Effective at the close of business day, March 18, 2013 in Production for Futures Product Reference Files (FPRF) dated BizDt=”2013-03-19”, a new Coupon Rate (“CpnRt”) attribute will be present in the Futures FPRF files for all futures products. This attribute will be removed for all but deliverable swaps futures at a later date.
Note that the new attribute will not be present in any other non-CDS CME Group FIXML messages (trade confirms, allocations, trade registers, etc.) at this time.
A sample showing the newly added FPRF tag follows on the next page.
For questions or further information please contact CME Clearing Services (CCS) at 312-207-2525 or email@example.com.
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