• Important NYMEX/COMEX/DME Integration Update: DME May be Designated as NYMEX for Integration Purposes

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-119
      • Notice Date
      • 25 March 2009
      • Effective Date
      • 25 March 2009
    • Pursuant to firm requests, the Dubai Mercantile Exchange (DME) may be designated as a NYMEX product, for purposes of ease of integration. At a later date after the integration, a project will be launched to fully segregate DME from NYMEX, as a separate exchange. The following interface files and messages are affected:
       
      FIXML Confirm Messages: Front End Clearing (FEC) will send FIXML confirms for DME products, with exchange “NYMEX” designated in the messages, rather than “DME.” At a later, coordinated date, these products will be represented as DME contracts in the FIXML trade confirms.
       
      FIXML Trade Register: The FIXML Trade Register will carry DME Trade Capture Reports (TrdCaptRpt) and Position Reports (PosRpt) designated as “NYMEX.” At a later, coordinated date, these products will be represented as DME contracts in the FIXML Trade Register.
       
      FIXML Settlement Price File: There will be two versions of the DME FIXML Settlement Price File, one containing the exchange designated “DME,” the other with the exchange designated “NYMEX” in the MktDataFull messages. This file will be available for testing beginning Monday, March 30, 2009 at ftp.cme.com. At a later, coordinated date, CME Group will stop producing the “DME as NYMEX” version of the settlement price file.
       
      FIXML Futures Product Reference File: There will be two versions of the FPRF file, one containing the exchange designated as “DME,” the other with the exchange designated “NYMEX” in the SecDef messages. This file will be available for testing soon at ftp.cme.com/pub/settle.At a later, coordinated date, CME Group will stop producing the “DME as NYMEX” version of the Product Reference File.
       
      FIXML PCS File: Firms may submit either “DME” or “NYMEX” for DME final positions and spreads in the FIXML PCS file. At a later date, firms will be required to send “DME” as the exchange for all PCS reporting related to DME.
       
      Large Trader File: Firms should continue to designate DME positions reported as NYMEX, exchange number 12. This means that, as previously noted, firms may submit the file that is currently sent to NYMEX, to their CME “Incoming” folder now, as a test. At a later date, a new exchange number will be created to represent DME for Large Trader reporting purposes, both to CME Group and to the CFTC.
       
      SPAN File: DME products will be designated as exchange “NYM” in the Expanded format (“.pa2”) file, as part of the NYMEX exchange. At a later, coordinated date, DME will be separated out in the file, with its own header record, and all references to DME products designated as “DME” where an exchange identifier is present.
       
       
       
      Please note that the NYMEX Cleared Trade API will continue to represent DME trades as “DME” in the FIXML TrdCaptRpt messages.
                             
      If you have any questions or concerns, please contact CCS at CCS@cmegroup.com, or call CCS at 312-207-2525.

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