|Topics in this issue include:
|Critical System Updates|
Request for Cross on CME Globex
With this change, the Quote Request method for cross orders will no longer be supported on CME Globex.
Please note: legacy CBOT options remain ineligible for Cross orders on CME Globex.
In addition to the technical changes, the regulatory requirements and process will also change. More information is available in the Regulatory Advisory.
Cross order eligibility is defined in positions 789, RFC Eligible Flag, and 800, RFQ for Cross Eligible Flag. For more information please review the Cross Order section of the Options module of the iLink SDK.
These products with RFC eligibility will be available for customer testing in New Release Monday, April 21. Customer applications are required to certify for the New Order Cross message before submitting cross orders in production. Please contact your trading application provider for more information.
This release is now available for customer testing in New Release.
Detailed information on FIX/FAST 1.2 is available in the FIX/FAST 1.2 Client Impact Assessment.
Matching Algorithm Changes for Legacy CBOT Interest Rate and Commodity Futures
Delisting Three COMEX London Metal Futures
There is no open interest on these products.
Equities Group Code Consolidation
This change will take effect in all environments (certification, New Release and production) this weekend, May 11.
The Group Code can be found in FIX tag 55-Symbol, in the Security Definition message (tag 35-MsgType=d) and Market State (tag 35-MsgType=f). More information is available in the FIX/FAST Message Specifications module of the FIX/FAST SDK.
Please note: there is no impact to the product symbols or External Instrument Names.
Butterfly and Condor Spreads for KCBT and MGEX Futures
These new futures spreads are now available in New Release for customer testing.
E-mini S&P MidCap 400 - E-mini Russell 2000 Intercommodity Spread
These 1:1 ratio intercommodity spreads will use Strategy Type Indicator EC and Group Code ME. They will be available in New Release for customer testing this Monday, May 12.
CME Group is launching these intercommodity spreads to help customers looking for a way to transfer their E-mini Russell 2000 open interest to a liquid trading alternative. Traders can go long or short the spread, which enables you to simultaneously establish a one-to-one position on the underlying futures contracts. For more information, visit www.cmegroup.com/equities.
|Events & Announcements|
CME Globex Disaster Recovery Program
CME Group offers two programs for business continuity testing: CME Globex DR Connectivity testing and Simulated CME Globex DR testing.
The CME Globex DR Connectivity testing, conducted monthly, is designed to ensure that customers can establish a connection to the DR environment in case of an emergency. Customers are required to register in advance to participate by e-mail. Disaster Recovery IPs and ports will be distributed by your CME Globex Account Manager in the near future.
Complete information on the CME Group business continuity program and the CME Globex DR Connectivity testing, including testing session dates, is available online. CME Group encourages all directly connected customers review the DR Client Impact Assessment.
CME Globex Trader Decommission Postponed
Please note this is the last possible extension CME Group will be able to provide; no further extensions will be granted.
If you have questions, please contact your CME Globex Account Manager at 312.634.8700; or at +44.20.7796.7100 in Europe or +852.3101.7696 in Asia.