CME Globex Notices: April 16, 2012
To
CME Globex Customers
From
Global Account Management
Advisory #
20120416
Notice Date
April 16, 2012
Topics in this issue include:
Critical System Updates
New Functionality
Product Launches
Product Changes
Events and Announcements
Critical System Updates

Changes to Source IPs for the Market Data Platform B Feed for Non-GLink Connections
Effective Sunday, June 17, 2012, CME Group will be changing multicast source IPs for the B feed only for non-  GLink connections. 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, multicast addresses, and source IPs for each Market Data Platform channel are available in the config.xml file on the  FTP site as outlined in the Core Functionality of the  FIX/FAST SDK.

Market data will be broadcast on all CME Group FIX/FAST channels in the production environment for customer testing on Saturday, June 16. Market data will be broadcast from the new B feed source IPs.

  • 8:30 - 9:00 a.m. CT: Connectivity testing
  • 9:00 - 10:00 a.m. CT: FIX/FAST market data replay

As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

If you have any questions or concerns, please contact your  Global Account Manager. If you experience any connectivity issues, please contact the CME Globex Control Center directly at 312.456.2391.

New Functionality

Update iLink Enhancements for MexDer via CME Globex
The previously announced iLink Enhancements for Mercado Mexicano de Derivados (MexDer) North- to- South order routing solution have been rescheduled to Sunday, April 29.

These enhancements include:

  • Implementation of new Cancel/Replace Request rules
  • Acknowledgements for Account, Price or Quantity changes
  • Mandatory In Flight Mitigation (IFM) for all MexDer products
  • Message flow for Cross Orders

The client impact assessment is now available  online. These changes are currently available in New Release for customer testing.


iLink Enhancement for Order Handling Flag
Effective Sunday, June 3, 2012 (trade date Monday, June 4), in response to Clearing Firm requests and in conjunction with a Futures Industry Association (FIA) initiative, iLink order routing will launch support for FIX tag 1031-CustOrderHandlingInst. This tag will allow trading and clearing firms to identify the source of any order.

The value submitted on a new order in tag 1031-CustOrderHandlingInst will be passed through to the CME Clearing House at trade, and populated on all FIXML trade confirmation and allocation messages. It will also be supported by the CME Clearing House Give-up Payment System (GPS).

When tag 1031-CustOrderHandlingInst is submitted on the New Order (tag 35-MsgType=D), it will be returned on all associated Execution Reports (tag 35=8).

tag 1031-CustOrderHandlingInst

Tag FIX Name Req Valid Values Format Description
1031 CustOrderHandlingInst N A = Phone simple
B = Phone complex
C = FCM-provided screen
D = Other-provided screen
E = Client-provided platform controlled by FCM
F = Client-provided platform direct to exchange
G = FCM API or FIX
H = Algo Engine
J = Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)
W = Desk – Electronic
X = Desk – Pit
Y = Client – Electronic
Z = Client – Pit
 
String (1) Defines source of original order

Tag 1031 is currently available in New Release for customer testing.

Please contact the CME Clearing House at 312.207.2525 with any questions.

Product Launches

GreenX Emission Reduction Unit (ERU) Future & Options
Effective Sunday, April 29 (trade date Monday, April 30), the Green Exchange Emission Reduction Unit (ERU) futures and options will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

GreenX Emission Reduction Unit (ERU) Future & Options

Product tag 1151-SecurityGroup tag 55-Symbol
Emission Reduction Unit (ERU) Futures REU VX
Emission Reduction Unit (ERU) Options ERO GY
ERU Futures vs. In Delivery Month European Union Allowance(EUA)Futures Intercommodity Spread REU VX
ERU Futures vs. In Delivery Month CER Futures Intercommodity Spread REU
ERU Futures vs. Certified Emission Reduction Plus (CERplusSM) Futures Intercommodity Spread REU

These contracts are listed with, and subject to, the rules and regulations of GreenX. All transactions will be available for clearing through CME Clearing.

These products are currently available in New Release for customer testing.

Product Changes

Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index
On Friday, April 13, NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index futures and TAS contracts were delisted. The Security Definition (tag 35-MsgType=d) will continue to be available on CME Globex through Friday, April 27.

Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index Futures

Product tag 1151-SecurityGroup
NYMEX Crude Oil Backwardation/Contango (B/C)Index Futures XKN
NYMEX Crude Oil MACI Index Futures XCN
NYMEX Crude Oil MACI Index TAS XCT

These changes will be available for customer testing in New Release on Monday, April 23.


Expansion of New York Harbor ULSD Heating Oil Futures and Options
Effective Sunday April 29 (trade date Monday, April 30), the listing cycle for the following New York Harbor ULSD Heating Oil futures and associated options will be expanded as follows:

Expansion of New York Harbor ULSD Heating Oil Futures and Options

Product tag 1151-SecurityGroup tag 55-Symbol Current Listing Cycle New Listing Cycle
New York Harbor ULSD Heating Oil Futures HO CL Through April 2013 Current year plus 3 years plus 1 month
Heating Oil Options OH OH Through April 2013 Current year plus 3 years plus 1 month
Heating Oil Crack Spread Options CHY XZ Through April 2013 Current year plus 3 years plus 1 month
Heating Oil 1 Month CSO FAY XZ Through March 2013 Current year plus 3 years

These changes will be available for customer testing in New Release on Monday, April 23.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.