• CME STP FIX:TradeCaptureReport Updates

      • To
      • CME STP FIX Customers
      • From
      • Global Account Management
      • #
      • 20170207
      • Notice Date
      • 07 February 2017
      • Effective Date
      • 26 February 2017
    • Effective Sunday, February 26 (trade date Monday, February 27), the TradeCaptureReport (tag 35-MsgType=AE) message in CME STP FIX will be updated to deliver improved FIX compliance.

      Current Tag New Tag Fix Name FIXML Abbr FIX Message Component Level Description
      41193 41913 UnderlyingPaymentStreamRateIndexLocation NdxLctn UnderlyingPaymentStreamFloatingRate Specifies the location of the floating rate index for the Underlying Payment Float Stream.”
      205 541 MaturityDate MatDt Instrument Date of maturity or the settlement date of a CDS contract.

      Following this change, tags 41193 and 205 will no longer be sent.

      This enhancement will be available for customer testing in New Release on Wednesday, February 15.

      Please contact Certification Support for Electronic Trading (CSET) in 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. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010 for production questions.