• CME Globex iLink Enhancements for Clearing Instructions - Effective March 31, 2019

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 19-034
      • Notice Date
      • 28 January 2019
      • Effective Date
      • 31 March 2019

    • Beginning Sunday, March 31, for trade date Monday, April 1, 2019, CME Globex iLink order entry will support new FIX tags to instruct CME Clearing House to designate CME Globex trades for APS (Average Price System) or NVAP (Notional Value Average Price) post trade processing, and instructions for SLED leg pricing. With this launch, the following new FIX tags will be used for post-trade clearing instructions on customer orders:

      • Tag 819-AvgPxIndicator and tag 1731-AvgPxGroupID allow customers to group their trades so that they can be calculated and processed as average price trades for clearing.

      • Tag 1598 - ClearingTradePriceType indicates whether the front month leg of the Single Line Entry Differential Spreads (SLEDS) should clear at the market traded price or the prior day’s settlement price.

      For the full text of this advisory, please click here. 

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