Topics in this issue include:
When entering a swap (OPNT) transaction on CME ClearPort API, CME Clearing, by default, reports the trade (Primary Economic Terms) to CME Swap Data Repository (SDR) unless the Initial SDR field is populated with a non-CME SDR LEI. Effective immediately, CME ClearPort API now supports the LEI’s of all three non-CME Swap Data Repositories (SDRs).
Please note that accurate provisioning of the initial SDR is critical as it is used to know which should receive a termination notice by CME Clearing on the original bilateral trade (alpha).
With respect to DTCC’s SDR, please note the new legal entity name and associated LEI below.
|Non CME SDRs|
|ICE Trade Vault, LLC||549300KE78SX8RVDNO58|
|Bloomberg SDR, LLC||5493006SPIZKPPCPBB70|
|DTCC Data Repository (U.S.) LLC (New)||549300H9ZM7RDBM87W85|
The previously supported Depository Trust &Clearing Corporation LEI of MLDY5N6PZ58ZE60QU102 is the parent organization of DTCC Data Repository (U.S.) LLC. It remains available for trade submissions for an undetermined period of time to aid in migration to the newer name and LEI; however, it has been updated to ‘Depository Trust & Clearing Corporation (Old)’.
Please contact CME Swap Data Repository with any questions.
In November 2014, CME ClearPort API introduced user self-management of profile and ID information
If you have not created your SMART Click profile and API ID(s), please do so immediately using the SMART Click’s API ID Management functionality. Once your ID is created, contact Enterprise Application & System Entitlements (EASE) to entitle the IDs for New Release, Production and Certification environments.
Legacy CME ClearPort API access will be supported through May 2015 as follows:
Please note: Legacy IDs cannot be used at the new URLs and new IDs cannot be used with legacy URLs.
With this change:
|New ClearPort Instances for SMART Click-Managed IDs|
|Environment||HTTPS URL Type||New URL|
Enterprise Application & System Entitlements (EASE) can be reached in the U.S. at +1 312 456 1560, Europe at +44 203 379 3802 or Asia at +65 6593 5536.
If you have questions, please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803, or in Asia at +65 6593 5593.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.