FIX Version FIX.5.0SP2 Extension Pack EP211

Approval Date 2016-04-22T17:00:00

Description CME Trade Capture Reporting Extensions

Field Changes

Updated Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	BaseCategory	BaseCategoryAbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration	Deprecated
762										Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption.

New Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	BaseCategory	BaseCategoryAbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration
2361	CompressionGroupID	String		CmprsnGrpID			0			Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.
2362	SelfMatchPreventionID	String		SlfMtchPrvntnID			0			Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm.

Components

Components Changed

ComponentID	ComponentType	CategoryID	Name	AbbrName	NotReqXML	Volume	Description	Elaboration	Deprecated
4214							The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.
4219							The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.
4162							The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.
4167							The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.
4261							The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.
4266							The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.

Message/Component Content

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Reqd	Description
2143	2362	0	18.15	0	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2061	2361	1	79	0