GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | CME Globex Notices: December 11, 2006
Notice Date | 2006-12-11
Notice Number | 121106
Effective Date |
Welcome to the CME Globex Notices summary for the week of December 11, 2006.
December Reminder: Price (M7) Market Data Message Schedule Change Reminder: CME Market Data Platform Change Reminder: CME CPI Futures Delisting Reminder: Side-by-Side Trading for CME FX Options Launch | Updated! CME Globex Reference Guide Available now
If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700; or at +44.207.623.2550 in Europe.
Price (M7) Market Data Messages Schedule Change Effective this Monday, December 18, 2006, at customers' requests, Price (M7) market data messages for all CME futures instruments will be distributed daily starting at 7:00 p.m. Central time (CT), approximately 20 minutes later than the current schedule. M7 messages for CME options instruments will continue to be distributed daily starting at 7:30 p.m. CT. M7 market data messages provide daily settlement prices and the previous day's adjusted closing prices. More information on the M7 messages and the CME Market Data Platform is available in the CME RLC Message Specifications and the CME Market Data Platform Developer's Guide. Reminder: CME Market Data Platform Change As previously announced, effective this Sunday, December 17, CME is removing the following market data messages for CME Commodity, CME Equity and CME FX options only from the CME Market Data Platform administration channel (2) in both the production and certification environments. Instrument Creation (MO) messages Trading Day Timetables (MH) messages Group State Change Marker (MJ) messages Start of CME Globex Platform (MK) messages Start of Instrument Referential Broadcasting (ML) messages End of Instrument Referential Broadcasting (MM) messages As of Sunday, December 17, these messages for CME Commodity, CME Equity and CME FX options will be disseminated only via their respective CME Market Data Platform product data channels. These same market data messages will be removed from the Administration channel (2) for all other CME products effective Tuesday, December 19 in the certification environment and Sunday, January 21, 2007 in the production environment. There is no change to the Instrument Creation (MO) Messages - Replay Only and Instrument Creation (MO) Messages - Replay Only (Excluding CME Eurodollar Options) channels (1 and 16). CME strongly recommends customers use the Instrument Creation (MO) Messages - Replay Only and Instrument Creation (MO) Messages - Replay Only (Excluding CME Eurodollar Options) channels (1 and 16) to download MO messages for the week, and use the product channels for mid-week instrument adds. More information on the CME Market Data Platform is available in the CME Market Data Platform Developer's Guide. Details on the CME market data messages can be found in the CME Market Data Platform RLC Message Specifications. Reminder: CME CPI Futures Delisting Effective this Friday, December 15, 2006, CME is delisting all CME CPI futures. There is no open interest nor any recent activity. Reminder: Side-by-Side Trading for CME FX Options Launch Effective this Sunday, December 17 (for trade date Monday, December 18), CME is launching side-by-side trading for the following American-style CME FX options on futures: CME Euro FX options (product code 6E) CME Japanese Yen options (product code 6J) CME British Pound options (product code 6B) CME Swiss Franc options (product code 6S) CME Canadian Dollar options (product code 6C) CME Australian Dollar options (product code 6A) CME New Zealand Dollar options (product code 6N) CME Mexican Peso options (product code 6M) CME Russian Ruble options (product code 6R) Side-by-side trading will be launched for additional CME FX options in 2007. Mass Quoting functionality will be supported for CME Euro FX, Japanese Yen, British Pound, Swiss Franc and Canadian Dollar options. CME will also select firms to commit to provide continuous, transparent and competitive electronic markets for the American-style options. These options are currently available in the CME certification environment for customer testing. ©2006 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex®, E-mini®, iLink® Globex Trader® and CME® are trademarks of CME