• Deliverable Interest Rate Swap Futures Delivery Intent Template Requirements

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-029
      • Notice Date
      • 18 January 2013
      • Effective Date
      • 18 January 2013

    • Please be advised firms going through a delivery of a Deliverable Interest Rate Swap future will need to submit intents to Deliveries Plus. The intent entry process for Deliverable Interest Rate Swap futures is different from other deliverable products. For Deliverable Interest Rate Swap futures, firms will need to upload delivery intents into Deliveries Plus.

       

      The file requirements are as follows:
       

      Column Header
      Sample Data
      Format
      Description
      Optional
      Product_Exchange
      CBT
      Alpha numeric
      Product exchange of the future product
      No
      Product Code
      T1U
      Alpha numeric
      Product code for the future
      No
      Period Code
      201303
      Alpha numeric
      Contract month code for the future
      No
      CMF_Id
      999
      Alpha numeric
      Clearing firm of the future
      No
      TMF_Id
      999
      Alpha numeric
      Trading firm of the future
      No
      Account_id
      1234
      Alpha numeric
      Customer or House account
      Yes
      Account_Origin
      Cust or Hous
      Alpha numeric
      Origin of the account
      No
      Quantity
      50
      Numeric
      Quantity of futures positions going to delivery for specified account
      No
      Direction
      B or S
      Alpha numeric
      B= Buy, S= Sell
      No
      Dest_CMF_ID
      900
      Alpha numeric
      OTC clearing firm
      No
      Dest_TMF_ID
      9I0
      Alpha numeric
      OTC trading firm
      No
      Dest_Account_Id
      99999
      Alpha numeric
      OTC account of the CMF/TMF
      Yes
      Dest_Account_Origin
      Cust or House
      Alpha numeric
      Origin of account
      No
      Client_Trade_ID
      123HJ45
      Alpha numeric
      Client Trade ID to be reflected on Swap
      Yes

        
       
      Special Notes:
       
      • File must be a CSV format.
      • All column headers are required on the file even if there is no value entered.
      • If one record on the file contains errors, the whole file is rejected.
      • If a firm does not specify or submits an erroneous account_id the default position account is applied.
      • Firms can submit multiple files adding on to existing intents created.
      • Firms can delete intents in Deliveries Plus on the Intent List.
       
      Firms will have the opportunity to test the file upload in the New Release environment beginning the afternoon of February 13, 2012.  
       
       
      If there are any questions, please contact Deliveries at 312.930.3172 or clearinghousedelivteam@cmegroup.com.
       

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