CME STP Notices: May 26, 2022

CME STP

Exchange-Recognized Eurodollar Options vs Three-Month SOFR Options UDS on CME STP - June 5

Effective Sunday, June 5 (trade date Monday, June 6), a new exchange-recognized Eurodollar options vs Three-Month SOFR options UDS will be available for trading on CME Globex and submission for clearing via CME ClearPort. CME STP will support Trade Capture Reports for these UDS spreads under MlegRptTyp = "2" and MlegRptTyp="3", with a new security sub type "LS" (/TrdCaptRpt/Instrmt/@SubTyp="LS").

These spreads are currently available for customer testing in New Release.

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CME STP FIX

Exchange-Recognized Eurodollar Options vs Three-Month SOFR Options UDS on CME STP FIX - June 5

Effective Sunday, June 5 (trade date Monday, June 6), a new exchange-recognized Eurodollar options vs Three-Month SOFR options UDS will be made available for trading on CME Globex and submission for clearing via CME ClearPort. 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 "LS" (tag 762-SecuritySubTyp=LS).

These spreads are 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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