User Help System
Reference for Basic Layout (Interest Rate Swaps)
This file is a subset of the Trade Register (Extended) Template and Simple Template reference files. Index, Index Tenor, Pay Frequency and Spread values are generated based on industry standards for most OTC IRS product types.
|
Field
|
Description |
Req / Opt |
Sample Values |
|
Firm ID
|
ID of the firm |
Required |
|
|
Account ID |
The account the trade belongs to |
Required |
|
|
Cleared Trade ID |
CME Group assigned Trade ID for the trade |
Optional |
|
|
Product Type |
Product Type |
Required |
Vanilla, OIS, Zero Coupon, Basis, FRA |
|
Currency |
Standard Currency Code |
Required |
USD - US Dollar (day 1) |
|
Effective Date |
Start (Effective) Date of the swap. This is the date when the accruals begin |
Required |
US format 8/2/2023 |
|
Maturity Date |
Maturity Date of the swap. This is the last day of the swap, usually the last coupon payment for the types of swaps supported day 1 |
Required |
US format 8/2/2023 |
|
Direction |
Direction of the swap from the position accounts perspective. |
required |
P - Payer of the Fixed Rate R - Receiver of the Fixed Rate |
|
Notional |
Represents the notional amount of the swap |
Required. |
|
|
Leg 1 Fixed Rate |
The fixed rate assigned to swap |
Required |
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