• NYMEX Clearing Integration Firms Testing Plans for Cycle 1 on June 2 and June 4, 2009

      • To
      • NYMEX Clearing Firms and Service Bureaus/Systems Solutions Providers
      • From
      • CME Clearing
      • #
      • 09-235
      • Notice Date
      • 01 June 2009
      • Effective Date
      • 01 June 2009

    •  

      This advisory contains important information for firms testing NYMEX, COMEX and DME on CME Clearing during Cycle 1 scheduled for Tuesday, June 2, 2009 and Thursday, June 4, 2009.
       
      Testing Procedures for Tuesday and Thursday:
       
      • On Tuesday, CME Clearing will inject all prior day Globex for Nymex Crude Oil (LC) (LO), DME Oman Crude (OQ) and COMEX, Gold (GC) (OG) and Silver (SI) (SO) futures and options trades executed in production for all NYMEX, COMEX and DME firms. Trades will be posted with trade date June 2, 2009 in Front End Clearing FEC New Release environment.
      • On Thursday, CME Clearing will inject all prior day Globex NYMEX Natural Gas (NG) (ON), RBOB (RB) (OB), DME Oman Crude (OQ), COMEX Gold (SI) (SO) and Copper (HG) (HX) futures and options. Trades will be posted with trade date June 4, 2009 in FEC.
      • Clearing FIXML confirms will be sent to firms New Release MQM queues that starts with CDCS…and sent to their books.
      • ClearPort clearing trades will be injected for all NYMEX, COMEX and DME products and all firms that were executed in prior day production. Trades will be injected on both Tuesday and Thursday and will use June 2 and June 4 trade dates respectively.
      • CME will enter Pit trade on behalf of floor brokers and clerks. A test script will be available on CME FTP site: ftp://ftp.cmegroup.com/span/data/cme/test/scripts. NYMEX-cycle1.pdf
      • Firms who wish to receive floor trades should contact ccs@cmegroup.com to request floor trades entered for them and or allocated to other firms. CME will use account number NYMEXTEST for all Pit trades and enter prices from prior day settlements.
      • FIXML clearing confirmations messages will be sent to firms at approximately 9:00 a.m. CST on both test dates.
       

      Testing Requirements: Firms are encouraged to use the full functionality of:

       
      • Front End Clearing FEC, modify non critical trade data like account, origin and CTI.
      • Mark trades for giveup and use the Allocate-Claim System.
      • Mark trades for averaging and utilize the Average Pricing System (APS)
      • Submit PCS by 4:00 p.m. on both test dates. Testing file name: TPCS.CMF_123.XML
      • Retrieve Trade Register Files and Clearing Reports on Wednesday and Friday, June 3rd and June 5th and do point balancing. Register testing file name: FIXML-123_EOD.xml, where123 is the firm clearing id.
      • Submit Large Trader File on Wednesday and Friday morning. Testing file name, where 123 is the firm clearing id: TFTP.F123RPS.NYMEX.DATA.
      • Check final positions in New Release Positions application, adjust positions, exercise options and submit special instructions. 

       

      Testing Applications Reports Naming Convention:
       
      ·         All testing will be conducted in Clearing New Release environment via CME Portal: http://connectcert.cme.com Log in to Front End Clearing FEC New Release.
      ·         Positions can be viewed in Positions NEW RELEASE. This is a new application for NYMEX positions.  
      ·         Files can be retrieved from the regular FTP server Outgoing folder that currently used for production.
      ·         Firms can use Combined SPAN file available in public FTP site: ftp.cmegroup.com/pub/span/data/cme/test.  File name: cme.test.20090522.s.pa2.zip. 
       
      ·         All test reports are available in Document Direct application production environment. This is the list of clearing reports that will be available:
       
      Report Number and Name
      New Release Number
      ITD PCS LISTING BY POSITION ACCOUNT
      NRPOS520I
      EOD PCS LISTING BY POSITION ACCOUNT
      NRPOS520E
      ITD DAILY TRADE AND POSITION REGISTER
      NRPOS591I
      EOD DAILY TRADE AND POSITION REGISTER
      NRPOS591E
      In the Money report
      NRPOS580
      Exercise Exception Details - Firm
      NRPOS647
      Option Assignment Notice
      NRPOS650
      Erosion Report
      NRPOS596
       
      If you do not have access to CME Clearing applications, please contact CME Firm Support at (312) 930 3444 or via email to firmsupport@cmegroup.com. If you have questions about this advisory or testing, please contact CME Clearing at (312) 207 2525 or via email to ccs@cmegroup.com.  

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