CME STP Notices: July 29,2021

CME STP

Enhancement to Trade Number in CME STP - September 19

Effective Sunday, September 19 (trade date Monday, September 20), to provide a unique binary trade number across all markets, CME Globex will add a market segment specific prefix to tag 1797-OrderEventExecID on the iLink 3 Execution Report.

The updated values in tag 1797-OrderEventExecID on the iLink 3 Execution Report will be reflected in Trade Capture Report attribute /TrdCaptRpt/@TrdNum of CME STP for BrokerTec US and EU Repo trades as follows:

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

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CME STP FIX

Enhancement to Trade Number in CME STP FIX - September 19

Effective Sunday, September 19 (trade date Monday, September 20), to provide a unique binary trade number across all markets, CME Globex will add a market segment specific prefix to tag 1797-OrderEventExecID on the iLink 3 Execution Report.

The updated values in tag 1797-OrderEventExecID on the iLink 3 Execution Report will be reflected in Trade Capture Report (tag 35-MsgType=AE) field Trade Number (tag 2490-TradeNumber) of CME STP FIX for BrokerTec US and EU Repo trades as follows:

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

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CME STP and STP FIX

Market Data Trade Entry ID Field - September 26

Effective Sunday, September 26, (trade date Monday, September 27), and pending all relevant CFTC regulatory review periods, the Basis Trade at Cash Open (TACO) and Basis Trade at Index Close (BTIC) will open for Monday’s trade date on the previous Friday afternoon.

The Market Data Trade Entry ID is a common trade identifier reflecting an end-to-end value available on CME Globex iLink order entry, MDP3 market data, and CME STP clearing messages, allowing clients to follow an order from CME Globex execution through clearing.  The value is reset on Sunday.

With this change, CME STP and CME STP FIX will for the first time support trade confirmations for a trade date over a weekend. The trade date for these products will not roll over on the weekend. This change will impact CME STP and CME STP FIX.

Please review the Client Impact Assessment for information on functionality and messaging impacts.

This change 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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