Client Management Advisory Notice
From | Client Management Operations
Subject | GLOBEX TREX Record - A4 Block Enhancements For GLOBEX FIX Tag Information - Effective Monday, December 16, 2002.
Effective Date | 12/05/02
Notice Number | CMO#0314
The CME is revising the format of TREX record Special Block A4 � ETH GLOBEX Trades. This is an �outgoing� record in TREX. This change is in response member firms who asked that we carry forward the FIX tag operator ids from their GLOBEX orders on to the GLOBEX confirmation TREX record. This modification will be effective with the business of Monday, December 16, 2002. We are adding this new information using fields that had previously been reserved for future use. Existing fields in positions 1-47 will NOT change. Firms do not have to use this information in order to process. It is simply being made available for those that want to use it in their processing. Please note below, a comparison of the old and new versions of this A4 block on TREX: Current Definition (beginning in position 46) 46 47 Order Entry Exchange 48 55 Reserved (not currently used) 56 59 ETH Day to Expire (not currently used) 60 63 ETH Interest Rate (not currently used) 64 70 ETH Sequence Number (not currently used) 71 71 ETH Volatility Delta Sign (not currently used) 72 76 ETH Volatility Delta (not currently used) 77 90 ONE- Internal CME Use Proposed Definition (beginning in position 46) 46 47 Order Entry Exchange 48 65 Memo Text (FIX Tag data from the GLOBEX Match Record) 66 76 Filler - RESERVED FOR FUTURE USE 77 90 ONE - Internal CME Use If you have any questions about this enhancement to the GLOBEX TREX confirmation records, please contact Karen F. McCoy at (312) 930 4524. Thank you.