Tuesday, March 25, 2025

added 461-CFICode to Modification to Fields for CME FX Link Spot Leg

Wednesday, March 5, 2025

526-SecondaryClOrdID, /TrdCaptRpt/RptSide/@ClOrderID2 added to New fields section.

updated Party role changes to add SubType=”5” for Party Role=”90”.

updated Party role changes to add SubType=”16” for Party Roles=”90”.

Wednesday, January 29, 2025

Testing and Certification updated - Certification is not required. Testing is stronglyencouraged for CME FX Link client systems.

Wednesday, January 29, 2025

Updated introduction with Production date of Sunday, April 13, 2025 (trade date April 14).

Tuesday, December 3, 2024

Updated CME FX Link Spot Leg fields with FIX tag / FIXML examples:

• 60-TransactionTime (/TrdCaptRpt/@TxnTm)

• 1012-SideTrdRegTimestamp (/TrdCaptRpt/RptSide/TrdRegTS/@TS)

• 779-LastUpdateTime (/TrdCaptRpt/@LastUpdateTm) 

Wednesday, November 6, 2024

Initial publication of this topic.

1832-ClearedIndicator

/TrdCaptRpt/@Clrd

Spot Leg not cleared at CME Clearing.

1 - Cleared

0 - Not Cleared

828-TradeType

/TrdCaptRpt/@TrdTyp

FX Spot+ is a tradable product and not OTC.

54 - OTC / Large Notional Off Facility Swap

0 - Regular Trade

107-SecurityDescription

/TrdCaptRpt/Instrmt/@Desc

 Updated naming convention for FX Spot+.

E.g. VALUE DATED GBPUSD SPOT FX

E.g. FXSPOT.GBP/USD

55-ProductSymbol

/TrdCaptRpt/Instrmt/@Sym

E.g. FXBPV415

E.g. GBPUSDZ5031

60-TransactionTime

/TrdCaptRpt/@TxnTm

Updated timestamps with nanosecond precision and trailing "Z" removed to be consistent with FIX UTCTimestamp data type.

FIXML Format: 2024-10-15T08:49:40.000000000Z

FIX Format: 20241015-08:49:40.000000000Z

FIXML Format: 2024-10-15T08:49:40.755178582

FIX Format: 20241015-08:49:40.755178582

1012-SideTrdRegTimestamp

/TrdCaptRpt/RptSide/TrdRegTS/@TS

FIXML Format: 2024-10-15T08:49:40.000000000Z

FIX Format: 20241015-08:49:40.000000000Z

FIXML Format: 2024-10-15T08:49:40.755178582

FIX Format: 20241015-08:49:40.755178582

779-LastUpdateTime

/TrdCaptRpt/@LastUpdateTm

No change in time precision but trailing "Z" removed to be consistent with FIX UTCTimestamp data type.

FIXML Format: 2024-10-15T08:49:40.199000000Z

FIX Format: 20241015-08:49:40.199000000Z

FIXML Format: 2024-10-10T15:43:53.655000000

FIX Format: 20241010-15:43:53.655000000

461-CFICode

/TrdCapRpt/Instmt/@CFI

Update value to be consistent across all Spot trades

FFXCNO

IFXXXP