• Volatility Quoted FX Options to be Listed for Trading March 9, 2008 - Updated Information Regarding Initial Settlement Prices and MDP IP Addresses and Ports

      • To
      • Market Data Distributors
      • From
      • Market Data Operations
      • #
      • Q2008-047
      • Notice Date
      • 05 March 2008
      • Effective Date
      • 09 March 2008
    • As a reminder, on Sunday, March 9, 2008, Volatility-Quoted FX Options will begin trading on CME Globex®. The following provides information regarding an initial settlement price file and MDP IP addresses and ports.
       
      Initial Settlement Price File
       
      Beginning Friday, March 7, 2008, CME Group will begin transmitting settlement prices for Volatility – Quoted FX Options, in anticipation of the commencement of trading of Volatility-Quoted options on Sunday, March 9.
       
      Quote vendors are encouraged to capture, process and disseminate this initial settlement price file to ensure that “Net Change” information on the Volatility-Quoted FX Options is accurate at the opening on Sunday, March 9, 2008.
       
      MDP IP Addresses and Ports
       
      Market Data Platform Channel information for Volatility-Quoted FX Options are as follows:
       
      Message Type                                        MDP Channel
      ITC 2.1 Market Data                                         214
      RLC Market Data                                               6
       
      The following table details IP Address and Port information:
       
       
       
      Production MDP A
      Data (A)
       
      Replay (A)
       
      Channel
      Definition
      Address
      Port
      Address
      Port
      6
      Volatility Quoted Options
      233.119.160.6
      10006
      233.119.160.7
      10007
      6
      Volatility Quoted Options MO Messages
      233.119.160.8
      10008
      233.119.160.9
      10009
      214
      Volatility Quoted Options (ITC 2.1)
      233.119.160.10
      10010
      233.119.160.11
      10011
       
       
       
       
       
       
       
      Production MDP B
      Data (B)
       
      Replay (B)
       
      Channel
      Definition
      Address
      Port
      Address
      Port
      6
      Volatility Quoted Options
      233.119.160.70
      10070
      233.119.160.71
      10071
      6
      Volatility Quoted Options MO Messages
      233.119.160.72
      10072
      233.119.160.73
      10073
      214
      Volatility Quoted Options (ITC 2.1)
      233.119.160.74
      10074
      233.119.160.75
      10075