GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Update: Mandatory Certification for CME Globex Q1 Enhancements
Notice Date | 2006-01-30
Notice Number | 013006-1
Effective Date | 2006-01-30
Dear CME Globex Customers, CME has discovered a discrepancy in the MO (m-oh) RLC market data messages in the CME certification environment versus the specification document for the CME Globex Q1 Enhancements. MO Message Length All CME products, CME AutoCert tool: 922 CME Eurodollar Options on Futures, CME certification environment: 922 All other CME products, CME certification environment: 897 The MO market data message was updated this weekend to have the correct length of 922 for all CME products. This updated MO is currently available for all CME products in the CME certification environment. We apologize for any inconvenience this may cause. Effective Sunday, February 19, 2006 (for trade date Monday, February 20), CME is launching the CME Globex Q1 Enhancements, a bundle of product and technological enhancements. The CME Globex Q1 Enhancements feature changes to several CME market data messages. All front-end system providers are required to complete a quick certification to ensure there will be no negative impact prior to the February 19 launch date. The changes and new functionality for this release are currently available in the CME certification environment. The related certification tests are currently available in the CME AutoCert tool, and include: Instrument Creation (MO (m-oh)) market data message Format change with expanded length Contains new information Instrument State (MG) market data message Value changes No format change Trade (M6) market data message Value changes No format change The CME Globex Q1 Enhancements release includes the following: CME market data message changes (mandatory customer certification); Top Order match algorithm functionality for CME Eurodollar futures and options; Order Modify functionality and Trade Bust messaging for CME Eurodollar options; Request for Cross (RFC) functionality for CME Eurodollar options on futures; New implied functionality for CME Eurodollar futures; and, New spreads for CME Eurodollar options on futures. More information on this release, and the changes to the MO, MG and M6 market data messages, can be found in the CME Globex Q1 Enhancements Client Impact Document. If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700, or in Europe at +44.207.623.2550. Thank you, CME ©2005 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex®, and CME® are trademarks of CME