CME STP Notices: November 25, 2020

CME STP

NewNew - Enhancements to Enumerations on Collateral Report Message - December 5

To provide additional information on allocation baskets for BrokerTec Repos, CME Group is adding the following enumerations to tag 167-SecurityType in the Collateral Report (/FIXML/CollRpt) message. These new enumerations are informational and more clearly identify when the allocation basket is an FAC (US Federal Agency Coupon) or TFRN (US Treasury Floating Rate Note) security.

Please note: These enumerations will not be present in the Trade Capture Report (/FIXML/TrdCaptRpt) and will not be available for filtering in the Trade Capture Report Request (/FIXML/TrdCaptRepReq) message.

The new enumerations will be available in New Release for customer testing on Thursday, November 25, and in the Production environment starting with the following mock trading sessions:

• Saturday, December 5
• Saturday, December 12

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Changes to Time Unit of the Original Trade for Weekly Options - December 6

Effective Sunday, December 6 (trade date Monday, December 7), CME Group will change the value of tag 997-OriginalTimeUnit on the CME STP TradeCaptureReport (AE) messages for weekly options trades submitted on CME ClearPort.

The updated value for the time unit of the original trade will be reflected on trades submitted through ClearPort for Energy, Metals, Interest Rates, FX and Equities weekly options as follows:

This change is available in the New Release for customer testing.

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CME STP Support of BrokerTec Markets - January 18, 2021

To support the integration of BrokerTec markets with CME Group technology and subject to applicable regulatory approvals, transactions executed on CME Globex, BrokerTec Stream, and registered external deals will be available for consumption on CME STP and CME STP FIX as follows:

• January 18, 2021– BrokerTec EU Launch
• February 1, 2021 – BrokerTec US Launch

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.

• CME STP FIXML Support for BrokerTec Trades

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

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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BrokerTec Stream on CME STP - February 1, 2021

Effective Monday, February 1, 2021, 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

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

These changes are currently available in the New Release for customer testing.

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CME STP FIXML API Connectivity Documentation 

The CME STP FIXML documentation have been updated with enriched network configuration information. To access CME STP APIs, clients must create a Domain Name Service (DNS) record in their systems to associate the DNS name and IP address or they will receive certificate errors.

The CME STP FIXML API use certificates signed by a trusted Certificate Authority (CA) and customers do not need to install additional certificates.

For details see the CME STP FIXML API connectivity.

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CME STP FIX

NewNew - Enhancements to Enumerations on Collateral Report Message - December 5

To provide additional information on allocation baskets for BrokerTec Repos, CME Group is adding the following enumerations to tag 167-SecurityType in the Collateral Report (tag 35-MsgType=BA) message. These new enumerations are informational and more clearly identify when the allocation basket is an FAC (US Federal Agency Coupon) or TFRN (US Treasury Floating Rate Note) security.

Please note: These enumerations will not be present in the Trade Capture Report (tag 35-MsgType=AE) and will not be available for filtering in the Trade Capture Report Request (tag 35-MsgType=AD) message.

The new enumerations will be available in New Release for customer testing on Thursday, November 25, and in the Production environment starting with the following mock trading sessions:

• Saturday, December 5
• Saturday, December 12

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Changes to Time Unit of the Original Trade for Weekly Options - December 6

Effective Sunday, December 6 (trade date Monday, December 7), CME Group will change the value of tag 997-OriginalTimeUnit on the CME STP TradeCaptureReport (AE) messages for weekly options trades submitted on CME ClearPort.

The updated value for the time unit of the original trade will be reflected on trades submitted through ClearPort for Energy, Metals, Interest Rates, FX and Equities weekly options as follows:

This change is available in the New Release for customer testing.

Back to Top

CME STP FIX Support of BrokerTec Markets - January 18, 2021

To support the integration of BrokerTec markets with CME Group technology and subject to applicable regulatory approvals, transactions executed on CME Globex, BrokerTec Stream, and registered external deals will be available for consumption on CME STP and CME STP FIX as follows:

• January 18, 2021 – BrokerTec EU Launch
• February 1, 2021 – BrokerTec US Launch

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.

• CME STP FIX Support for BrokerTec Trades

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

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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BrokerTec Stream on CME STP FIX - February 1, 2021

Effective Monday, February 1, 2021, 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

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

These changes are currently available in the New Release for customer testing.

Back to Top

CME STP FIX API Connectivity Documentation 

The CME STP FIX documentation have been updated with enriched network configuration information. To access CME STP APIs, clients must create a Domain Name Service (DNS) record in their systems to associate the DNS name and IP address or they will receive certificate errors.

The CME STP FIX API use certificates signed by a trusted Certificate Authority (CA) and customers do not need to install additional certificates.

For details see the CME STP FIX API connectivity.

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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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