• CME STP Notices: April 9, 2021

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20210409
      • Notice Date
      • 09 April 2021

    • Topics in this issue include:

    • For the latest roadmap of CME Group technology initiatives: See the Development Launch Schedule.

      CME STP

      Postponed - Enhancements for Exercise and Assignment Trades on CME STP - April 26

      As announced yesterday in the CME Clearing House notice, exercise and assignment for options trades support on CME STP with new trade Exercise and Assignment values in the TradeCaptureReport (/TrdCaptRpt) message scheduled for Monday, April 12, has been postponed to Monday, April 26.

      Field Name FIXML ABBR Required Format Description Enumerations
      Trade Type TrdTyp N char Transformation Trades values 45-Exercise/Assignment Transformation
      Clearing Transformation Type ClrTransTyp N char Indicates the type of Clearing Transformation that generated this trade 1- Exercise
      2-Assignment
      3-General Transformation
      4-Delivery Transformation
      5-Fungible
      Contrary Instruction Indicator CntraryInstrctnInd N char Used to indicate when a contrary instruction for exercise or abandonment is being submitted Y-YES
      N-NO
      Option Exercise Time Frame OptExerTmFm N char For Exercise/Assignment Transformation; this indicates whether or not the resulting future was the result of an Early Exercise Instruction (Prior to Settlement Date) 1-Early
      2-Expiration

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP are not required to recertify.

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

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      CME STP FIX

      Postponed - Enhancements for Exercise and Assignment Trades on CME STP FIX - April 26

      As announced yesterday in the CME Clearing House notice, exercise and assignment for options trades support on CME STP with new trade Exercise and Assignment values in the TradeCaptureReport (MsgType 35=AE) message scheduled for Monday, April 12, has been postponed to Monday, April 26.

      FIX Tag Field Name Required Format Description Enumerations
      828 Trade Type N char Transformation Trades values 45-Exercise/Assignment Transformation
      99400 Clearing Transformation Type N char Indicates the type of Clearing Transformation that generated this trade 1- Exercise
      2-Assignment
      3-General Transformation
      4-Delivery Transformation
      5-Fungible
      719 Contrary Instruction Indicator N char Used to indicate when a contrary instruction for exercise or abandonment is being submitted Y-YES
      N-NO
      99401 Option Exercise Time Frame N char For Exercise/Assignment Transformation; this indicates whether or not the resulting future was the result of an Early Exercise Instruction (Prior to Settlement Date) 1-Early
      2-Expiration

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP FIX are not required to recertify.

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

      Back to Top

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