• CME STP Notices: September 10, 2020

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20200910
      • Notice Date
      • 10 September 2020

    • Topics in this issue include:

    • For the latest roadmap of CME Group technology initiatives:

      See the Development Launch Schedule.

      CME STP

      NewNew - New Originating Event Enumeration in CME STP Interest Rate Swap (IRS) Messages - September 18

      Effective Friday, September 18, an Originating Event enumeration will be added to OTC Interest Rate Swaps trades on CME STP for TrdCaptRpt/@TrdTyp=”22” (Over the Counter Privately Negotiated Trades) , allowing client systems to identify the event that created the trade.

      FpML messages will be populated with the following values:

      Attribute FIXML Field Name XPath Description
      Originating Event DISC_TRANSITION /FpML/clearingConfirmed/ trade/ tradeHeader/ originatingEvent This field describes the event that created the trade. DISC_TRANSITION indicates a trade cleared by CME as a re-hedging swap for the SOFR discounting transition.

      Detailed information on this change is available in the Clearing House Notice.

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

      For onboarding questions, please contact the CME Client Services Team at onboarding_clearing@cmegroup.com or +1 312 338 7112.

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      BrokerTec Stream on CME STP  - December 7

      Effective Monday, December 7, to support the integration of BrokerTec markets with CME Group technology, US Treasury trades executed on the BrokerTec Stream platform will be published on CME STP and CME STP FIX.

      These trades will be identified by the following new enumerations on CME STP:

      • Venue type indicator for quote-driven market
      • Input source identifying the BrokerTec Stream platform
      Name Abbr Datatype Description Enumerations
      Venue Type VenuTyp char Identifies the type of venue where the trade was executed. Q - Quote-driven market
      Input Source InptSrc String The original system from which the trade originated. BTD - BrokerTec Stream

      Please Note: All CME STP users entitled for BrokerTec are automatically entitled to receive both BrokerTec markets and BrokerTec Stream trades.

      These changes will be available in the New Release for customer testing on Monday, October 5.

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      CME STP Support of BrokerTec Markets - Q4 2020

      Effective Q4 2020 subject to applicable regulatory approvals, to support the integration of BrokerTec markets with CME Group technology, transactions executed on CME Globex, BrokerTec Direct, and registered external deals will be available for consumption on CME STP and CME STP FIX.

      Please Note: Client systems that submit subscriptions for trades with dates covering the cut-over weekends will receive trades executed in the previous week.

      For more information, including specifications and workflows, please review the Client Impact Assessments.

      These enhancements will be available for customer testing in New Release as follows:

      New Release Availability
      Functionality Availability
      BrokerTec US Active, EGB and Gilts Markets
      • Trade Capture Reports
      		 Available
      BrokerTec US and EU Repo Markets
      • Trade Capture Reports
      		 Available
      All BrokerTec markets
      • Trade Capture Reports and Collateral reports
      		 Available

      For further information, contact CME STP Onboarding and General Information:

      US: 1 212 299 2445
      Europe: 44 20 3379 3797
      Asia: 65 6593 5582
      Email:STP@cmegroup.com

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      CME STP FIX

      NewNew -New Originating Event Enumeration in CME STP FIX Interest Rate Swap (IRS) Messages - September 18

      Effective Friday, September 18, an Originating Event enumeration will be added to OTC Interest Rate Swaps trades on CME STP for Tag 828 -TradeType=22 (Over the Counter Privately Negotiated Trades) , allowing client systems to identify the event that created the trade.  

      FpML messages will be populated with the following values:

      Attribute FIXML Field Name XPath Description
      Originating Event DISC_TRANSITION /FpML/clearingConfirmed/ trade/ tradeHeader/ originatingEvent This field describes the event that created the trade. DISC_TRANSITION indicates a trade cleared by CME as a re-hedging swap for the SOFR discounting transition

      Detailed information on this change is available in the Clearing House Notice.

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

      For onboarding questions, please contact the CME Client Services Team at onboarding_clearing@cmegroup.com or +1 312 338 7112.

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      BrokerTec Stream on CME STP FIX - December 7

      Effective Monday, December 7, to support the integration of BrokerTec markets with CME Group technology, US Treasury trades executed on the BrokerTec Stream platform will be published on CME STP and CME STP FIX.

      These trades will be identified by the following new enumerations on CME STP FIX:

      • Venue type indicator for quote-driven market
      • Input source identifying the BrokerTec Stream platform
      FIX Tag Required Format Description New Enumeration
      1430-VenueType N char Identifies the type of venue where a trade was executed. Q - Quote-driven market
      578-TradeInputSource N String Used to limit snapshot and subscription requests to a specific trade input source BTD - BrokerTec Stream

      Please Note: All CME STP users entitled for BrokerTec are automatically entitled to receive both BrokerTec markets and BrokerTec Stream trades.

      These changes will be available in the New Release for customer testing on Monday, October 5.

      Back to Top

      CME STP FIX Support of BrokerTec Markets - Q4 2020

      Effective Q4 2020 subject to applicable regulatory approvals, to support the integration of BrokerTec markets with CME Group technology, transactions executed on CME Globex, BrokerTec Direct, and registered external deals will be available for consumption on CME STP and CME STP FIX.

      Please Note: Client systems that submit subscriptions for trades with dates covering the cut-over weekends will receive trades executed in the previous week.

      For more information, including specifications and workflows, please review the Client Impact Assessments.

      These enhancements will be available for customer testing in New Release as follows:


      New Release Availability
      Functionality Availability
      BrokerTec US Active, EGB and Gilts Markets
      • Trade Capture Reports
      		 Available
      BrokerTec US and EU Repo Markets
      • Trade Capture Reports
      		 Available
      All BrokerTec markets
      • Trade Capture Reports and Collateral reports
      		 Available

      For further information, contact CME STP Onboarding and General Information:

      US: 1 212 299 2445
      Europe: 44 20 3379 3797
      Asia: 65 6593 5582
      Email:STP@cmegroup.com

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      Contacts

      Please contact the following support teams for:

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