|Topics in this issue include:
|Critical System Updates|
New Mandatory iLink Tags
To ensure customer readiness CME Group recommends the following action items must be completed prior to the June 5, deadline:
These tags are available in New Release for customer testing. There are no impacts to FIX/FAST market data with this launch. Please contact your Global Account Manager with any questions.
Please see the updated Client Impact Document for a more detailed description of technical and data requirements.
S&P Indexes via Streamlined FIX/FAST
Please note: CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday start.
To ensure S&P customers currently receiving ITC 2.1 market data have sufficient time to develop, certify (if applicable), and deploy the streamlined FIX/FAST solution, ITC 2.1 market data format will continue to be disseminated for approximately 5 months following the streamlined FIX/FAST launch.
Effective Monday, May 9, 2011, new functionality will only be implemented on streamlined FIX/FAST. Index launches will be supported on both ITC 2.1 and the new streamlined FIX/FAST.
Streamlined FIX/FAST will be available in New Release for customer testing on Monday, May 9, 2011.
Detailed information for S&P Indices via streamlined FIX/FAST is available online in the Client Impact Assessment.
MexDer Markets via CME Globex
MexDer market data via CME Globex will utilize a new FIX/FAST template. The new template is currently available in New Release. A new mandatory certification suite will be available Monday, May 2, in AutoCert+ for customer systems planning to support MexDer via CME Globex.
MexDer markets via CME Globex are currently available New Release for customer testing.
The client impact assessment provides detailed functionality and messaging for customer systems interested in supporting MexDer products via CME Globex.
10-Year Sovereign Yield Spread Futures
These products are currently available for customer testing in New Release.
Weekly Corn Soybeans, and Wheat Options
These products will be available for customer testing in New Release Monday, May 9.
Expansion of Russian Ruble Options Strike Price Listings
CME Group will increase the number of Russian Ruble options strike price listings from ± 8 ATM to ± 25 ATM from the strike prices nearest the previous day’s settlement price.
The expanded strike price listing will be available for customer testing in New Release Monday May 9.
Operational Minimum Tick Change for EUR/CHF, EUR/GBP, and EUR/SPY Futures Calendar Spreads
This is an operational change only and under CME Rules 30301.D.Price Increment, 30601.D.Price Increments and 30401.D Price Increments, intra-currency spreads have been allowed on CME Globex at half-ticks.
To support these spreads with smaller tick increments than the outright legs, tag 762 will change to a RT from the current value of SP. Details on spread types are available in the Electronic Trading Concepts.
These changes will be available for customer testing in New Release on May 23, 2011.
|Events & Announcements|
Revised iLink Session ID Auto-Deletion 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. An e-mail notification will be distributed to Class A clearing firms on Monday, May 9. Class A clearing firms will have six weeks to review their idle session IDs. All idle session IDs will be deleted at end of day June 24.
If you are interested in applying for space at CME Group's co-location facility and haven't already done so, CME Group is now accepting requests for space. Requests submitted will be reviewed on a first come, first serve basis based on available capacity at the time of the request.
Additionally, please note, if you are interested in participating in our Phase 1 launch, all contracts must be submitted by May 16, 2011.
To request legal and product related materials, or for additional information, please contact your Global Account Manager at 312-634-8700, in Europe at 44-20-7796-7100, or in Asia at 65-6593-5574.