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Dear CME Globex Customers,
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. This release includes the following:
- CME market data message changes (mandatory customer certification);
- 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.
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. This
mandatory certification covers:
- Instrument Creation (MO (m-oh)) market data message
- Expanded
- Contains new information
- Format change
- Instrument State (MG) market data message
- Value changes
- No format change
- Trade (M6) market data message
- Value changes
- No format change
The new MO and M6 market data messages will be available for testing in the CME certification environment and on the CME AutoCert
tool on Tuesday, December 13, 2005, on all CME products except CME Eurodollar options on futures. The new MO and M6 market data messages for CME Eurodollars
options on futures will be available for testing in the CME certification environment on January 9, 2006.
The new MG market data message will be available for testing on the CME AutoCert tool on Tuesday, December 13, 2005, and in the CME certification environment on January 9, 2006.
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
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