Please be advised that CME Clearing will be using a new Time Bracket value to identify Trades that have been executed during “Weekend Trading Hours”. The FIXML Tag @TmBkt will only be set with a value of “+” to indicate Trades that have been executed between 4:02pm Friday - 5:00pm Sunday. Allocation Grouping Criteria for Post-Trade Processing will be adjusted to include this Time Bracket value. The Production Date for this change will be for Trade Date Monday, June 1, 2026.
For the full text of this advisory, please refer to the link below.