FIXML Exercise/Assignment Reports to Add Customer Account Tag, By Default - Effective June 28, 2021

Please be advised that CME Clearing is making a change to the FIXML Reports produced as a result of Exercise and Assignment. The records on the AsgnRpt and ExerRpt Reports will begin including Customer Account (Pty Role 24) FIXML tag, by default. Currently, that tag is only included on the records on the ExerRpt when an Option Instruction is submitted with a Customer Account specified. With this change, the Customer Account tag will always be present for each record on both files. If an Option Instruction is submitted including a Customer Account, that same Customer Account will be populated in the Customer Account tag on the record. If not, the Position Account will be populated in the Customer Account tag on the record. Also, if an FCM updates Customer Account, CTI, or Origin on an E/A Trade top-day, those changes will be reflected on the FIXML Trade Register as well as the FIXML Exercise/Assignment Reports.

This change will be implemented in Production for Monday, June 28, 2021.

This change is currently available to be tested in New Release.

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