CME STP Notices: April 4, 2018

CME STP

New New - EFR/EFP TAS and TAM Pricing Support  - April 22

Effective Sunday, April 22 (trade date Monday, April 23), CME Group will offer Exchange for Physical (EFP) and Exchange for Risk (EFR) trades on Trade at Settlement (TAS) and Trade at Marker (TAM) pricing for eligible products.

CME STP will support trade reporting for these deals.

The following values should be expected on these trades:

Trade Type

• EFP: Trade Type (TrdCaptRpt/TrdTyp) = "2"
• EFR: Trade Type (TrdCaptRpt/TrdTyp) = "11"

Trade Sub Type

• TAS: Trade Sub Type (TrdCaptRpt/TrdSubTyp) = "40"
• TAM: Trade Sub Type (TrdCaptRpt/TrdSubTyp) = "43"

This enhancement will be available in New Release on Wednesday, April 11.

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Price Precision Extension - Q4 2018

In Q4 2018, CME STP will support an increase to the maximum price precision from seven to nine decimal places to provide greater price granularity for future launches.

Also in Q4 2018, the first application of this new price format functionality, pending regulatory approval, will be implemented for 2-Year Treasury Note futures, future spreads and inter-commodity spreads.

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

All impacted attributes are on Trade Capture Reports at the Trade Capture Report or Trade Instrument Leg Group level.

These enhancements will be available for testing in New Release in Q2 2018.

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CME STP FIX

Price Precision Extension - Q4 2018

In Q4 2018, CME STP FIX will support an increase to the maximum price precision from seven to nine decimal places to provide greater price granularity for future launches.

Also in Q4 2018, the first application of this new price format functionality, pending regulatory approval, will be implemented for 2-Year Treasury Note futures, future spreads and inter-commodity spreads.

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

All impacted attributes are on Trade Capture Reports at the Trade Capture Report or Trade Instrument Leg Group level.

These enhancements will be available for testing in New Release in Q2 2018.

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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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