GLOBEX Advisory Notices
To CME(R) Globex(R) Customers
From CME Globex Account Management
Subject Update: CME(R) Globex(R) Options Enhancements Mock Trading Sessions
Notice Date 2005-08-03
Notice Number 080305-2
Effective Date  

Dear CME® Globex® Customers,

As previously announced, CME is launching new CME Globex options on futures functionality in August, which will allow customers to access electronic CME Eurodollar options via CME iLink® 2.0.

With this launch, CME will implement three distinct new functionalities:

  • A new Indicative Price message type (MX), via CME Market Data API (MD API) 2.X and CME Market Data Network (MDN);
  • Enhanced Request for Quote functionality; and,
  • New Mass Quotes message for CME-designated Eurodollar options Market Makers.

Documentation on the CME certification requirements for this release is now available. Customers utilizing any of the above functionality are required to certify their applications.

CME has added a third CME Eurodollar options mock trading session in the CME Globex production environment:

Eurodollar Options Mock Trading 3

  • Saturday, August 6
  • 8:00 a.m. - 10:30 a.m. Central time (CT)
    • Participants can log in at 8:00 a.m. CT to download the MOs.
    • Mock trading will begin at 9:30 a.m. CT

CME will publish a replay of production CME Eurodollar market data to enable participants' applications to mock trade.

All customers interested in trading CME Eurodollar options on futures are invited to participate. CME strongly recommends that customers who will use the new mass quote functionality participate in the CME Eurodollar options mock trading session.Participants must have a current CME Globex production connection and register with CME Globex Account Management to participate.

For any questions on the new CME Globex options enhancements, or to register for the CME Eurodollar options mock trading session, please contact CME Globex Account Management at 312.634.8700; or at +44.207.623.2550 in Europe.

Thank you,

CME
800.331.3332