Topics in this issue include:
Effective Sunday, June 28 (trade date Monday, June 29), CME STP will enable SecTyp=”FRA” to identify Forward Rate Agreements (FRA) trades on outbound CME STP trade messages in FIXML. With this change, customers will have the ability to filter on SecTyp=”FRA” to identify FRAs.
This enhancement will be available in New Release for customer testing on Thursday, June 25.
Please contact the Global Command Center (GCC) in the U.S. at +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any questions or concerns.
In response to the June 30 Leap Second Event, CME Group strongly recommends CME STP customers finish their processing prior to 18:55 Central Time (CT) on this date and not access CME STP between 18:55 and 19:05.
CME Group uses Network Time Protocol (NTP) to synchronize time and maintain time accuracy. On Tuesday, June 30 (trade date Wednesday, July 1), a positive leap second will be added after 18:59:59 CT. A leap second is a one-second adjustment that is added to Coordinated Universal Time (UTC) to account for variability of the earth’s rotation.
Please contact the Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010.
Additional information is available at cmegroup.com/leapsecond