FIX/FAST 2.0 Launch Update - Effective June 6, 2010

Effective this Sunday, June 6, 2010, CME Globex market data will be disseminated exclusively in FIX/FAST 2.0 format. This launch introduces a number of customer-requested enhancements to support trading and market data strategies. A subset of Market Data Platform channels are currently available in production for parallel testing.

The FIX/FAST 2.0 format is not backward-compatible to the current FIX/FAST format. Even if a customer does not want to take advantage of these enhancements, to ensure uninterrupted access to CME Globex market data, all current customer systems are required to develop to FIX/FAST 2.0 and complete mandatory certification via AutoCert+.

FIX/FAST 2.0 is currently available for customer testing in the New Release environment and on the parallel Market Data Platform channels in production. Information on this release can be found online in the FIX/FAST 2.0 Client Impact Assessment.

Mock Trading Sessions

A final mock trading session with FIX/FAST 2.0 in the CME Globex production environment will be offered this Saturday, June 5, 9:00 - 10:00 a.m. Central time. An overview of the mock trading session is now available. Customers must register online to participate. All production Market Data Platform channels will be available during the June 5 mock trading session.

The mock session overview has been updated with new information for the June 5 session. CME Group encourages all participants to review the updated overview.

Launch Announcements:

Following the mock trading session this Saturday, June 5, any updates will be sent via normal CME Group messaging. Contact your Global Account Manager with any questions.

Order Book Resets in New Release:

In response to customer requests, the order books on the following channels are reset every Tuesday and Thursday at 9 a.m. Central time.

This allows customers to test their systems for both the current and the new order book reset functionality in New Release prior to the FIX/FAST 2.0 launch on June 6. The Order Book Reset function is one of the tests required for the mandatory FIX/FAST 2.0 certification.

·         Order Book Reset on Market Data Platform channels 7 and 8 - Equity futures and options

o   FIX/FAST 2.0 reset method with tag 269 = J

·         Order Book Reset on Market Data Platform channel 9 - Interest Rate futures

o   Current FIX/FAST reset method

Both the current and new order book reset methods are detailed in the FIX/FAST 2.0 Client Impact Assessment.

For questions, please contact CSET at 312.930.2322.