CME STP Notices: February 6, 2019

CME STP

Update Update - Settlement Method Populated for All Trades - This Week

† Denotes update to the article

Effective this Sunday, February 10 (trade date Monday, February 11), Settlement Method (TrdCaptRpt/Instrmt/@SettlMeth) will be populated for all security types † on Multi Leg Reporting Type (MLegRptTyp) for outrights (MLegRptTyp=1) and the legs of spreads (MLegRptTyp=2).

† Since multi-leg combos are only settled at the outright leg level, MLegRptTyp=3 will not add SettlMeth for any new security types.

This enhancement is currently available for customer testing in New Release.

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Consolidated Trade Capture Report Messages in STP  - February 24

On Sunday, February 24 (trade date Monday, February 25), CME Group will continue the launch of consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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Memo Field in CME STP - March 31

Effective Sunday, March 31 (trade date Monday, April 1), in response to customer requests, a new Memo field (TrdCaptRpt/RptSide/@Mem) will be supported on CME STP messages for CME Globex trades. The new iLink order tag, 5149-Memo, allows customers to submit a free-form note that will be exposed on CME STP trade capture reports to facilitate end-of-day reconciliations between trading and clearing firms.

This enhancement will apply to all trades, except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

This enhancement is currently available for customer testing in New Release.

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CME STP FIX

Update Update - Settlement Method Populated for All Trades - This Week

† Denotes update to the article

Effective this Sunday, February 10 (trade date Monday, February 11), Settlement Method (tag 1193-SettlMethod) will be populated for all security types †on Multi Leg Reporting Type (tag 442-MLegRptTyp) for outrights (tag 442-MLegRptTyp=1) and the legs of spreads (tag 442-MLegRptTyp=2).

†Since multi-leg combos are only settled at the outright leg level, tag 442-MLegRptTyp=3 will not add SettlMeth for any new security types.

This enhancement is currently available for customer testing in New Release.

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Consolidated Trade Capture Report Messages in STP  - February 24

On Sunday, February 24 (trade date Monday, February 25), CME Group will continue the launch of consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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Memo Field in CME STP FIX - March 31

Effective Sunday, March 31 (trade date Monday, April 1), in response to customer requests, a new Memo field (tag 5149-Mem) will be supported on CME STP messages for CME Globex trades. The new iLink order tag, 5149-Memo, allows customers to submit a free-form note that will be exposed on CME STP trade capture reports to facilitate end-of-day reconciliations between trading and clearing firms.

This enhancement will apply to all trades, except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

This enhancement is currently available for customer testing in New Release.

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CME STP Trade View

Consolidated Trade Capture Report Messages in STP Trade View  - February 24

On Sunday, February 24 (trade date Monday, February 25), CME Group will continue the launch of consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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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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