Topics in this issue include:

• Aggressor Indicator Changes on CME ClearPort Trade Messages - September 30 ^New
• Price Precision Extension - 2018

New - Aggressor Indicator Changes on CME ClearPort Trade Messages

Effective Sunday, September 30 (trade date Monday, October 1), the Aggressor Indicator (TrdCaptRpt/RptSide/@AgrsrInd) will only be sent on CME ClearPort messages and subsequent allocation groups and allocation messages when the Aggressor is specified on the original trade submission via CME Direct or CME ClearPort. Currently, all CME ClearPort messages include the Aggressor Indicator, regardless if the indicator was specified.

If the indicator is present on the original trade message, it will also be present on any subsequent allocation messaging.

As a reminder, the Aggressor Indicator is a Fee Criteria and will determine give-up grouping and APS/NVAP allocation splitting.

Please see the CME Clearing House Notice for more information.

This enhancement will be available in the New Release for customer testing Thursday, September 20.

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Price Precision Extension

CME Group is implementing end-to-end technology changes to support increased price granularity. Currently, CME Group systems support a maximum of 7 decimals. With this initiative, products with up to 9 decimals may be listed and traded. Effective Sunday, January 13 (trade date Monday, January 14), pending regulatory approval, the 2 Year Treasury Note futures and spreads will move from 7 decimals to 8 to support trading at 1/8 of 1/32.

Customers are encouraged to move to support 9 decimals now; but there are no plans to list a product that uses the 9th decimal at this time.

For more on impacted products and CME Globex, iLink messaging, Drop Copy and Market Data impacts, view the CME Globex Client Impact Assessment.

These enhancements are currently available for testing in New Release.

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