CME STP Notices: September 1, 2022

CME STP

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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Hybrid Transfer support in CME STP - September 25

Previously announced support for “Hybrid Transfer” in CME STP, with Trade Capture Report attribute /TrdCaptRpr@TrdTyp=3 (Transfer) has been postponed to Sunday, September 25 (trade date Monday, September 26), as noted in the CME Clearing House notice. 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 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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CME STP FIX

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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Hybrid Transfer support in CME STP FIX - September 25

Previously announced support for “Hybrid Transfer” in CME STP FIX with tag 828-TradeType=3 (Transfer) of Trade Capture Report (tag 35-MsgType=AE) has been postponed to Sunday, September 25 (trade date Monday, September 26), as noted in the CME Clearing House notice. 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 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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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:

• 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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