Topics in this issue include:
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Critical System Updates |
FIX/FAST Market Data Platform Channel Changes Channel 11 - CME FX Futures
Channel 12 - CME FX Options
The change will not impact the volatility-quoted FX options on channel 6. Channel configuration information is available on the Expanded Security Definition Messages for User-Defined Spreads New tags for UDS Security Definition Messages
In addition, tag 600-LegSymbol, in the repeating group tag 555-NoLegs, will now identify the Symbol (tag 55) for each leg. Currently, tag 600 always contains [N/A]. The expanded Security Definition messages will be launched according to the following schedule:
There will be no template changes for this launch. The expanded Security Definition messages are currently available for customer testing in the New Release environment. |
New Functionality | |||||||||
Effective Sunday, November 21, 2010, fractional pricing information will be published on the FIX/FAST Security Definition (tag 35=d) messages for User-Defined Spreads (UDS) on CBOT, KCBT and MGEX agriculture options. Details on this enhancement is available in the Certification is not required and there are no new templates. Customers and system providers are encouraged to test the enhancements thoroughly in New Release.
COMEX, NYMEX, and DME Futures Enhancements
In internal testing environments, the enhancements for COMEX have resulted in significantly reduced message response times. Already among the fastest in the industry, this upgrade is expected to reduce iLink and FIX/FAST response times by an average of 30%. As a result of the reduced message response times, bandwidth utilization in these futures markets is expected to ultimately increase by as much as 30%. The messaging and functionality impacts are documented online in the CME Group recommends all system providers supporting NYMEX, COMEX or DME futures test these changes thoroughly in New Release. |
Product Changes | ||||||||
Trading in HG9, G9B, HS9 and S92 will terminate at 9:00 a.m. Central Time (CT) on Monday, November 15. The final settlement values are as follows:
At this time, there is no open interest in any of the futures or options for HG9, G9B, HS9 and S92. In addition, the next contract in all four sequences should be listed for trading on Monday, November 15:
FIX tag 55-Symbol Change for E-mini S&P SmallCap 600 (SMC)
The E-mini S&P SmallCap 600 (SMC) with the new tag 55 value will be available in New Release for customer testing this Monday, November 15. |
S&P Launches and Changes | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
New S&P Real-time Indices
New S&P Real Time Indices New S&P Real-time Indices
Revised ITC 2.1 Fractional Indicators
New S&P Real-time Indices
New S&P Real Time Indices New S&P Real-time Indices
With this migration, the following ITC 2.1 Specification changes will occur for all S&P indexes, which will be disseminated on MDP channel 109:
The new MDP Channel 109 and ITC 2.1 Specification changes will be available for customer testing in production parallel until February 25, 2011. On Monday, February 28, 2011, all S&P Indices will be disseminated solely on MDP channel 19. |
Events & Announcements |
Help us provide you with more relevant and meaningful E-mail communications. The survey will take no longer than 10 minutes to complete and upon completion, you will be entered into a drawing to win a $50 gift certificate to Amazon.com. CME Co-Location Services Details
If you are interested in having the lowest possible latency connection to the CME Globex platform, contact your
CME Co-Location Briefing Center Now Open For your convenience, the CME Co-Location Briefing Center is now open and located at 141 West Jackson in Chicago, IL. The Briefing Center includes displays of:
Conference room facilities are also available. To access the Briefing Center, an appointment is needed. Please contact your |