User Help System
Reference for Simple Layout (Interest Rate Swaps)
This file is a subset of the Trade Register (Extended) reference file. Additional Leg One and Leg Two information is populated on trade validation. Applies to Vanilla, OIS and Zero Coupon product types. There is also a Basic Layout Reference, which shows the minimal required fields.
|
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 |
|
|
Leg1 KnownAmount |
Current value of a sum to be paid / received on a future date. Note: Displays for Zero Coupon and Extended View only. |
Applicable to Zero Coupon products |
|
|
Leg 2 Index |
The index of the floating leg |
Required |
|
|
Leg2 IndexTenor |
How frequently the rate for the floating leg is reset. |
Required |
1 M 3 M 6 M |
|
Leg1 PayFreq |
Frequency at which interest is paid on the fixed leg. |
Required |
1 M 1 Y 3 M 6 M |
