• CME ClearPort API Broker Trade Fees on STP - February 7
• In-Service Solution for Calculating Total Notional Quantity - February 21
• New Offset Trade Message for Converted Monthly-to-Daily Power Contracts - February 21 ^New

CME ClearPort API Broker Trade Fees on STP

Effective Sunday, February 7 (trade date Monday, February 8), Broker Fees for brokered trades entered in CME ClearPort API will be available for retrieval and reporting usage in CME STP.

Development and technical information is available in the CME ClearPort API Brokered Trade Fees on STP client impact assessment.

This enhancement is currently available in New Release for customer testing.

In-Service Solution for Calculating Total Notional Quantity

Effective Sunday, February 21 (trade date Monday February 22), a Unit of Measure Quantity (UOMQty) field will be added to the Instrument and Trade Leg levels of CME STP to support total notional quantity calculations.

Additionally, the definition for the Price Multiplier will be revised for greater clarity.

Unit of Measure Quantity Specification

The following field will be published in Trade Capture Reports:

Price Attribute and Definition Updates

• Updated attribute definitions to indicate price rather than contract
• Trade Instrument Leg level attribute re-named from Leg Contract Multiplier to Leg Price Multiplier

Please see an example here.

These changes are currently available for customer testing in New Release.

CME Group strongly recommends customer testing of the Unit of Measure Quantity (UOMQty) field in the New Release environment to ensure proper consumption of messages.

New - Offset Trade Message for Converted Monthly-to-Daily Power Contracts

Effective Sunday, February 21 (trade date Monday, February 22), an Offset Trade message will be sent for applicable Power contracts when they convert to daily trades on  the first business day of the contract month. This message is designed to more clearly signal open positions upon the conversion from monthly to daily.

• Original Clearing Advisory on Monthly-to-Daily Conversion for Power Contracts
• Applicable products

This enhancement will be available for customer testing in the New Release environment on Wednesday, February 3.

If you have any questions, 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.