Topics in this issue include:

• RC4 Cipher Suite - This Week
• Swaption Trade Support on CME STP - April 10
• Party Roles Propagated to Allocated Trades - April 24 ^Update

RC4 Cipher Suite

CME Group is committed to information security. To deliver the best security and customer experience, we are eliminating support of the RC4-based cipher suites for CME Group web-based applications, APIs, and services. Effective this Saturday, March 12, customers using RC4 will not be able to access, connect, or establish sessions for CME Group products.

Customers following CME Group Web Browser Standards should not be impacted by this change. However, if customers connect through a proxy, they should ensure their proxy utilizes one or more of these CME Group supported ciphers:

• TLS_RSA_WITH_AES_256_CBC_SHA256
• TLS_RSA_WITH_AES_256_CBC_SHA
• TLS_RSA_WITH_AES_128_CBC_SHA256
• TLS_RSA_WITH_AES_128_CBC_SHA

Swaption Trade Support on CME STP

Effective Sunday, April 10 (trade date Monday, April 11), support for Swaption trades will be enabled on CME STP, allowing for more effective management of a risk portfolio.

With this change, the Security Type field in the Instrument block of the Trade Capture Report will include a new SWAPTION enumeration. Customers will be able to retrieve their Swaption trades in CME STP by specifying SecTyp="SWAPTION" in the Trade Capture Report Request.

Swaption trades will be FpML embedded in the Trade Capture Report messages. Please see a sample message.

The following message tags are not included in Trade Capture Report Messages for Swaptions:

• /FIXML/TrdCaptRpt/@ExecID
  • ExecID will be present for on-exchange trades and Blocks, including Invoice Swap Spreads
  • ExecID will not be present for off-exchange IRS/FRA/SWAPTION trades
• /FIXML/TrdCaptRpt/@TrdID
• /FIXML/TrdCaptRpt/@MtchID
• /FIXML/TrdCaptRpt/@LastPx
• /FIXML/TrdCaptRpt/@TxnTm
• /FIXML/TrdCaptRpt/@PxTyp
• /FIXML/TrdCaptRpt/RptSide/@Ccy
• /FIXML/TrdCaptRpt/RptSide/TrdRegTS/@TS[@@Typ="1"]

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

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 with questions while testing in New Release.

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 for production questions

Update- Party Roles Propagated to Allocated Trades

† Denotes update to the article

†Effective immediately, the following party role attributes are included in Trade Capture Report messages for post-trade Average Price System (APS) and the Give-up (GUS) order allocations:

†Effective Sunday, April 24 (trade date Monday, April 25) a number of party role attributes from the initial Trade Capture Report message will propagate to the post-trade Average Price System (APS) and Give-up (GUS) order allocations Trade Capture Report messages. This enhancement will provide claiming firms greater visibility into information from the original trade, supporting more accurate reporting.

These party role attributes will be present only when submitted on the original trade.

Party Roles to be propagated for APS / GUS orders:

This enhancement will be available for customer testing in New Release on Wednesday, April 6.

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 with questions while testing in New Release.