|Topics in this issue include:
|Critical System Updates|
Changes to Source IPs for the Market Data Platform
Saturday, June 27, CME Group will be changing multicast source IPs. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port and multicast addresses for each Market Data Platform channel is available in the config.xml file on ftp://ftp.cmegroup.com/, as outlined in the Core Functionality module of the FIX/FAST SDK.
If you have any questions or concerns, please contact your CME Globex Account Manager. If you experience any connectivity issues, please contact the CME Globex Control Center directly at 312.456.2391.
New FIX/FAST Template and ITC 2.1 Decommission
This launch will result in a new template for Incremental Refresh messages. Please note: CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday start.
More information on these changes to the Incremental Refresh messages, and the elimination of ITC 2.1, is available online.
The new template and enhanced Incremental Refresh messages are now available in Certification, on a new Market Data Platform Channel:
iLink Infrastructure Changes and Performance Enhancements
CME Group is implementing an iLink infrastructure upgrade to the CME Globex electronic trading platform that will result in reduced message response times. Already among the fastest in the industry, this upgrade is expected to ultimately reduce average round trip times by 10%. As a result, bandwidth utilization is expected to increase by as much as 10%. This upgrade is designed to enhance our liquid, efficient and competitive marketplace for participants worldwide.
To reduce market risk, the upgrades will be phased in over 3 weekends, July 10 through July 24.
Please contact your CME Globex Account Manager with any questions; or the CME Globex Control Center at 312.456.2391.
Elimination of Exchange-Defined Options Strategies on CME Globex
To allow more time for trader education and systems’ readiness, CME Group has postponed the planned delisting of all options EDS until November 1, 2009.
CMEG currently prelists approximately 360,000 options spreads per week, known as Exchange-Defined Spreads (EDS). Less than 1% of the more than 360,000 EDS have activity. Due to customer and system provider demand, CMEG has chosen to remove all EDS and make all option strategies user defined. A User-Defined Spread (UDS) is an option spread that a trader creates by defining the spread's legs and ratios. CME Globex receives these legs and creates a tradable instrument that is disseminated to the entire market. If the created spread matches a known CMEG spread type (e.g., straddle), CME Globex will properly identify the spread as that type.
On July 12:
On November 1:
The following resources are available for UDS functionality:
CBOT Equity Futures Enhancements
This launch will also result in reduced message response times. Already among the fastest in the industry, this upgrade is expected to reduce response times by an average of 20-40%.
Please note: all CBOT Equity Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders will be deleted from CME Globex prior to the open on August 30.
We recommend all system providers supporting CBOT Equity futures test these changes thoroughly in New Release starting Monday, June 29.
Listing Changes for miNY Gold and Silver Futures