Critical System Information

BrokerTec ID Field Changes for CME STP FIX and FIXML - This Week

Effective this Sunday, November 1 (trade date Monday, November 2), CME STP FIX and FIXML will transition to a deterministic algorithm for generating values across the specified fields.

These values were formerly generated using database sequences that incremented continuously and sequentially until reaching the limit of a 32-bit integer, at which point they would reset to 0. New values will not be incremental but will maintain uniqueness.

BrokerTec ID Field Changes for CME STP FIX and FIXML
Field	Existing Data Type	Current example value	New example Value	Applicable Products
FIX: tag 1003 - TradeId FIXML: TrdCaptRpt/@TrdID	STRING	53215462 53215463 53215464	48092753 68420421 57801495	BrokerTec markets
FIX: tag 20056 - SettlementTradeID FIXML: TrdCaptRpt/@SettlTrdID	STRING	R0032942340 C0032942341 R0032942342	R0028409863 C0056372842 R0034569011
FIX: tag 20011 - DealID FIXML: TrdCaptRpt/@DealID	STRING	101861919 101861920 101861921	58274031 23485034 86524344

This change is currently available for customer testing in New Release.

BrokerTec European Government Bond Cash Market Segment and Data Channels - December 31

Effective at the close of business on Thursday, December 31, the following BrokerTec European Government Bond cash iLink market segment and Market Data Platform (MDP 3.0) channels will be decommissioned:

CME GLOBEX MARKET SEGMENT	MARKET SEGMENT ID	ILINK/ MDP 3.0: TAG 1151 - SECURITY GROUP	MDP 3.0 CHANNELS
BrokerTec EGB and UK Gilts	44	EUBD (EGB)	492 - EGBs & Gilts CME MDP Premium 502 - EGBs & Gilts CME MDP Conflated 511 - EGBs & Gilts CME TCP Conflated
		EUCA (EGB Supras)
		GBIL (Bilateral EGB)

Please Note: The BrokerTec EU and UK Repo Markets and all other BrokerTec products are unaffected by this action and will continue to operate normally.

Treasury Link Spreads on CME Globex - Q1 2027

In Q1 2027, pending regulatory review, CME Group will introduce Treasury Link (cash versus futures) spreads for trading on CME Globex. 

This offering represents a price differential between BrokerTec U.S. Treasury Actives offered on BrokerTec Chicago and CBOT U.S. Treasury futures, facilitating the simultaneous and atomic execution of both legs within a single transaction, eliminating legging risk. 

Treasury Link spreads will be listed with 1 to 1 Ratio and DV01 Weighted (X:Y) Ratio. For more information, view the Treasury Link Spreads - Product Specifications. 

For technical specifications, launch timelines, connectivity instructions, and revision history of changes since initial publication, review the client impact assessment.

Use your CME Group Login to view market data multicast IP and port details on the Connectivity and Configuration Details page. 

These products are currently available for customer testing in New Release.

Events and Announcements

Central Clearing for BrokerTec U.S. Treasury Cash - November 2

By Monday, November 2, to comply with the upcoming SEC Central Clearing Mandate, all bilateral participants trading U.S. Treasury cash products on BrokerTec must begin clearing these transactions through a Covered Clearing Agency (CCA).

Please contact brokertecinqueries@cmegroup.com with any questions.

CME Group and Google Market App Building Workshop in London - November 11

On Wednesday, November 11, join CME Group and Google in London for “CME x Google: The Builders Lab,” an exclusive in-person interactive coding workshop designed exclusively for developers and quants to harness our premium futures and options data to build a real-world analytics application of your choice.

 

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