• NYMEX Clearing Integration Update #3: Trade Message Input Source, NYMEX/COMEX Floor Trade Message Flow, and Electronic (GLOBEX) Trading Instructions for Account IDs

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-248
      • Notice Date
      • 11 June 2009
      • Effective Date
      • 11 June 2009

      There is a correction to the information contained in the Advisory below.   The prior version of this update stated that when a trade is assigned to a firm by a broker, that an offsetting Trade Capture Report will be sent to offset the original Trade Capture Report. This is incorrect. The text should read, and has been changed below to read, that an offsetting Allocation Report will be sent to offset the original Trade Capture Report. The original text, revised, is provided below.

      This Advisory contains important updates for the NYMEX/COMEX/DME Clearing Integration such as new Input Source (InptSrc) values in FIXML trade messages, illustrating the trade message flow for NYMEX and COMEX floor trades (which is different from the Chicago floor trade model), and to advise best practices with regard to assigning account ID values to orders placed in the Globex trading system. This Advisory is to be used in conjunction with NYMEX Integration Update #2 (Advisory 09-148), found at http://www.cmegroup.com/tools-information/lookups/advisories/clearing/Chadv09-148.html