|Topics in this issue include:
|Critical System Updates|
CME Globex Network Migration to New Data Center
A client impact overview is also available.
Mock Trading Session
If you have any questions regarding this migration, please contact your Global Account Manager at 312.634.8700 in the U.S.; +44 (0) 20 7796 7100 in Europe; or +852.3101.7696 in Asia.
The new tags will be used to indentify:
All customer order routing systems must support and accurately populate these new tags, and complete the mandatory certification via AutoCert+ by June 5. They will be available for testing in New Release starting Monday, September 27.
There are no impacts to FIX/FAST market data with this launch.
A client impact assessment is available online
Bursa Malaysia Derivatives Products on CME Globex
New and existing CME Group customers who would like to trade BMD products must establish all appropriate agreements and accounts with a Bursa Malaysia Clearing Firm to be authorized to trade BMD products. Contact your Global Account Manager at CME Group for more information.
FIX/FAST-format market data will be enhanced to support BMD products on CME Globex as outlined in the Bursa Malaysia Derivatives Client Impact Assessment. There are no impacts to iLink order routing for this launch.
BMD products are currently available in New Release for customer testing.
Pre-Live Mock Trading Session Mock
COMEX, NYMEX, and DME Futures Enhancements
The messaging and functionality impacts are documented online in the Client Impact Assessment.
CME Group recommends all system providers supporting NYMEX, COMEX or DME futures test these changes thoroughly in New Release.
The E-micro gold contract is one-tenth the size of the benchmark 100-oz full-size gold futures contract and carries a smaller initial margin requirement. It also has lower trading fees than the standard gold contract, but offers the same full investor safeguards of trading in CME Group's regulated environment.
E-Micro Gold Futures will be listed with tag 1151-SecurityGroup=MGC and tag 55-Symbol=QO.
The new E-Micro Gold Futures is available in New Release for customer testing.
On-The-Run U.S. Treasury Futures
The OTR Treasury futures listing cycle will correspond to the U.S. Treasury auction cycle for 2-year, 5-year, and 10-year Treasury notes. Details on the OTR Treasury futures listing cycle are available online.
View the Tentative Auction Schedule of U.S. Treasury Securities online.
The new On-The-Run (OTR) Treasury Futures will be available for customer testing in New Release Monday, October 4, 2010.
Expansion of Listings for COMEX Copper Futures and Gold Futures and Options
2-Year Treasury Note Options Strike Changes
With this change, all maturities of the 2-Year U.S. Treasury Note options will list at-the-money (ATM) ± 15 strikes. Currently, ATM ±10 strikes are listed for all maturities.
These changes in options listings will be available for customer testing in New Release this Monday, September 20, 2010.
|Events & Announcements|
CME Globex Disaster Recovery
Twice a year CME Group offers Simulated CME Globex DR testing and the next such test is scheduled for Saturday, September 25.
The Simulated CME Globex DR testing is designed to ensure that customers can successfully failover to the DR environment, send orders and fallback to the production environment in case of an emergency. Customers are required to register online and in advance to participate. Disaster Recovery IPs and ports have been distributed by your CME Global Account Manager.
Complete information on the CME Group business continuity program, including upcoming test dates and the DR Client Impact Assessment, is available online.
The Simulated CME Globex DR testing will begin at 9:30 a.m. CT and conclude at 1:00 p.m. CT. A detailed timeline is available in the overview on page 16.
For more detailed information on the Simulated CME Globex DR testing, please contact your Global Account Manager.
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. An e-mail notification will be distributed to Class A clearing firms on Monday, October 4. Idle session IDs that have not been granted an exemption will be deleted at end of day November 5, 2010.