CME Globex Notices: December 09, 2013

CME Globex Performance Enhancements
Effective this Sunday, December 15 (trade date Monday, December 16), performance enhancements will be launched on the following CME Globex markets. With this launch, internal testing indicates:

• iLink latency will improve up to 30%.
• Per event, iLink fill notices (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2) will be published before or at the same time as the last market data trade message
• For each individual trade, iLink fill notices will be published before or at the same time as the associated market data trade messages

These enhancements are part of our ongoing efforts to provide best-in-class technology and service on CME Globex.

December 15, 2013

• NYMEX Non-Crude Energy futures; tag 1300=78
• NYMEX and COMEX Metals and Alternative Market futures; tag 1300=76

 KCBT Product Migration to CBOT
The migration of listed contracts from the Kansas City Board of Trade (KCBT) Designated Contract Market (DCM) to the Chicago Board of Trade (CBOT) DCM, scheduled for this Sunday, December 15 (trade date Monday, December 16) has been approved by the CFTC. The migration will occur as scheduled.

These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today. With this change, the value in tag 207-SecurityExchange and Market Data Platform channels will be updated as follows:

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

Please Note: For the December 15 launch, customers will not have to cancel their Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for KCBT futures and options. After 16:30 CT on Friday, December 13, all remaining GTC and GTD orders for these products will be moved to their respective new channels and retain their priority in the book. Customers are responsible for verifying their working orders and making modifications as needed during the pre-open on Sunday, December 15.

iLink Enhancement for BM&FBOVESPA and Mexder North to South Order Routing
Effective this Sunday, December 15 (trade date Monday, December 16), iLink BM&FBOVESPA and Mexder North to South order routing will support FIX tag 373-SessionRejectReason on the SessionLevelReject (tag 35-MsgType=3) messages. This tag will allow BM&FBOVESPA and Mexder North to South Order Routing customers to identify the reject reason.

Please Note: tag 373-SessionRejectReason will only be sent on the Session Level Reject message when customers submit BM&FBOVESPA and Mexder orders and the network is unavailable.

Tag 373 SessionRejectReason is currently available in New Release for customer testing.

 New Public Source IPs for Certification and New Release Environment
At customers’ requests to increase network flexibility, the Certification and New Release Environments will move from private to public source IPs for iLink, Drop Copy and FIX/FAST market data channels at the close of business on Friday, January 24, 2014. 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.

iLink

• Customers will receive the new public IPs for iLink via an AutoCert+ generated email on Wednesday, December 18, 2013. Subsequent email reminders will be sent prior to the close of business on Friday, January 24, 2014. If you require the new public IPs before Wednesday, December 18, 2013, please contact  Global Account Management or   Certification Support for Electronic Trading (CSET).

Drop Copy

• All testing Drop Copy ID in the Certification and New Release Environments will be deleted on Friday, January 24, 2014. Please contact  Global Account Management to obtain new Drop Copy IDs to access Drop Copy testing environments.

FIX/FAST Market Data Channels

• Port, multicast addresses, and source IPs for FIX/FAST market data channels are available in the config.xml file on the CME Group  FTP site. A new config.xml will be available for customer download in Certification and New Release starting Monday, December 16, 2013.

 New iLink Architecture in 2014
In 2014, CME Group will launch a new iLink architecture with design and network enhancements. The new architecture is designed to:

• Extend First In, First Out (FIFO) message handling from the trading engine to the order entry gateway
• Reduce variability
• Harden risk management for order entry bursts

Details on the new iLink Architecture roadmap can be found  online.

This release will be phased in as follows:

• January 26
  • New IPs for existing iLink sessions
• February 2
  • Phase 1: iLink Market Segment Gateway for Trade At Settlement (TAS) products
• March 14
  • New network architecture and hardware for order entry
• 2nd Half of 2014
  • Market Segment Gateways for all markets

Further details on each of these phases will be published in the CME Globex Notices.

 New IPs for Existing iLink Sessions
Effective Sunday, January 26, to prepare for the upcoming network changes, all production iLink session IPs that end in an even-numbered octet will be changed to an odd-numbered octet. Customers can determine their new IP by adding 13 to the last octet of their current IP. This  table lists the impacted current IPs and their new assigned IP. This change only affects production iLink IPs.

A telnet connectivity test for the new IPs will be offered Saturday, January 25. All impacted customers are encouraged to test their new configurations.

CME Group encourages customers to evaluate their session needs and delete any sessions that are no longer needed. Please contact your  Global Account Manager with any questions.

 Phase 1: iLink Market Segment Gateway
Effective Sunday, February 2 (trade date Monday, February 3), the new Phase 1 iLink Market Segment Gateway (MSGW) will launch in production. This new gateway will extend FIFO message handling to the gateway; currently, FIFO is assured at the trading engine only. In addition, these MSGWs leverage cutting-edge technology to provide the lowest latency solution. The current iLink gateways (Convenience Gateways) will continue to be supported.

With this launch, access to the TAS markets during the early minutes of the pre-open will be restricted to the new Phase 1 MSGW sessions. Five minutes before the market opens, TAS orders will be accepted through any iLink session.

New iLink sessions will be issued on the Phase 1 MSGW upon request, to a maximum of five new sessions per Executing Firm.

The new Phase 1 MSGW will be available for testing in New Release on Monday, December 16.

Contact your  Global Account Manager to request a new Production or New Release Phase 1 MSGW session.

New CME Globex Market Data Protocol
CME Group is introducing Market Data Platform (MDP) 3.0, a low latency and direct data access solution designed to improve customers’ ability to process and act on real-time price information. The protocol production dates will be announced in future CME Globex and Market Data Notices.

MDP 3.0 includes:

• Simple Binary Encoding (SBE); replaces the current FAST compression model
• FIX 5.0 (SP2) Market by Price messaging formats
• Event-driven market price and trade information
• Enhanced market state dissemination
• Increased timestamp granularity
• Trade identifier on both market data and order entry messages

The  client impact assessment provides detailed functionality and messaging information.

A new MDP 3.0 certification suite will be available in AutoCert+. Customer systems receiving market data via CME Globex must complete this mandatory certification.

MDP 3.0 functional specification is now available  online. The functional specification provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.

New test versions of MDP 3.0 template and PCAP (Packet Capture) test files are currently available  online . The PCAP files will contain sample MDP 3.0 packets of Incremental Refresh (tag 35-MsgType=X) and Security Definition (tag 35-MsgType=d) messages in binary format.

Please Note: These files are for customer testing only and are subject to change without customer notice.

Please contact your  Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

MDP 3.0 New Release Availability
Starting on Monday, November 11, MDP 3.0 will be implemented in New Release environment in  four phases. For each phase, specific MDP 3.0 channels and functionality will be available in the environment. The implementation will be cumulative therefore once a channel or type of functionality is available; it will remain in the environment.

With this release, CME Group will use new public multicast source IPs for the MDP 3.0 channels in the New Release environment. Customers must configure their firewall or network device to include the entire range of eligible addresses.

If you have any questions, please contact  Certification Support for Electronic Trading (CSET) in the U.S. +1 312 930 2322 or in Asia at +65 6593 5593 for assistance.

CME Europe on CME Globex
Pending regulatory approval, CME Europe markets will be available via CME Globex for iLink order routing and market data on a launch date to be determined. The launch date will be published in the CME Globex notice.

Only non-US customers are eligible to trade on CME Europe. Eligible customers who would like to trade CME Europe products must establish all appropriate agreements and accounts to be authorized to trade CME Europe products and clear through CME Clearing Europe.

The launch includes the following impacts:

• New  futures calendar spread type
  • For the 10 major currency pairs the SD spread type will not tick in a reduced increment from the outright contract.
  • All other currency pairs will have reduced calendar spreads
• New tag value to identify the exchange
• New products in FX Futures
• New market data channels to disseminate market data
• New streamlined Fix/Fast market data to publish block information

The  client impact assessment provides detailed functionality and messaging for customer systems interested in supporting CME Europe products via CME Globex.

Onboarding information is available  online.

A new CME Europe mandatory certification suite is currently available in AutoCert+. Customer systems that plan to support CME Europe via CME Globex must complete this certification.

The implementation is currently available in New Release for customer testing.

Please contact your  Global Account Manager for further information.

Canadian Light Sweet Oil (Net Energy) Index Futures
Effective this Sunday, December 15 (trade date Monday, December 16), Canadian Light Sweet Oil (Net Energy) Index Futures (tag 1151-SecurityGroup=CIL, tag 55-Symbol=RF) will be listed for trading on CME Globex.

The Canadian Light Sweet Oil (Net Energy) Index futures is currently available for customer testing in New Release.

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

 Natural Gas Fixed Futures
Effective Sunday, January 5 (trade date Monday, January 6), the following Natural Gas Fixed futures will be listed for trading on CME Globex.

These futures will be available in New Release for customer testing on Monday, December 16.

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

 Henry Hub Combo Futures
Effective Sunday, January 12 (trade date Monday, January 13), Henry Hub Combo futures will be listed for trading on CME Globex.

The Henry Hub Combo futures will be available in New Release for customer testing on Monday, December 16.

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

 PJM Western Hub Real-Time Off-Peak Calendar-Month 50 MW Options on Calendar Futures Strip
Effective Sunday, January 12 (trade date Monday, January 13), the following PJM Western Hub Real-Time Off-Peak Calendar-Month 50 MW Options on Calendar Futures Strip will be listed for trading on CME Globex.

This option will be available for customer testing in New Release on Monday, December 16.

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

Energy Future Strips Listing Cycle Expansion
Effective this Sunday, December 15 (trade date Monday, December 16), the cycle for the following energy futures strips will be expanded as follows:

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

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

 Energy Listing Cycle Expansion
Effective this Tuesday, December 17 (trade date Wednesday, December 18), the listing cycle for 48 energy futures will be expanded on CME Globex. Detailed information on the new listing rules is available  online.

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

 Petroleum Futures Listing Cycle Changes
Effective Sunday, December 22 (trade date Monday, December 23), the listing cycle for 28 petroleum futures will be expanded on CME Globex. The new listing cycle is available  online.

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

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

 Energy Future Strips Changes
Effective Sunday, January 5 (trade date Monday, January 6), tag 762-SecuritySubType value for   85 energy future strips will be modified from FS to SA.

These changes will be available for customer testing in New Release on Monday, December 16.

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

 Expansion of Strike Price Listings for Short Term Natural Gas Options
Effective Sunday, January 5 (trade date Monday, January 6), the strike price listing rules for Short Term Natural Gas options (tag 1151-SecruityGroup=U01-U31, tag 55-Symbol=TN) will be expanded on CME Globex to list strike prices ± 40 ATM in $0.025 intervals. Currently, strike prices are listed ± 10 ATM in $.05 intervals

This change will be available in New Release for customer testing on Monday, December 16.

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

FIX tag 55-Symbol Changes for Synthetic Futures
Effective Sunday, January 11, 2014, the values for FIX tag 55-Symbol for FIX/FAST for Synthetic futures will be changed. The complete list synthetic futures are available  online.

With this change, tag 1151-Security Group for MDP 3.0 will also change and will be available upon launch of MDP 3.0

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