CME STP Notices: May 20, 2021

CME STP

Enhancements to Settlement Trade ID for CME STP - This Week

Effective this Sunday, May 23 (trade date Monday, May 24), to support clearing reconciliation of BrokerTec EU General Collateral allocations, CME Group will enhance /CollRpt/@ SettlTrdID attribute of Collateral Report to be unique for individual allocations of a trade, clearing on MONTE, BME and for non-Italian Bilateral. This value will also be unique when a General Collateral trade is amended and reallocated.

Currently, the value in /CollRpt/@SettlTrdID attribute of Collateral Report messages is not unique for trades clearing on MONTE, BME and non-Italian Bilateral.

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

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Enhancement to Security Sub Type for Exercise and Assignments on Options - June 6

Effective Sunday, June 6 (trade date Monday, June 7), to clearly represent fee and grouping criteria for Exercise and Assignments on options, the TrdCaptRpt/Instrmt/@SubTyp values will be populated as applicable when customer initiates an allocation.

Currently, TrdCaptRpt/Instrmt/@SubTyp values are not populated when customer initiates an allocation.

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

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CME STP FIX

Enhancements to Settlement Trade ID for CME STP FIX - This Week

Effective this Sunday, May 23 (trade date Monday, May 24) to support clearing reconciliation of BrokerTec EU General Collateral allocations, CME Group will enhance the tag 20056-SettlementTradeID of Collateral Report (tag 35-MsgTyp=BA) message to be unique for individual allocations of a trade clearing on MONTE, BME and for non-Italian Bilateral. This value will also be unique when a General Collateral trade is amended and reallocated.

Currently, the value in tag 20056-SettlementTradeID of the Collateral Report (tag 35-MsgType=BA) message is not unique for trades clearing on MONTE, BME and non-Italian Bilateral.

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

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Enhancement to Security Sub Type for Exercise and Assignments on Options - June 6

Effective Sunday, June 6 (trade date Monday, June 7), to clearly represent fee and grouping criteria for Exercise and Assignments on options, the tag 762-SecuritySubType of TradeCaptureReport (tag 35-MsgType=AE) values will be populated as applicable when customer initiates an allocation.

Currently, tag 762-SecuritySubType values are not populated when customer initiates an allocation.

This change is currently available 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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