Dear iLink(SM) 2.0 Users,

When logging into the iLink 2.0 environment, Chicago Mercantile Exchange requires that customers use the next expected FIX sequence number as part of the login request. Under certain circumstances, such as after an unexpected disconnect, customers have had difficulty determining the specific FIX sequence number expected by CME. In the past, such circumstances have required customers to contact the CME GLOBEX® Control Center, obtain the correct sequence number, and manually update their systems in order to successfully log into the iLink 2.0 environment.

In order to enable customers to automate the determination of the appropriate FIX sequence number to use when logging in, on Sunday, July 18, CME will implement FIX tag 789 (NextExpectedSeqNumber). FIX tag 789 will contain the next sequence number expected by CME. This is the FIX sequence number that the customer should use when next attempting to log into the iLink 2.0 environment. For example:

If a customer attempts to log into iLink 2.0 using sequence number 98, when CME is expecting sequence number 100, the customer will receive a "logout" message and will not be permitted to log in. This is per the FIX 4.2 protocol. However, the CME logout message will now include FIX tag 789, which will indicate that number 100 is the correct sequence number to use (i.e. tag 789=100) in their next login attempt. Use of FIX tag 789 is optional; however, CME recommends customers utilize tag 789 to simplify their iLink reconnection procedure. For further information on how tag 789 can be leveraged in recovery scenarios, please contact our CSET team at 312.930.2322 or email CSET.

FIX tag 789 will only be provided in "forced logout" messages generated by CME, and should be backward-compatible with all customer systems. Customers may want to update their software in order to take advantage of this information and to automate the reconnection process; otherwise the tag should simply be ignored. All iLink 2.0 certified systems were required to demonstrate they would ignore any "unknown" tags as part of the certification process.

This new functionality is available in both the CME certification and CME AutoCert environments. Testing for this functionality is available on the AutoCert system under the heading, "Recover from Logout Due to Lower-Than-Expected Sequence Number". We are implementing this functionality in our production environment effective Sunday, July 18, 2004.

Should you have any questions, please contact your GLOBEX Account Manager at 312.634.8700 or email GLOBEX Account Management.

Thank you,

Chicago Mercantile Exchange