GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject Reminder: Mandatory Certification for CME Globex Q1 Enhancements
Notice Date 2006-01-26
Notice Number 012506-3
Effective Date 2006-01-26

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.

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 prior to the February 19 launch date. The changes and new functionality for this release are currently available in the CME certification environment. The related certification tests are currently available in the CME AutoCert tool, and include:

  • Instrument Creation (MO (m-oh)) market data message
    • Format change with expanded length
    • Contains new information
  • Instrument State (MG) market data message
    • Value changes
    • No format change
  • Trade (M6) market data message
    • Value changes
    • No format change

The CME Globex Q1 Enhancements 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.

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


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