Alternate price.

Calculated average price of all fills on this order. Will be populated for Average Price System (APS) transactions only.

Contains the platform-assigned block ID for the trade.

Used in calculating the quantity of the other side of the currency trade.

An indication of whether or not a reportable swap transaction is cleared by a derivatives clearing organization.

The "Clearing Business Date" referred to by this report.

An indication of whether or not a reportable swap transaction is intended to clear.

An indication of whether a party to a swap is using the end-user exception.

Indicates the type of Clearing Transformation that generated this Trade.

Only provided on tickets resulting from an API Order, this is the ClOrdId from the order. Not provided for LPs on EBS Direct. Provided to PBs to see their Prime Client's ClOrdID on interdealer tickets only (not synthetic tickets).

Custom field to represent specific Confirm Hub Trade Types.

Used to indicate when a contrary instruction for exercise or abandonment is being submitted.

BrokerTec Deal ID, common to all participants within an entire trade (not only a match)

Represents the differential price for spreads, or a TAS or TAM differential price.

This indicates the type of differential price represented in the Differential Price attribute. Supported Values: 0 - Differential from Settlement Price 1 - Differential between legs

Exchange assigned execution ID (trade identifier). Unique ID for each side of each leg. It does not match across buy/sell side.

This is used to communicate the execution ID of the originating platform, e.g. the ClearPort execution ID.

Specifies whether the transaction was executed via an automated execution platform or other method.

Multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.

Indicator flag used to determine the eligibility of fee discount based on threshold level. Supported Value: L1 = Threshold Level 1 - The highest threshold level was met or surpassed. L2 = Threshold Level 3 - The lowest threshold level was met. L3 = Threshold Level 3 - The lowest threshold level was met. LN = Eligible but does not meet set thresholds. LP = Eligible pending evaluation.

Information about financing details reported.

Information about Instrument reported.

Market of execution for last fill, or an indication of the market where an order was routed.

Overall Trade Price per contract for regular cleared trades. For Average Price (APS): the Rounded Price will be placed in LastPx.

Total Quantity based on user permissible allocation quantity. Note: Zero (“0”) will appear when a trade is reallocated out to a different account owner or Clearing Member.

Last modification date and time of the trade/allocation information. Timestamp of last update to data item (or creation if no updates made since creation).

Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging.

The identifier or name of the price stream.

Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option call & puts, spreads, etc.). Supported Values: 1 = Single side (default if not specified) 2 = Individual leg of a multi-leg trade 3 = Multi leg of a multi-leg trade

Flag indicating if this was a non-disclosed trade. All non-disclosed trades will include this tag/attribute with "Y". All disclosed trades will not include this tag/attribute.

Indicates offset or onset due to allocation. Supported Value: 0 = Offset 1 = Onset

For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date).

For Globex, this is the iLink OrderID. For EBS Direct, this is the LC Tag 37 seen in the Execution Report received.Not provided for LP tickets.

Gets Fixml string which represent original received message.

Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP API, regardless of the units originally used to enter the trade. Supported Values: D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year

A value that identifies the group of trades or a portfolio of trades cleared simultaneously under the one Package ID.

The total payment amount.

Specifies the premium for commodity swaptions.

Information about Position Amounts reported.

Identifies the type of ticket. Interdealer tickets(also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs(when facing bilateral codes, ie not when facing their Prime Customer). Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client, OR when the Prime(or Prime of Prime) Client faces their credit parent broker. Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker.

Indicates the type of the price associated with the trade. Supported Values: 1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price

Type of quantity specified in a quantity field. Supported Value: 0 = Notional / Units 1 = Contracts term

Information about Sides reported.

Information about Root Parties reported.

On return messaging, NYMEX will be the SenderCompID.

CME assigned user role used to identify specific role (traderadmin or clearingadmin). If not specified will default to highest assigned role.

Currency code of settlement denomination. For non-ndfs this will be the same as contra currency. For NDFs this will be the deliverable currency.

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement).

Trade identifier as assigned by BrokerTec Clearing.

Settlement Type of trade. Note: B represents broken date, actual settlement date is reflected in Tag 64.

Indicates whether or not a trade is split.

For FXNDF, the associated SPOT settlement date. Note: Not provided for FXSPOT.

Identifies the entity to whom the message is being sent. This echoes the SenderCompID sent on the request.

Assigned value used to identify specific message recipient (user, etc.) This echoes the SenderSubID sent on the request.

If a swap is not cleared, an indication of whether a swap is Uncollateralized, Partially Collateralized, One-Way Collateralize, Fully Collateralized.

Trade Date

Now represents the CME Front End Clearing (FEC) Firm Trade ID. TrdID does not match across buy/sell side.

Now represents the CME Front End Clearing (FEC) Firm Secondary Trade ID. TrdID2 does not match across buy/sell side.

Information about trade legs reported.

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

Trade Match ID is assigned by the matching engine or clearing system and used to correlate a cleared trade with a match event. Should be common for all trade sides included in a match event. For CME ClearPort, this represents the deal number and always links strategies. For CME Globex and Floor, this links calendar spreads only.

The method used to negotiate the trade price. This is to support CDS trade negotiation where dealers can negotiate prices in deal spread or in percent of par. Supported Values: 0 - Percent of Par 1 - Deal Spread 2 - Upfront Points 3 - Upfront Amount 4 - Upfront Amount and Percent of Par 5 - Upfront Amount and Deal Spread 6 - Upfront Amount and Upfront points

Status of the price.

Information about trade regulations reported.

Unique identifier for the Trade Capture Report. Maximum of 50 Characters.

Type of Execution being reported. Supported Values: 0 = New 1 = Cancel (Void) 2 = Replace (Correction/ Re-allocation)

Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. Supported Values: 101 = Notification

Original RequestID from the Trade Capture Report Request will be returned.

Indicates the status of the trade in clearing. Supported Values: 0 = Accepted

Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.

CME Trade Type && Trade Transfer Flag.

Indicates the trading quantity entered, in unit terms (e.g. in MWh), for a trade. This may differ from the cleared quantity, especially in the case of contracts like electricity that follow delivery schedules.

Date and Time when the trade was executed.

Reason trade is being transferred.

Information about Underlying Instruments reported.

Identifies the sub-type of the venue where a trade was executed.

Identifies the type of venue where a trade was executed. Supported Values: C - Clearing house E - Electronic O - Off facility swap P - Pit R - Registered Market (SEF) X - Ex-Pit

Information about Yield reported.