Imported from previous forum
The Global Technical Committee has reviewed and preliminarily approved the CME Trade Capture Extension proposal. This CME Trade Capture Extension proposal includes the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions related to option exercise and option exercise expiration, and documentation for identification of a swaption straddle using the combination of SecurityType(167) = SWAPTION and SecuritySubType(762) = Straddle.
The document now enters a public comment period in which public review and feedback is encouraged. Once the public comment period closes, the Global Technical Governance Board will meet to review public comments before final approval.
Please post feedback, comments, and questions as replies to this discussion thread.
A link to the proposal and the presentation slide can be found at:
http://www.fixtradingcommunity.org/pg/file/fplpo/read/3230917/cme-trade-capture-extension
The public comment period ends on May 26, 2016.