CME Globex Notices: January 30, 2012

 iLink Enhancements for BM&FBOVESPA via CME Globex
 

The previously announced iLink Enhancements for BM&FBOVESPA via CME Globex have been rescheduled to Sunday, February 12.

In addition, BM&FBOVESPA markets will not support the following order types:

• Market Order with Protection
• Stop Order with Protection

A customer mock trading session will be offered on February 11. CME Group strongly encourages that all BM&FBOVESPA North-to-South order routing customers and system providers participate in the mock trading session to ensure their ability to trade BM&FBOVESPA products on CME Globex. Customers who plan to participate are requested to register with their Global Account Manager. More information will be available in the CME Globex Notices.

The client impact assessment is now available  online. The enhancements are currently available for customer testing in New Release.

iLink Enhancement for Order Handling Flag
Effective second quarter 2012, in response to clearing firm requests and in conjunction with a Futures Industry Association (FIA) initiative, iLink order routing will launch support for FIX tag 1031-CustOrderHandlingInst. This tag will allow trading and clearing firms to identify the source of any order.

The value submitted on a new order in tag 1031-CustOrderHandlingInst will be passed through to the CME Clearing House at trade, and populated on all FIXML trade confirmation and allocation messages. It will also be supported by the CME Clearing House Give-up Payment System (GPS).

When tag 1031-CustOrderHandlingInst is submitted on the New Order (tag 35-MsgType=D), it will be returned on all associated Execution Reports (tag 35=8).

Further information on New Release testing and launch dates will be published as it is available. Please contact the CME Clearing House at 312.207.2525 with any questions.

Snowfall Index Futures
Effective Sunday, February 12 (trade date Monday, February 13), the following new monthly and seasonal strip Snowfall Index futures will be listed for trading on the CME Globex.

Snowfall Index futures are geared to the amount of snowfall recorded in a given month in a designated location. They provide a way to

• Protect revenues and manage risks related to snowfall
• Accept the risks related to snowfall in exchange for possible profit

These instruments are currently available for customer testing in New Release.

These contacts are listed with, and subject to, the rules and regulations of CME.

Henry Hub Natural Gas Last Day Physically-Delivered Futures
Effective Sunday, February 12 (trade date Monday, February 13), the Henry Hub Natural Gas Last Day Physically-Delivered futures and future spreads will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

This contract is listed with, and subject to, the rules and regulations of NYMEX.

These futures and spreads are currently available in New Release for customer testing.

 Expansion of New York Harbor No. 2 Heating Oil Options
Effective Sunday, February 12 (trade date Monday, February 13), the listing cycle for the following New York Harbor No. 2 Heating Oil options will be expanded as follows:

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

FIX tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads
Effective Sunday, February 26, the FIX tag 55-Symbol values for NYMEX Brent 25-Day (Platts) intercommodity spreads will be changed as follows:

Market Data Platform channels and implied functionality will not be impacted.

These changes will be available for customer testing in New Release on Monday, February 13.

FIX tag 55-Symbol Changes for Natural Gas Basis Swap Futures
Effective Sunday, February 26, the FIX tag 55-Symbol values for Natural Gas Basis Swap futures will be changed as follows:

Market Data Platform channels and implied functionality will not be impacted.

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures after their close on Friday, February 24. After 16:00 CT on Friday, February 24 all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

These changes will be available for customer testing in New Release on Monday, February 13.

 Drop Copy Resend Process Enhancement
Effective this Sunday, February 5, 2012, Drop Copy will be enhanced to better support customer resend processing.

Currently, customers who have submitted an Application Resend Request (tag 35-MsgType=BW) and have not yet received the Application Message Report (tag 35=BY) may not send a FIX Resend Request (tag 35=2). FIX Resend Requests are ignored in this scenario.

With this enhancement, customers will receive a Session Level Reject (tag 35=3) when submitting a FIX Resend Request while an Application Resend Request is in process.

For more information, please see the   Drop Copy Client Impact Assessment.

This messaging enhancement is currently available for customer testing in New Release.

CME Group New York Data Center Access
In the second half of 2012, CME Group will launch the New York Data Center (NYDC) to support business continuity and disaster recovery. The NYDC will house out-of-region CME Globex and CME Clearing applications to protect against a regional event that affects the Chicago metropolitan area.

Detailed information regarding accessing the NYDC is available  online.

A network ping test will be offered to in- region customers that have subscribed to CME NYDR VPN this Saturday, February 4. Customers who plan to participate are requested to register with their   Global Account Manager.

Please contact your  Global Account Manager at 312-634-8700, in Europe at 44-203-379-3754, or in Asia at 65-6593-5574 for further information.