CME STP Notices: March 22, 2017

Topics in this issue include:

• CME STP and CME STP FIX
  • Trade Currency Update - April 2 ^Update
  • Single-Sided Option Premium Trade Amount Updates - April 2 ^Update
  • Additional Information in Trade Capture Report Text Fields - April 2 ^New
• CME STP Trade View
  • New Fields in Trade Grid - April 2 ^Update

CME STP and CME STP FIX

Update - Trade Currency Update

† Denotes update to the article

Effective Sunday, April 2 (trade date Monday, April 3), the trade currency for all single-sided, cleared elsewhere trades submitted through CME ConfirmHub will be populated at the Instrument level, providing consistency across both CME cleared and cleared elsewhere trades.

• CME STP: TrdCaptRpt/Instrmt/@PxQteCcy
• CME STP FIX: tag 10026

The bilateral trade currency mapping will remain at the Report Side level of the trades.

• CME STP: TrdCaptRpt/RptSide/@Ccy
• CME STP FIX: tag 15

Currency within the Payment Streams on cleared elsewhere trades and bilateral trades will not be impacted.

This enhancement will be available in the New Release on † Wednesday, March 29.

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Update - Single-Sided Option Premium Trade Amount Update

† Denotes update to the article

Effective Sunday, April 2 (trade date Monday, April 3), the Position Amount Data Block for both CME STP and CME STP FIX will be published for Single-Sided Option Premium trades that are submitted using CME ConfirmHub.

Bilateral Option Premium trades (where Exchange = XXXX) will continue to populate the Position Amount Data Block.

See a FIXML or FIX Sample.

These enhancements will be available in the New Release on † Wednesday, March 29.

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New – Additional Information in Trade Capture Report Text Fields

Effective Sunday, April 2 (trade date Monday, April 3), at customer requests, the Report Side level text field for both CME STP and CME STP FIX  will include Buyer Price Display and Additional Information for CME ConfirmHub deals. This enhancement does not apply to CME Group-cleared trades. Confirm Letters will not be impacted.

Text Field Enhancements:

• The data elements of the text field will contain an identifying label and a pipe ( | ) separator.
• Data elements that are not populated on the inbound trade will not be displayed in the text field.
• Notes labels:
  • Bilateral trade labels for notes:
    • CompanyNotes = Reporting party notes
    • CptyNotes = Counterparty notes
  • Cleared Elsewhere label for notes:
    •  CompanyNotes

These enhancements will be available in the New Release for customer testing on Wednesday, March 29.

Text Field Example for CME STP

A CME ConfirmHub text field with Buyer Price Display, Counterparty Notes, and Additional Information:

Txt="BuyerPriceDisplay=.7|CptyNotes=PHPt\|123|AdditionalInfo=1.1"

Text Field Example for CME STP FIX

A CME ConfirmHub text field with Buyer Price Display, Company Notes, and Additional Information:

58=BuyerPriceDisplay=0.735|CompanyNotes=PHPty123|AdditionalInfo=.010

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CME STP Trade View

Update - New Fields in Trade Grid

† Denotes update to the article

Effective Sunday, April 2 (trade date Monday, April 3), the trade grid will include the following additional columns:

These enhancements will be available in the New Release on † Wednesday, March 29.

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Contacts

Please contact the following support teams for:

• New Release Environment Support:
  Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.
• Production Environment Support:
  CME Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

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