|Topics in this issue include:
|Critical System Updates|
FIX/FAST 2.0 Launch
In addition, based on customer feedback, the launch schedule for FIX/FAST 2.0-format market data has been revised as follows to allow additional testing time:
This launch introduces a number of customer-requested enhancements to support trading and market data strategies. 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, 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 is currently available for customer testing in the New Release environment.
Updated information on this release, including launch and mock trading dates, can be found online in the FIX/FAST 2.0 Client Impact Assessment.
Enhanced Mass Quote Governor
Detailed information on these enhancements is available in the Enhanced Mass Quote Governor Overview.
Please contact your Global Account Manager at 312.634.8700 with any questions or concerns.
Rounded Theoretical Settlement Prices via FIX/FAST
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.
March vs. July Soybean Calendar Spread Option (CSO)
The March vs. July Soybean CSO is currently available for customer testing in New Release.
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.
Gold Options Strike Listing Changes
With this change, all maturities will list at the money (ATM) ± 40 at $5.00 intervals; 10 at $10.00 intervals above the highest and below the lowest $5.00 strike prices; and 8 at $25.00 intervals above the highest and below the lowest $10.00 strikes. This will result in a listing range of at least $1,000.00 daily.
DJIA and E-mini Dow Options Strike Changes
With this change, all maturities of the DJIA options will list at the money (ATM) ± 50% of DJIA at 500-point intervals; 20% at 100-point intervals; and, for the nearest expiring option in the quarterly cycle, 10% at 50-point intervals. All maturities of the E-mini Dow options will list ATM ± 50% at 500-point intervals; 20% at 100-point intervals; and, for the nearest expiring option in the quarterly cycle, 10% at 50-point intervals.
These changes in options listings will be available for customer testing in New Release Monday, February 8.