|Topics in this issue include:
|Critical System Updates|
FIX/FAST 2.0 Launch
The FIX/FAST 2.0 format is not backward-compatible to the current FIX/FAST format. Even if a customer does not want to take advantage of these enhancements, all systems must be certified for FIX/FAST 2.0 prior to launch. To ensure uninterrupted access to CME Globex market data, all current customer systems are required to develop to FIX/FAST 2.0 and complete mandatory certification via AutoCert+.
The new AutoCert+ test suite for FIX/FAST 2.0 contains four tests focused on:
CME Group strongly recommends all systems test thoroughly in New Release prior to attempting AutoCert+ certification.
FIX/FAST 2.0 will be available for customer testing in the New Release environment Monday, February 1.
The new FIX/Fast 2.0 templates for production will be available from the CME Group FTP site on April 10, 2010.
Information on this release, including launch and mock trading dates, can be found online in the FIX/FAST 2.0 Client Impact Assessment.
CME Equity Futures Enhancements
There will be no changes to functionality or messaging format with these performance improvements. Good 'Till Cancelled and Good 'Till Date (GTC/GTD) orders will not be impacted.
Please contact your CME Globex Account Manager with any questions or concerns at 312.634.8700.
Rounded Theoretical Settlement Prices via FIX/FAST
More information on the theoretical settlement data block in FIX/FAST-format market data is available online.
These changes will be available for customer testing in New Release this Monday, January 25.
Effective first quarter 2010, a number of enhancements will be introduced for CME and CBOT Commodity and Weather, Kansas City Board of Trade (KCBT) and Minneapolis Grain Exchange (MGEX) futures and future spreads on CME Globex.
The messaging and functionality impacts are documented online in the Client Impact Assessment.
CME Group recommends all system providers supporting Commodity futures test these changes thoroughly in New Release.
Argus Sour Crude Index Financial Futures
These futures and spreads are currently available for customer testing in New Release.
These futures and options are currently available in the New Release environment for customer testing.
March vs. July Soybean Calendar Spread Option (CSO)
The March vs. July Soybean CSO will be available for customer testing in New Release this Monday, January 25.
To facilitate this consolidation, all existing FX options User-Defined Spreads (UDS) will be eliminated at end of day Friday, January 22. Customers must cancel all resting GTC/GTD orders on FX options UDS by close of business on January 22. Customers may replace eliminated UDS per the normal process beginning Sunday, January 24.
These instruments with consolidated tag 55 values are currently available in New Release for customer testing.
Futures Calendar Spreads for NYMEX TAS Futures
These calendar spreads will use the value EC in tag 762-SecuritySubType.
These new futures spreads are currently available in New Release for customer testing.
Following submission of an application and formal designation as a designated contract market, the Green Exchange Venture is proposing to launch as an independent exchange during 2010. The new exchange will be called the Green Exchange. Green Exchange products will trade via CME Globex and privately-negotiated transactions may be submitted for clearing through CME ClearPort.
To provide market data distribution consistency, the three new options products available for testing in the CME Globex New Release environment will be moved from their current Market Data Platform channel 36, Non-Crude Energy Options, to channel 37, Alternative Markets Options. Channel 37 will have market data for both NYMEX and Green Exchange options products.
These products will be moved to channel 37 in New Release for customer testing this Monday, January 25.
|Events & Announcements|
Monday, November 23, CME Group implemented a new iLink session ID auto-delete process.
Idle iLink session IDs needlessly consume resources and make load balancing and resource allocation planning more difficult. CME Group is committed to managing session IDs to ensure the best performance on CME Globex for our customers. The iLink session ID auto-delete process helps ensure these resources are managed proactively and consistently across the marketplace.
Details on the process are available online. The first e-mail notifications were distributed to Class A clearing firms on Monday, November 23. Idle session IDs that have not been granted an exemption will be deleted at end of day tomorrow, Friday, January 22, 2010.