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1. Dat it Quot Buyer E Buyer a Buyer El Seller Seller Seller E Suggested E a E El TT al help uote Price Term Firm Account Principal Firm Account Principal Counterparty Source Strike PIC 08 28 2014 Pending Validation Sir p OPNT 2 4907048 15 38 37 9 Strategy Type Strip 17 Oct 2014 5 Gui 08 26 2014 Corn Calendar 01 B Swa 10 000 Contracts month 200 00 Oct 2014 CCS CBT Corn Calendar 17 B Swap 10 000 Contracts month 200 00 Feb 2016 CCS CBT 2009 2014 CME Group Inc Terms of Use Contact Us CMECE Disclaimer Blotter The Trade Blotter screen defaults to a top day trade view Trades are displayed based on market types and can display trades entered into CME ClearPort and the clearing status based on selected search filtering options Refer to the Refresh Search Export section for more information on setting search options Note e All transactions submitted are displayed in separate rows e Some trade blotter columns can be hidden e List of Trade Blotter fields is below Hide Show Trade Blotter Columns Trade Blotter Search Le Trade ID Side Submit Status lil help Product Quantity Volume Elprice H Buyer Date Quote Firmi 4670003 xe S Pending Validation Strategy Type Strip 2 Oct 2013 Argus Sour Crude Index CASCI Calendar Month Futures 37 NYMEX 10 000 Oct 2013 Argus Sour Crude Index CAS Calendar Month Futures 37 NYMEX Now 201
2. Trade ID 4862821 Submit Date 07 31 2014 13 50 28 Product Corn Calendar Swap CCS CBT Clearing Date 07 30 2014 Clearing CME Group Clearing House Original Trade Date 07 22 2014 Execution Time Local 0712212014 13 49 Execution Time CT 13 49 Status Li help Cleared Strategy Price Status Reason Trade submitted for clearing Strategy Type Generic Trade Type OPNT Cleared contract s 10 24 Bilateral SDR CME Group SDR Bilateral SDR LEI SNZ20JLFKEMNNCLOOF39 Regulatory Report Type Primary Economic Terms only Inter affiliated No Swap Execution Facility OF Facility Buyer Principal Information Company Name 4 BANK i t Submitter dgbram092 dg dgbram092 Source Gui Allocation Information j i Le Company Name E CLEARING CORP CLEARING CORP SS 5 000 All Cleared Bilateral USIs UTIs L1 F 1010000023CPB000004862821TA0001 Cleared Bilateral USIs UTIs L2 1010000023CPB001004862821TA0001 l b hl d AA lo dll i ds de cai teca Sud JT La la a ab 1010 LAR 3 QERE 0 O ca a O li ci ER dik aer US U LE yl 15 E UUl ui 0 046 621 AL Cleared Bilateral USIS UTIS L146 1010000023CPB015004862821TA0001 Cleared Bilateral USIS UTIS L47 1010000023CPB016004862821TA0001 CLEARING CORP CLEARING CORP cpap eae 5 000 All asset Manager Seller Principal Inform
3. Short Term Interest Rates Sell Products Ll 30 DAY FED FUND OPTIONS 41 CBT 30 DAY FED FUND OPTIONS 41 CBT a Strategy Pricing The Strategy Price appears when a second leg is added for the same product If a strategy price is entered without leg prices CME prices the legs The calculated leg prices are shown on the Confirm amp Submit page for review If leg prices are entered CME ignores any strategy price that is entered CME ClearPort supports the following strategy types e Outright e Daily Strip e Monthly Strip e Pack e Butterfly e Standard Calendar e Equities Calendar e Foreign Exchange Calendar e Bundle e Condor e Generic o with price Support intra commodity spreads o with no price Support inter commodity spreads e Pack Spread e Pack Butterfly e Month vs Pack 35 Broker Trader User Guide CME ClearPort Trade Blotter Use the Trade Blotter to view transactions that have been submitted for clearance through the Exchange clearing house or used for firms to claim or reject allocated trades Trade Data is maintained for 1 year The Trade Blotter is comprised of e Blotter lower portion of screen with output in table format e Refresh Search Export upper portion of screen that allows the user to select search criteria browse through pages of data refresh data or export data to excel Trade Blotter Soh E Trade ID Side Subm Status Li Product Quantity Volume E
4. Trade information copies to the Trade Entry page and the window with new trade information closes 3 Enter Time 4 Modify trade information as necessary 5 If Price Validation message appears click Price Validation box 33 Broker Trader User Guide CME ClearPort Multi Leg Transactions A multi leg transaction contains more than one leg associated with a given order number Strips Packs Bundles and Calendar spreads are examples of multi leg transactions Selecting a value from the Strip Pack Bundle drop down enables the End term dropdown When selected this automatically creates a mutli leg transaction with each tradable month in the Start and End term range corresponding to a leg Each contract is displayed separately on the Trade Ticket similarly to how legs of a spread are displayed Adding Legs to a Transaction Add an initial leg to begin the transaction Add subsequent legs to the transaction to create a multi leg transaction See Single Side Trade Entry for single side trades and Dual Side Trade Entry for dual side trades Note CDS Index and CDS Single Name products cannot be traded as part of multi leg transactions gt To enter a multi leg transaction 1 To add additional legs to a transaction click Trade Entry Trade Type Strategy Price USD per CRT lil help Report to CME Group SDR EFS EQO None Do not report Primary Economic Terms Real Time Reporting Primary Economic Terms
5. SDR reporting options Report to CME Group SDR Previously Reported to Other SDR if Primary Eco nomic Terms only is selected for Report to CME Group SDR Swap Execution Facility set to Off Facility SDR reporting options Report to CME Group SDR Previously Reported to Other SDR if Primary Eco nomic Terms only is selected for Report to CME Group SDR Swap Execution Facility set to Off Facility SDR reporting options Report to CME Group SDR Previously Reported to Other SDR if Primary Eco nomic Terms only is selected for Report to CME Group SDR e All agents and counterparties must be registered for CME SEF trades Product Information The Product Information section provides capability to search filter products that can be entered into CME ClearPort and cleared by the Exchange clearing house Following Trade Type selection e Searches can be filtered by Market or Market Group e Selections can be made on Product Group and then Product gt To collapse or expand Product Information section CME ClearPort Swap Execution Facility will be a combination of the SEF LEl and CME Group Swap Execution Facility for SWBLK 1 Click or 3 depending on whether section is collapsed or expanded in the Product Information area The view type toggles 2 To save view either e Submit the trade OR e Click on another tab With product information collapsed Filter Market Group Marke
6. CME Group CME ClearPort Broker Trader User Guide 9 22 2015 Disclaimer Futures trading is not suitable for all investors and involves the risk of loss Futures are a leveraged investment and because only a percentage of a contract s value is required to trade it is possible to lose more than the amount of money deposited for a futures position Therefore traders should only use funds that they can afford to lose without affecting their lifestyles And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade All references to options refer to options on futures CME Group is a trademark of CME Group Inc The Globe Logo CME Chicago Mercantile Exchange Globex iLink E mini CME EOS Trader Galax C FirmSoft CME DataSuite and CME DataMine are trademarks of Chicago Mercantile Exchange Inc New York Mercantile Exchange NYMEX miNY and ClearPort are registered trademarks of the New York Mercantile Exchange Inc COMEX is a trademark of Commodity Exchange Inc FIX and FAST are trademarks of FIX Protocol Limited FIX FAST M is a service mark of FIX Protocol Limited Dow Jones Dow Jones AIG Commodity Index The Dow Dow Jones Industrial Averagesm and DJIA are service marks of Dow Jones amp Company Inc and American International Group Inc AIG and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago Inc CBOT CBO
7. Note For spreads a Strategy Type is displayed in this field The total amount of units in the transaction Displays the amount of Entered and Cleared units The firm that is selling the product The respective registered Trading Account of the Seller The Principal company that is selling the product Side for the transaction Buy or Sell System used to enter the trade Broker or Single side Model Each of these statuses apply to the entire deal e Pending Validation System processing e Unmatched Status of a Deal for the submitting party pending match or claim by the alleged counterparty e Canceled Status of a Deal once an Unmatched deal is cancelled by the submitter Field Strike Submit Date Term Time Date Trade ID TT Volume Quote CME ClearPort Description Alleged Status of a Deal pending acceptance by the alleged counterparty Cleared Deal has cleared Declined Status of a Deal when the alleged counterparty has rejected the Deal because at least once transaction component is not valid Expired Status of a Deal that has been Expired by the exchange Deals that have not been matched or claimed by close of business prior to a coupon date will be expired by the exchange Reject System reject Account Manager RAV permissioning or deal contract val idation see ticket for details Void Cleared transaction has been canceled by the submitter or exchange admin istrato
8. Blotter Note The Trading Account drop down may contain an alias which is a unique account identifier assigned at the firm level for each firm platform or asset manager Note Only the Trading Accounts that the user is authorized to represent by the Clearing Member appear in this drop down list If an Account is not in the list contact the Account Owner or the Clearing Member for the Account Owner 10 To add additional accounts click in the Account Information section and add account and quantity information in the new row Broker Trader User Guide 26 CME ClearPort 11 Enter Original Trade Date Block Date 12 Enter Execution Time 27 Broker Trader User Guide CME ClearPort 13 Click Submit The Trade Entry Confirm amp Submit page displays with the trade details Trade Entry Confirm amp Submit This trade will not be entered for Clearing until the SUBMIT button is clicked Here is the Trading Times by Product Group expressed in your Local Time Zone Hours of operation are subject to CME Holiday schedule NOTE Upon submission an email notification will be sent to each trading principal listed below Submit Update Trade Trade Type Bilateral SDR CME Regulatory Report Type Primary Original Trade Date 02 27 2013 Execution Strategy Strategy Verification OPNT Group SDR Economic Terms only Time 12 00 local Price Type Buyer Designated nu 11 Order Number Block Alloc Ind Allocated trade
9. Buyer Seller None Two additional fields appear for Swap Transactions e Reporting Counterparty indicates if the buyer or seller is a reporting counterparty This box cannot be selected for both buyer and seller e Block Trade Allocation Indicator allows designation of the trade as an allocated trade a block to be allocated or a block that is not to be allocated Single side Trade Entry Enter a single side trade See Dual Side Trade Entry for dual side trades and Multi Leg Transactions for multi leg transactions See Swap Transactions for more information on this type of trade Use one of the following methods to enter trade information e Enter trade information e Copy from a recently entered deal e Copy from a Trade Ticket Enter Trade Information Manually enter trade information and set preferences on the Trade Entry screen gt To enter a trade 1 From the main ClearPort menu click the Trade Entry tab 2 If User Preferences are being used skip to Step 6 3 In the Trade Entry section select an option from the Trade Type list Trade Entry Trade Type 4 In the Product Information section do one of the following e Enter a symbol or text in the Search for Product text box OR e Selecta product group in the Product Groups drop down list and a product in the Products drop down list Product Information Market Product Groups Search for Product Any Select One Products i FIRM A
10. Opens the Export Option screen which provides instructions on how to export and save the n file in another format i Sends the report to the printer lt Returns to the first page of the report Returns to the previous page of the report fa 1 Indicates the current page of the report The second number indicates the total number of pages in the report gt Displays the next page of the report if multi page report l Displays the last page of the report if multi page report TT TT Search for specific text in the report Adjusts the magnification of the screen 100 55 Broker Trader User Guide CME ClearPort Supplemental Information Supplemental information for entering trades in CME ClearPort e Trade Types e RED Code e Outright Minimum Price Increment and Outright Minimum Block Threshold e Default Option Terms and Strike Prices e Bilateral Cleared Block USI Unique Swap Identifier e Swap Transactions Trade Types Description of Trade Types For more extensive descriptions of some of these trade types access CME Group Glossary Trade Type BLOCK EFP EFR EOO LGNOT Description Block Trade Minimum order size requirements that vary according to product and order type Only negotiated with futures options on futures and CBOT swap trades excludes all other basis trades Exchange for Physical Trade Privately negotiated and simultaneous exchange of a futures p
11. Search for Product text box OR 29 Broker Trader User Guide 8 J CME ClearPort Select a product group in the Product Groups drop down list and a product in the Products drop down list Product Information Market Product Groups Search for Product Any Select One Products The fields in the Product Information section are populated Note To view all product information click next to the product name In the Trade Information section complete the following fields Fields vary depending on the selected product Report to CME Group SDR Swap Transactions Previously Reported to other SDR Swap Transaction and Primary Economic Terms only selected for Report to CME Group SDR Strategy Price spreads only enter a Strategy Price if no individual leg prices are being entered In the Contract Terms section complete the following fields as applicable Note Term required Enter or select a date Coupon bp Select a coupon in basis points CDS only Price Method Enter the price method CDS only Upfront Fee Enter the upfront fee if applicable CDS only Strip Pack Bundle Indicates whether the trade uses a Strip Pack or Bundle strategy If a selection is made here the applicable fields in the Terms section will be enabled disabled based on the selection made End Term Use only if the trade is a Strip Pack or Bundle Strike Price Enter if the trade is an Option more
12. a Trade Administrator and a Trader The Trade Administrator is not listed in the Name dropdown and therefore also cannot be selected as a Lead Trader by a counterparty A Single Side Trader Administrator has all Trade Entry privileges of a Single Side Trader In addition when an Alleged Deal has been entered without any Lead Opposite Trader selected the Single Side Administrator is the only user that can Claim the Alleged Deal for the Opposite Side Single Side Trading Firm None An Asset Manager Administrator has all Trade Entry privileges of an Asset Manager for the Trading Firms on behalf of which the Asset Manager Firm has been permissioned to act In addition when an Alleged Deal has been entered without any Lead Opposite Trader selected the Asset Manager Administrator is the only user that can Claim the Alleged Deal for the Opposite Side Trading Firm None Trade Visibility A Trade Administrator can view all transactions entered for a Trading Firm A Single Side Trader can view 1 all Deals including Alleged Deals entered by the Single Side Trading Firm and 2 all Alleged Deals and following Claiming Deals Alleging the Single Side Trading Firm on the Opposite Side A Broker Administrator can view all transactions entered for by Brokers in the Broker Firm An Asset Manager Administrator can view all transactions entered for by Asset Managers in the Asset Manager Firm The Verificat
13. by Product displays the volume of trade entered across products by Broker Firms for a range of clearing dates Volume by Trader displays the volume of trades entered by a trader for a range of clearing dates Volume by Asset Manager by Product displays the volume of trade done across products by an Asset Manager for a range of clearing dates Trading Firm Account Summary displays the list of active accounts for a trading firm on a given business day Volume by Broker and Source displays the volume of trade by broker firms across various sources for a range of trade dates Volume and Percentage by Source displays the volume and percentage of trades entered on an exchange across various sources for a range of trade dates Volume by Product Group in Date Range displays the volume of trades entered across products for a range of trade dates Broker Trader User Guide 50 CME ClearPort gt To display a list of available reports 1 From the navigation menu click Reporting then select ClearPort Reporting CME Group Portfolio 8 Risk Reporting My Profile ClearPort Reporting 2 Select an application If only one application is available and selected from the drop down the figure below displays CME Group CME ClearPort A CME Chicago Card of Toda KYELA Company Logout Select applications roles select an application Get Rep one 3 Ifthe role drop down is activated s
14. information Put Call Enter if the trade is an Option Quantity required Note Quantity accounts for the tota quantity of strips packs and bundles For example 10 000 units month for a three month strip will total 30 000 units Side required Price required except for TAS BLOCK Pack or Bundle Diff Price required only for a TAS BLOCK Pack or Bundle Click an area of the screen outside of the Price or Diff Price field to validate price Note A message will appear if there is no settlement price to use for validation or if the price or price diff does not pass validation The Price Validation check box must be selected to confirm the price If applicable select Inter affiliated Swap Transactions In the Allocation section perform the following Allocation Woice Brokered _ Aggressor SelectOne W Account Information Designated select One Order No Broker Trader User Guide 30 CME ClearPort e For REMIT trades specify whether the trade was Voice Brokered and the Aggressor optional e Non Swap transactions a Select a Designated party from the list b Specify the Order Number e Swap transactions Allocation Voice Brokered Aggressor Select One Buyer Information Reporting Counterparty _ Block Alloc Ind None Designated Select One Y Order No a If appropri
15. more accounts e TheTrading Account drop down may contain an alias which is a unique account identifier assigned at the firm level for each firm platform or asset manager Omnibus and non omnibus accounts and their sub accounts appear as follows e Parent Clearing member Account number e Trading Sub account Owner firm name Sub account number Clearing firm administrators cannot view sub accounts assigned to parent firms Allocation Woice Brokered _ Aggressor Select One W Reporting Counterparty C Block Alloc Ind None El Designated Select One Account Information Order No Company Name frequent accounts Trading Account Name Oa Select One Select One Select One Opposite Information Dual side Firm Name frequent accounts User Name Wu To enter Opposite information hover over frequent accounts and click to select an account or enter a letter of the firm in the Firm Name box and select a firm Do the same for the User Name Note Suggested Counterparty will display if a broker is selected for the Firm Name field and if desired a Suggested Counterparty can be selected in the same way as firm 23 Broker Trader User Guide CME ClearPort Additional allocation fields e Voice Brokered transaction optional Regulation on Wholesale Energy Markets Integrity and Transparency REMIT trades executed on a voice assisted broker platform e Aggressor optional
16. n Product Uhai Prine Tere Seika ST CUY 1 Bey Com Futures CT 1 Contraciglmonth Bes 00 Sent uso Sel 1 j cleared torraciis 3 Click the Void button The following message appears Are you sure you want to void this trade 4 Click OK The Blotter refreshes and displays a Status of Void for the voided transaction Printa Transaction The Print feature provides the ability to send trade information for a transaction with any status to a printer gt To print a transaction On the Blotter locate the trade to print Click the trade s Trade ID number Click the Print button The Print screen appears a Select a printer then click Print 49 Broker Trader User Guide CME ClearPort Reports CME ClearPort provides standardized reports that contain information such as volume traded by a Broker per Product and a summary of the trades and single sided trades submitted for clearing through CPC Report availability varies based on the selected user role The following example of reports may be available CDS Trade Summary Report displays the list of CDS trades entered for a range of clearing dates The Red Code para meter will be used to determine whether to display Red Code on the report instead of a product filter e Users with entitlements of at least one firm with a Red Code Firm type will show Yes as the default in the Red Code parameter All others will be locked into No e The Trader parameter
17. only Leg 1 a Q Product Information Leg 1 Side Filter Grow p Market Product Grow ps Side Buy Search for Product Any Short Term Interest Rates Sell E 30 DAY FED FUND OPTIONS 41 CB Products i i 41 CBT 30 DAY FED FUND OPTIONS 41 CBT Contract Terms Term Strip Pack Bundle End Term Strike Price PutiCall Select One Select ne Select One SelectOne SelectOne Quantity Price Percentage li help 5 USD month Contracts month Leg 2 a i x Product Information Leg 2 side Market Product Groups side Buy Search for Product Any Select One Sell Products a Select One 2 To enter information for the new leg follow product information entry steps e Dual Side Trade Entry e Single Side Trade Entry 3 If Allocation information has not been completed follow allocation entry steps e Dual Side Trade Entry e Single Side Trade Entry Note To copy product information to another leg click Broker Trader User Guide 34 CME ClearPort gt To remove a leg from a multi leg transaction To remove a leg click Trade Entry Trade Type Strategy Price USD per CRT Li help Report to CME Group SDR EFSVEOO None Do not report Primary Economic Terms RealTime Reporting Primary Economic Terms only Leg 1 a Product Information Leg 1 side Filter Group Market Product Groups ee Buy Search for Product Any
18. will be consolidated into the Trading Firm parameter e The Trading Firm parameter will show a list of each Trader ID combined with the Trading Firm Firm entitlements determine selectable values in Firm parameters Commission The Trader and Broker parameters will be consolidated into the Trading Firm and Broker Firm para meters The Trading Firm and Broker Firm parameters will show a list of each Trader ID combined with the Trading Firm The Submitter parameter has been removed Firm entitlements will determine selectable values in Firm parameters Esecurity User Information This report will be decommissioned and two reports a SMART Click User Information Report and a CME ClearPort Registered Entity Report will replace it The SMART Click User Information Report will replace the Esecurity User Information Report for Verification Officers accessing reports with a SMART Click User ID It will contain only the list of users at their firm who have registered for SMART Click A CME ClearPort Registered Entity Report will return all registered brokers traders and asset managers All ClearPort Clearing Verification Officers will have access to this report Trade Summary Report displays the list of non CDS trades entered for a range of clearing dates The Trader para meter will be consolidated into the Trading Firm parameter e The Trading Firm parameter will show a list of each Trader ID combined with the Trading Firm Volume by Broker
19. 012 10 01 46 Product CRUDE OIL CL NYMEX Clearing Date Not cleared yet Clearing CME Group Clearing House Execution Time Local Tap Day Status Lil help Alleged Strategy Price Status Reason Strategy Type Trade Type EFP Cleared contract s D 10 Principal Information Company Name Submitter Quantity DEUTSCHE BANK SECURITIES INC DBF Naiake Uirick 8 10 000 Account Information Designated 9 atale Ulrici Order No Company Name Trading Account Name a i Select One r zan Salect One Select One vw 3 From the Principal Information area enter or select the Company Name Trading Account and Name information 4 Click the Claim button The following message appears Microsoft Internet Explorer xj k Are you sure you want t claim this trade ma 5 Click OK The Blotter refreshes and the trade status changes to Pending Validation Broker Trader User Guide 46 CME ClearPort Copy a Transaction The Copy feature provides the ability to create a new trade from a copy of an existing trade Trades that have been voided or rejected can still be copied When copying a trade the Trade Entry screen appears and all product information is pre filled If a new product is selected the Terms information must be re entered gt To copy a transaction 1 On the Blotter locate the trade to copy 2 Click the trade s Trade ID number 3 Click the Copy button The Trade Entry screen appears Change any
20. 3 Broker Trader User Guide 36 CME ClearPort Trade Blotter columns that can be hidden have a minus symol to the left El of the column heading When the first column is hidden a plus sign E displays to the right of the Trade Blotter screen heading gt To hide Trade Blotter columns Click the minus sign E to the left of the column to hide Column no longer shows in display Plus sign displays to the right of the Trade Blotter heading gt To show hidden Trade Blotter columns 1 Click the plus sign to the right of the Trade Blotter heading List of hidden columns displays Trade Blotter El show al Term Refresh Buyer Firm Seller Firm 2 Click the column name to show in display or click Show All to show all hidden columns Trade Blotter Fields Descriptions Field Block Date Buyer Firm Buyer Account Buyer Principal Cleared contracts P C Price Product Quantity Seller Firm Seller Account Seller Principal Side Source Status 37 Broker Trader User Guide Description BLOCK trades only Displays with Trade Type TT The firm that is buying the product The respective registered Trading Account of the Buyer The Principal company that is Buying the product The number of contracts entered to be cleared P Put or C Call Price Percent of Par per individual unit in the contract The product being traded The coupon in basis points displays under the symbol
21. 8 JS A A tat eh tenga yee fete 58 dered US A eR eT AT AA A OOo E ETD Rr 58 Jo A ETE Oe Ie eee een a Pete Een IA CC Oe eee ee 58 VMOU Ce aa cece ee ep heise ok semen ROA 59 SWaP Ura AA 59 Broker Trader User Guide 4 CME ClearPort Please submit user experience feedback about this user manual Getting Started CME ClearPort provides commissioned Brokers Traders and Asset Managers with an interface where transactions are posted credit calculated and approved and the transactions are processed by the clearinghouse Authorized representatives of intended CME ClearPort users individual clearing firm brokerage firm trading firm must complete and submit registration to receive access to CME ClearPort clearing services Brokers Traders and Asset Managers can conduct their own transactions off exchange negotiate their own prices and still take advantage of the Exchange clearinghouse by submitting the transactions through CME ClearPort e Traders have the ability to view their trades e Voice brokers traders when configured for single side submission and asset managers have the ability to submit trades through CME ClearPort for clearing in real time When a voice broker submits a trade on behalf of the account owner trade details are entered into CME ClearPort Once the trade is submitted the account owners are notified by e mail The trade is checked for accuracy and cleared If there are discrepancies in the informatio
22. Block USI Broker Trader User Guide 58 CME ClearPort e Block USIs are at the trade leg level in CME ClearPort e Block USI s are automatically generated by CME ClearPort for one to many allocated trades submitted via the CME ClearPort Trade Entry screen Impact e CME ClearPort will create and assign unique Bilateral USIs for each swap transaction upon submission e CME ClearPort will create and assign unique Cleared USIs for each and every cleared allocation of the OPNT trades as they clear Swap Transactions Swap transactions as defined by Dodd Frank traded on CME s Designated Contract Markets NYMEX COMEX CME and CBOT or off exchange markets pursuant to DCM rules which are accepted for clearing will be reported to CME Swap Data Repository SDR by CME Clearing Relevant trades types submitted to CME for clearing which are impacted include OPNT LGNOT and SWBLK CME Equity Index Futures and CME Equity Index Options on Futures are the only exceptions participants must report these transactions directly to an approved SDR The cleared component of OPNT trades submitted through the CME ClearPort API will automatically be reported by CME Clearing to the CME SDR Both the bilateral and cleared components of OPNT SWBLK and LGNOT trades submitted through CME ClearPort will automatically be reported by CME Clearing to the CME SDR SWBLK trade entry through the CME ClearPort Trade entry screen is only supported for CME SE
23. F All other swap trades submitted through the Trade Entry screen will be considered as execute Off facility This information will be indicated where available on the trade ticket A trade is considered a Swap Transaction if ONE of the following is true e Trade is an OPNT LGNOT SWBLK For more information on CME Swap Data Repository see www cmegroup com sdr 59 Broker Trader User Guide
24. FA CME Select One ha The fields in the Product Information section are populated Broker Trader User Guide 24 CME ClearPort Note To view all product information click next to the product name 5 Click 3ingle side in the Seller Information section to switch to single side trade entry 6 Inthe Trade Information section complete the following fields varies depending on the selected product Report to CME Group SDR Swap Transactions Previously Reported to other SDR Swap Transaction and Primary Economic Terms only selected for Report to CME Group SDR 7 In the Contract Terms section complete the following fields as applicable Term required Enter or select a date Coupon bp Select a coupon in basis points CDS only Price Method Enter the price method CDS only Upfront Fee Enter the upfront fee if applicable CDS only Strip Pack Bundle Indicates whether the trade uses a Strip Pack or Bundle strategy If a selection is made here the applicable fields in the Terms section will be enabled disabled based on the selection made End Term Use only if the trade is a Strip Pack or Bundle Strike Price Enter if the trade is an Option more information Put Call Enter if the trade is an Option Quantity required Note Quantity accounts for the tota quantity of strips packs and bundles For example 10 000 units month for athree month strip will total 30 000 units Side required Pric
25. I entered deals other SEFs can appear under Swap Execution Facil ity for tickets from API submitted swap deals Trades submitted via the GUI which are not Swap Block trades will display date and time in the field Ori ginal Trade Time local This field will display in place of the Original Trade Date Original Trade Time local 12 02 2013 15 14 Trades submitted without an execution time will be rejected B Buyer Seller Principal Information Trading Account Omnibus and non omnibus accounts and their sub accounts appear as follows e Parent Clearing member Account number e Trading Sub account Owner firm name Sub account number Clearing firm administrators cannot view sub accounts assigned to parent firms For corrections the GCC contacts the trader risk administrator rather than the clearing firm administrator 1 Block Alloc Ind and Reporting Counterparty display for Swap Transactions only 2 Expand each allocation collapsed by default to display Cleared and or Bilateral USIs for Multi Leg Swap Trans actions e Each Allocation displays by Company Name Trading Account Name and Quantity e Arrow next to Company Name header expands all allocations Arrow beside specific company name expands that allocation 3 For one to many allocations there is a section for each allocation 4 If trade is Multi Leg a Bilateral USI will be generated for each leg C Summary e A Block USI is assigned for each l
26. IT trades executed on a voice assisted broker platform e Aggressor optional Buyer Seller None Two additional fields appear for Swap Transactions e Reporting Counterparty indicates if the buyer or seller is a reporting counterparty This box cannot be selected for both buyer and seller e Block Trade Allocation Indicator allows designation of the trade as an allocated trade a block to be allocated or a block that is not to be allocated Single side Transactions The Allocation section allows the entry of Company Name Clearing Member and Firm or Trading Account information Submit the trade on behalf on someone else by selecting a name from the Designated drop down list To refine the Company Name search type the first letter of the trading account name once or multiple times to find each account starting with that letter e Only the Clearing Member and Trading Accounts that the user is authorized by the Clearing Member to represent appear in the drop down list e If an account is not in the list contact either the account owner or the Clearing Member for this account owner To add an account a Broker must contact the customer or the CME ClearPort help desk e Hover over frequent accounts and a list of the most frequently used accounts appears Click an account to select that account e Click the search firm symbol then type a portion of the firm name to search from all available firms e Click the plus symbol 9 to add
27. Information Reporting Counterparty Yes Reset to Accrued Upfront Cash Par Interest Fee Residual Company Hame Trading Account 972 22 z 0 00 SIE 20 000 00 19 027 76 14 Verify that the information is correct and that there are no messages indicating changes are needed e If correct click the Submit button The trade information is transfered to the Trade Entry screen the trade is added to the Recently Entered Deals list and a message displays indicating successful trade submission in the Trade Entry section of the screen e If not correct click the Update button The Single Side Trade Entry screen appears for editing Note Trades can only be updated if they are awaiting confirmation and submission from the Broker Asset Manager or Single Side submitter Once they are matched claimed and submitted for clearing they cannot be changed If both submitting parties agree the GCC can void a trade on the day it was matched Copy from a Recently Entered Deal gt To copy a trade from a recently entered deal 1 Click a Trade ID in the Recently Entered Deals list CME ClearPort 03 04 2013 13 25 47 Logout About CME ClearPort Help 2 Recently Entered Deals 4492259 25min ago 4492257 29min ago 4492249 54min ago 4492226 h31min ago Product Information 4492223 2h37 min ago 4497156 71h45min ago Broker Trader User Guide 28 CME ClearPort The trade displays in anew window 2 Click Copy 49 CME Grou
28. NGS 1 B BROKERI GB FWD CO OPNT Mar31 1 281 205 USD 100 000 Motions Metals 173 T48 TRADER mmtest 03 3020 ACCE ClearedOTC MEX 2015 LD 15 PT LGFicollat mng 06 17 15 CLEARINGS TRADINGS 1 S BROKERI GE FWD CO OPNT Mar31 1 291 205 USD 100 000 Notiona Metals 458 TRST TRADERF mmtest 03 30 20 ACCE ClearedOTG MEX 2015 I D 15 PT LGF collat mg 06 17 15 The following report toolbar options are available Field Description Opens the print dialog Opens the Export dialog with options to export and save the file as a soreadsheet Indicates the current page and options to navigate to other pages Modify the zoom magnification of the report Return to the previous report function Broker Trader User Guide 52 CME ClearPort Report Parameters The information in the reports can be filtered through the selection of parameters The following figure is an example of a report parameter screen Parameters Required for CDS Trade Summary Report Start Date 10 05 2013 End Date 10 09 2013 Clearing Member All Trading Firm All Broker Firm All Asset Manager F C STONE LLC source All Product All Status Cleared Exchange CBTSW View The parameters will vary depending on the report The table below provides a description of the parameters found on all the available reports Field Description Application A list of applications the firm can access Asset Manager Firm that manages the account Broker Firm Defaults to
29. Out Single Side Trade Entry Single Side Trade Entry Description e Updated what makes a trade be considered a Swap Transaction and added link to http www cmegroup com sdr 5 Added content for indicates only an image changed e Date and Time entry fields moved to bottom 1 3 4 5 e Time field renamed to Execution Time or Execution Time Local 1 3 4 5 77 e Product detail no longer displayed as default on Trade screen 1 2 4 5 6 Added content for e Block Alloc Indicator default is none modified images 1 2 3 e Added Block USI to Trade Blotter search 4 Added content for e Trade Entry Screen recent deals widget 1 3 4 e Trade submission screen sends users to Trade Entry screen 3 4 e Trade Type is selected before Product 3 4 5 e Wand for entity selection in Allocation section 2 3 4 CME ClearPort uses SMART Click to manage application authentication SMART Click is a self managed centralized user profile service that authenticates access to CME Group applications and services Prior to logging in to CME ClearPort users should ensure CME ClearPort access and SMART Click registration is completed and a notification of account access has occurred Note To ensure the best security and customer experience CME ClearPort users are encouraged to use a supported browser Access with SMART Click ID gt To log in to CME ClearPort 1 Using asupported internet browser enter o
30. Out oo 9 Access with SMART Click ID rn 9 LOgging OUt ee 10 User Roles and Entitlements nooo 11 Entering Trades NNN o n nHHnE DDKD H H iNN MNe 15 User Preferences HHHH 16 Single side and Dual side Functionality 2 20000000 Sa SS SS SAS SS SS Laa SA KK KK KK KK KS 16 Trade History HHHH ese 16 Trade Types SOZ np h NMNM M M MNNMMHHH H H HEH lt Haa HNNNNN 17 Product Information SH HHHH mnanaa 18 Product Information Reference aoaaa saa ccc cence SES SE SS cece eee SA SA SA SAS KAK SK umeme 19 Trade Zln lod 20 Contract Terms oaaao II N MMMMH HHHH 21 Allocations DBS32 HH HHHH 22 Dual side Transactions Jll aaan aaao oaaao cen ence cece SK SA KAK SAS KK KK KAK SK KRA KASA 22 Additional allocation fields once 23 Single side Transactions oso 23 Additional allocation fields ono 24 Single side Trade Entry ooo 24 Enter Trade Information ss 24 Copy from a Recently Entered Deal nro 28 Dual side Trade Entry ooo HHHHHHH iND ld 29 Enter Trade Information nes 29 Copy from a Recently Entered Deal 2 0 2 2 2 asas sa ence cece cece cece SK KS KK KAK KK KK KK KK KH 32 Multi Leg Transactions rro 34 Adding Legs to a Transaction sala asa saa c cece ccc SS SA SA SA SA SAS A KK SK SK KAK KS KK SK KK annann 34 Strategy Pricing ZH HHHH HH HHHH 35 Trade Blotter IN HH HHHH HHHHHHHHHEEn 4 BEHR 36 eli WUR HHHH HHHH aves 36 Hide Show Trade Blotter Columns nn 36 Trade Blo
31. T futures and options on futures contracts based on the Dow Jones Industrial Average are not sponsored endorsed sold or promoted by Dow Jones and Dow Jones makes no representation regarding the advisability of trading such product s BM amp FBOVESPA is a trademark of BM amp FBOVESPA KRX is a trademark of Korea Exchange DME is a trademark of Dubai Mercantile Exchange BMD is a trademark of Bursa Malaysia BMV is a trademark of Bolsa Mexicana De Valores All other trademarks are the property of their respective owners The information within this document has been compiled by CME Group for general purposes only CME Group assumes no responsibility for any errors or omissions Additionally all examples in this brochure are hypothetical situations used for explanation purposes only and should not be considered investment advice or the results of actual market experience All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT and NYMEX rules Current rules should be consulted in all cases concerning contract specifications Copyright 2015 CME Group Inc All rights reserved CME ClearPort Table of Contents Getting Started 99 222 e cece cece DLADLA LLLA DLLD LLAD DLADLA EDDA LLLA DLLD LLa oaa naa 5 CME ClearPort Access ns 5 Additional Resources ss 6 Client Systems Wiki HHHH 6 ClearPort Video nos 6 What s New HHHH HH HHR HH HHHH 7 Logging In and
32. ago An mi 4492249 2h27min ago Leg 1 Re Product Information Leg 1 Side Market Product Groups Side Search for Product Select One Y Sell Products DJ Select One v Contract Terms Term Select One W Quantity Price il help Allocation Voice Brokered Aggressor Buyer Information Designated Order No Company Name gt Single side Trading Account Name Oa Sete seller Information Designates orderno 7 Company Name Dual side Trading Account Nam e Oa SelectOne Y Original Trade Date Execution Time HH MM HH 00 24 Local N i m 16 08 qow Note Depending on Trade Product type additional fields may display 15 Broker Trader User Guide CME ClearPort User Preferences User preference options Use the gear icon beside the Trade Entry screen heading to set trade preferences for trade type and product and to Default to Front Month Term will default to the first month in the drop down Click the Product Information toggle icon to keep Product Information section expanded or collapsed by default gt To set user preferences Ll 2 Se Click the 8 icon adjacent to the Trade Entry screen title The User Preferences dialogue box displays User Preference a Trade Entry Default Trade Type BLOCK Default Product Default to Front Month IT Save Set defaults as appropriate Trade Type Product Default to Fron
33. although they are entered as a single transaction Export Trade Blotter to Excel CSV Trade Blotter EJ search Export current page to CSV Note Help text displays on cursor rollover of Excel icon gt To export all trade information in Trade Blotter to an Excel CSV 1 Click the Excel icon File Download dialog box displays File Download Do you want to open or save this file Name TradeBlotter csv Type Microsoft Excel Comma Separated Values File From cddwap0001c 2 Do one of the following e Click Open to open all trade blotter rows in an excel spreadsheet e Click Save to save file Select a directory and file name in the Save As dialog box and click Save 41 Broker Trader User Guide CME ClearPort Trade Ticket Use the Trade Ticket screen to view details of transactions that have been submitted for clearance through the Exchange clearing house or used for firms to claim or reject allocated trades Access the Trade Ticket screen via the Trade Blotter e Trade Ticket Screen e Claim a Transaction e Copy a Transaction e Decline a Transaction e Void a Transaction e Printa Transaction Broker Trader User Guide 42 CME ClearPort Trade Ticket Screen Examples of how various Trade Tickets display e Dual Side Multi Leg Trade with Allocations e Single Side Trade Dual Side Multi Leg Trade Ticket with Allocations
34. at appear in the Term and Strike Price fields for Options Spreads will vary depending on the product groups involved in the trades Method A e The Term drop down is populated with available terms e Available strike prices appear in the drop down Method B 57 Broker Trader User Guide CME ClearPort e The Term drop down is populated with the term of the underlying instrument e The Strike Price field is blank and the drop down is populated with any previously listed strike prices Strike prices can also be manually entered in the Strike Price field Method C e The Term drop down is populated with available terms e The Strike Price field is blank and the drop down is populated with any previously listed strike prices Strike prices can also be manually entered in the Strike Price field Note The default underlying term that is selected by default might not be valid Note The default strike prices that are listed might not use valid price increments Note All manually entered strike prices typed in the blank must be valid to be accepted when submitted for clearing Bilateral Cleared and Block USI Unique Swap Identifier The Bilateral Unique Swap Identifier USI identifies Swap Transaction trade submissions submitted for clearing for consistent Commodity Futures Trading Commission CFTC reporting and reconciliation e The USI Structure is constructed as a 10 character numerical Namespace and up to 32 character alphanu
35. ate select Reporting Counterparty b Select a Block Trade Allocation Indicator from the list c Select a Designated party from the list if necessary d Specify the Order Number 10 Complete the buyer seller information Do one of the following e Hover over frequent accounts and a list of the most frequently used accounts appears Click an account to select that account OR e Click in the Company Name field and select a Company Name then select a valid Trading Account and Name from the respective lists OR e Click the search firm symbol then type a portion of the firm name A list of available firm names that include those letter s displays Select a Company Name then select a Trading Account and Name from the respective lists Note To switch to Single side trade click Single side Allocation Voice Brokered Aggressor Select One 23 U Buyer Information Reporting Counterparty L Block Alloc Ind None W Designated Select One s Onder No Company Name Trading Account Name Ola Select One wv Select One lt Select One Iv iy Seller infomation Espace Reporting Counterparty L Block Alloc Ind None Designated Select One Order No Company Name Trading Account Name Oh Select One Select One RI Select One r Note Only Trading Accounts that the Broker is authorized by the Clearing Member to represent appear i
36. ation Company Name A BANK Submitter dgbram092 dg dgbram0292 Source Gui Allocation Information zx Company Name Trading Account Name Quantity Fnamecpt276 Le CLEARING CORP CLEARING CORP Lnamecpt276 5 000 All Le CLEARING CORP CLEARING CORP osado 5 000 All Lnamecpt276 Product Quantity Price Term Strike 5ST CCY Le l 5 10 000 Bushels month E pe 1 Buy Com Calendar Swap CCS CBT I read cinkas 456 25 Aug 2014 USD Lx Sell 1 Block USI 10100000236 P6000004862321T N Zaa Sap QES GR A AA MU ene di mon As AA asia A A aia AUR A lA Bik EN man IS MEA AE TO 2 teeareb conthact s gt o o nes JK WAA gt A E E e 6 Sell Com Calendar Swap CCS CBT acco ek 456 25 Mar 2015 USD Buy 6 Block USI 1010000023CPB005004862821T 7 Sell Com Calendar Swap CCS CBT at 456 25 Apr 2015 USD Ll Buy 7 2 cleared contractis Note Clicking expands customer or product information Clicking Le collapses to the summary view 43 Broker Trader User Guide CME ClearPort Trade Ticket Layout A Trade Product Information e Fields bounded by red are specific to Swap Transactions Swap Execution Facility will be Off Facility for submitted LGNOT and OPNT trades Swap Execution Facility will be a combination of the SEF LEI and CME Group Swap Execution Facility for SWBLK trades Swap Execution Facility SNZ2DJLFKSMANCELOOF39 CME Swap Execution Facility The above points are applicable to GU
37. calendar icon Note For OTC FX Forwards Term is replaced with a text entry field that requires entry of the contract s Fixing Date CDS specific field Drop down list display of the eligible coupons as expressed in basis points Indicates whether the contract uses a Strip Pack or Bundle strategy Enabled for Strips Packs and Bundles only Displays in a drop down list the eligible contract Month and Year for the selected product Note End Term is not required for daily and one month Strips Enabled for Options only The strike price for the underlying instrument Enabled for Options only Indicates whether this is a Put or Call Option Enter the number of units lots or notional value of the contract as indicated by the selected product It must confirm to the multiple displayed in the MINIMUM QUANTITY INCREMENT field Quantities for OTC FX and CDS are entered in Notional Terms Note Quantity accounts for the tota quantity of strips packs and bundles For example 10 000 units month for a three month strip will total 30 000 units CDS specific field Both parties must enter the Price Method The Price Method can be entered the following ways e Select Price Points or Deal Spread e Enter the Settlement Amount Upfront Amount e Enter either the Price and Settlement Amount Points and Settlement Amount or Deal Spread and Settlement Amount CDS specific field Enter value if the Fee is to be paid upfront The pr
38. de 38 CME ClearPort e Browse pages of data if more than 400 records are available as indicated by page number links or a Next link available to the right of the Refresh button e Search to perform an advanced search of records and view trades cleared within a specific date range The trades shown can be narrowed by the selection of additional filter options Depending on user privileges available filter fields may vary e Export trade data to Excel Search Trade Blotter Trade Blotter magl x mm gt To search trades by a specific or range of dates 1 From the Trade Blotter screen click the Search link The search criteria pop up box opens Top Day 7 Trade ID Link ID Clearing Date March 14 2013 Set Range April 3 2013 Query For Submit Date IF Product Status Any Y Account Trade Type Any v Client Order ID Exchange Any v Aged Any v Principal Designated User Group Any v Source Any v Buyer Submitter Clerk Price Strike Price Seller User Cleared USI Bilateral USI Block USI The following table defines all the available search fields Field Description Account Executing account mnemonic as agreed between the broker and the clearing member firm Aged Select Yes or No if the Original Trade Date is prior to the current date Buyer The Principal company that is Buying the product Clearing Date This field becomes active if the Top Day check box is unchec
39. decline of alleged trade 4 e Extended Single side trade entry submissions 5 Date Author 4 15 2014 JK 3 14 2014 JK 12 6 13 JK 10 16 13 JK JK 8 9 2013 JK 6 14 2013 JK Topic All BNN eS ee oS aS L 5 YA Ye tlements Getting Started Trade Information Trade Ticket Screen Single Side Trade Entry Dual Side Trade Entry Trade Information Trade Ticket Screen Swap Transactions Trade Types Entering Trades Product information Trade Blotter Single Side Trade Entry Dual Side Trade Entry Blotter Trade Blotter Screen Blotter Refresh Search Screen Trade Information Single Side Trade Entry Dual Side Trade Entry Multi Leg transactions Swap Transactions CME ClearPort Description Updated links and edited to meet Help standards Updated landing page image and system requirements 1 Updated Execution Time description to apply to all trade types 2 Added two bullet points under Trade Product inform ation to explain that trades submitted via the API without an Execution Time will display Original Trade Date Local and those submitted via the GUI that are not Swap Block trades will have Original Trade Time Local 3 Removed block Swap Transactions restriction inform ation on Single Side and Dual Side trade entry SEF Updates e Updated pages to take into account LGNOT SWBLK trade types 1 3 e Updated Trade Ticket Screen with SEF field 2 e Added
40. e required except for TAS BLOCK Pack or Bundle Diff Price required only for a TAS BLOCK Pack or Bundle Note Click an area of the screen outside of the Price or Diff Price field to validate price Note A message will appear if there is no settlement price to use for validation or if the price or price diff does not pass validation The Price Validation check box must be selected to confirm the price 8 In the Allocation section perform the following For REMIT trades specify whether the trade was Voice Brokered and the Aggressor Allocation Voice Brokered _ Aggressor SelectOne W Select One Order No Designated Account Information Non Swap transactions a Selecta Designated party from the list b Specify the Order Number Swap Transaction 25 Broker Trader User Guide CME ClearPort Allocation Voice Brokered Aggressor Select One Y Buyer Information Reporting Counterparty LJ Block Alloc Ind None a b E d Y Designated Select One Y Order No If appropriate select Reporting Counterparty Select a Block Trade Allocation Indicator from the list Select a Designated party from the list if necessary Specify the Order Number 9 Select Account and Opposite information e Hover over frequent accounts and a list of the most frequently used accounts appears Click an account to select that account OR e Click i
41. e trade on behalf on someone else by selecting a name from the Designated drop down list To refine the Company Name search type the first letter of the trading account name once or multiple times to find each account starting with that letter Only the Trading Accounts that the Broker is authorized by the Clearing Member to represent will appear in the drop down list If an account is not in the list contact either the account owner or the Clearing Member for this account owner Hover over frequent accounts and a list of the most frequently used accounts appears Click an account to select that account Click the search firm symbol then type a portion of the firm name to search from all available firms Click the plus symbol 3 to add more accounts Allocation Voice Brokered Aggressor Select One w eras Reporting Counterparty L Block Allec Ind None El Designated B Select One _ Order No Company Name frequent accounts Trading Account Name Select One Select One Select One A A gt Single sin Reporting Counterparty Block Allec Ind None Designated E Select One Iv Order No Company Name freguent accounts Trading Account Name Select One Select One Broker Trader User Guide 22 CME ClearPort Additional allocation fields e Voice Brokered transaction optional Regulation on Wholesale Energy Markets Integrity and Transparency REM
42. eg for Swap transactions only e Arrow adjacent to Sell expands Summary to show Block USI Broker Trader User Guide 44 CME ClearPort Single Side Trades A Single Side trade displays only the Buyer or Seller Side and Counterparty information in the Principal Information section WES ogy Submitter mu i Source Gui Trading Account CLEARING CORP ee cette AOA Counterparty Information Company Name QA1_MIXFIRMTYPE QA1M Submitter QA1_MIXCPCIUSER_UFN GA1MIXCPCIUSER_ULN Suggested Trading Firm AAA Com AAA Product Quantity Price Term Strike ST CEY 1 Buy Silver Weekly 4 Option 504 COMEX eared contradis 80 000 Jul2014WK4 100 00P USD Single Side trades may also include any of the options described above For more on accepting Single Side trades see Claim a Transaction 45 Broker Trader User Guide CME ClearPort Claim a Transaction When a trade is Alleged the user can claim it from the Blotter ticket The Blotter displays the opposite Principal company and cash amounts are displayed from the Alleged firm perspective gt To claim a trade 1 On the Blotter locate the trade to claim Status will be Alleged Le Trade ID Side Submit Status Product Quantity Volume Price Term Buyer Date J help Quote Firm ee 12 21 2012 CRUDEOL aaa E O BO 4416855 S E Kny 10 000 Barreisimonth 100 00 Mar 2013 2 Click the trade s Trade ID number The Trade Ticket displays Trade ID 4416855 Submit Date 12212
43. elect a role then click Get Reports L Account Manager Reports El cm Grouping El CM Thresholds and Limit Setting E Clearing Member RAY Summary by Account El Clearing Member RAW Summary by Account and Product El Position Report for Clearing Member RAY Risk LJ ClearPort Reports El Bunched Order and Allocations El CDS Trade Summary Report El Trade Status El Trade Summ ary Report E Volume by Broker and Source E Volume by Broker by Product E Volume by Product 51 Broker Trader User Guide CME ClearPort La General Reports E Account Relationship El Alias El ClearPort Accounts by Markel Type El ClearPort Registered Entity E Enabled Brokers by Accounts El FIX Mapping Report for Globex El Firm by Finm Type El Legacy Claim Admin Report E Platform Relationship El Product Specifications El Trader Report by Symbol E Trading Firm Account Summary El UNO User Info 4 Select the report and enter the appropriate parameters The report displays data that matches specified search criteria d lt l ll Jr 100 WA Pare 1 CME Group CME ClearPort Print Date 06 12 15 PENA ENA ARA Print Time 13 28 40 Trade Summary Report Clearing Date from 12 Mar 15 to 12 Jun 15 Clearing Trading Leg Bi Broker Asset Product Type Ex Trade Term Dif Price Cey Notional VolumeGroup Acct Trd Trder Brkr Asset Submit Stra Plat Status Member Firm Idx 5 Firm MgrFirm ch Type Qty Quote ID Mor Date Type form CLEARINGS TRADI
44. f Primary Eco e Subject to Block Minimums Quant nomic Terms only is selected for Report to CME Group ity validation SDR e All agents and counterparties must Swap Execution Facility will be a combination of the SEF be registered for CME SEF LEl and CME Group Swap Execution Facility for SWBLK trades RED Code RED stands for Reference Entity Database RED codes identify both the reference entity also known as the entity issuing or guaranteeing the debt and the reference obligation which is the bond referred to in the CDS contract RED Code use in CME ClearPort is only allowed for firms that have a valid license Contact the Global Command Center to set your firm status RED codes link debt issuers to their obligations The first six characters of the nine character unique identifiers represent the reference entity and the last three represent the reference obligation Pair Clip codes designate a specific reference entity and debt obligation e North America single name 6 alpha numeric characters e European single name 9 alpha numeric characters e Index 9 digits Outright Minimum Price Increment and Outright Minimum Block Threshold For the Outright Minimum Price Increment and or Outright Minimum Block Threshold if a product supports variable values the word Variable is shown instead of anumeric value Refer to the CME Group rule book for further details Default Option Terms and Strike Prices The default values th
45. fault Swaps 06 00 PM Sunday to 05 45 PM Friday 15 minute 05 45 PM to 06 00 PM Monday Thursday available for clearing through CME ClearPort visit the Physical Natural Gas 12 00 AM Sunday to 10 30 AM Friday 1 hour and 30 minute 10 30 AM to 12 00 AM Monday Thursday ClearPort website NYMEX GreenX Daily EUA 05 00 PM Sunday to 11 00 AM Friday 6 hour 11 00 AM to 05 00 PM Monday Thursday CME ClearPort is governed by the Exchange User OTC FX 06 00 PM Sunday to 05 45 PM Friday 15 minute 05 45 PM to 06 00PM Monday Thursday License Agreement All users are required to sign at the time of registration Benefits of CME ClearPort Hours of operation are subject to CME Holiday Trade off exchange through your preferred execution venue negotiate your own prices and then come to CME ClearPort to access significant risk management and schedule financial benefits Substantial mitigation of counterparty risk with CME Clearingi 4s risk management ji More efficient capital allocation with multilateral netting and cross margining CME Clearing Europe Neutral independent valuations for accurate settlement prices Operational efficiencies from straight through processing real time trade confirmations and a standard messaging protocol Toleam NE about clearing via new London Instant access to a diverse mix of clearing services across asset classes based clearing house CME Clearing Europe please contact the team 44 20 3379 3131 e clearingsupport_Lond
46. gle Side Trade Entry Dual Side Trade Entry Trade Ticket Screen Trade Information Single Side Trade Entry Dual Side Trade Entry Allocations Trade Blotter Trade Information Single side and Dual side trade entry Allocations Swap Transactions Trade Types Trade Ticket Screen Single side trade entry Allocations Trade Ticket Screen Decline a Transaction User Roles and Enti Description Report toolbar options have been added Reports are accessible from the common navigation menu SMART Click registration claiming legacy ID instructions has been updated The Now feature has been added the Trade Entry Screen which updates the execution time to the current time Introductory video for the CME ClearPort application SMART Click registration is required for accessing ClearPort Updated ClearPort login link Added content for Inter affiliated flag 1 2 3 4 e Update Original Trade Date description added Default is current business date for trade sub missions 1 e Updated images text for frequently used accounts 2 e Updated screen shot for trade blotter to show Buyer Seller Account fields 3 e Modified trade list so EFS EOO does not appear and EFR EOO does 1 2 3 e Removed reference to EFS EFR EOO 4 5 6 e Execution time required for all trades unless excep tion is set up 1 e Added revised Opposite Counterparty Information section 1 2 3 e Added reason for
47. here the trade is executed The valid trade types for the selected product The minimum quantity for the selected product The minimum price tick for the selected product Note The Outright Minimum Price Increment for strategies will not be shown The minimum block threshold is displayed in lots and the equivalent units for the contracts which are not variable in size Issuer for CDS single name products Bond referred to in the CDS single name contract Displays the date and settlement price of the contract If the current settlement price has not been settled the previous day s settlement price and date appear The low price displayed for informational purposes is the low price across all competitive venues for the current trade date where available The high price displayed for informational purposes is the high price across all competitive venues for the current trade date where available The currency which will be used to buy the contract CDS Only Valid types Senior Senior Secured or Subordinated This field is populated after the product is selected CDS Only Valid types No Restructuring Modified Restructuring or Modified Restructuring This field is populated after the product is selected For BLOCKS only The range of point values for a TAS differential when a TAS trade type is selected by product 19 Broker Trader User Guide CME ClearPort Trade Information The Trade Information section pro
48. ice per unit The differential price per unit For TAS BLOCK trades Packs and Bundles only An option to confirm that the entered price is valid CME ClearPort Field Description Side Indicates whether the information on the left is for the buy side or the sell side shows adjacent to the Product Information section Allocations For all asset classes when a side is allocated to multiple accounts each account on that side is subject to validation based on the following rules On an individual side the Broker principal for an account may not act as an Asset Manager or Active Trader principal for another account On an individual side for trade types EFP and EFR EOO the Asset Manager principal may not act as an Active Trader principal for another account On an individual side if the Asset Manager principal for an account is also an Active Trader for another account the Trade Type must be Block Block TAS or OPNT When allocating a side as a Broker principal all soecified accounts must have the same Account owner If the Asset Manager principal allocates a side of an EFP or EFR EOO trade all specified accounts must have the same Account owner This rule does not apply to any other trade types allocated by the Asset Manager principal Only one side of a trade can be allocated across multiple accounts Dual side Transactions The Allocation section allows the entry of buyer and seller information Submit either side of th
49. ided leave field blank and click OK CME ClearPort sends an e mail to the counterparty and the Trade Blotter status changes to Declined The decline reason is not visible on the blotter To view decline reason select the Trade Ticket ID Broker Trader User Guide 48 CME ClearPort Void a Transaction Broker two sided deals submitted for clearing cannot be edited If the transaction contains incorrect data the executing Broker must void the trade and re submit the trade with the correct information For single side trades only exchange staff can void a matched trade on the day it was matched or claimed gt To void a trade 1 On the Blotter locate the trade to void 2 Click the trade s Trade ID number Trade ID 3187135 Submit Date DEN T0711 11350 Product Corn Futures 6 CBT Clearing Date po T2011 Cisarino CHE Group Cisarmg Hevl Execution Time Local Top Day Status Lil help CharedFEC Reject Strategy Price Matus Reason Trade submited for cleanng Strategy Type Trade Type EFF Cisared contbraci a iri La Buyer Principal Intormabon Company Mame few York Mercante Exchange 1401 Name Varsol Ney Source Gul Company Mame Trading Locoun Heme Quantity UF Gia MF GEL 1234 2C Ashok Kodur 1 Seler Principal informabon Company Mame few York Mercantio Exchange 1401 Mame MarsolHhev Sounee Gui Allocabon information Company Mame Trading Account Ham Quantity Koch Fussi MSF CLEARING CORP KOCHACCT 40 Koch rad eradim
50. information for the new trade Reference the Trade Entry section in this document for additional information 47 Broker Trader User Guide CME ClearPort Decline a Transaction When a trade is Alleged the user can decline with an optional provided reason from the Blotter ticket The Blotter displays the opposite Principal and cash amounts are from the Alleged firm perspective gt To decline a trade 1 On the Blotter locate the trade to claim Status will be Alleged Le Trade ID Side Submit Status Product Quantity Volume Price Term Buyer Date LU help Quote Firm 12212012 Ajeged CRUDEOL o Da 2 4416855 See inve 10000 Barrelsimonth 100 00 Mar 2013 2 Click the trade s Trade ID number The Trade Ticket displays Trade IQ dal b6858 Subm Dade 1202112012 10 01 48 Pr d CRUDE OIL CL NY MEX hear Date Net cleared et Clearing CHE Group Clearing House Execution Time Local Top Day Status LL nep Alege Strasegy Price Status Ara can Strategy Type Trade Type Cleared coniracti s Sabmiter Accouml Information Company Mero gua Select Oe Counterparty information Company Ham FC STONE LLE 55TH Submitter ou Source Gul Product Cuuantriy Price Term i Sel GRuDE OL CLIYNEX pan 100 00 Mar 2013 3 Click the Decline button The following message appears Please enter reason for your decline optional 4 Doone of the following e Enter reason and click OK e If no decline reason is prov
51. ing Firm it represents The Broker can only view the Deals that they enter An Asset Manager can enter an Alleged Deal None either to be Claimed by the counterparty or Matched to a corresponding Alleged Deal entered by the counterparty An Asset Manager also can Claim an Alleged Deal currently this functionality is available only for Broker Trader User Guide 12 CME ClearPort Role Trade Administrator Single Side Trader Administrator Broker Administrator Asset Manager Administrator Verification Officer Description An administrative user representative of the Trading Firm An administrative user representative of a Single Side Trading Firm An administrative user representative of a Broker Firm An administrative user representative of the Asset Manager Firm For any type of firm the administrative user representative that is given CME ClearPort Administrator privileges for all product lines This user is givena 13 Broker Trader User Guide Trade Entry CDS products The Asset Manager enters transactions in the CME ClearPort Single Side trade entry screen or can Claim Alleged Deals for each Trading Firm they represent They can Claim Alleged Deals from the blotter ticket when they have been selected as the Lead Opposite representative None In CME ClearPort Trader Administrators do not have Trade Entry privileges However the same user can be permissioned as both
52. ingle Sided model A Broker Firm can be selected as a Broker with respect to a Trading Account by the Clearing Member Only Asset Manager Firms can be selected by a Clearing Member as an Asset Manager with respect to particular Trading Accounts as to which the Clearing Member confirms the Asset Manager Firm has authority to act Asset Manager Firms can enter Single Sided Deals for those Trading Accounts 11 Broker Trader User Guide CME ClearPort User roles are assigned by the exchange when the firm is established The user role determines the user privileges to CME ClearPort The following user roles can be assigned Role Trader Single side Trader Broker Asset Manager Description A user representative of a Trading Firm who can be associated as the Lead Trader for specific Deals in CME ClearPort A user representative of a Single side Trading Firm who can enter Alleged Deals A user representative of a Broker Firm that mediates transactions between a Buyer and Seller on a Deal A user representative of an Asset Manager Firm that mediates transactions between a Buyer and Seller ona Deal Trade Entry Trade Visibility None In CME ClearPort Trader users do not have Trade Entry privileges For traditional Two sided Deals a Broker must enter the Deal on behalf of the Trading Firm For Single Sided Deals either a Broker or an Asset Manager must enter deals for on behalf of the Trading Firm T
53. ion Officer can view all firm Deals for all users Role Clearing Firm Administrator Description Trade Entry combination of the following roles Trader Administrator Broker Administrator Asset Manager Administrator or Single Side Administrator The Verification Officer has visibility to user lists and authority to add and remove firm users via e mail to the GCC An administrative user None representative of a Clearing Firm CME ClearPort Trade Visibility A Clearing Firm representative that is permissioned to view all Deals for all Trading Firm Trading Accounts that the Clearing Member holds Broker Trader User Guide 14 CME ClearPort Entering Trades Use the Trade Entry screen to enter transaction details for eligible products that are to be cleared through the Exchange clearing house Features include A Trade history View up to ten of the most recent trades B Option to set user preferences C Option to set single dual sided allocation The screen consists of the following sections e Product Information e Contract Terms e Allocations e Trade Information Help Trade Entry Trade Blotter About CME ClearPort Trade Entry Recently Entered Deals Submitting Firm Trade Type 4492295 13mi min ago TRADING FIRM Y 4492290 24min ago 4492288 25min ago e Trade 4492249 has been submitted successfully Clear Data 4492259 1hS8min ago Set Preference 5 show defaults 4492257 2h1min
54. ked This is the date the transaction commences Client Order ID Exchange Clearing Organization where the trade was executed Exchange Exchange Clearing Organization where the trade was executed Group The product group name Price Price Percent of Par per individual unit in the contract Principal The legal entity acting as Buyer or Seller to an agreed transaction with counterparty 39 Broker Trader User Guide Field Product Query For Submit Date Red Code Refresh Search Seller Set Range Source Status Strike Price Top Trade Trade ID Trade Type User Cleared USI Unique Swap Identifier Bilateral USI Unique Swap Identifier Block USI Unique Swap Identifier OR CME ClearPort Description The product code being traded Allows a search based on the trade submit date Product identifier of 6 bytes for Red Code or 9 bytes for Pair Clip Refresh the blotter with the current trade information Retrieves trades for the specified dates The Principal company that is Selling the product Enables the calendar field allowing for entry of the transaction termination date System used to enter the trade The sources are e Http V 1 2 transaction entered through an API version e Http V 2 0 transaction entered through an API version e MQ transaction entered through an API version e gui transaction entered through CME ClearPort front end interface The status of the transaction They are c
55. lassified as Unmatched Canceled Alleged Declined Expired Pending Clearing Partially Cleared Cleared w Rejects Cleared Reject Void Strike price if the product is an option Click to clear this box to search a set date range The Exchange s internal ID number assigned to the transaction Type of trade executed User name related to an account or a trade Assigned after trade has been cleared Status Cleared As allocations are cleared Cleared USI is assigned OPNT trades only Bilateral unique swap identifier for OPNT Trades or EFR EOO Trades which are reported to the CME SDR A trade leg level identifier used to tie together allocations of the same Bunched Order 2 Set applicable search criteria using the drop down text boxes and check boxes then click Search e Click Clear to remove all selected search criteria e Click Close to close the pop up box without setting search criteria The trades that match the filter options appear in the Blotter Strategy or Combination Transactions that include more than one leg will contain a summary section and a row for each leg beneath the summary For Strips Packs Bundles and strategies by default only the first and last legs are displayed Click the right arrow to show all legs of a spread Broker Trader User Guide 40 CME ClearPort Note For Strips Packs or Bundles each contract is displayed separately similar to how legs of a spread are displayed
56. meric Trans action ID e For Swap Transaction trade submissions with one to many allocations the non allocated side is broken into Allocation Blocks each referencing the same account for the purpose of specifying Bilateral USIs mirroring the allocations and their associated allocation quantities on the allocated side e OPNT Trades will also have a Cleared USI Bilateral USI e Bilateral USIs are allocation level but not unique per side On 1 1 allocated deals they must be specified at the trade level On 1 M allocated deals they must be specified at the allocation level e For Swap Transaction Dual Sided Trades submitted with one to one allocations and Swap Transaction Single Sides sub mitted with single allocations e If Bilateral USI is specified on trade submission it must be specified at the trade level to be accepted persisted e For Swap Transaction Dual Sided Trades submitted with one to many and Swap Transaction Single Sides with multiple allocations e If Bilateral USIs are specified on trade submission they must be specified at the allocation level to be accep ted persisted e For Dual Sided Trades Matched Single Sides with one to many allocations Bilateral USI is assigned depending on which side is Reporting Counterparty Cleared USI e Cleared USIs are unique per allocation per side e CME ClearPort assigns a Cleared USI for each allocation as they clear e Cleared USIs are only assigned for OPNT Trades
57. n the trade is rejected and the reason for rejection appears in the Trade Blotter The About CME ClearPort tab provides information on CME ClearPort s benefits and hours of availability It also provides important links and contact information About CME ClearPort Welcome to the CME ClearPort Clearing Web based User Interface Please notice that some key usability upgrades have been included Contact the CME Global Command Center GCC For all of your CME ClearPort trade facilitation questions please contact our toll free facilitation desk numbers for each region Overview US Toll Free 1 800 438 8616 CME ClearPort is a set of flexible Clearing services open to OTC market participants These services help customers substantially mitigate counterparty credit risk London Toll Free 44 800 898 113 and provide capital efficiencies across a wide range of asset classes Asia 65 6532 5010 Announcement Please note The CFTC has issued a press release providing non Swap Dealers Major Swap participants with certain relief from reporting requirements a ac ClearPort cmegroup com CME ClearPort Hours in Local Time Zone 06 00 Central Time US amp Canada Guadalajara Mexico city Product Availability Maintenance Window Length Time frame Days important Links Futures Options Swaps Forwards 05 00 PM Sunday to 04 15 PM Friday 45 minute 04 15 PM to 05 00 PM Monday Thursday For more information and to view the markets Credit De
58. n the Company Name field and select a Company Name then select a valid Trading Account and Name from the respective lists OR e Click the search firm symbol then type a portion of the firm name A list of available firm names that include those letter s displays Select a Company Name then select a Trading Account and Name from the respective lists Note To switch to Dual sided trade click SDual side Allocation Voice Brokered Aggressor Select One ru yer inin Reporting Counterparty L Block Alloc Ind None Iv Designated Select One Order No Company Name Trading Account Name Ola Select One wv Select One lt Select One Iv salen ome aie Reporting Counterparty L Block Alloc Ind None Designated Select One Order No Company Name Trading Account Name Of Select One Select One RI Select One r Note Suggested Counterparty is visible only when a Broker is selected for Firm Name To enter Opposite information a b C Enter a letter included in the firm name in the Firm Name box and select a firm name from the list Enter a letter included in the user name in the User Name box and select a user name from the list Optional If Suggested Counterparty displays enter a letter included in the Suggested Counterparty box and select a name from the list Suggested Counterparty also displays on the Trade
59. n this drop down list If an Account is not in the drop down list contact the account owner or the Clearing Member for the account owner Note Click ig to switch Buyer Seller information as needed 11 To add additional buyers or sellers click in the Buyer Information or Seller Information section and add Buyer Seller and Quantity information 31 Broker Trader User Guide CME ClearPort 12 Enter Original Trade Date Block Date 13 Enter Execution Time 14 Click Submit The Trade Entry Confirm amp Submit page displays Trade Entry Confirm amp Submit This trade will not be entered for Clearing until the SUBMIT button is clicked Here is the Trading Times by Product Group expressed in your Local Time Zone Hours of operation are subject to CME Holiday schedule NOTE Upon submission an email notification will be sent to each trading principal listed below Trade Trade Type Bilateral SDR CME Regulatory Report Type Primary Original Trade Date 02 27 2013 Execution Strategy Strategy Verification OPNT Group SDR Economic Terms only Time 12 00 local Price Type Buyer Designated nu 11 Order Number Block Alloc Ind Allocated trade Information Reporting Counterparty Yes Company Reset to Accrued Upfront Cash oe Par Interest Fee Residual Name EE l 20 000 00 E 19 027 78 Geran 15 Verify that the information is correct and that there are no messages indicating changes are needed If correct click
60. new page for trade types 4 Set Preferences Show Hide Blotter functionality e Added content for setting preferences 5 6 toggle Prod Info view only 8 9 e Added show hide blotter functionality 10 e Consolidated Trade Entry and Entering Trades screens 5 e Consolidated Trade Blotter and Trade Blotter Screen pages 7 Added references for Export to CSV functionality e Updated links link text 1 2 3 e Changed page name and added export section 3 Added content for indicates only an image changed e Updated Contingent on Clearing Bilateral SDR and Regulatory Report type descriptions to Report to CME Group SDR and Previously Reported to Other SDR 1 e Updated step 6 in Single Side Trade entry and step 5 in Dual Side Trade Entry to reflect changed fields 2 3 e Updated Step 8 in Dual Side Trade entry and Step 9 in Single Side trade entry to reflect changes to Name field population 2 3 e Update images in Multi leg Transactions 4 Broker Trader User Guide 8 CME ClearPort Date Author Topic 5 10 13 JK Trade Entry Screen Product Information Trade Information Single Side Trade Entry Dual Side Trade Entry Multi Leg Transactions ee ee E Trade Ticket Screen 4 8 13 JK Allocations Dual Side Trade Entry pa de Refresh Search trade blotter 3 5 13 JK Trade Entry Screen Allocations Dual Side Trade Entry ee L Product Information Logging In and
61. on cmegroup com Benefits of Clearing in Europe via CME Clearing Europe Through CME Clearing Europe CME Group offers the benefits of multi asset class clearing within a European time zone and regulatory environment including Regionally specific products for example rapeseed oil calendar swaps cleared exclusively in Europe Postlaunch CME Clearing Europe will roll out new regional products and asset classes on a regular basis and tailored to client demand commencing with OTC financial derivatives Over 150 OTC products available from launch including energy complementary agriculture and freight products CME ClearPort Access A SMART Click profile enabled for ClearPort access is required for each issuer such as the trading firm platform and or asset manager and is assigned at the firm level To obtain access complete the CME ClearPort Services Registration CME Group Global Account Managers coordinate completion of required forms and facilitate access and account privileges The Global Command Center GCC sets up accounts and associates ClearPort access to users SMART Click profile Upon completion users are given the application URL 5 Broker Trader User Guide CME ClearPort Note Clearing Members that register for CME ClearPort will also receive access to the Account RAV Manager All accounts must be registered in RAV for trades to clear For more information refer to CME Account Manager User Guide Additional Re
62. osition for a cash position Exchange for Risk Exchange of Options for Options Trade EFR Privately negotiated simaltaneous exchange of an Exchange futures position for a corresponding OTC swap or other OTC instrument EOO Privately negotiated exchange of an Exchange option position for a corresponding OTC instrument or instrument with similar characteristics Large Notional Off Facility Swap Off facility swap that has a notional or principal amount at or above the appropriate minimum block size applicable to such publicly reportable swap transaction and is not a block trade e SEF Swap Execution Facility Trade e Subject to Block Minimums Quant ity validation Reporting None None None SDR reporting options e Report to CME Group SDR e Previously Reported to Other SDR if Primary Eco nomic Terms only is selected for Report to CME Group SDR Swap Execution Facility set to Off Facility Broker Trader User Guide 56 CME ClearPort OPNT Over the Counter Privately Negotiated SDR reporting options Trades e Report to CME Group SDR e Previously Reported to Other SDR if Primary Eco nomic Terms only is selected for Report to CME Group SDR Swap Execution Facility set to Off Facility SWBLK Swap Block trade Account Owner firm SDR reporting options must have relationship with CME SEF Report to CME Group SDR SEF Swap Execution Facility Trade e Previously Reported to Other SDR i
63. p CME ClearPort Trade ID 4500034 Submit Date Product FIRM A FA CME Clearing Date Clearing CME Group Clearing House Execution Time Local Status Lil help Cleared Strategy Price Status Reason Trade submitted for clearing Strategy Type Trade Type BLOCK Cleared contract s 05 09 2013 10 11 01 05 09 2013 05 09 2013 10 10 Strip Jun 2013 JuF2013 640 0 Trade information copies to the Trade Entry page and the window with new trade information closes 3 Modify trade information as necessary 4 If Price Validation message appears click Price Validation box 5 Enter Execution Time Dual side Trade Entry This procedure describes and example of how to enter a dual side trade See Single Side Trade Entry for single side trades and Multi Leg Transactions for multi leg transactions See Swap Transactions for more information on this type of trade Use one of the following methods to enter trade information e Enter trade information e Copy from a recently entered deal e Copy from a Trade Ticket Enter Trade Information Manually enter trade information on the Trade Entry page gt To enter a trade 1 From the main ClearPort menu click the Trade Entry tab 2 If User Preferences are being used skip to Step 6 3 In the Trade Entry section select an option from the Trade Type list Trade Entry Trade Type 5 In the Product Information section do one of the following e Enter asymbol or text in the
64. r Clearing Status for Front End Clearing Risk Model FEC The following deal statuses represent the aggregate status of any all allocations Pending Clearing Deal the Block level transaction has been matched or claimed and sent to CME Clearing Front End Clearing application for Clearing Member action claim or reject Partially Cleared One or more allocations on the Deal has cleared with at least one allocation pending action by the Clearing Member s Cleared w Rejects All allocations on the Deal have been processed through CME Clearing but the Clearing Member has both cleared and rejected one or more of the allocations Cleared Allocation on the Deal have been cleared Reject All allocations on the Deal have been rejected by a Clearing Member Strike price if the product is an option The date the transaction was submitted Displays in a drop down list the eligible contract Day and Month for the selected product Time Date the transaction is being entered Time is used for BLOCK trades only The Exchange s internal ID number assigned to the transaction Allows individuals transactions to be voided Note For spreads a Leg ID is displayed in this field Trade Type Unit of the contract Refresh and Search Export Trade Blotter options e Refresh to view new trades and other data changes Trade status changes are automatically updated in the Trade Blotter Broker Trader User Gui
65. r navigate to the following URL https services cmegroup com cpc The login page appears 9 Broker Trader User Guide CME ClearPort lt 3 CME Group Clearport Clearing Use your CME Group SMART Click credentials to sign in By logging in you agree to the User License Agreement User ID ua forgot my password hes eh A forgot my user ID Contact us More info 2 Enter the SMART Click User ID and Password then click Login Upon successful login ClearPort appears Note After three unsuccessful logon attempts the account is automatically locked To obtain access to a locked account refer to the SMART Click WebHelp instructions Users can access Reports and other SMART Click enabled CME Group applications from the common navigation menu CMEGroup Ponfoliog Risk Reporting My Profile Logging Out gt To log out of CME ClearPort From the common navigation menu click My Profile then select Logout If the application is idle for 30 minutes the system automatically times out When an entry is made or a function performed the Login page appears Broker Trader User Guide 10 CME ClearPort User Roles and Entitlements CME ClearPort offers a dynamic data model that allows participants several different ways to enter executed OTC deals for our clearing services The exchange is responsible for setting up firms and permissioning firm and user agent roles Clearing Members CM create accoun
66. raders can view only those Deals for which s he has been selected as the Lead Trader For traditional Two sided Deals when the Broker enters then Deal after selecting a Trading Firm as the Buyer or the Seller the Broker then must select a Lead Trader for that Deal via the Name dropdown from among the list of the selected Trading Firm s Traders For Single Sided Deals selection of a Lead Trader is permitted but not mandatory Single side Trader users have Trade Entry privileges for Single Sided Deal entry of Alleged Deals When a counterparty selects the Single side Trading Firm on the Opposite Side of an Alleged Deal the firm s Single Side Traders are visible and eligible for selection as the Lead Opposite Trader A Single side Trader can view only 1 Deals including Alleged Deals that s he has entered and 2 Alleged Deals and following iming Deals for which s he has been selected as the Lead Opposite Trader When a counterparty enters an Alleged Deal it selects as the counterparty on the Opposite Side of the Alleged Deal a Firm which is either i a Single Side Trading Firm ii an Asset Manager Firm iii a Broker Firm The counterparty also may select a Lead Opposite Trader for that Alleged Deal via the Name dropdown from among the list of the selected Opposite Side Single Side Trading Firm s Single Side Traders The Broker enters the Deal in the CME ClearPort Trade Entry screen for each Trad
67. sources For access issues assistance or questions contact the Global Command Center Client Systems Wiki CME ClearPort on the client systems wiki provides informational topics on the CME ClearPort API including support functions workflows message flows and interfaces that allow firms and other authorized users to submit trades for matching and clearing OTC trades ClearPort Video Click the following link to view an introductory page and video for the CME ClearPort application Move ClearPort Video Included in the video are the following topics e ClearPort overview e User Roles and Entitlements e Trade Types e Trade Entry e Trade Entry Page e Setting Preferences e Recently Entered Deals e Trade Information e Selecting Product e Contract Terms e Single and Dual Sided Allocations e Trader Blotter e Trade Ticket e Reports e Support Resources Broker Trader User Guide 6 CME ClearPort What s New The list below illustrates the updates made to the CME ClearPort Help system Date 6 12 15 6 6 15 1 30 15 1 11 15 1 10 15 10 5 2014 10 17 2014 9 7 2014 8 4 2014 7 13 2014 7 Broker Trader User Guide Author MR MR MR MR MR JK JK JK JK Topic 1 A A A o m a A A A xl ee Report Reports SMART Click Integration Trade Information ClearPort Video SMART Click Integration Logging In and Out Getting Started Trade information Sin
68. t Product Information Product Groups Search for Product FIRM A FA CME CME Clearing Commodity Indexes Products FIRM A FA CME With all product information displayed E FIRM A FA CME Exchange Clearing Organization Valid Trade Types Minimum Quantity Increment Outright Minimum Price Increment Outright Minimum Block Threshold Chicago Mercantile Exchange EME CME Group Clearing House CME EFP BLOCK EFR 250 Index points month 0 05 12 500 Index points 50 Lots Products Select One settlement Price Low Price High Price Settlement Currency TAS TAM tick differential range Broker Trader User Guide 18 CME ClearPort Product Information Reference The Product Information Reference section provides basic definitions for selected products Note The information that appears in this section varies by product Field Exchange Clearing Organization Valid Trade Types Minimum Quantity Increment Outright Minimum Price Increment more information Outright Minimum Block Threshold more information Reference Entity Reference Obligation Settlement Price Low Price High Price Settlement Currency Seniority Type Restructuring Type TAS TAM tick differential range Description Exchange and Clearing Organization w
69. t Month Note To search for a product enter a letter or string of letters that is in the product name A list displays with all items matching entered string Click on item to fill Default Product box Click Save to save changes and return to Trade Entry screen gt To collapse or expand Product Information section 1 2 Click or zl depending on whether section is collapsed or expanded in the Product Information area The view type toggles To save view either e Submit the trade OR e Click on another tab Note See Product Information for more on this topic Single side and Dual side Functionality Toggle between Single side and Dual side by clicking ingle side jn the Seller Information section or a Dual side in the Opposite Information section depending on the current mode Trade History The ten most recent trades will be displayed in the upper right of the screen Trade ID and Trade Time how long prior to the current time in hours and minutes are shown for the recent trades Trade ID is color coded green for cleared orange for pending red for rejects Voided trades are crossed out Access a trade ticket by clicking the Trade ID Open or close trade history by clicking the double arrows If a trade was successfully submitted a message indicating this displays in the left side of the Trade Entry section of the screen Broker Trader User Guide 16 CME ClearPort Trade Types Descrip
70. te Execution Time must be specified unless the specific trade type is in a configurable list of trade types which are excluded from the Execution Time requirement Strategy Price appears in the Trade Information section when a second leg is added for the same product It is in Clearing decimal format The Strategy Price is ignored if all leg prices are entered Drop down to display Swap Data Repositories SDRs in Security Admin Default is CME Group SDR Only displays if PET only is selected for Report to CME Group SDR Note A Bilateral SDR LEI Legal Entity Identifier is assigned to the trade on clearing Specifies whether counter parties are inter affiliated Swap transactions only Currently used for Broker Trader User Guide 20 CME ClearPort Field Conditions Description Swap Transactions reporting to CME Canadian Trade Repository CTR Contract Terms Note Displays on the middle left of the page below terms information The Contract Terms section allows entry of the transaction terms The terms will vary based on the product selected Field Term more information Coupon bp Strip Pack Bundle End Term Strike Price more information Put Call Quantity Price Method Upfront Fee Price Diff Price Price Validation 21 Broker Trader User Guide Description Enter the eligible contract Day Month and Year for the selected product from a drop down list or select a date from the
71. the Submit button The trade information is transfered to the Trade Entry screen the trade is added to the Recently Entered Deals list and a message displays indicating successful trade submission in the Trade Entry section of the screen If not correct click the Update button The Dual Side Trade Entry screen appears for editing Note Trades can only be updated if they are awaiting confirmation and submission from the Broker Once they are submitted for clearing they cannot be changed Note Verify any leg prices calculated by CME ClearPort Copy from a Recently Entered Deal gt To copy a trade from a recently entered deal 1 Click a Trade ID in the Recently Entered Deals list CME ClearPort 03 04 2013 13 25 47 Logout About CME ClearPort Help 2 Recently Entered Deals 4492259 26min ago 4492257 29min ago 4492249 S4min ago 4492226 2131min ago 4492223 2h37min ago 4492156 71h45min ago Product Information The trade displays in a new window 2 Click Copy Broker Trader User Guide 32 CME ClearPort CME Group CME ClearPort Trade ID 4500034 Submit Date Product FIRM A FA CME Clearing Date Clearing CME Group Clearing House Execution Time Local Status Li help Cleared Strategy Price Status Reason Trade submitted for clearing Strategy Type Trade Type BLOCK Cleared contract s 05 09 2013 10 11 01 05 09 2013 05 09 2013 10 10 Strip Jun 2013 Jul 2013 640 0 Print f Vod f Close
72. the user s brokerage house City The city where the trading firm is established Clearing Member Clearing Member who cleared the trades Country The country where the trading firm account is established Department A list of typical departments within the firm End Date End date to filter the results Exchange Exchange where the trade was executed 53 Broker Trader User Guide Field Firm Product Red Code Pair Clip Role Source Start Date Status Submitter Firm Trade Type Trader Trading Firm CME ClearPort Description Defaults to the user s firm Product Code Identifies the source of the security ID A list of privileges that can be issued to the user Source used to enter the trade s Start date to filter the results The current status of the entered trade s The firm that submits the trade on behalf of their account Type of trade executed Trader that entered trade Name of the firm executing the transaction Broker Trader User Guide 54 CME ClearPort Generate Reports Generate reports from the Reports tab Note A Login is required when the Reports tab is clicked Enter gt To generate a report 1 Click the Reports tab A login window opens 2 Enter Username and Password and click Login 3 Select a report from the list 4 Select the parameters and click View The selected report displays The Report Toolbar provides the following functions Field Description
73. tion of Trade Types For more extensive descriptions of some of these trade types access CME Group Glossary Trade Type BLOCK EFP EFR EOO LGNOT OPNT SWBLK Description Block Trade Minimum order size requirements that vary according to product and order type Only negotiated with futures options on futures and CBOT swap trades excludes all other basis trades Exchange for Physical Trade Privately negotiated and simultaneous exchange of a futures position for a cash position Exchange for Risk Exchange of Options for Options Trade EFR Privately negotiated simaltaneous exchange of an Exchange futures position for a corresponding OTC swap or other OTC instrument EOO Privately negotiated exchange of an Exchange option position for a corresponding OTC instrument or instrument with similar characteristics Large Notional Off Facility Swap Off facility swap that has a notional or principal amount at or above the appropriate minimum block size applicable to such publicly reportable swap transaction and is not a block trade e SEF Swap Execution Facility Trade e Subject to Block Minimums Quant ity validation Over the Counter Privately Negotiated Trades Swap Block trade Account Owner firm must have relationship with CME SEF e SEF Swap Execution Facility Trade e Subject to Block Minimums Quant ity validation 17 Broker Trader User Guide Reporting None None None
74. ts and assign Broker and Asset Manager relationships A single firm can operate more than one business model Firm Type Clearing Member Trading Firm Single Side Trading Firm Broker Firm Asset Manager Firm Description Clearing Members set up Trading Accounts for Trading Firms and manage the account risk A Firm that is the beneficial owner of any one or more Trading Accounts held with a Clearing Member A Trading Firm can have a relationship with one or more Clearing Members While other Firm types Broker Firms Asset Manager Firms can have permission within CME ClearPort to act in the Trading Firm s Trading Account s only a Trading Firm can be the owner of a Trading Account All registered Brokers and Asset Managers are automatically eligible for Single Side Trade Entry with no additional registration required Trading Firms must opt in to directly transact on Single Sided deals by registering as an Active Trading Firm Note Participants should be aware that the list of Brokers Active Trading Firms and Asset Managers for a specific product is shown in a dropdown to other participants in that market when atrade is being entered Trading Firms that continue to transact through a broker using Single Side Trade Entry do not need to register as an Active Trading Firm To opt in or out notify CME Enterprise Application System Entitlements EASE Broker Firms can enter Deals under the two sided Broker model and the S
75. tter Fields Descriptions occ ccc cece cence cence cece cence ASAS SS SU 37 Refresh and Search Export 2220 20 cc cece nn 38 Search Trade Blotter J J asas sa saa asas aa a SEE SES SS SES SA SS SAS SA SA SAS SK SA SA SS SA KS KAK SK KS KAK SK SAS 39 Export Trade Blotter to Excel CSV Jll asa saa aa aa sa aa Sa KS Se SK KAK KAK SK KK orra 41 Trade VC A i N RMRMMMMH HH HE HHHH 42 Trade Ticket Screen 2Z HHHH HHHH 43 Dual Side Multi Leg Trade Ticket with Allocations 2 22222m20m2e 43 Trade Ticket Layout HHH HHDIraHHHHHHHHHH miwa LALLA naaa 2 an 44 3 Broker Trader User Guide CME ClearPort SmelesSide Mades deta die cod cd ce 45 CI MO o 46 CODY ar Vi anSaC 2r EPDeEeEA A REREIR O FEKRRRPEREREaEaEaEREIaAREIE IERaEEP E EEaEaEAR H rRrR raerr RaaraR aa raaemmmm lc ie lali 47 Decline TA OA rua cias 48 Void a TRANSICION con Ia 49 PINTA TEARS a dd added 49 A ee ee ee ee eee E 50 Report ParameterS SH HH HH HHHH HRH HHHH 53 Cila 209 l S R HH HHHH HHHH 55 Supplemental Information nn KK KK KK KK KK 56 o SA A ee eee Foe 56 A IN A II MR 57 Outright Minimum Price Increment and Outright Minimum Block Threshold 57 Default Option Terms and Strike Prices J J saa cece ccc ccc Sa SS SS SEK SK KAK KS KK KK KK KK KK SK 57 Bilateral Cleared and Block USI Unique Swap Identifier 5
76. vides information that is applicable to the entire trade Field Trade Type Report to CME Group SDR Original Trade Date Block Date Execution Time HH MM HH 00 24 Local Strategy Price Previously Reported to Other SDR Inter affiliated Conditions None Applies to e Swap Transactions Applies to all Trade Types except Block Trades LGNOT and SWBLK Applies to Trade Types e Block Trades LGNOT SWBLK Applies to e All Trade Types Multi Leg Transactions only Applies to Swap Transactions Applies to Description The type of trade BLOCK EFP EFR EOO LGNOT OPNT SWBLK Required for all Swap Transactions If Primary Economic Terms only is selected Previously Reported to other SDR will display and a selection will be required Default on first login is Primary Economic Terms Real Time Reporting Date MM DD YYYY that the original trade was executed Default is current business date for trade submissions Note Displays at bottom of the page The date a block trade occurred Defaults to the local system date May be modified to the previous calendar date Note Displays at bottom of the page The time the trade occurred in 24 hour format Defaults to the local system time can be over ridden The default trade execution time defaults to the time the Trade Entry window appeared To enter the current time click Now Note Displays at bottom of the page No

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