Topics in this issue include:
For the latest roadmap of CME Group technology initiatives: See the Development Launch Schedule.
Effective Sunday, July 23 (trade date Monday, July 24), the exchange-defined energy Heating Oil-Gasoil (HOGO) Inter-Commodity Ratio 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 subtype "TG" (/TrdCaptRpt/Instrmt/@SubTyp=TG).
The spread is currently available for customer testing in New Release.
Effective Sunday, July 23 (trade date Monday, July 24), the exchange-defined energy Heating Oil-Gasoil (HOGO) Inter-Commodity Ratio 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 subtype "TG" (tag 762-SecuritySubTyp=TG).
The spread is currently available for customer testing in New Release.
Effective Sunday, July 23 (trade date Monday, July 24), CME STP Trade View will support exchange-defined energy Heating Oil-Gasoil (HOGO) Inter-Commodity Ratio futures spreads on CME Globex.
The spread is currently available for customer testing in New Release.
As a reminder, CME Group internal testing in the Production environment can occur during the weekend. Any trades or market data generated during these tests should be disregarded.
Clients can connect to CME STP services beginning at 2:00 p.m. Central Time (CT) Sundays to prepare for weekly start-up. Clients should ensure all services are disconnected by 9:00 p.m. CT Fridays to avoid receiving internal test data.
CME Group Trading and Clearing Hours are also available on the CME Group website.
Clients now have access to historical product and instrument referential data in Google Cloud BigQuery, via the CME Group Reference Data Warehouse.
Reference Data Warehouse provides clients with a view into the historical CME Group product and instrument libraries. Details for all CME Group venues and the CME Clearing House are included with deep and robust relational information.
Please review the Client Systems Wiki for technical specifications and access details.
As outlined during the CME Globex Migration, CME STP and CME STP FIX will be enhanced to support EBS venues to deliver the customer value of a single post-trade solution for EBS marketplaces currently supported by Central Post Trade (CPT). EBS trades will be supported on CME STP in the second half of 2023.
The availability of EBS trades via CME STP will lead to the eventual decommission of CPT for both TOF and FIX customers. The dates for decommissioning CPT FIX will be published shortly, with CPT TOF being sunset on December 31, 2024. Customers on the CPT TOF feed will be prioritised to migrate over to CME STP, and the Global Account Management team have been reaching out to all TOF customers to discuss the options available and how best to manage the migration to CME STP.
All clients are encouraged to start planning their migration now to take advantage of new products and product features which will only be supported in CME STP. Over the next few weeks the specifications will be made available to review. Those familiar with CME STP will find this is very similar with enhancements to support specific FX features and attributes.
Testing and certification in the New Release environment will be required prior to client’s production migration.
Further details will be provided in future announcements.
Please contact Global Account Management with any questions regarding this migration.
Please contact the following support teams for: