• CME ClearPort API Notices

      • To
      • CME ClearPort API Customers
      • From
      • Global Account Management
      • #
      • 20161108
      • Notice Date
      • 08 November 2016
    • Topics in this issue include:

      New - Additional Swap Data Repository Attributes

      Effective Sunday, November 13 (trade date Monday, November 14), CME ClearPort API will begin sending additional attributes to the Swap Data Repository (SDR) and on Trade Capture Reports (TCRs) and Trade Capture Report Acknowledgements (TCR Acks) from CME ClearPort to the customer for non-Interest Rate Swap trades with the following trade types:

      • Swap Block (SWBLK)
      • Large Notional Off-Facility Swap (LGNOT)
      • Over-the-Counter Privately Negotiated Trades (OPNT)

      The following attributes will be sent to the SDR and on TCR and TCR Acks to the customer messages:

      Attribute Description
      Block USI The block ID; only added on allocated trades.
      Bilateral USI The initial Unique Swap Identifier assigned to the swap upon execution by the Reporting Counterparty or the Swap Execution Facility. ClearPort will add the Bilateral USI only if the Initial SDR LEI is the CME SDR.
      Initial SDR LEI Legal Entity Identifier for the original SDR on which the initial trade was reported.
      Clearing Receipt Time Generated time stamp. Timestamp meaning may vary depending on approval and allocations. See scenarios for meaning of the generated timestamp.
      Cleared Time Generated timestamp. Timestamp meaning may vary depending on approval and allocations. See scenarios for meaning of the generated timestamp.

      Please see additional information on timestamp scenarios, attribute usage and message samples.
      These attributes will be available in New Release on Wednesday, November 9.

      Please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

      Please contact the Global Command Center (GCC) in the U.S. at +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any production questions.

      New - Updates to Initial SDR and Bilateral USI Propagation

      Effective Sunday, November 13 (trade date Monday, November 14), in compliance with the U.S. Commodity Futures Trading Commission (CFTC) regulatory requirements, the following will apply to incoming Swap trades:

      • CME ClearPort API will no longer auto-populate incoming Swap trades with the CME Legal Entity Identifier (LEI) when there is no initial Swap Data Repository (SDR) tag.
      • The Bilateral Unique Swap Identifier (USI) will be auto-generated by CME ClearPort API only where:
        •  The incoming trade has the Initial SDR tag populated with a CME LEI; and
        • The trade does not already have a Bilateral USI tag.
      • All other SDR tags will be populated.

      This enhancement will be available in New Release on Wednesday, November 9.

      Please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

      Please contact the Global Command Center (GCC) in the U.S. at +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any production questions