Please Note: For the December 8 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 6, 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 8.
|
These changes are 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
Drop Copy
FIX/FAST Market Data Channels
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:
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.
New Functionality |
CME Europe on CME Globex 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:
The Onboarding information is available 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 |
Product Changes | ||||||||||||||||||||
Fuel Futures Listing Cycle Change
|
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 Listing Cycle Expansion
Effective this Tuesday, December 3 (trade date Wednesday, December 4), the listing cycle for 55 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.
GBP/USD Options Strike Price Increment Change
Effective Sunday, December 8 (trade date Monday, December 9), the strike price increment for GBP/USD options (tag 1151-SecurityGroup=6B; tag 55-Symbol=XB) will be reduce from 100 points to 50 points on CME Globex.
With these changes, the listing rules will be expanded from ± 24 ATM to ± 48 ATM for all trading maturities.
These changes are currently available in New Release for customer testing.
These contracts are listed with, and subject to, the rules and regulations of CME.
Brent Futures & Option Last Trade Change
Effective Sunday, December 8 (for trade date Monday December 9), the last trading day will be modified for Brent crude oil futures and options starting with the March 2016 maturity on CME Globex. With this change, the settlement price calculations will be also be modified starting with the March 2016 maturity.
Detailed information on these changes is available online.
These changes are currently available in New Release for customer testing.
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 will be available in New Release for customer testing for FIX/FAST and MDP 3.0 on Monday, December 9.