• CME STP Notices: October 18, 2017

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20171018
      • Notice Date
      • 18 October 2017
    • CME STP

      CME STP Enhancements for Straight Through Processing  - This Week

      On Sunday, October 22 (trade date Monday, October 23), to better support Straight Through Processing, the following enhancements will be implemented by market segment in CME STP for CME Globex trades:

      • CME Globex Trade Capture Report spreads (MLegRptTyp=”3”) will be published by CME STP, providing greater flexibility in trade reporting, with the following exception:
        • Interexchange spreads and legs will continue to be supported by MLegRptTyp=”2”, but will not be supported by MLegRptTyp=”3”.
      • A new field Market Data Trade Entry ID (MDTrdEntrID) will be added to Trade Capture Report messages for:
        • MLegRptTyp=”2” – Trade Capture Reports on all trades of outright instruments and the individual, outright legs of multi-leg security (spread/combo) trades
        • MLegRptTyp=”3” – Trade Capture Reports on all trades of outright instruments and multi-leg securities (spread/combo). Legs are included in repeating groups in the mutli-leg security trades TCR.
        • This field will reflect an end-to-end value available on CME Globex iLink order entry, MDP 3.0 market data, and CME STP clearing messages, allowing clients to follow an order from CME Globex execution through clearing.
      Attribute FIXML Field Name FIXML Message Component Level Description
      Market Data Trade Entry ID MDTrdEntrID Trade Capture Report Unique Trade Identifier that will match to a CME Globex order execution associated market data message and STP messaging
      • A new format for Execution ID (TradeCaptureReport/@ExecID) will align the CME Globex Execution ID with the CME STP Execution ID, so both are identical.
        • The new format for Execution ID also enables linking a newly created trade to a cancelled trade resulting from a price adjustments using the right most nine characters:
          • Execution ID associated with order execution and cancelled trade: 00010720170407163234TN0000023
          • Execution ID associated with new Trade Capture Report: 8245:M:258TN0000023

      These enhancements are currently available in New Release for customer testing.

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      Cash-Settled OTC FX Options  - October 2017

      Effective October 2017, customers may consume cash-settled OTC FX Option deals using CME STP. The underlying block on the OTC FX Options will be a Future.The following updates facilitate this enhancement.

      New Fields:

      Settlement Method will be added at the Instrument level for single-sided trades, and Payment Date will be added to the Payment Group level.

      Attribute FIXML Field Name FIXML Message Component Level Description
      Settlement Method SettlMeth Instrument: TrdCaptRpt/Instrmt Settlement method for a contract.
      Payment Date Dt Payment Group: TrdCaptRpt/Pmt The adjusted payment date.

      Please Note:

      • For Bilaterals, settlement Method will continue to be mapped to Stream Type at the Stream Group level (/TrdCaptRpt/Instrmt/Strm/@Typ).
      • Premium information will be routed to the Payment Group.
      • Specification updates will be made to the Client Systems Wiki on the effective date for these enhancements.

      Please see sample message.

      These enhancements are currently available for customer testing in New Release.

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      Information Security Update  - December 17

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

      This change is currently available for customer testing in New Release and Certification.

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      CME STP FIX

       

      CME STP FIX Enhancements for Straight Through Processing  - This Week

      On Sunday, October 22 (trade date Monday, October 23), to better support Straight Through Processing, the following enhancements will be implemented by market segment in CME STP for CME Globex trades:

      • CME Globex Trade Capture Report spreads (tag 442-MultiLegReportingType = 3) will be published by CME STP FIX, providing greater flexibility in trade reporting, with the following exception:
        • Interexchange spreads and legs will continue to be supported by tag 442-MultiLegReportingType = 2, but will not be supported by tag 442-MultiLegReportingType = 3.
      • A new tag 37711-MDTradeEntryID will be added to Trade Capture Report messages for:
        • tag 442-MultiLegReportingType = 2 - Trade Capture Reports on all trades of outright instruments and the individual, outright legs of multi-leg security (spread/combo) trades
        • tag 442-MultiLegReportingType = 3 - Trade Capture Reports on all trades of outright instruments and multi-leg securities (spread/combo). Legs are included in repeating groups in the mutli-leg security trades TCR.
        • This tag will reflect an end-to-end value available on CME Globex iLink order entry, MDP 3.0 market data, and CME STP FIX clearing messages, allowing clients to follow an order from CME Globex execution through clearing.
      Tag FIX Name FIXML Field Name FIXML Message Component Level Description
      37711 MDTradeEntryID MDTrdEntrID Trade Capture Report Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging
      • A new format for Execution ID (Tag 17-ExecID) will align the CME Globex Execution ID with the CME STP FIX Execution ID, so both are identical.
        • The new format for Execution ID also enables linking a newly created trade to a cancelled trade resulting from a price adjustments using the right most nine characters:
          • Execution ID associated with order execution and cancelled trade: 00010720170407163234TN0000023
          • Execution ID associated with new Trade Capture Report: 8245:M:258TN0000023

      These enhancements are currently available in New Release for customer testing.

      Back to Top

      Cash-Settled OTC FX Options  - October 2017

      Effective October 2017, customers may consume cash-settled OTC FX Option deals using CME STP FIX. The underlying block on the OTC FX Options will be a Future.The following updates facilitate this enhancement.

      New Fields:

      Settlement Method will be added at the Instrument level for single-sided trades, and Payment Date will be added to the Payment Group level.

      Fix Tag Attribute FIXML Field Name Type Description Valid Values
      1193 Settlement Method SettlMeth Instrument: TrdCaptRpt/Instrmt Settlement method for a contract. C - Cash settlement required
      P - Physical settlement required
      40222 Payment Date Dt Payment Group: TrdCaptRpt/Pmt The adjusted payment date.  

      Please Note:

      • For Bilaterals, settlement Method will continue to be mapped to Stream Type at the Stream Group level (/TrdCaptRpt/Instrmt/Strm/@Typ).
      • Premium information will be routed to the Payment Group.
      • Specification updates will be made to the Client Systems Wiki on the effective date for these enhancements.

      These enhancements are currently available for customer testing in New Release.

      Back to Top

      Information Security Update  - December 17

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

      This change is currently available for customer testing in New Release and Certification.

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      CME STP Trade View

      Cash-Settled OTC FX Options  - October 2017

      Effective October 2017, customers may view cash-settled OTC FX Options in CME STP Trade View.

      This enhancement is currently available for customer testing in New Release.

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      Information Security Update  - December 17

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

      This change is currently available for customer testing in New Release and Certification.

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      Contacts

      Please contact the following support teams for:

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