Sample Messages

Sample Commodity NatGas Swaption Messages

Part 45:

{
  "messagePayload": {
    "messageType": "TRANSACTION",
    "reporterIdentifier" : "FAKE0022222222222200",
    "cleared": "N",
    "mandatoryClearingIndicator": null,
    "counterparty1": "FAKE0022222222222200",
    "counterparty2": "FAKE0022222222222200",
    "counterparty1IdentifierSource" : "LEID",
    "counterparty2IdentifierSource" : "LEID",
    "counterparty1FinancialEntityIndicator" : true,
    "counterparty1Designation": "NON-SD/MSP/DCO",
    "counterparty2FinancialEntityIndicator" : false,
    "counterparty2Designation": "NON-SD/MSP/DCO",
    "buyerIdentifier": "FAKE0022222222222200",
    "sellerIdentifier": "FAKE0022222222222200",
    "submitterIdentifier" : "FAKE0022222222222200",
    "counterparty1FederalEntityIndicator" : false,
    "counterparty2FederalEntityIndicator" : false,
    "actionType" : "NEWT",
    "eventType" : "TRAD",
    "amendmentIndicator" : null,
    "eventTimestamp" : "2022-06-07T14:51:23Z",
    "notionalAmountLeg1": 150000,
    "notionalAmountInUSDLeg1": null,
    "notionalCurrencyLeg1": "USD",
    "notionalQuantityLeg1": 100,
    "quantityFrequencyLeg1": "EXPI",
    "quantityFrequencyMultiplierLeg1" : 1,
    "quantityUnitOfMeasureLeg1": "ACCY",
    "totalNotionalQuantityLeg1": 100,
    "postPricedSwap" : false,
    "finalContractualSettlementDate" : "2025-07-15",
    "allocationIndicator" : "UNAL",
    "nonStandardizedTermIndicator" : false,
    "blockTradeElectionIndicator" : false,
    "largeNotionalOffFacilitySwapElectionIndicator" : false,
    "effectiveDate": "2022-06-15",
    "expirationDate": "2025-07-15",
    "earlyTerminationDate": null,
    "executionTimestamp" : "2022-06-07T14:51:23Z",
    "reportingTimestamp": "2023-01-17T23:51:23Z",
    "platformIdentifier" : "XXXX",
    "registeredPlatformIndicator": false,
    "primeBrokerageTransactionIndicator" : false,
    "jurisdiction" : "CFTC",
    "assetClass": "CO",
    "deliveryType": "CASH",
    "settlementCurrencyLeg1": "USD",
    "instrumentType": "H",
    "referenceRate": "BIODIESEL-RINS D6 2014-PLATTS BIOFUELSCAN",
    "relatedFuturesContract": "NO_RELATED_FUTURES_CONTRACT",
    "referenceRateSource": "INDEX",
    "upiProductName": "SWAPTION",
    "historicalTransactionIdentifier": false,
    "clientMessageIdentifier": "20220607065122000648",
    "clientTradeIdentifier": "20220607065122000648",
    "customBasketIndicator" : false,
    "packageIndicator" : false,
    "initialMarginCollateralPortfolioCode" : null,
    "variationMarginCollateralPortfolioCode" : null,
    "exemptPublicRelatedMessage": "IS_PUBLICLY_REPORTABLE",
    "reportingJurisdiction": "CFTC",
    "underlyingProductName": "SINGLE_INDEX",
    "correctingMessages" : null,
    "correctingFields" : null,
    "underlyingAssetOrUnderlyingContractType": "NRGY",
    "underlyingAssetSubtypeOrUnderlyingContractSubtype": "NGAS",
    "underlyingAssetAdditionalSubtypeOrUnderlyingContractSubtype": "OTHR",
    "uniqueTransactionIdentifier": "FAKE00222222222222001234567890SAMPLESWAPTION0002",
    "validationVersion": "2.1",
    "referenceRatePricing": "LD3",
    "valuationMethodOrTrigger": "M",
    "price": null,
    "priceCurrency": null,
    "priceNotation": null,
    "priceUnitOfMeasure": null,
    "maturityDateOfTheUnderlier": "2025-07-15",
    "strikePrice" : 1500,
    "strikePriceNotation" : "1",
    "strikePriceCurrencyOrCurrencyPair": "USD",
    "optionPremiumAmount" : 1800,
    "optionPremiumCurrency" : "USD",
    "optionPremiumPaymentDate" : "2022-06-15",
    "firstExerciseDate" : "2023-07-15",
    "callAmountLeg1": null,
    "callAmountInUSDLeg1": null,
    "callCurrencyLeg1": null,
    "putAmountLeg1": 150000,
    "putAmountInUSDLeg1": null,
    "putCurrencyLeg1": "USD",
    "optionStyle": "EURO",
    "optionType": "P"
  }
}