CME SDR - Production Release Notes

The following functionality will be deployed to CME SDR. This functionality will be available in our New Release environment on September 18^th, 2014 and will be available in our production environment on  September 22, 2014:

• Allow a Third Party (not a counterparty to the trade) to submit trades to the SDR via FTP. CSV specification has been updated with a new field.(Field description and example below)

• Fixed bug preventing users from uploading End User Clearing Exemption Form  to trades

• Fixed bug preventing users from seeing the uploaded Clearing Exemption Form in the UI

• Implemented a limit of 500k records available for download from the UI

            - When a search is initiated that results in more than 500k records, a CSV is automatically generated displaying all of the               records (instead of only displaying the first 500k in the UI)

• Adding functionality to support downloads of larger data sets (over 500K) by adding a “Download File” link (extracts data directly to a CSV instead of within the UI)

The following optional fields, which facilitate the CFTC’s data harmonization efforts across SDRs, are available in our production SDR environment in the rates and credit asset classes. These same optional fields have already been made available in the FX and Commodities asset classes per an April 2014 production SDR release.

CSV Header & Description

Updated technical specifications available here

• RptPtyType : This field represents the entity classification of the reporting counterparty. Valid values for this field are “SD”, “MSP”, “FE” which respectively denote “Swap Dealer”, “Major Swap Participant” , and “Financial Entity” entity classifications.  If this field is not applicable it should remain blank.

• NonRptPtyType : This field represents the entity classification of the non-reporting counterparty. Valid values for this field are “SD”, “MSP”, “FE” which respectively denote “Swap Dealer”, “Major Swap Participant” , and “Financial Entity” entity classifications.  If this field is not applicable it should remain blank.

• RptPtyUSPerson : This field identifies whether the reporting counterparty is a US Person or not. The valid values for this field are “Y” and “N”, where a value of “Y” indicates the reporting counterparty is a US Person and “N” indicates that the non-reporting counterparty is not a US Person.

• NonRptPtyUSPerson : This field identifies whether the non-reporting counterparty is a US Person or not. The valid values for this field are “Y” and “N”, where a value of “Y” indicates the non-reporting counterparty is a US Person and “N” indicates that the non-reporting counterparty is not a US Person.

• ReportingPartyLEISource: This field is to be used to explain the origin of the reporting counterparty entity identifier specified in the ReportingPartyLEI field.  If the Reporting counterparty populates the ReportingPartyLEI field with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifier (CICI)), per https://www.gmeiutility.org , the value in this field is to be specified as ”LEI”.  If the Reporting counterparty populates the ReportingPartyLEI field with a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”.

• NonReportingPartyLEISource: This field is to be used to explain the origin of the non-reporting counterparty entity identifier specified in the NonReportingPartyLEI field.  If the Non Reporting counterparty populates the NonReportingPartyLEI with either a Legal Entity Identifier (LEI) or a CFTC Interim Compliant Identifier (CICI) , per https://www.gmeiutility.org , the value in this field is to be specified as ”LEI”.  If the Non Reporting counterparty populates the NonReportingPartyLEI with a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”.

• ExecutionVenueLEISource: This field is to be used to explain the origin of the execution venue entity identifier specified in the ExecutionVenueLEI  field.  If the ExecutionVenueLEI field is populated with either a Legal Entity Identifier (LEI)  or a CFTC Interim Compliant Identifier (CICI), per https://www.gmeiutility.org , the value in this field is to be specified as ”LEI”.  If the ExecutionVenueLEI field is populated with a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”.

• ClearingVenueLEISource: This field is to be used to explain the origin of the clearing venue entity identifier specified in the ClearingVenueLEI  field.  If the ClearingVenueLEI field is populated with either a Legal Entity Identifier (LEI)  or a CFTC Interim Compliant Identifier (CICI), per https://www.gmeiutility.org , the value in this field is to be specified as ”LEI”.  If the ClearingVenueLEI field is populated with a value that is neither an LEI nor a CICI, then this field is to be populated with a value of “Other”.

• ReportingEntityLEI LEI of the party submitting the record, in case different from the Reporting Party specified on the trade. (Example: SNZ2OJLHHS76353393KK , Valid Values: Text (1-50 Characters), Optional Field (Not related to CFTC data harmonization but related to third party FTP submission enhancement noted above)

Please contact the CME Repository Service Support Team with any questions.

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CME Global Repository - Client Services
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