• COMEX and NYMEX Mock Trading Session Details - Effective October 10, 2009 and BLOCK Spread Reporting for CME/CBOT Trading Floor - Effective October 19, 2009

      • To
      • Quote Vendors
      • From
      • Market Data
      • #
      • Q2009-215
      • Notice Date
      • 24 September 2009
      • Effective Date
      • 10 October 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 for COMEX and on November 11, 2009 for NYMEX. In preparation of the migration, CME Group will be holding two mock trading sessions on the following Saturdays October 10, 2009 and October 17, 2009. We strongly advise all quote vendors to participate in these mock trading session s since this migration from the NYMEX flavor of ITC to the CME flavor of ITC is a hot cut. Please review the mock trading timeline along with additional information regarding the support of Block Spreads below.

       

      Mock Trading Sessions Time Line:

       

       

      During the mock trading sessions testing will include all major COMEX and NYMEX futures, options, outrights, and spreads products and with include an array of market data messages. If you have questions during the test, please contact 312.648.3653 or 312.930.8193.  Please provide us with your feedback after the test in an email to mdo@cmegroup.com.

       

      Mock Trading Sessions Time Line

      10-Oct-09

      ·          At 7:30 a.m. Central Time test data will be disseminated down the current NYMEX channel 44 (NYMEX version of ITC) and the new COMEX channel 245 (CME version of ITC) for about a half –hour. The purpose is to simulate how market data will be disseminated the week of November 2 during the migration of COMEX data to CME Group's version of ITC 2.1

      ·          At approximately 8:30 a.m. Central Time test data will be disseminated down the new NYMEX channel 244 and the new COMEX channel 245 (both in CME version of ITC)

      ·          At approximately 1:00 p.m. Central Time testing will be concluded

      17-Oct-09

      ·          This test will include CPC blocks and floor/ex-pit trades

      ·          At 7:30 a.m. Central Time test data will be disseminated down the current NYMEX channel 44 (NYMEX version of ITC) and the new COMEX channel 245 (CME version of ITC) for about a half-hour. The purpose is to simulate how market data will be disseminated the week of November 2 during the migration of COMEX data to CME Group's version of ITC 2.1

      ·          At approximately 8:30 a.m. Central Time test data will be disseminated down the new NYMEX channel 244 and new COMEX channel 245 (both in CME version of ITC)

      ·          At approximately 1:00 p.m. Central Time testing will be concluded

       

       

      Continued Support of Block Spreads for NYMEX/COMEX and Implementation of Block Spreads for CME/CBOT floor data:

       

      As a reminder, NYMEX/COMEX currently disseminates block spread data, example below:

       

      aN   LE 100410211235495Cb Block Strip         SR023 0004770+TM00100ABF NG  X09RV09                  F NG  H10NG10                  c

       

      These messages will continue to be supported when we migrate to the CME version of ITC, however the description will change to “RTH Block SPRD”.

       

      Effective October 19, 2009, CME Group will also begin supporting block spreads for CME and CBOT products. 

      Here is an example of this message:

       

      aM   LE E00000030843010Rb RTH BLOCK SPRD      BF032 0000001+TD0000002ABF DA  M101N10                  F DA  N10SN10               F DA  U091V09                  c

       

      Ticker Test Details

      We will send ticker tests for these new block spreads at approximately 5:00 p.m. on the following Fridays:  October 2, 2009 and October 9, 2009.

       

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

       

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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