• CME STP Notices: January 20, 2015

      • To
      • CME STP Customers
      • From
      • Global Accounts Management
      • #
      • 20150120
      • Notice Date
      • 20 January 2015

    •  

      Topics in this issue include:

       

      New - Trade Side Payments – Support for Multiple Instances of Same Fee Type

      Effective Sunday, February 1 (trade date Monday, February 2), CME STP will support multiple instances of the same fee type on Outbound messages for Interest Rate Swaps (IRS) or Forward Rate Agreements (FRA) in the embedded FpML. Currently, CME STP only supports the most recent value for each applicable fee type.

      XPath:

      • cme:FpML/swap/additionalPayment(for IRS)
      • cme:FpML/cme:otherPartyPayment(for FRA)

      This enhancement will be available for customer testing in the New Release environment Wednesday, January 27.

       

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      New - Multiple IDs in One CME STP Party Role Filter

      Effective Sunday, February 1 (trade date Monday, February 2), CME STP will support the ability to subscribe via a single message to multiple parties’ trade activity.

      Customers may send a Trade Capture Report Request (TrdCaptRptReq) message with multiple party IDs in one Party Role filter.

      Each message will only support a single Party Role (Trading Firm, Broker or Asset Manager). Separate requests must be submitted for each Party Role type.

      TrdCaptRptReq/Pty (repeating)

      Name Abbr Datatype Description Enumerations
      Party ID ID String Used to identify the Party that is the subject of the subscription or query.

      Multiple Parties may be specified
      • Each Party ID must be in a separate Party (Pty) element      		  
      Party Role R int Indicates the type or role of the Party that is the subject of the subscription or query.

      Exactly one Party Role must be specified.      		 7 - Trading (Entering) Firm

      30 - Inter Dealer Broker

      49 - Asset Manager
      The request will not be accepted if:

      • any party ID fails validation
      • more than one Party Role is included in a single request

      Sample messages for Multiple IDs in One CME STP Party Role Filter are available online.

      This enhancement will be available in New Release for customer testing on January 27.

      Customer systems must complete mandatory certification prior to using this functionality in the Production 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 to complete certification.

       

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      New - New Release and Certification Availability

      The New Release and Certification environments will be unavailable for customer testing and certification starting midnight tonight. The environments will be available per their normal schedule at noon Central time, Monday, January 26.

      Please contact Certification Support for Electronic Trading (CSET) with any questions in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.

       

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