• CME ClearPort API

      • To
      • CME ClearPort API Customers
      • From
      • Global Account Management
      • #
      • 20141210
      • Notice Date
      • 10 December 2014
    • Topics in this issue include:

      MQ Connectivity to the New Release Environment

      CME Group will be performing enhancements to the CME ClearPort API application security model in the New Release environment, starting on Thursday, December 11.

      Though these enhancements should not have any customer impact, we strongly encourage all CME ClearPort API MQ customers to verify their connections in the New Release environment on Friday, December 12.

      If you experience any issues connecting to the New Release environment, please contact Certification Support for Electronic Trading (CSET)in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803, or in Asia at +65 6593 5593.

      New Security Type Support

      Effective Sunday, December 14, 2014 (trade date Monday, December 15), CME ClearPort API will support a new SecurityType (SecTyp=”IRS”) for Interest Rate Swaps for the following message types:

      • Product Reference Data
        • CME ClearPort Products Request Messages (//SecDefReq/Instrmt)
        • Futures Maturities Request Messages (//SecDefReq/Instrmt)
        • Security Definition Response Messages (//SecDef/Instrmt)
      • Entity Reference Data
        • Party Entitlement Request Messages (//PtyEntlmntReq/InstrmtScope)
        • Party Entitlement Report Messages (//PtyEntlmntRpt/InstrmtScope)
      • Outbound Trade Capture Reports
        • An Interest Rate Swap (IRS) leg (of a CME ClearPort UI submitted CBOT Treasury Invoice Swap Block Trade) may be returned upon Trade Capture Report Request (//TrdCaptRpt/Instrmt)
          • The corresponding Treasury Futures and IRS Legs will appear as separate, but related Trade Capture Reports (Both will share a common LinkID attribute at the Trade Capture Report level of each message)

      Please note: At this time CME ClearPort API will not support the submission CBOT Treasury Invoice Swap block trades.