• CME STP: Sample Message for Cash-Settled OTC FX Options

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20170816
      • Notice Date
      • 16 August 2017
      • Effective Date
      • 01 October 2017
    • <FIXML s="20090815" cv="CME.0001" xv="109" v="5.0 SP2">
      <Batch>
      <Hdr TSub="E21996" SSub="STP" SID="CME"/>
      <TrdCaptRpt LastUpdateTm="2017-06-22T10:14:16.424-05:00" TxnTm="2017-06-22T10:14:16-05:00" MLegRptTyp="1" BizDt="2017-06-22" TrdDt="2017-06-22" LastPx="1.12668" LastQty="1000" VenuTyp="O" PxTyp="2" ExecID2="1234562000019" ExecID="7850470" MtchID="15CCD74915A0003D179A" TrdTyp="22" CalcCcyLastQty="11266.80" ReqID="201472c5-2b5b-43c9-93a6-eca27cf1c62d" TrdRptStat="0" RptTyp="101" TransTyp="1" TrdID2="15CCD74915A0003D17A0" TrdID="100217" RptID="15CCD74915A0003D17A01101416424">
      <Instrmt PxQteCcy="USD" Desc="Light Sweet Crude Oil Option" Exch="NYMEX" PutCall="0" ExerStyle="0" UOMQty="1000" UOM="EUR" Mult="1" StrkPx="1.12668" MatDt="2017-12-14" MMY="20160928" SubTyp="SA" SecTyp="OPT" SecGrp="OTCFX" CFI="OPECCN" Src="H" ID="EURUSC" SettlMeth="C" FnlSettlCcy="USD" Sym="EURUSCCU628"/>
      <Undly Exch="CME" MMY="201801" SecTyp="FUT" Src="H" ID="EUR"/>
      <!-- Note OTC FX Option Premium uses the Pmt block -->
      <Pmt Ccy="USD" Amt="-125000.00" Dt="2016-09-29" Typ="10"/>
      <RptSide ClOrdID="CCPC_110221850587" CustCpcty="4" InptSrc="CPC" Side="1">
      <Pty R="1" ID="880"/>
      <Pty R="4" ID="370"/>
      <Pty R="7" Src="C" ID="ATS_TRADER1">
      <Sub Typ="5" ID="ATS_TRADER1"/>
      </Pty>
      <Pty R="7" Src="C" ID="ATS_TRADER1">
      <Sub Typ="100" ID="13246"/>
      </Pty>
      <Pty R="21" Src="C" ID="CME"/>
      <Pty R="22" Src="C" ID="CME"/>
      <Pty R="24" Src="C" ID="ATS-BRK1-H-H-H-01">
      <Sub Typ="26" ID="2"/>
      </Pty>
      <Pty R="24" Src="H" ID="A-21796"/>
      <!-- R=16 is the Executing System -->
      <Pty R="16" ID="TRPL">
      <Sub Typ="5" ID="Traiana, Inc"/>
      </Pty>
      <Pty R="36" ID="ATS_TRD1USER">
      <Sub Typ="9" ID="ATS_TRD1USER_UFN ATS_TRD1USER_ULN"/>
      </Pty>
      <RegTrdID Typ="0" Evnt="2" Src="1010000023" ID="CPC000007850470BN0001"/>
      <TrdRegTS Typ="1" TS="2015-11-30T06:15:23-06:00"/>
      </RptSide>
      </TrdCaptRpt>
      </Batch>
      </FIXML>