CME Globex Notices: January 23, 2012
Topics in this issue include:
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Functionality iLink Enhancements for BM&FBOVESPA via CME Globex – February 5iLink Enhancement
for Order Handling Flag – Q2 2012
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Launches Snowfall Index Futures – February 12Henry Hub Natural Gas Last Day Physically-Delivered
Futures – February 12
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Changes FIX tag 55-Symbol Changes for Energy Futures and Future Spreads – PostponedFIX tag
55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads – February 26FIX tag
55-Symbol Changes for Natural Gas Basis Swap Futures – February 26
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Announcements Drop Copy Resend Process Enhancement – February 5CME Group New York Data Center
Access – Late 2012New Functionality iLink Enhancements for BM&FBOVESPA via CME Globex Effective
for Sunday, February 5, 2012, a number of iLink enhancements will be launched for the Brazilian
Mercantile and Futures Exchange/Sao Paulo Stock Exchange (BM&FBOVESPA) order routing solution.
These enhancements include:New supported order types for BM&FBOVESPA markets New supported FIX
tags Updated functionalityCustomer mock trading sessions will be offered this Saturday, January 28
and February 4. CME Group strongly encourages that all BM&FBOVESPA North-to-South order routing
customers and system providers participate in at least one of the mock trading sessions to ensure
their ability to trade BM&FBOVESPA products on CME Globex. Detailed information for the mock
trading session is now available
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online. Customers who plan to participate are requested to register with their Global Account
manager. The client impact assessment is now available
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online. The enhancements are currently available for customer testing in New Release.iLink
Enhancement for Order Handling Flag Effective second quarter 2012, in response to clearing firm
requests and in conjunction with a Futures Industry Association (FIA) initiative, iLink order
routing will launch support for FIX tag 1031-CustOrderHandlingInst. This tag will allow trading and
clearing firms to identify the source of any order. The value submitted on a new order in tag
1031-CustOrderHandlingInst will be passed through to the CME Clearing House at trade, and populated
on all FIXML trade confirmation and allocation messages. It will also be supported by the CME
Clearing House Give-up Payment System (GPS). When tag 1031-CustOrderHandlingInst is submitted on
the New Order (tag 35-MsgType= D), it will be returned on all associated Execution Reports (tag 35=
8).tag 1031-CustOrderHandlingInstTag FIX Name Req Valid Values Format Description1031
CustOrderHandlingInst N A = Phone simple B = Phone complex C = FCM-provided screen D =
Other-provided screen E = Client-provided platform controlled by FCM F = Client-provided platform
direct to exchange G = FCM API or FIX H = Algo Engine J = Price at Execution (price added at
Initial order entry, trading, middle office or time of give-up) W = Desk – Electronic X = Desk –
Pit Y = Client – Electronic Z = Client – Pit String (1) Defines source of original
orderFurther information on New Release testing and launch dates will be published as it is
available. Please contact the CME Clearing House at 312.207.2525 with any questions.Product
Launches Snowfall Index Futures Effective Sunday, February 12 (trade date Monday, February 13), the
following new monthly and seasonal strip Snowfall Index futures will be listed for trading on the
CME Globex.Monthly and Seasonal Strip Snowfall Index FuturesLocation tag 55-Symbol tag
1151-SecurityGroupMonthly Nov Strip Dec Strip Jan Strip Feb Strip Mar StripNewark International
Airport SB SK SKX SKZ SKF SKG SKHBaltimore-Washington International Airport SZ SZX SZZ SZF SZG
SZ2Columbus Port-Columbus International Airport ST STX STZ STF STG STHColorado Springs Municipal
Airport SC SC6 SCZ SCF SCG SC8Snowfall Index futures are geared to the amount of snowfall recorded
in a given month in a designated location. They provide a way toProtect revenues and manage risks
related to snowfall Accept the risks related to snowfall in exchange for possible profitThese
instruments will be available in New Release for customer testing on January 30. These contacts are
listed with, and subject to, the rules and regulations of CME.Henry Hub Natural Gas Last Day
Physically-Delivered Futures Effective Sunday, February 12 (trade date Monday, February 13), the
Henry Hub Natural Gas Last Day Physically-Delivered futures and future spreads will be listed for
trading on CME Globex. Calendar and intercommodity spreads will also be available.Henry Hub Natural
Gas Last Day Physically-Delivered FuturesProduct tag 1151-SecurityGroup tag 55-Symbol tag
762-SecuritySubTypeHenry Hub Natural Gas Last Day Physically-Delivered Futures MNG HX Henry
Hub Natural Gas Last Day Physically-Delivered calendar spreads SPHenry Hub Natural Gas Last Day
Physically-Delivered vs. Henry Hub Natural Gas Swap ISThis contract is listed with, and subject to,
the rules and regulations of NYMEX. These futures and spreads are currently available in New
Release for customer testing.Product Changes
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tag 55-Symbol Changes for Energy Futures and Future Spreads The following FIX tag 55-Symbol
changes, originally scheduled for Sunday, February 26, have been postponed.FIX tag 55-Symbol
Changes for Energy Futures and Future SpreadsFutures and Spreads Tag 1151-SecurityGroup Current tag
55-Symbol New tag 55-SymbolEuropean Gasoil (ICE) GLI OP CMNew York Harbor Ethanol QENREBCO RECrude
Volatility Index CVFGulf Coast Gasoline LRGulf Coast Harbor ULSD LUASCI Financial A0XIntercommodity
Spreads LR:LU
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tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads Effective Sunday,
February 26, the FIX tag 55-Symbol values for NYMEX Brent 25-Day (Platts) intercommodity spreads
will be changed as follows:FIX tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity
SpreadsFutures and Spreads Tag 1151-SecurityGroup Current tag 55-Symbol New tag
55-SymbolIntercommodity Spreads NBZ-CL, NBZ:C1 RB-NBZ FB IEIntercommodity Spreads NBZ-BZ FB
OPMarket Data Platform channels and implied functionality will not be impacted. These changes will
be available for customer testing in New Release on Monday, February 13.
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55-Symbol Changes for Natural Gas Basis Swap Futures Effective Sunday, February 26, the FIX tag
55-Symbol values for Natural Gas Basis Swap futures will be changed as follows:FIX tag 55-Symbol
Changes for Natural Gas Basis Swap FuturesFutures Tag 1151-SecurityGroup Current tag 55-Symbol New
tag 55-SymbolDemarc Basis Swap (Platts IFERC) Futures PE MX GXHouston Ship Channel Basis Swap
(Platts IFERC) Futures NHN GX NXNGPL Mid-Con Basis Swap (Platts IFERC) Futures NLVentura Basis Swap
(Platts IFERC) Futures PF MX NXPanhandle Basis Swap (Platts IFERC) Futures PHColumbia Gas TCO Basis
Swap (Platts IFERC) Futures TCMarket Data Platform channels and implied functionality will not be
impacted. To facilitate these changes, customers are asked to cancel all Good ‘Till Cancel (GTC)
and Good ‘Till Date (GTD) orders for the impacted futures after their close on Friday, February 24.
After 16:00 CT on Friday, February 24 all remaining GTC and GTD orders for these products will be
cancelled by the CME Globex Control Center (GCC). These changes will be available for customer
testing in New Release on Monday, February 13.Events & Announcements Drop Copy Resend Process
Enhancement Effective Sunday, February 5, 2012, Drop Copy will be enhanced to better support
customer resend processing. Currently, customers who have submitted an Application Resend Request
(tag 35-MsgType= BW) and have not yet received the Application Message Report (tag 35= BY) may not
send a FIX Resend Request (tag 35= 2). FIX Resend Requests are ignored in this scenario. With this
enhancement, customers will receive a Session Level Reject (tag 35= 3) when submitting a FIX Resend
Request while an Application Resend Request is in process. For more information, please see the
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Drop Copy Client Impact Assessment. This messaging enhancement is currently available for customer
testing in New Release.
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New York Data Center Access In the second half of 2012, CME Group will launch the New York Data
Center (NYDC) to support business continuity and disaster recovery. The NYDC will house
out-of-region CME Globex and CME Clearing applications to protect against a regional event that
affects the Chicago metropolitan area.During a regional DR event, customers who connect from
outside the Chicago metropolitan area will be routed to the NYDC automatically. Customers who
connect from within the Chicago metropolitan area only can leverage a new connectivity solution
called
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CME NYDR VPN to connect to the NYDC. Detailed information regarding accessing the NYDC is
available
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online. Please contact your
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Global Account Manager at 312-634-8700, in Europe at 44-203-379-3754, or in Asia at 65-6593-5574
for further information.


