• CME Globex Notices: April 23, 2012

      • To
      • CME Globex Customers
      • From
      • Global Account Management
      • #
      • 201204023
      • Notice Date
      • 23 April 2012
    • Topics in this issue include:
      Critical System Updates
      New Functionality
      Product Launches
      Product Changes
      Events and Announcements
      Critical System Updates

      Changes to Source IPs for the Market Data Platform B Feed for Non-GLink Connections
      Effective Sunday, June 17, 2012, CME Group will be changing multicast source IPs for the B feed only for non-  GLink connections. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port, multicast addresses, and source IPs for each Market Data Platform channel are available in the config.xml file on the  FTP site as outlined in the Core Functionality of the  FIX/FAST SDK.

      Market data will be broadcast on all CME Group FIX/FAST channels in the production environment for customer testing on Saturday, June 16. Market data will be broadcast from the new B feed source IPs.

      • 8:30 - 9:00 a.m. CT: Connectivity testing
      • 9:00 - 10:00 a.m. CT: FIX/FAST market data replay

      As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

      If you have any questions or concerns, please contact your  Global Account Manager. If you experience any connectivity issues, please contact the CME Globex Control Center directly at 312.456.2391.
      New Functionality

      iLink Enhancements for MexDer via CME Globex
      The previously announced iLink Enhancements for Mercado Mexicano de Derivados (MexDer) North- to- South order routing solution have been rescheduled to this Sunday, April 29.

      These enhancements include:

      • Implementation of new Cancel/Replace Request rules
      • Acknowledgements for Account, Price or Quantity changes
      • Mandatory In Flight Mitigation (IFM) for all MexDer products
      • Message flow for Cross Orders

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

      iLink Enhancement for Order Handling Flag
      Effective Sunday, June 3, 2012 (trade date Monday, June 4), 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).

      tag 1031-CustOrderHandlingInst
      Tag FIX Name Req Valid Values Format Description
      1031 CustOrderHandlingInst N A = Phone simple
      B = Phone complex
      C = FCM-provided screen
      D = Other-provided screen
      E = Client-provided platform controlled by FCM
      F = Client-provided platform direct to exchange
      G = FCM API or FIX
      H = Algo Engine
      J = Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)
      W = Desk – Electronic
      X = Desk – Pit
      Y = Client – Electronic
      Z = Client – Pit
             		 String (1) Defines source of original order

      Tag 1031 is currently available in New Release for customer testing.

      Please contact the CME Clearing House at 312.207.2525 with any questions.
      Product Launches

      GreenX Emission Reduction Unit (ERU) Future & Options
      Effective this Sunday, April 29 (trade date Monday, April 30), the Green Exchange Emission Reduction Unit (ERU) futures and options will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

      GreenX Emission Reduction Unit (ERU) Future & Options
      Product tag 1151-SecurityGroup tag 55-Symbol
      Emission Reduction Unit (ERU) Futures REU VX
      Emission Reduction Unit (ERU) Options ERO GY
      ERU Futures vs. In Delivery Month European Union Allowance(EUA)Futures Intercommodity Spread REU VX
      ERU Futures vs. In Delivery Month CER Futures Intercommodity Spread REU
      ERU Futures vs. Certified Emission Reduction Plus (CERplusSM) Futures Intercommodity Spread REU

      These contracts are listed with, and subject to, the rules and regulations of GreenX. All transactions will be available for clearing through CME Clearing.

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

      NEW Implied Inter-Exchange MGEX-CBOT Futures Spread
      Effective Sunday, May 20 (trade date Monday, May 21), the following implied inter-exchange MGEX-CBOT Wheat futures spread (tag1151-SecurityGroup=MWE, tag 55-Symbol=MB, tag 207-SecurityExchange=MGCB) will be listed on CME Globex.

      The inter-exchange spread will use the value IS in tag 762-SecuritySubType.

      The spread instrument is only sent on the inter-exchange spread channel (801). The legs are only sent on their respective market data platform channels. Further details are available in the   Product Specific Functionality.

      This inter-exchange spread will be available for customer testing in New Release on Monday, April 30.

      NEW Nasdaq End-of-Month Options
      Effective Sunday, May 20 (trade date Monday, May 21), the following Nasdaq End-of-Month (EOM) options will be listed for trading on CME Globex.

      Nasdaq End-of-Month Options
      Options tag 1151-SecurityGroup tag 55-Symbol
      Nasdaq 100 End-of-Month Options DNE XH
      E-mini Nasdaq 100 End-of-Month Options QNE NW

      Please Note: The Nasdaq 100 End-of-Month options (tag 1151-SecurityGroup=QNE) will be available for trading from Sunday 5:00 p.m. – 8:15 a.m. Central Time (CT), Monday – Thursday 3:30 p.m.-8:15 a.m. (CT) only.

      With this launch, the week 5 of the Nasdaq 100 Weekly options (tag 1151-SecurityGroup=DN5) and E-mini Nasdaq 100 Weekly (tag 1151-SecurityGroup=QN5) options will no longer be listed for trading.

      The Nasdaq End-of-Month options will be available for customer testing in New Release on Monday, April 30.

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

      NEW Bursa Malaysia Derivative Options on CME Globex
      Effective Sunday, May 20 (trade date Monday May 21), pending Malaysian Securities Commission approval, the options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) futures (tag 1151-SecurityGroup=OKLI) will be listed on CME Globex. With this contract, the spot month, the next month and the following two calendar quarterly months will be listed. Market data will be distributed on channel 23 of the Market Data Platform.

      Options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) Futures
      Product tag 1151-SecurityGroup tag 55-Symbol(Outrights) tag 55-Symbol(UDS)
      KLCI Options OKLI BO BU

      The new option will be available for customer testing in New Release on Monday, May 7.

      NEW Black Sea Wheat Futures
      Effective Tuesday, June 5 (trade date Wednesday, June 6), Black Sea Wheat futures (tag 1151-SecurityGroup=BSW, tag 55-Symbol=BW) will be listed for trading on CME Globex.

      Please Note: The Security Definition (tag 35-MsgType=d) will be made available on Sunday, June 2.

      Black Sea Wheat futures will provide risk management and bring price discovery to the growing Black Sea region. This contract will have physical delivery at designated ports in Russia, Ukraine, and Romania.

      The Black Sea Wheat futures will be available for customer testing in New Release on Monday, April 30.

      This contact is listed with, and subject to, the rules and regulations of CBOT.
      Product Changes

      Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index
      On Friday, April 13, NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index futures and TAS contracts were delisted. The Security Definition (tag 35-MsgType=d) will continue to be available on CME Globex through Friday, April 27.

      Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index Futures
      Product tag 1151-SecurityGroup
      NYMEX Crude Oil Backwardation/Contango (B/C)Index Futures XKN
      NYMEX Crude Oil MACI Index Futures XCN
      NYMEX Crude Oil MACI Index TAS XCT

      These changes will be available for customer testing in New Release on Monday, April 23.

      Expansion of New York Harbor ULSD Heating Oil Futures and Options
      Effective this Sunday, April 29 (trade date Monday, April 30), the listing cycle for the following New York Harbor ULSD Heating Oil futures and associated options will be expanded as follows:

      Expansion of New York Harbor ULSD Heating Oil Futures and Options
      Product tag 1151-SecurityGroup tag 55-Symbol Current Listing Cycle New Listing Cycle
      New York Harbor ULSD Heating Oil Futures HO CL Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil Options OH OH Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil Crack Spread Options CHY XZ Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil 1 Month CSO FAY XZ Through March 2013 Current year plus 3 years

      These changes will be available for customer testing in New Release on Monday, April 23.

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

      NEW Introducing Client Systems Wiki
      On Monday, May 7, 2012, CME Group will introduce the new Client Systems Wiki, a user-friendly and comprehensive information repository for client system development to CME Globex. The Client Systems Wiki presents technical information for order entry, market data, risk management tools, and electronic trading business concepts.

      The following customer documentation will be available via the Client Systems Wiki.

      The existing PDF-formats customer documentation will be retired and no longer available as of Friday, June 1, 2012.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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