This coming week, we will run the first two cycles of SLEDS E2E testing. All firms will be required to enter a minimum number
of scripted CBOT Pit SLEDS. Firms will also receive three e-cbot SLEDS trades. There will be no CME or non-SLEDS trades
included in this first week of testing.
Firms who requested Handheld Trades (HHT) and Order Routing (Electronic Clerk) trades on their SLEDS E2E Testing Set-up questionnaire
will receive 5 of each of these type of trades as well.
Firms can access the CME Front End Clearing application for SLEDS E2E testing by using the Front End Clearing – E2E link under
the Firms Quality Assurance Environment section of the CME Portal.
Testing Schedule
Cycle 1 and 2 testing will run on a Tuesday and Thursday schedule, using the following dates: (Please refer to Exhibit I for more details.)
- Tuesday, January 20th = Trade Date January 16th for Cycle 1
- Thursday, January 22rd = Trade Date January 20th for Cycle 2
Start of Day Positions
For next Tuesday’s test, start of day positions will be flat. However, we will roll positions forward from Cycle 1 to Cycle
2.
Pit SLEDS Trades
A limited script for pit SLEDS trades will be available for Cycles 1 and 2. The script will contain pit SLEDS trades that
should be submitted to CME.
- Firms may use either their "buddy" firm as the opposite firm, if their buddy firm has agreed to submit the opposite trades
into them, or they may use their "flip" firm as the opposite firm. (For trades submitted via TREX, the clearing system will
automatically create the opposite side, guaranteeing that the trade will match.)
- Note: For SLEDS E2E testing, the “flip firm” will only work for trades submitted via TREX. There will not be a "flip" firm for Pit SLEDS entered directly into the CME FEC
Clearing System. Firms who will be entering SLEDS directly into the CME Front End Clearing System, should key both sides of the trades into
themselves.
"Flip" Firms
For pit trades in SLEDS E2E, all firms will use firm 672 as the opposite "flip" firm
e-cbot Testing
For the first week of SLEDS testing, Cycle 1 and 2, the CBOT will generate three test e-cbot SLEDS trades for firms who requested
e-cbot SLEDS on their E2E Set-up Checklist. Unless otherwise specified on the SLEDS E2E checklist, we will use the same
account numbers firms requested during CCL E2E testing.
Order Routing (Electronic Clerk) e-cbot Testing
For Cycle 1 and 2 CBOT will provide, Order-Routing (Electronic Clerk) trades to selected firms.
HHT
For firms who requested HHT trades, these will be created and routed to the firms by the CBOT.
PCS
Firms must submit PCS to CME for each cycle of SLEDS E2E testing and should use the following PCS file name: TFTP.FXXXPCS.CCLTEST.DATA
Script Locations
As with CCL E2E testing, all scripts are located at:
ftp.cme.com/pub/span/data/cme/test/scripts
The pit trade scripts are provided separately for "A" firms and "B" firms, and both in Excel and PDF format, as:
SLEDSPitScript_Cycle1_2_AFirm.xls
SLEDSPitScript_Cycle1_2_AFirm.pdf
SLEDSPitScript_Cycle1_2_BFirm.xls
SLEDSPitScript_Cycle1_2_BFirm.pdf
The listing of trading firms, their designation as "A" and "B" firms, and the assignment of "buddy" firms is provided as:
TMFShortReport.mht, and has not changed from the version provided during CCL E2E testing.
Scripts for Order-Routing, HHT and e-cbot trades will be posted on Friday, January 16th, 2004
Contacts
CME – Client Management Operations – 312/930-8159
CBOT Technical Support – 312/347-5611;
CBOT Order Routing -- Larry Ratner – 312/789-8983 or Rick Dammer – 312/347-5475
Exhibit I
