System Updates

NEW: Modification to the CST610 Settlement Report for LSOC Minimum Margin Calls

Effective with the intraday settlement cycle on Monday, May 4, 2015, clearing firms with customer positions in cleared swaps will see a minor change to the presentation of LSOC minimum margin calls on the CST610 “Final Performance Bond Requirements” report. For more details, please click here.

NEW: CME Group Deliveries Plus – SMART Click Migration

Effective June 5, 2015, the CME Group Deliveries Plus application will transition to SMART Click. SMART Click is a self-managed profile through which access to CME Group applications is granted.

Here are the steps required to maintain access:

1.     Register for a SMART Click ID

2.     Activate your SMART Click ID

3.     Beginning on May 27, 2015, SMART Click for New Release will be available. Claim & Link your Legacy ID to your SMART Click ID: Login and click on the Deliveries Plus application under the Post Trade tab.

For SMART Click support, troubleshooting or if you miss the claim deadline, contact Enterprise Application & System Entitlements (EASE) using one of the following:

• Phone: 312.456.1560 (United States)
• Phone: +44 203.379.3802 (Europe)
• Phone: +65 6593.5536 (Asia)
• Email: EASE_Clearing_Application_Request@cmegroup.com

NEW: PC-SPAN Version 4.5 Build 585A

Please be advised that on Monday, May 4, 2015 CME Clearing released a new build of PC-SPAN^®, Version 4.5 Build 585A, in the New Release environment. The Production release is currently scheduled for Friday May 8, 2015. This build includes support for the ICE PA6 file and minor CCE Natural Gas delivery charge code fixes. It will be available for download through CME Core on Monday, May 11, 2015. Access to CME CORE requires user to register for a CME SMART CLICK ID.

This build upgrade is not mandatory as current products will not be affected. However, it is advisable that customers upgrade in order to run the ICE PA6 file for margin purposes.

Please contact the CME Clearing Risk Hotline at 312-648-3888 or clearing.riskmanagement@cmegroup.com if you have questions relating to this functionality. For any issues accessing the CORE website, please contact the CORE team at CME.CORE@cmegroup.com.

Final Reminder: CME SFTP Enhancements Effective May 9, 2015

CME plans to install a software update to CME Secure SFTP on Saturday, May 9, 2015. With this enhancement, CME will no longer support “Open SSH public key format” that is currently used by some of clearing firms to connect to CME SFTP. Instead CME will now support “SSH Public Key File Format (RFC4716)” effective May 9, 2015.

To help SFTP customers with this enhancement, CME will conduct a final testing in production on Saturday, May 9.  Please note: all firms that utilize public key to access CME SFTP are required to participate in Production testing on May 9, 2015. If you do not participate in this testing, you will risk your firms’ ability to access CME SFTP following the upgrade.

This change will impact connectivity to the following CME SFTP sites:

• Internet based “sftpng.cmegroup.com” IP: 164.74.122.33.
• WAN connection to IP: 167.204.41.33.

To help with this enhancement, CME will convert the majority of the Open SSH Public Keys to SSH Public Key File Format RFC4716. Some customers with special public keys will need to convert their current production keys to RFC4716 format. CME is directly reaching out to those customers and providing them with key conversion instructions.

Firms can test this enhancement now by connecting to the CME Test SFTP site. Below please find the site information and testing procedure:

• Internet based site address: sftpcert.cmegroup.com;
• Web based site IP address: 164.74.123.120.
• Public keys are copied from Production to the testing site expect the special public keys which require firms to convert them.
• Firms can connect using their public keys and using the same credentials currently used for Production SFTP site.
• Firms can send test date files into the Incoming folder.
• Or Download test file “CME.Cipher.Test.xml” from the Outgoing folder.
• When the user is able to access their SFTP account, upload or download the test file, then testing is successful.

Please note the following regarding the Test SFTP site.

• Some firms who access the site for the first time might be required to add the site DNS and IP address into their firewall.
• Other firms who rely on the DNS name only for the SFTP site, may access the site without the need to add the site IP address to their firewall.
• CME doesn’t require adding the firms’ source address information for this site.

Mock Testing in Production on May 9, 2015:

• We encourage all firms to participate in this final testing their connectivity in production on May 9.
• Customers utilize Public Key are required to participate in the testing since they are impacted the most by this enhancement.
• To test this enhancement, firms are encouraged to execute some of their upload or download jobs as they do in production.
• Any data files submitted to CME SFTP will be deleted. Similarly, firms are expected to delete any data files downloaded as part of this testing.
• Testing window is between 8:00 AM to 12:00 Noon CST.
• If you are interested in testing in Production on May 9, 2015, please let us know by sending an email to ccs@cmegroup.com.

For more information please contact CME Clearing at (312) 207-2525.

New June 26 Date for Submission of Additional Client Master Data

In March of 2014, CME Clearing published Clearing Advisory 14-127, which required that firms begin submitting certain additional client master data for risk management purposes in the normal course of business and to assist with default management. For futures accounts, firms may submit this data either by including it in the Customer Gross Margining (CGM) position file or by submitting a separate Margin Accounts Master file. For swaps accounts, firms may submit this data either by including it in the LSOC Collateral Value Report (CVR) files or by submitting the separate Margin Accounts Master file.

CME Clearing is now establishing a final date by which firms must begin submitting the additional client master data: Friday, June 26, 2015.  The final date should give firms plenty of time to install updated code, etc. Firms that are not yet submitting the additional data may begin doing so at any time.

For further details, please click here.

Events & Announcements

 Code

TCC/Clearing/Globex

Title

Current Tick Rule

New Tick Rule (as 0f 06/22/15)

J1/JY/6J

Japanese Yen/US Dollar Futures

0.000001

0.000005

CME Group Contacts

General Information

Products & Services

(312) 930-8213

Clearing House

(312) 207-2525

Global Command Center

U.S.

(800) 438-8616

Europe

+0800 898 013

Asia

+65 6532 5010

Performance Bond Information

Risk Management Dept.

(312) 648-3888

Position Limits

Market Regulation

(312) 341-7970

Clearing Fees

Clearing Fee Hotline

(312) 648-5470

Risk Management

Risk Management Hotline

(312) 634-3888

Collateral

Financial Unit Hotline

(312) 207-2594

Deliveries

Deliveries Unit

(312) 930-3172

Clearing Customer Service

(312) 207-2525