CME STP Notices: September 23, 2021

CME STP

Postponed - Enhancement to Trade Number in CME STP 

The previously announced change in the CME STP Trade Capture Report to provide a unique binary trade number across all markets has been postponed. A new date will be published in future CME STP Notices.

To provide a unique binary trade number across all markets, CME Globex will add a MarketSegment 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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Defined Fixed Price Ratio Inter-Commodity Futures Spread Supported in CME STP - October 3

Effective Sunday, October 3 (trade date Monday, October 4), the Fixed Price Ratio Inter-Commodity futures spreads will be available for trading on CME Globex. CME STP will support Trade Capture Reports for these spreads under MlegRptTyp = "2" and MlegRptTyp="3", with a new security sub type "AE" (/TrdCaptRpt/Instrmt/@SubTyp="AE").

The spread is currently available for customer testing in New Release.

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Exchange-Defined South American Soybean/CBOT Soybean Inter-Commodity Futures Spread Supported in CME STP - October 3

Effective Sunday, October 3 (trade date Monday, October 4), the South American Soybean/CBOT Soybean Inter-Commodity futures spreads will be available for trading on CME Globex. CME STP will support Trade Capture Reports for these spreads under MlegRptTyp = "2" and MlegRptTyp="3", with a new security sub type "BT" (/TrdCaptRpt/Instrmt/@SubTyp="BT").

The spread is currently available for customer testing in New Release.

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CME STP FIX

Postponed - Enhancement to Trade Number in CME STP FIX 

The previously announced change in the CME STP Trade Capture Report to provide a unique binary trade number across all markets has been postponed. A new date will be published in future CME STP Notices.

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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Exchange-Defined Fixed Price Ratio Inter-Commodity Futures Spread Supported in CME STP FIX - October 3

Effective Sunday, October 3 (trade date Monday, October 4), the Fixed Price Ratio Inter-Commodity futures spreads will be available for trading on CME Globex. CME STP FIX will support Trade Capture Reports for these spreads under tag 442-MultilegReportingType=”2” and tag 442-MultilegReportingType ="3", with a new security sub type "AE" (tag 762-SecuritySubTyp=AE).

The spread is currently available for customer testing in New Release.

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Exchange-Defined South American Soybean/CBOT Soybean Inter-Commodity Futures Spread Supported in CME STP FIX - October 3

Effective Sunday, October 3 (trade date Monday, October 4), the South American Soybean/CBOT Soybean Inter-Commodity futures spreads will be available for trading on CME Globex. CME STP FIX will support Trade Capture Reports for these spreads under tag 442-MultilegReportingType=”2” and tag 442-MultilegReportingType ="3", with a new security sub type "BT" (tag 762-SecuritySubTyp=BT).

The spread is currently available for customer testing in New Release.

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CME STP Trade View

Exchange-Defined Fixed Price Ratio Inter-Commodity Futures Spread Supported in CME STP Trade View - October 3

Effective Sunday, October 3 (trade date Monday, October 4), CME STP Trade View will support Fixed Price Ratio Inter-Commodity futures spreads on CME Globex.

The spread is currently available for customer testing in New Release.

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Exchange-Defined South American Soybean/CBOT Soybean Inter-Commodity Futures Spread Supported in CME STP Trade View - October 3

Effective Sunday, October 3 (trade date Monday, October 4), CME STP Trade View will support South American Soybean/CBOT Soybean Inter-Commodity futures spreads on CME Globex.

The spread is currently available for customer testing in New Release.

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CME STP and STP FIX

Market Data Trade Entry ID Field - This Week

Effective this 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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