Incremental Message for RepoFunds Rate (RFR) Benchmarks

The purpose of this test is to verify that your application can properly receive and process CME Benchmark Administration Premium incremental messages (tag 35-MsgType=X).

Note: See also:

- CME Group Benchmark Administration

- CME Benchmark Administration Premium Message Specification

Prior to beginning the test, select: 

  1. From the Testing Configuration screen, select an Identifier, then select Assign.
  2. On the selected Test Case screen, select an Instrument, then select START TEST.
  • To run the Incremental message for RepoFunds Rate benchmark test:

AutoCert+ sends a RFR Benchmark price. Validate the following values for the first repeating group received.

  • tag 269-MDEntryType
  • tag 270-MDEntryPx