Adding Customer Account Tag on FIXML Assignment Reports By Default - Effective July 26, 2021

Please be advised that in follow-up to CH Advisory 21-157, CME Clearing announced a change to the FIXML Reports produced as a result of the Options Exercise and Assignment process. With that change, which became effective Monday, June 28, 2021, only the records on the Exercise Report (ExerRpt) started including Customer Account (Pty Role 24) FIXML tag, by default.

The corresponding change, for the Assignment Report (AsgnRpt¬), is scheduled for Monday, July 26, 2021. As a reminder, with this change, the Customer Account tag will always be present on each record, and the Position Account will be used as the default Customer Account. Please note that when FCMs update 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 enhancement will be available for testing in New Release starting Wednesday, July 14, 2021.

Click here for the full text of the advisory

21-236