Enhanced Execution Reports for CME Globex-RLC Message Users Only

Market Data Advisory Notices

To	Market Data Distributors
From	Market Data Operations
Subject	Enhanced Execution Reports for CME Globex-RLC Message Users Only
Notice Date	2007-04-09
Notice Number	Q2007-094
Effective Date
On March 25, 2007, CME® introduced Enhanced Execution Reports for CME Globex® users. Please be aware that CME recently identified the following issue with the Enhanced Execution Reports. Implied spread orders utilizing the new FIX tags 393 (TotalNumSecurities) and 442 (MultiLegReportingType) will receive inaccurate fill information, when one or more legs are matched in an Implied Out market. Under these conditions, customers will receive execution reports for the spread and its associated legs where tags 393 and/or 442 indicate one or more legs have *not* been filled, although they have been. CME is working to resolve this issue. Until it is resolved, CME recommends that users disable this functionality or revert to an earlier software version that ignores these two FIX tags. Users will be advised when this issue has been resolved.