• CME STP Notices: November 30, 2017

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20171130
      • Notice Date
      • 30 November 2017
    • CME STP

      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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      New New - Price Precision Extension - 2018

      In the second half of 2018, CME STP will support an increase to the maximum price precision from seven to nine decimal places to provide greater price granularity for future launches.

      In Q4 2018, the first application of this new price format functionality, pending regulatory approval, will implemented be for 2-Year Treasury Note futures, future spreads and inter-commodity spreads.

      For more on impacted products and CME Globex, iLink messaging, Drop Copy and Market Data impacts, view the CME Globex Client Impact Assessment.

      All impacted attributes are on Trade Capture Reports at the Trade Capture Report or Trade Instrument Leg Group level.

      Level Field Name FIXML Attribute Name
      TrdCaptRpt

       

      Trade Price LastPx
      Average Price AvgPx
      Differential Price DiffPx
      /TrdCaptRpt/TrdLeg Leg Last Price LastPx
      Leg Differential Price DiffPx

       

      These enhancements will be available for testing in New Release in the first half of 2018.

       

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      CME STP FIX

       

      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 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

      New New - Price Precision Extension - 2018

      In the second half of 2018, CME STP FIX will support an increase to the maximum price precision from seven to nine decimal placesto provide greater price granularity for future launches.

      In Q4 2018, the first application of this new price format functionality, pending regulatory approval, will implemented be for 2-Year Treasury Note futures, future spreads and inter-commodity spreads.

      For more on impacted products and CME Globex, iLink messaging, Drop Copy and Market Data impacts, view the CME Globex Client Impact Assessment.

      All impacted attributes are on Trade Capture Reports at the Trade Capture Report or Trade Instrument Leg Group level.

      Level FIX Tag Field Name FIXML Attribute Name
      TrdCaptRpt

       

      31 Trade Price LastPx
      6 Average Price AvgPx
      10033 Differential Price DiffPx
      /TrdCaptRpt/TrdLeg 637 Leg Last Price LastPx
      2492 Leg Differential Price DiffPx

       

      These enhancements will be available for testing in New Release in the first half of 2018.

       

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      CME STP Trade View

       

      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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