This advisory contains information for week 5 test cycles. There will be two cycles, on Tuesday, September 20, 2005 and Thursday, September 22, 2005.  Attached are test scripts locations, a schedule of the test dates and trade entry times available to testing firms.

In this cycle, firms will have the opportunity to submit and match block trades in the new “mid-season” weather futures and options, the first CME products to use 3-byte codes.  Firms may submit trades via the Front-End Clearing (FEC) browser-based user interface, and receive TREX confirmation messages for their matched trades to load to books.  Firms will also be able to receive TREX electronic-trade confirmation messages for mid-season weather futures and options executed on CME Globex.

Also for this cycle, firms may process trades in the new “SUB” (Substitution of Futures for Forwards) trade type, using trade type code “F”.  These work similarly to EFP’s.  The simple test script allows firms to enter and claim SUB’s and/or EFP’s in daily currency futures, and also to do a SUB in a monthly currency future.