• New Alternate ID Source (AltIDSrc) on Some Globex TrdCaptRpts Coming Trade Date June 23, 2014

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 14-245
      • Notice Date
      • 19 June 2014
      • Effective Date
      • 23 June 2014
    • Beginning trade date June 23, 2014, "per month" Henry Hub Future contracts will be available for trading on Globex. Currently, only the "per day" version of the contract (code "NN") trades on Globex, yielding cleared quantities in multiples of the number of calendar days in the contract month times the Globex-traded quantity, when delivered to firms via FIXML messaging.

      The Globex product code for the "per month" contracts will be "NNE", and id will be converted to clearing product code "NN" in Front End Clearing (FEC). The trade quantities sent to firms via FIXML messaging will be the same as the quantities traded in Globex.

      The "per month" contracts will also include an Alternate ID block, with Alternate ID Source (AltIDSrc) of "103". Currently, Trade At Marker ("TAM") trades carry an Alternate ID block with AltIDSrc="112". Trade Capture Reports without special reference product codes do not include Alternate ID blocks.

      For questions, help testing in the New Release environment, 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