|Topics in this issue include:
|Critical System Updates|
CME Globex Performance Enhancements for Equity, FX and Agriculture Futures
Please note: as a result of the reduced message response times, bandwidth utilization in these futures markets is expected to ultimately increase by as much as 10%. 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. This upgrade is designed to enhance our liquid, efficient and competitive marketplace for participants worldwide.
This launch will impact the settlement data blocks on Market Data Incremental Refresh (tag 35-MsgType=X) and Security Definition (tag 35-MsgType=d) messages. Details on the enhancements are available in the Client Impact Assessment.
In addition, the following tag values will no longer be sent in the Market Data Incremental Refresh (tag 35-MsgType=X). As of this release, customer system must not rely on these values:
Certification is not required and there are no new templates. Customers and system providers are encouraged to test the enhancements thoroughly in New Release starting on Monday, February 21.
E-mini S&P 500 Select Sector Index Futures
Please view the New Product Summary.
9 Month Eurodollar Double Butterfly Listing
Double Butterfly consists of 4 instruments within the same product group and equally distributed maturity months (e.g., Z7-H8-M8-U8). Further details are available in the Electronic Trading Concepts. Double Butterfly spreads are identified with DF in tag 762-SecuritySubType in the Security Definition (tag 35-MsgType=d) message.
E-Mini Copper Futures Expanded Listing Rules
ITC 2.1 Specifications Price Indicator X Changing Transaction
Please note: Phone messages will be disseminated for in the manner as previously reported.
ITC 2.1 Category Code A "Bid/Ask/Trade-No Volume with a Price Indicator Code X "Changing Transaction" will be available for customer testing Friday, March 25 and Friday, April 1 during the ITC floor ticker test.
FIX tag 996-UnitOfMeasure Change for Green Exchange CERplus Futures and Intercommodity Spreads
The unit of measure change for CERplusSM product will be available for customer testing in New Release Monday, March 21.
|S&P Launches and Changes|
New S&P Real Time Indices
New S&P Real Time Indices
ITC 2.1 Specification Message Changes
New ITC 2.1 Specification Range Indicator Message
S&P will generate pre-market index data for certain select indices typically one hour prior to the actual start of trading day.
The pre-market index data will contain:
The pre-market index data should be considered as an initialization phase for the index prior to the start of the trading day. All market data vendors are encouraged to distribute the pre-market index data with the Range Indicator of “M”. The index values produced during pre-market does not apply to the Daily Open, High or Low.
|Events & Announcements|
If you are interested in applying for space at CME Group’s co-location facility and haven’t already done so, please note CME Group will begin accepting requests for available space on April 4, 2011. Requests submitted on or after April 4, will be reviewed on a first come, first serve basis based on available capacity at the time of the request.
To request legal and product related materials to review prior to April 4, 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.