnitOfMeasure = Ccy.

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

Indicates whether an option contract is a put or call. Supported Values: 0 - Put 1 - Call

A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Supported Values: FR - Full Restructuring MM - Modified Mod Restructuring MR - Modified Restructuring XR - No Restructuring specified

Long description/name for a product.

Security Exchange. CME Defined Supported Values: - CBT. - CCE. - CEE. - CEU - CMD - CME - COMEX - DME - NYMEX - EBS

Symbol for CME Product, e.g. CL (2 Characters).

For spreads, indicates the strategy type. For CDS, indicates if the product is a Single Name or Index.

Indicates type of security. Will be provided in addition to the CFI code.

Security XML.

Settlement method for a contract.

Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. H - Clearing House / Clearing Organization.

Information about instrument streams reported.

Specifies the index used to calculate the strike price.

Strike Index Location.

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

Strike Price for an Option.

Symbol for a CME Contract, e.g. CLX05.

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").

Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties.

Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Amount of currency.

Contract's defined quantity, used to calculate total traded notional quantity.

Uniquely identifies the product of a security using the ISO 4914 standard