Critical System Updates |
New Mandatory iLink Tags
To ensure customer readiness CME Group recommends the following action items must be completed prior to the June 5, deadline:
These tags are available in New Release for customer testing. There are no impacts to FIX/FAST market data with this launch. Please contact your Please see the updated Network Time Protocol (NTP) Server Decommission Customers should update their configuration to utilize the following NTP servers.
The following CME Network time Protocol (NTP) servers located at Data Center 1 will be decommissioned effective Friday, June 10, 2011:
Details on the Network Time Protocol Sever are available in the |
New Functionality |
Please note: CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday start. To ensure S&P customers currently receiving ITC 2.1 market data have sufficient time to develop, certify (if applicable), and deploy the streamlined FIX/FAST solution, ITC 2.1 market data format will continue to be disseminated for approximately 5 months following the streamlined FIX/FAST launch. Effective Monday, May 9, 2011, new functionality will only be implemented on streamlined FIX/FAST. Index launches will be supported on both ITC 2.1 and the new streamlined FIX/FAST. Streamlined FIX/FAST is currently available in New Release for customer testing. Detailed information for S&P Indices via streamlined FIX/FAST is available online in the MexDer Markets via CME Globex ![]()
MexDer market data via CME Globex will utilize a new FIX/FAST template. The new template is currently available in New Release. A new mandatory certification suite is currently in AutoCert+ for customer systems planning to support MexDer via CME Globex. MexDer markets via CME Globex are currently available New Release for customer testing. The |
Product Launches | ||||||||||||||||||||
For any given product, there may be more than one marker available to trade. This launch includes a 4:30 p.m. London GMT time marker to correspond with the London market close and allow market participants to trade relative to the Exchange calculated marker price.
In the same way TAS uses “0” to represent the unknown settlement price and trades ± 10 ticks, TAM uses “0” to represent the price at the time of the marker and trades at ± 10 ticks. Trade At Marker (TAM)
These products are currently available for customer testing in New Release. The TAM marker prices will be disseminated via the Market Data Platform NYMEX ITC channel.
30-Day Federal Funds Mid-Curve Options
These options will be available for New Release for customer testing Monday, June 6. |
Product Changes | ||||||||||||||||||||||||||||||||||||
The minimum tick increment will changes for the EUR/CHF, EUR/GBP, and EUR/SPY futures calendar spreads, originally scheduled for Sunday, June 5, 2011, have been postponed. Information will be available in the CME Globex and Market Data Notices as it becomes available. FIX tag 55-Symbol Changes for Energy Futures and Future Spreads –Postponed The FIX tag 55-Symbol changes, originally scheduled for Sunday, June 5, 2011, have been postponed. The New Release environment will be updated to match the production tag 55-Symbol values on Monday, June 6, 2011. FIX tag 55-Symbol Consolidation for S&P 500 and NASDAQ-100 Options Please note: this change will have no impact on the tag 55 values for UDS. S&P 500 and NASDAQ-100 Options tag 55-Symbol Consolidation
To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the listed options after their close on Friday, June 3. After 16:00 CT on Friday, June 3, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).These changes are currently available in New Release for customer testing.
This is an operational change only and does not impact the current minimum price increments allowed for the Russian Ruble Options under CME Rule 260A01.C. Price Increments. Russian Ruble options outright trades continue to occur at a minimum tick of US$0.00001 per Russian ruble (= $25) and US$0.000005 per Russian ruble (= $12.50) for cabinet trades. The new Tag 9787-Display Factor specifies 0.000001, as the options price at termination as it must align with the calculation of the expiring futures final settlement price. Russian Ruble Options Display Factor Changes
These changes will be available for customer testing in New Release on Monday, June 6. More information on tag 9787-DisplayFactor is available in the E-mini MSCI Index Futures Delisting
The expanded listings will be available for customer testing in New Release Monday, June 6.
The expanded strike price listings will be available for customer testing in New Release Monday, June 6.
The expanded strike price listings will be available for customer testing in New Release Monday, June 6. |
Events & Announcements |
Revised iLink Session ID Auto-Deletion Process Idle iLink session IDs needlessly consume resources and make load balancing and resource allocation planning more difficult. CME Group is committed to managing session IDs to ensure the best performance on CME Globex for our customers. The iLink session ID auto-delete process helps ensure these resources are managed proactively and consistently across the marketplace. Details on the process are available |