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00
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Technical messages
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CM001
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-
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Acknowledgement
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-
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-
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CM002
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-
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Disagreement
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-
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-
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CM003
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-
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Retraction
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-
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-
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CM004
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-
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Statement request
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-
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-
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01
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Master agreement
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CM010
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MasterAgreementTerms
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Master agreement registration form
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-
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-
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CM011
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MasterAgreementTermination
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Master agreement termination form
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-
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-
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02
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FX
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CM021
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fxSwap
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FX swap form
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ForeignExchange:FXSwap
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Deliverable foreign exchange swap (DFI)
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ForeignExchange:FXSwap:Cash
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Cash-settled foreign exchange swap (DFI)
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ForeignExchange:FXSwap:NonDerivative
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Deliverable foreign exchange swap (not DFI)
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CM022
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fxSingleLeg
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Foreign exchange spot transaction form
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ForeignExchange:Forward
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Deliverable foreign exchange forward (DFI)
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ForeignExchange:NDF
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Non-deliverable foreign exchange forward (DFI)
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ForeignExchange:Term
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Foreign exchange term transaction (not DFI)
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ForeignExchange:Spot
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Foreign exchange spot transaction
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CM023
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fxOption
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FX option form
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ForeignExchange:VanillaOption:American
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American vanilla foreign exchange option
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ForeignExchange:CashOption:American
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American cash-settled foreign exchange option
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ForeignExchange:VanillaOption:European
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European vanilla foreign exchange option
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ForeignExchange:NDO
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Non-deliverable foreign exchange option
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ForeignExchange:VanillaOption:Bermuda
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Bermuda vanilla foreign exchange option
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ForeignExchange:CashOption:Bermuda
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Bermuda cash-settled foreign exchange option
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ForeignExchange:SimpleExotic:Asian
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Asian foreign exchange option
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ForeignExchange:SimpleExotic:Barrier
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Barrier foreign exchange option
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ForeignExchange:SimpleExotic:BarrierAsian
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Barrier Asian foreign exchange option
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CM024
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fxDigitalOption
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FX digital option form
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ForeignExchange:SimpleExotic:Digital:American
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American digital foreign exchange option
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ForeignExchange:SimpleExotic:Digital:European
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European digital foreign exchange option
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ForeignExchange:SimpleExotic:Digital:Bermuda
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Bermuda digital foreign exchange option
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03
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Interest rates
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CM031
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fra
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FRA form
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InterestRate:FRA
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Forward rate agreement
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CM032
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swap
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IRS form
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InterestRate:IRSwap:FixedFloat
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Fixed-to-float interest rate swap
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InterestRate:IRSwap:FixedFixed
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Fixed-to-fixed interest rate swap
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InterestRate:IRSwap:Basis
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Basis interest rate swap
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InterestRate:IRSwap:OIS
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Overnight index swap
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InterestRate:CrossCurrency:Basis
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Cross-currency basis interest rate swap
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InterestRate:CrossCurrency:FixedFloat
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Cross-currency fixed-to-float interest rate swap
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InterestRate:CrossCurrency:FixedFixed
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Cross-currency fixed-to-fixed interest rate swap
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CM033
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capFloor
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Cap Floor form
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InterestRate:CapFloor:Cap
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Interest rate cap
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InterestRate:CapFloor:Floor
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Interest rate floor
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InterestRate:CapFloor:Collar
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Interest rate collar
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InterestRate:CapFloor:Straddle
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Interest rate straddle
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CM034
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swaption
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Swaption form
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InterestRate:Option:Swaption:American
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American interest rate swaption
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InterestRate:Option:Swaption:European
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European interest rate swaption
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InterestRate:Option:Swaption:Bermuda
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Bermuda interest rate swaption
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04
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Trades with securities
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CM041
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repo
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Repo form
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CrossAsset:Repo:BasketRepo
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Basket repo transaction
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InterestRate:Repo:BondRepo
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Bond repo transaction
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Equity:Repo:EquityRepo
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Equity repo transaction
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CM042
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bondSimpleTransaction
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Bond spot transaction form
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InterestRate:Other:DebtSpot
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Bond spot transaction
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InterestRate:Other:DebtTerm
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Bond term transaction
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CM043
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bondForward
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Bond forward form
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InterestRate:Forward:DebtForward:SingleName
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Single bond forward
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InterestRate:Forward:DebtForward:SingleIndex
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Index forward
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InterestRate:Forward:DebtForward:Basket
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Bond basket forward
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InterestRate:Forward:DebtForward:BasketIndex
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Index basket forward
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CM044
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bondOption
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Bond option form
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InterestRate:Option:DebtOption:SingleName
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Single bond option
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CM045
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bondBasketOption
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Bond basket option form
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InterestRate:Option:DebtOption:SingleIndex
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Index option
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InterestRate:Option:DebtOption:Basket
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Bond basket option
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InterestRate:Option:DebtOption:BasketIndex
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Index basket option
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CM046
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equitySimpleTransaction
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Equity simple transaction form
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Equity:Other:Spot
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Equity spot transaction
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Equity:Other:Term
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Equity term transaction
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CM047
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equityForward
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Equity forward form
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Equity:Forward:PriceReturnBasicPerformance:SingleName
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Single equity forward
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| |
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Equity:Forward:PriceReturnBasicPerformance:Basket
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Equity basket forward
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CM048
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equityOption
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Equity option form
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Equity:Option:PriceReturnBasicPerformance:SingleName
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Single equity option
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Equity:Option:PriceReturnBasicPerformance:Basket
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Equity basket option
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05
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Commodity derivatives
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CM051
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commodityForward
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Commodity forward form
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Commodity:Forward:Physical
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Physically settled commodity forward
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Commodity:Forward:Cash
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Cash-settled commodity forward
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CM052
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commodityOption
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Commodity option form
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Commodity:Option:American
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Commodity American option
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Commodity:Option:European
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Commodity European option
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Commodity:Option:Asian
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Commodity Asian option
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Commodity:Option:Weather:American
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American weather option
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Commodity:Option:Weather:European
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European weather option
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CM053
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commoditySwap
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Commodity swap form
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Commodity:Swap:Cash
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Cash-settled commodity swap
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Commodity:Swap:Physical
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Physically settled commodity swap
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Commodity:Swap:Cash:Weather
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Cash-settled weather swap
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CM054
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commoditySwaption
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Commodity swaption form
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Commodity:Swaption:American
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American commodity swaption
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Commodity:Swaption:European
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European commodity swaption
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06
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Swaps
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CM061
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bondSwap
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Bond return swap form
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InterestRate:Swap:BondSwap:SingleName
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Single bond swap
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InterestRate:Swap:BondSwap:SingleIndex
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Bond index swap
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InterestRate:Swap:BondSwap:Basket
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Bond basket swap
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CM062
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equitySwapTransactionSupplement
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Equity return swap form
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Equity:Swap:PriceReturnBasicPerformance:SingleName
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Single equity swap
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Equity:Swap:PriceReturnBasicPerformance:SingleIndex
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Equity index swap
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Equity:Swap:PriceReturnBasicPerformance:Basket
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Equity basket swap
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07
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Credit derivatives
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CM071
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creditDefaultSwap
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Credit default swap form
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Credit:Swap:Index:Cash
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Index credit default swap
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Credit:Swap:SingleName:Cash
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Cash-settled single-name credit default swap
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Credit:Swap:SingleName:Physical
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Physically settled single-name credit default swap
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Credit:Swap:MultipleName:Cash
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Cash-settled basket credit default swap
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Credit:Swap:MultipleName:Physical
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Physically settled basket credit default swap
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CM072
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creditDefaultSwaption
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Credit default swaption form
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Credit:SwapOption:American
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American credit default swaption
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Credit:SwapOption:European
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European credit default swaption
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Credit:SwapOption:Bermuda
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Bermuda credit default swaption
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08
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Other trades
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CM081
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generalProduct
|
General product form
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Other
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Other product
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CM083
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repoBulkReport
|
Bulk Repo report
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Other
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Other product
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CM084
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fxSwapBulkReport
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FX Swap bulk report
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Other
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Other product
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CM085
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fxSingleLegBulkReport
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FX SingleLeg bulk report
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Other
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Other product
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09
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Aggregated reports
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CM092
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-
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Credit support annex reporting form
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-
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-
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CM093
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-
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Contract obligation status form
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-
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-
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CM094
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-
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Mark to market valuation reporting form
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-
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-
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