• CpnRt Added to Futures FIXML Product Reference Files March 18, 2013

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 13-132
      • Notice Date
      • 18 March 2013
      • Effective Date
      • 18 March 2013
    • Effective at the close of business day, March 18, 2013 in Production for Futures Product Reference Files (FPRF) dated BizDt=”2013-03-19”, a new Coupon Rate (“CpnRt”) attribute will be present in the Futures FPRF files for all futures products. This attribute will be removed for all but deliverable swaps futures at a later date.
      Note that the new attribute will not be present in any other non-CDS CME Group FIXML messages (trade confirms, allocations, trade registers, etc.) at this time.
      A sample showing the newly added FPRF tag follows on the next page.
      For questions or further information please contact CME Clearing Services (CCS) at 312-207-2525 or ccs@cmegroup.com.




      For the full text of the advisory, click here