• CME STP Notices: November 22, 2017

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20171122
      • Notice Date
      • 22 November 2017
    • CME STP

      Update Update - Cash-Settled OTC FX Options  - November 26

      † Denotes update to the article

      Effective Sunday, November 26 (trade date Monday, November 27), 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 FX Link Messaging in CME STP - February 25

      Effective Sunday, February 25 (trade date Monday, February 26), CME Group is launching CME FX Link a new spot FX basis spread on CME Globex. CME FX Link will provide unique new capital, margin and operational benefits for the FX marketplace by efficiently linking trading activity in FX Futures and OTC Spot FX via CME Globex.  

      The spot FX basis spread will be offered between OTC Spot FX and CME FX futures for the following six currency pairs:

      • EUR/USD
      • JPY/USD
      • GBP/USD
      • CAD/USD
      • AUD/USD
      • MXN/USD

      Learn more regarding CME Globex and CME STP.

      CME FX Link functionality is currently available for customer testing in New Release.

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      CME STP FIX

      Update Update - Cash-Settled OTC FX Options  - November 26

      † Denotes update to the article

      Effective Sunday, November 26 (trade date Monday, November 27), 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.

      Back to Top

      CME FX Link Messaging in CME STP FIX  - February 25

      Effective Sunday, February 25 (trade date Monday, February 26), CME Group is launching CME FX Link a new spot FX basis spread on CME Globex. CME FX Link will provide unique new capital, margin and operational benefits for the FX marketplace by efficiently linking trading activity in FX Futures and OTC Spot FX via CME Globex.  

      The spot FX basis spread will be offered between OTC Spot FX and CME FX futures for the following six currency pairs:

      • EUR/USD
      • JPY/USD
      • GBP/USD
      • CAD/USD
      • AUD/USD
      • MXN/USD

      Learn more regarding CME Globex and CME STP FIX.

      CME FX Link functionality is currently available for customer testing in New Release.

      Back to Top

      CME STP Trade View

      Update Update - Cash-Settled OTC FX Options  - November 26

      † Denotes update to the article

      Effective Sunday, November 26 (trade date Monday, November 27), 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.

      Back to Top

      CME FX Link Messaging in CME STP Trade View  - February 25

      Effective Sunday, February 25 (trade date Monday, February 26), CME FX Link, a new spot FX basis spread, will launch on CME Globex. CME FX Link will provide unique new capital, margin and operational benefits for the FX marketplace by efficiently linking trading activity in FX Futures and OTC Spot FX.  

      The spot FX basis spread will be offered between OTC Spot FX and CME FX futures for the following six currency pairs:

      • EUR/USD
      • JPY/USD
      • GBP/USD
      • CAD/USD
      • AUD/USD
      • MXN/USD

      CME FX Link trades is currently available in CME STP Trade View for customer testing in New Release.

      Learn more about CME FX Link on CME Globex.

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      Contacts

      Please contact the following support teams for:

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