As a reminder, on
Sunday, March 9, 2008,
Volatility-Quoted FX Options will begin trading on CME Globex
®
. The following provides information regarding an initial
settlement price file and MDP IP addresses and ports.
Initial Settlement Price File
Beginning
Friday, March 7, 2008,
CME Group will begin transmitting settlement prices for Volatility – Quoted FX Options,
in anticipation of the commencement of trading of Volatility-Quoted options on Sunday, March
9.
Quote vendors are encouraged to capture, process and disseminate
this initial settlement price file to ensure that “Net Change” information on the Volatility-Quoted
FX Options is accurate at the opening on Sunday, March 9, 2008.
MDP IP Addresses and Ports
Market Data Platform Channel information for Volatility-Quoted FX
Options are as follows:
Message Type
MDP Channel
ITC 2.1 Market Data
214
RLC Market
Data
6
The following table details IP Address and Port information:
|
|
Production MDP A
|
Data (A)
|
|
Replay (A)
|
|
|
Channel
|
Definition
|
Address
|
Port
|
Address
|
Port
|
|
6
|
Volatility Quoted Options
|
233.119.160.6
|
10006
|
233.119.160.7
|
10007
|
|
6
|
Volatility Quoted Options MO Messages
|
233.119.160.8
|
10008
|
233.119.160.9
|
10009
|
|
214
|
Volatility Quoted Options (ITC 2.1)
|
233.119.160.10
|
10010
|
233.119.160.11
|
10011
|
|
|
|
|
|
|
|
|
|
Production MDP B
|
Data (B)
|
|
Replay (B)
|
|
|
Channel
|
Definition
|
Address
|
Port
|
Address
|
Port
|
|
6
|
Volatility Quoted Options
|
233.119.160.70
|
10070
|
233.119.160.71
|
10071
|
|
6
|
Volatility Quoted Options MO Messages
|
233.119.160.72
|
10072
|
233.119.160.73
|
10073
|
|
214
|
Volatility Quoted Options (ITC 2.1)
|
233.119.160.74
|
10074
|
233.119.160.75
|
10075
|
|