GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Enhanced Execution Reports Issue
Notice Date | 2007-04-04
Notice Number | 040407
Effective Date | 1969-12-31
Enhanced Execution Reports Issue CME has become aware of an issue with the new Enhanced Execution Reports, launched March 25, 2007. Customers using a front-end trading application that leverages the new FIX tag 393 TotalNumSecurities and tag 442 - MultiLegReportingType, in Fill and Trade Cancellation Notices, will receive inaccurate fill information for implied spread orders when one or more legs are matched in an Implied Out market. In this scenario, customers will receive execution reports for the spread and associated legs where tags 393 and/or 442 indicate one or more legs have not been filled, although they have been. CME recommends that customers disable this functionality or revert to prior software versions that ignore these two tags until CME has resolved this issue. CME will send a customer notice as soon as the tags are corrected. Please contact CME Globex Account Management with any questions or concerns at 312.634.8700; or in Europe at 44.20.7796.7100. More information on the new FIX tags 393 and 442, and the Enhanced Execution Reports, is available online. ©2007 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex® and CME® are trademarks of CME