RFQs on CME(R) Globex(R)

GLOBEX Advisory Notices

To
From	CME Globex Account Management
Subject	RFQs on CME(R) Globex(R)
Notice Date	2004-12-02
Notice Number	120204-1
Effective Date
Dear CME^® Globex^® Customers, CME is introducing a new CME iLink^TM enhancement to the CME Globex trading platform to allow Request for Quotes (RFQs). The RFQ message will be used by customers who want to trade an instrument with an empty or out of date order book. This functionality will allow a user to submit an RFQ via a FIX 4.2 "R" message. The RFQ message will then be disseminated via the existing CME Market Data API "M4" message. Effective Sunday, December 5, 2004 (trade date Monday, December 6), RFQ functionality will be available in the CME certification environment and CME AutoCert tool. Certification on the new CME iLink message and the existing CME MD API "M4" message via CME AutoCert is required for systems which will allow RFQs. RFQ functionality will be launched in the CME Globex production environment on Sunday, December 19 (trade date Monday, December 20). For further information, please see CME Globex Enhancements. Please contact your CME Globex Account Manager at 312.634.8700 with any questions. Thank you. CME CME Globex Account Management 312.634.8700