CME STP Notices: September 30, 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 - This Week

Effective this 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 - This Week

Effective this 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 - This Week

Effective this 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 - This Week

Effective this 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 - This Week

Effective this 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 - This Week

Effective this 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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Events and Announcements

NewNew - CME Group Login Enhancements – This Week

Effective this Saturday October 2, CME Group Login screens will be enhanced with a new look. These changes impact the display of the CME Group Login registration process, CME Customer Center home page and My Profile functions.

See details about how to create or manage your account in the CME Group Login User Help.

For questions, please contact EASE.

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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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