• CME STP Notices: March 10, 2017

      • To
      • CME STP Customers
      • From
      • Global Account Management
      • #
      • 20170309
      • Notice Date
      • 10 March 2017
    • Topics in this issue include:

      CME STP and CME STP FIX

      New - Trade Currency Update

      Effective Sunday, April 2 (trade date Monday, April 3), the trade currency for all single-sided, cleared elsewhere trades submitted through CME ConfirmHub will be populated at the Instrument level, providing consistency across both CME cleared and cleared elsewhere trades.

      • CME STP: TrdCaptRpt/Instrmt/@PxQteCcy
      • CME STP FIX: tag 10026

      The bilateral trade currency mapping will remain at the Report Side level of the trades.

      • CME STP: TrdCaptRpt/RptSide/@Ccy
      • CME STP FIX: tag 15

      Currency within the Payment Streams on cleared elsewhere trades and bilateral trades will not be impacted.

      This enhancement will be available in the New Release on Wednesday, March 22.

       

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      New - Single-Sided Option Premium Trade Amount Update

      Effective Sunday, April 2 (trade date Monday, April 3), the Position Amount Data Block for both CME STP and CME STP FIX will be published for Single-Sided Option Premium trades that are submitted using CME ConfirmHub.

      Bilateral Option Premium trades (where Exchange = XXXX) will continue to populate the Position Amount Data Block.

      See a FIXML or FIX Sample.

      These enhancements will be available in the New Release environment on Wednesday, March 22.

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      CME STP FIX

      New - Daily Disconnect and Reconnect

      Effective Wednesday, March 15, CME STP FIX will schedule a daily disconnect and reconnect at 16:30 Central Time in the New Release environment. The service will be down for less than two minutes during this process. This provides an opportunity for customers to:

      • Onboard new sessions daily instead of weekly
      • Ensure disconnect and reconnect functionality is working

      The production implementation will be announced in a future CME STP notice.

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      CME STP Trade View

      New - New Fields in Trade Grid

      Effective Sunday, April 2 (trade date Monday, April 3), the trade grid will include the following additional columns:

      Column Name Description
      Account Customer account.
      Index Location Location of the floating rate index.
      StrikeIndex Location Location of the strike price index.

      These enhancements will be available in the New Release on Wednesday, March 22.

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      Contacts

      Please contact the following support teams for:

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