• CME STP Notices: August 18, 2022

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20220818
      • Notice Date
      • 18 August 2022

    • Topics in this issue include:

    • For the latest roadmap of CME Group technology initiatives: See the Development Launch Schedule.

      CME STP

      Hybrid Transfer support in CME STP - August 28

      Effective Sunday, August 28 (trade date Monday, August 29), CME Group will support “Hybrid Transfer” as noted in the CME Clearing House notice, in CME STP with Trade Capture Report attribute /TrdCaptRpr@TrdTyp=3 (Transfer). Further attributes and values are listed below to support Hybrid Transfer.

      Field Name FIXML Abbr Format Description Values
      Trade Type TrdTyp int Specifies the type of trade reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade. 3 - Transfer
      Offset Instructions OfstInst int Indicates offset or onset due to allocation. 0 – Offset
      1 – Onset
      Transfer Reason TrnsfrRsn String Reason why the trade is being transferred For OFFSET
      V - Auto-transfer Offset (system generated, cannot be submitted by firms)
      For ONSET
      P - Fungible Transfers and Delivery Transfers (system generated, cannot be submitted by firms)
      AggressorIndicator AgrsrInd Boolean Used to identify whether the order initiator is an aggressor or not in the trade. Y - Order initiator is aggressive
      N - Order initiator is passive
      Client Order ID ClOrdID String Unique identifier assigned for the trade side. OFFSET – Offset
      TRANSFORMATION - Onset

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP are not required to recertify.

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

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      Energy Gasoil Crack Spreads Support in CME STP - September 18

      Effective Sunday, September 18 (trade date Monday, September 19), the Exchange-defined Energy Gasoil Crack 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 "TB" (/TrdCaptRpt/Instrmt/@SubTyp=TB).

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

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      CME STP FIX

      Hybrid Transfer support in CME STP FIX - August 28

      Effective Sunday, August 28 (trade date Monday, August 29), CME Group will support “Hybrid Transfer” as noted in the CME Clearing House notice, in CME STP FIX with tag 828-TradeType=3 (Transfer) in Trade Capture Report (tag 35-MsgType=AE). Further attributes and values are listed below to support Hybrid Transfer.

      FIX Tag Field Name Format Description Values
      828 Trade Type int Specifies the type of trade reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade. 3 - Transfer
      10021 Offset Instructions int Indicates offset or onset due to allocation. 0 – Offset
      1 – Onset
      830 Transfer Reason String Reason why the trade is being transferred For OFFSET
      V - Auto-transfer Offset (system generated, cannot be submitted by firms)
      For ONSET
      P - Fungible Transfers and Delivery Transfers (system generated, cannot be submitted by firms)
      1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade. Y - Order initiator is aggressive
      N - Order initiator is passive
      11 Client Order ID String Unique identifier assigned for the trade side. OFFSET – Offset
      TRANSFORMATION - Onset

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP are not required to recertify.

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

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      Energy Gasoil Crack Spreads Support in CME STP FIX - September 18

      Effective Sunday, September 18 (trade date Monday, September 19), the Exchange-defined Energy Gasoil Crack 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 "TB" (tag 762-SecuritySubTyp=TB).

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

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      CME STP TradeView

      Energy Gasoil Crack Spreads Support in CME STP Trade View  - September 18

      Effective Sunday, September 18 (trade date Monday, September 19), CME STP Trade View will support Exchange-defined Energy Gasoil Crack spreads on CME Globex.

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

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      Contacts

      Please contact the following support teams for:

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