CME Globex Notice: June 11, 2012

Changes to Source IPs for the Market Data Platform B Feed for Non-GLink Connections
Effective this 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 this 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 Global Command Center directly at 312.456.2391.

Green Exchange Product Migration to NYMEX Available in New Release
As previously announced, CME Group anticipates in the near future migrating all GreenX products to a CME Group exchange, delisting them from the Green Exchange and listing them on the NYMEX exchange. The date of this migration is dependent upon receipt of an order from the CFTC permitting such a migration.

These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today, however the value in tag 207-SecurityExchange will be updated from GREE to XNYM.

Market data for these products will continue to be available on the current FIX/FAST channels:

• Channel 18 – NYMEX emissions futures (currently known as Green Exchange futures)
• Channel 19 - NYMEX emissions options (currently known as Green Exchange options)

These products will be available with the new tag 207 value XNYM for customer testing in New Release this Monday, June 18. The production launch date will be announced in the CME Globex Notices as soon as it is available.

  FIX/FAST Operators Release
Based on customer feedback, the removal of the operators from CME FX futures channels 11 and 60 in the production environment, previously scheduled for Sunday, June 3, has been postponed to Sunday, July 1.

The life cycle of the FIX/FAST protocol, including streamlined FIX/FAST, is rapidly approaching its end as an industry standard in the United States. †The OPRA connected exchanges are eliminating FIX/FAST entirely by the end of this year. Given the increased availability of bandwidth as well as high speed connections such as co-location, compression has become less critical. In the short term, we are removing certain field operators (copy, default, delta and increment) from our data feed. In the longer term, CME Group continues to evaluate a next generation market data protocol.

These operators will be removed from all production FIX/FAST and streamlined FIX/FAST channels on the Market Data Platform by Sunday, November 4, 2012. A detailed schedule of the remaining channels is now available  online.

New templates will be required for the impacted channels. The new templates are currently available in New Release and Production. CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup. More information on template management is available in the  Client Systems Wiki.

These changes are currently available on all FIX/FAST channels in the New Release environment.

As a result of this launch, bandwidth utilization over the Market Data Platform will ultimately increase. CME Group is contacting customers who may have over-subscription risk.

†Please note: CME Group is not a member of the Options Pricing Reporting Authority (OPRA).

CME Globex Performance Release
 

This release also features iLink messaging changes. Detailed information on this launch, including impacts and launch schedules, is available in the  Client Impact Assessment.

The FIX/FAST launch will be phased in over 5 weekends, August 26 through October 7, during which the source IPs for each channel will change. The iLink launch will feature an Early Adopter period, October 7 through October 12, and a production launch Sunday, October 14. All iLink sessions must migrate to new IPs and ports in order to access the new high performance production environment.

Customers who wish to participate during the Early Adopter phase must select the sessions that will be migrated and inform their  Global Account Manager no later than Wednesday, October 3. Please note: To minimize the risk of business interruptions, CME Group strongly recommends that customers participating during the early adopter phase direct no more than 20% of their sessions to the new IPs and ports.

Customer certification is not required, but CME Group strongly recommends all system providers test these changes thoroughly in New Release. Good 'Till Cancelled and Good 'Till Date (GTC/GTD) orders will not be impacted.

Please contact your  Global Account Manager with any questions or concerns at 312 634 8700, in Europe at 44 203 379 3754, or in Asia at 65 6593 5574 for additional information.

iLink Enhancement for Cancel Type Indicator
Effective Sunday, July 1, 2012 (trade date Monday, July 2), iLink order routing will support a new FIX tag 378-ExecRestatementReason on the Execution Reports for order eliminations (tag 35-MsgType=8, tag 39-OrdStatus=4) messages. This tag will indicate the source of the elimination request.

Tag 378-ExecRestatementReason is currently for customer testing in New Release.

 iLink Enhancements for MexDer Markets via CME Globex
Effective Monday, July 23, 2012, the MexDer, Mercado Mexicano de Derivados Risk Management Gateway (RMG) will be available to MexDer’s clearing firms for risk management of North- to- South order routing customers via CME Globex.

The RMG provides MexDer clearing firms with a backstop risk management tool that allows for the administration of limits on the accumulation of exposure in MexDer markets. Please contact  MexDer for more information on the RMG.

With this launch, iLink messaging will be impacted. The iLink messaging behavior changes will be available for customer testing in New Release on Monday, July 2.

The  client impact assessment provides detailed iLink message behavior changes for customer systems supporting MexDer products via Globex.

A mock trading session will be held on Saturday, July 21. Please contact your  Global Account Manager for further information.

E-mini Yen Denominated Nikkei Stock Average Index Futures
Effective this Sunday, June 17 (trade date June 18), the E-mini Yen Denominated Nikkei Stock Average Index futures (tag1151-SecurityGroup= ENY, tag 55-Symbol=N1) will be listed for trading on CME Globex.

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

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

Crude Oil vs. NYMEX Brent 25-Day (Platts) Intercommodity Spread
Effective this Sunday, June 17, (trade date Monday, June 18), the following intercommodity Crude Oil vs. NYMEX Brent 25-Day (Platts) futures spread will be listed for trading on CME Globex.

This spread replaces the currently listed NYMEX Brent 25-Day (Platts) vs. Crude Oil intercommodity spread (tag 11510-SecurityGroup=NBZ, tag 55-Symbol=IE).

The new intercommodity spread is currently available for customer testing in New Release.

Bursa Malaysia Derivative Options on Crude Palm Oil Futures (OCPO)
Effective Sunday, July 15 (trade date Monday, July 16), pending Malaysian Securities Commission approval, Bursa Malaysia Derivative will list options on Crude Palm Oil futures (tag 1151-SecurityGroup=OCPO) for trading on CME Globex.

This product introduces a new format for tag 107-SecurityDesc (Example: OCPOJUL120335000C), as detailed below:

The new option product and naming convention will be available for customer testing in New Release on Monday, June 18.

Please note: tag 107-SecurityDesc will remain unchanged for all other Bursa Malaysia Derivative futures and options.

Delisting of NYMEX Brent 25-Day (Platts) vs. Crude Oil Intercommodity Spread
Effective this Sunday, June 17, (trade date Monday, June 18), the NYMEX Brent 25-Day (Platts) vs. Crude Oil intercommodity spread (tag-1151 SecurityGroup=NBZ, tag 55-Symbol=IE) will be delisted from CME Globex.

The new intercommodity Crude Oil vs. NYMEX Brent 25-Day (Platts) futures spread (tag 1151-SecurityGroup=CL, tag 55-Symbol=IE) will replace this spread.

The delisting of this intercommodity spread is currently available for customer testing in New Release.

Expansion of Listings for Nikkei 225 Dollar Futures
Effective this Sunday, June 17 (trade date Monday, January 18), CME Group will expand the listing of Nikkei 225 Dollar futures (tag-1151 SecurityGroup=NKD, tag 55-Symbol=NK) on CME Globex by adding 2 additional quarterly contract months, for a total of 4 quarterly contracts. Currently, only 2 quarterly contracts are listed.

The new future quarterly contracts are currently available for customer testing in New Release.