• Important: Updated Schedule NYMEX ITC 2.1 Transition to CME Group's Version of ITC 2.1 - Effective November 2, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-180
      • Notice Date
      • 24 September 2009
      • Effective Date
      • 09 November 2009
    •   

      As previously, announced NYMEX’s version of ITC 2.1 will be replaced with CME Group’s version of ITC 2.1. On November 2, 2009, CME Group will begin a two-part decommission phase of NYMEX’s version ITC 2.1. Please review the timeline below which outlines ticker test, mock trading sessions and transition dates.

       

      NYMEX ITC 2.1 Transition Timeline:   

       

      August 2009

      24-Aug 

      Settlements prices will be disseminated daily in parallel for COMEX, NYMEX and non-Globex DME channels (both current and new channels) 

      31-Aug

      Decommission of CME ClearPort Trading

      September 2009

      11-Sep 

      NYMEX & DME Non-Globex Ticker Test  #1

      12-Sep

      NYMEX & DME Test Data  #1

      18-Sep

      NYMEX & DME Non-Globex Ticker Test  #2

       19-Sep

      NYMEX & DME Non-Globex Test Data #2

      25-Sep

      NYMEX & DME Non-Globex Ticker Test  #3 at approximately 5:00 p.m. Central Time

       26-Sep

      NYMEX & DME Non-Globex Test Data #3 at approximately 8:00 a.m. Central Time

      28-Sep

      COMEX volume and open interest  messages will be disseminated in parallel down the COMEX channels - (both current and new channels)

      October 2009

      5-Oct

      NYMEX volume and open interest messages and volume & open interest will be disseminated in parallel down the NYMEX channels  - (both current and new channels)

      10-Oct

      COMEX & NYMEX Mock Trading Session  #1 from approx. 7:30 a.m. to 1:00 p.m. Central Time

      17-Oct

      COMEX & NYMEX Mock Trading Session  #2 from approx. 7:30 a.m. to 1:00 p.m. Central Time

      19-Oct

      COMEX & NYMEX block trade messages will be disseminated in parallel down the COMEX channels – (both current and new channels)

      November 2009

      2-Nov

      **COMEX Floor Futures & Options data transitioned to CME Group’s version of ITC 2.1

      9-Nov

      **NYMEX Floor Futures & Options along with DME Non-Globex data transitioned to CME Group’s version of  ITC 2.1

       

      **Effective with these dates the NYMEX version of ITC 2.1 and corresponding MDP channels for COMEX, NYMEX, and DME Non-Globex will no longer be available.

       

      In addition, settlement prices may be disseminated after the start of a new trade date and will include the appropriate message day code.

      Decommission of CME ClearPort Trading

       

       

       

      Effective August 30, 2009, (trade date August 31) all products currently listed on the CME ClearPort Trading (CPT) venue will be migrated to the NYMEX trading floor and will be tradable as outrights or strips. The last trade date for products listed on CPT and usage of the Session ID of T will be Friday, August 28, 2009. All CPT products migrating to the NYMEX trading floor will be disseminated down MDP channel 44 using a Session ID of F with settlements, volume and open interest messages will be disseminated with a blank Session ID over MDP channel 44. In addition, settlements for these products will also be disseminated in parallel down the NYMEX Floor MDP channel 244 with an Exchange ID of N and a Session ID of R.

       

      On November 9, 2009, all market data will be disseminated solely down the new NYMEX channel 244 with Exchange ID of N and a Session ID of R. Please review the complete list of products affected “Products Migrating from CPT to the Floor”.

       

      Please Note: The existing commodity codes for the contracts currently listed on CPT will not be affected. Products listed for clearing on CME ClearPort Clearing and for trading on CME Globex will also not be affected.

       

       

      ITC 2.1 Comparison

      For your convenience, we have created an ITC 2.1 comparison document, which provides details regarding the NYMEX’s version of ITC 2.1 and the final state of CME Group version of ITC 2.1. The CME Final State column reflects the additional messages types, which will be reflected in CME Group’s version of ITC 2.1 these changes will affect all consumers of CME Group ITC 2.1 market data. Please review the ITC 2.1 Comparison

      New Channel, IP’s and Ports

      Channel Name

      Channel Number

      Channel Type

      Feed

      Multicast

      Port

       

      NYMEX Floor

      244

      Incremental

      A

      233.72.75.1

      10286

       
       

      NYMEX Floor

      244

      Replay

      A

      233.72.75.2

      10287

       
       

      NYMEX Floor

      244

      Incremental

      B

      233.72.75.64

      10288

       
       

      NYMEX Floor

      244

      Replay

      B

      233.72.75.66

      10289

       
       

      COMEX Floor

      245

      Incremental

      A

      233.72.75.4

      10290

       
       

      COMEX Floor

      245

      Replay

      A

      233.72.75.6

      10291

       
       

      COMEX Floor

      245

      Incremental

      B

      233.72.75.68

      10292

       
       

      COMEX Floor

      245

      Replay

      B

      233.72.75.70

      10293

       
       

      DME Non-Globex Floor

      229

      Incremental

      A

      233.72.75.9

      10294

       
       

      DME Non-Globex Floor

      229

      Replay

      A

      233.72.75.39

      10295

       
       

      DME Non-Globex Floor

      229

      Incremental

      B

      233.72.75.79

      10296

       
       

      DME Non-Globex Floor

      229

      Replay

      B

      233.72.75.81

      10297

       
       

       

      Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.