This page includes the latest CME Options Compression Service messaging and functionality impacts.

See the CME Equity Options Compression site for additional details and contact information for this service.

1 Release Notes
- 1.1 March 2019
- 1.2 January 2019
  - 1.2.1 Updated Trade Capture Report Jan-19

Release Notes

Releases may not occur each month. For months containing customer-facing releases, notes are below in order or most to least recent.

March 2019

An automated alert email has been added for compression participants. The email is sent when compression reports are ready to review in the Compression UI. This email is sent to the submitting/approving user at the email address provided during on-boarding.

Dear Compression User,

Options Compression Reports are now available to download in the CME CORE UI. Please log in to to download your portfolio's compression results.

Unless otherwise stated, the approval deadline is 6 pm CT.

Please reach out to posttradeservices@cmegroup.com with any questions.

Thank you,

CME Compression Service Administrator

A pop-up is now displayed when a compression participant selects the "Approve" or "Reject" buttons during the compression report approval process. This prevents a user from erroneously completing an unintended action. Here are the contents of the pop-up message:

January 2019

The Trade Date (TrdDt) field within Trade Capture Report messages generated as a result of compression has been updated to match the Cleared Date (BizDt). Both Trade date and Cleared date now reflect T+1 from the Compression Cycle date. Below is an example message, wherein the compression cycle occurred on October 22, 2018.
Variable support for CTI (Customer Type Indicator) field has been added. Participants will specify a valid CTI code when registering for the Options Compression Service. Supported values include 1, 2, 3 and 4. More information about CTI codes can be found in the CME Rulebook section 536 D.
- See CTI example in message sample below. The field is CustCpcty.

Updated Trade Capture Report Jan-19

<FIXML>
	<TrdCaptRpt RptID="165F3648C810002DB1142000011111" TransTyp="0" RptTyp="1" TrdTyp="3" TrnsfrRsn="O" MtchID="165F3648C810001AA11A" PxTyp="2" TrdDt="2018-10-23" BizDt="2018-10-23" MLegRptTyp="1" MtchStat="1" MsgEvtSrc="CMESys" TrdRptStat="0" TrdID="100001" TrdID2="165F3648C810001AA11A " LastQty="1" LastPx="10.8" TxnTm="2018-10-22T19:00:35-05:00" TrdHandlInst="3" OrigTrdDt="2018-10-23" VenueTyp="X" VenuTyp="X" LastUpdateTm="2018-10-22T19:00:35.804-05:00" ForceAckOrRpt="RPT">
		<Hdr Snt="2018-10-22T19:00:35-05:00" SID="CME" TID="123" SSub="CME" TSub="CME"/>
		<Instrmt Sym="SPZ8 C2930" ID="SP" CFI="OCAXPS" SecTyp="OOF" Src="H" MMY="20181200" MatDt="2018-12-21" StrkPx="2930.0" Mult="250" Exch="CME" PutCall="1" PxQteCcy="USD"/>
		<Undly MMY="201812"/>
		<Amt Typ="PREM" Amt="-2700.00" Ccy="USD"/>
		<RptSide Side="1" ClOrdID="COMPRESS" InptSrc="MQM" InptDev="API" CustCpcty="2" OrdTyp="O" SesSub="X">
			<Pty ID="CME" R="21"/>
			<Pty ID="123" R="4"/>
			<Pty ID="CME" R="22"/>
			<Pty ID="123" R="1"/>
			<Pty ID="ACCTEXAMPLE" R="24">
				<Sub ID="2" Typ="26"/>
			</Pty>
			<Pty ID="995" R="17"/>
			<Pty ID="123" R="38">
				<Sub ID="2" Typ="26"/>
			</Pty>
			<RegTrdID ID="FECF165F3648C810001AA11A " Src="1010000023" Typ="0" Evnt="2"/>
			<TrdRegTS TS="2018-10-22T19:00:35-05:00" Typ="1"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>