CBOT Integration Update

CBOT Integration Update

Mock Trading Session Tomorrow, January 5
Participation in this weekend's mock trading session is strongly encouraged. This is the last mock trading session before the first CBOT migration weekend on CME Globex.

In addition, this Saturday's session will incorporate an additional rollback contingency test to ensure client systems can effectively transition from CME Globex to the e-cbot platform in the unlikely event a contingency scenario is invoked. More information is available in the CBOT Mock Trading Plan.

Customers participating in this Saturday's mock trading session are requested to call into the conference bridge at 866.548.4703, passcode 584529, to receive important updates and information during the session.

Schedule
All times are given in Central time (CT).

• 8:30 a.m.: Customer login to CME Globex
  • Instrument Creation (MO) messages available for download
• 9 - 11:30 a.m.: Mock Trading Session
  • 9 - 10 a.m.: Scripted testing
    • End-to-end testing through Clearing
  • 10 - 11:30 a.m.: Unscripted testing†
    • Front-end testing only
    • CME Group injects CBOT futures orders into markets
• 10:30 - 11:30 a.m.: Contingency Plan Test
  • 10:30 a.m.: mini-Sized Dow ($5) futures and options, DJIA ($10) Dow futures and options and Big Dow ($25) futures markets halted on CME Globex
    • Emergency notifications sent to customers
  • 10:45 a.m.: Dow markets pre-open on e-cbot Simulation platform (SIM)
  • 11:00 a.m.: Dow markets open on e-cbot SIM

† This session only, an additional half-hour free swim!

Key Details

• Legacy CME markets will also be open to customers; however, there will be no data replay in these markets.
• CME Group strongly recommends customers test any new iLink IDs in production before the Saturday mock trading session.
• In previous mock trading sessions, some QuickFIX users were unable to trade due to a QuickFIX configuration issue. Please ensure that your application is configured to permit Saturday trading.
• During this Saturday's session, the e-cbot simulation environment will be available.

CME Group Contact Information
In addition to the conference bridge, the CME Globex Control Center (GCC) and CME Group Clearing Services will be available throughout the mock trading session for any questions or concerns.

• Conference Bridge: 866.548.4703, passcode 584529
• GCC: 312.456.2391
• Clearing Services: 312.207.2525

CBOT Instrument Creation (MO) Messages and Good-Till Orders
This Sunday, January 6, Instrument Creation (MO) RLC and Security Definition FIX/FAST market data messages will be disseminated for the CBOT & Hosted Exchange instruments scheduled to launch January 13. They will subsequently be available on their respective replay channels. CME Group is broadcasting these messages to prepare customers to enter Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders effective Friday, January 11.

These market data messages for the CBOT Interest Rates products will be broadcast starting January 20, to facilitate GTC/GTD order entry on Friday, January 25. They will subsequently be available on their respective replay channels.

More information, and the complete list of products scheduled to launch on January 13 and 27, is available in the Client Impact Assessment.

CBOT Integration Resources
The updated CBOT Mock Trading Plan is available online. The Client Impact Assessment for the CBOT & Hosted Exchange launch on CME Globex is also available. All documentation for this migration to the CME Globex electronic trading platform is available on the CME Group Web site.

Please contact your CME Globex Account Manager for more information at 312.648.3736; in Europe at +44.20.7796.7100; or in Asia at +852.3101.7696.