To support the implementation of the CFTC rules re-write for the NEX SEF, CME Group is making changes to values provided in trade message confirmations via EBS Central Post Trade (CPT). These changes are expected to be minor for both the TOF and FIX API and comply with existing parameters for impacted fields. Please refer to the below information for details that will impact all EBS venues starting December 5, 2022.

The use of USI on the NEX SEF will transition to a UTI only value, in additional the existing UTI value will also be updated to be consistent with ISO 23897 guidelines. UTI will continue to be made of two parts; a prefix and a Trade ID with a maximum limit of 52 characters that clients need to concatenate together.

  • The prefix will become the current full LEI of the generating entity in accordance with ISO 17442 which is 20 characters long
  • The Trade ID will remain in the same format (up to 10 digits long), generated by NEX SEF, which is within the criteria outlined in ISO 23897 guidelines.  

EBS CPT FIX4.4

Current UTI / USI Fields: Prior to December 5, 2022

Field

Field Name

Description

Field Length

ON SEF / ON MTF

ON MTF

OFF SEF / OFF MTF

1903

RegulatoryTradeID


Transaction identifier required by government regulators or other 
regulatory organizations for regulatory reporting purposes.
Up to 10 integers

1234567890

1234567890

1234567890

1905RegulatoryTradeIDSourceIdentifies the reporting entity that originated the value in 1903.
Will contain the relevant namespace.
10 characters1000000328

2GI1GKI3V4

Y1KZLBMHGM

1905 + 1903UTI / USIConcatenation of these two fields will create the UTI/USI. Can be up to maximum 52 Characters (will only be 20 on EBS)1000000328123456789002GI1GKI3V12345678900Y1KZLBMHG1234567890

Changes to UTI / USI Fields: Starting December 5, 2022

Field

Field Name

Description

Field Length

ON SEF / ON MTF

ON MTF

OFF SEF / OFF MTF

1903

RegulatoryTradeID


Transaction identifier required by government regulators or other 
regulatory organizations for regulatory reporting purposes.
Up to 10 integers

1234567890

1234567890

1234567890

1905RegulatoryTradeIDSourceIdentifies the reporting entity that originated the value in 1903.
Will contain the relevant namespace.
20 characters

2138002GI1GKI3V4UG48

213800Y1KZLBMHGMTJ05

1905 + 1903UTIConcatenation of these two fields will create the UTI Can be up to maximum 52 Characters (will only be 30 on EBS)

2138002GI1GKI3V4UG48

213800Y1KZLBMHGMTJ05

Sample Message

8=FIX.4.4 9=870 35=AE 34=2431 49=EBS-TRADE 52=20220509-10:18:30.491 56=CAI2LN-TRADE-5 571=FF01-0A3C-0027-C9-100000 1003=FF01-0A3C-0027-C9 150=F 1907=1 1903=1112223334 1905=1904=0 1906=0 570=N 1430=R 1300=OC 1301=FXODM 55=USD/PHP 454=1 455=EZBCBBZ9JHL0 456=4 460=4 167=FXNDF 541=20220610 32=1000000.00 31=53.16 1056=53160000.00 15=USD 120=USD 75=20220510 60=20220509-10:18:30.488 768=1 769=20220509-10:18:30.488000 770=1 63=M1 64=20220613 5899=20220511 552=2 54=2 37=0A5C-2FA6-0005 198=0A5C-2FA6-0005 453=6 448=INDY 447=D 452=1 802=1 523=INDY 803=1000 448=HIH 447=D 452=12 448=NEX_EBS 447=D 452=16 448=CAX9 447=D 452=1001 448=DTCCGTR 447=D 452=102 448=NEXS 447=G 452=73 1=INDY 578=Manual 1057=Y 54=1 453=4 448=CIZ8 447=D 452=90 802=1 523=CIZ8GB2N 803=16 448=E57ODGLH7CX32TWDD16 447=N 452=90 448=CIZ8 447=D 452=1 448=ND4 447=D 452=12 1=CIZ8 1057=N 2668=1 2669=0 2670=4 10=140

EBS CPT TOF

Current UTI / USI Fields: Prior to December 5, 2022

Field NumberField NameCharacter LimitDescription

ON SEF / ON MTF 

ON MTF

OFF SEF / OFF MTF

318Namespace10

Relevant only to NDF tickets, if configured.
If an NDF is traded on SEF, it contains the NEX SEF Issuer Namespace.
If the NDF is off-SEF it contains the EBS Swiss Co Namespace.

1000000328

2GI1GKI3V4

Y1KZLBMHGM

562Globex Deal ID40This is the Deal ID, when field 561 contains DEAL_REF_NUM

1234567890

1234567890

1234567890

318 + 562
52Concatenation of these two fields will create the UTI/USI.1000000328123456789002GI1GKI3V12345678900Y1KZLBMHG1234567890

Changes to UTI / USI Fields: Starting December 5, 2022

Field NumberField NameCharacter LimitDescription

ON SEF / ON MTF

ON MTF

OFF SEF / OFF MTF

318Namespace20

Relevant only to NDF tickets, if configured.
If an NDF is traded on SEF, it contains the NEX SEF Issuer Namespace.
If the NDF is off-SEF it contains the EBS Swiss Co Namespace.

2138002GI1GKI3V4UG48

213800Y1KZLBMHGMTJ05

562Globex Deal ID40This is the Deal ID, when field 561 contains DEAL_REF_NUM

1234567890

1234567890

1234567890

318 + 562
52Concatenation of these two fields will create the UTI.

2138002GI1GKI3V4UG48

213800Y1KZLBMHGMTJ05

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