IT Information - Genium INET release 4.0201 launch on March

This message contains important information regarding the Genium INET upgrade to 4.0201 for

NASDAQ OMX Commodities. Members and ISVs are advised to analyze this information and its possible impact on member´s technical interfaces to the Exchange or Clearinghouse.

Genium INET will be upgraded to version 4.0201 during the weekend 15-16 March, 2014.

Genium INET Infrastructure Changes NASDAQ OMX is upgrading to a faster infrastructure which will reduce the latency of all broadcast including BO5 and BD70. To this, the structure of the Match ID and the maximum size of the OMnet API broadcasts will change as described in the Changes to NASDAQ OMX Infrastructure document attached.

It is of great importance that members, 3rd party application developers review the attached document which contains the full description of the changes. In connection to the changes on MatchID, members are recommended to upgrade their Trading Workstations in order to still be able to reconcile leg trades in the outright symbols from matched combination orders with the combination order book symbol, as well as with each other.

Intra-day funding of ICA Accounts For members who act as a clearing broker, it will be possible to post excess collateral into a specific account in the member´s name. This account is segregated from the house business and can only be used to cover client´s intraday margin requirement. The collateral on this account can be used to cover several ICA-accounts exposure, for example if the member funds 100 million intraday all ICA accounts linked to the intraday funding account can take on an aggregated margin requirement of 100 million.

• Changes to Clearing Workstation 1
  • New column in Clearing Workstation 1 in Account Details window: Intraday Funding Account.  
  • New propagation Types: Intraday Funding, and Base Collateral in Account Propagation window.  
  • The Interface file for account will include new information about “Intraday Funding” propagation.  
  • New Column to show Collateral information

• Changes to Clearing Workstation
  • New column in Clearing Workstation 2 in Account Details window: Intraday Funding Account.  
  • New propagation Types: Intraday Funding, and Base Collateral in Account Propagation window.  

• OMnet Impact Changes to external OMnet transactions, CQ128 and FQ16, were implemented in Genium INET 3.0201 :
  •   CQ128 – Changes in Answer CA128: New struct: cl_account_intraday_funding_api  
  • FQ16 – Changes in answer FA1: New struct: deficit_to_cover    

NASDAQ OMX Commodities SPAN ^® file changes NASDAQ OMX Commodities will launch Intra-Day SPAN-files which will be published on the FTP site as of the go-live of Genium INET 4.0201 March 17, 2014. In conjunction with the introduction of Intraday SPAN ^® -File the mapping structure of the FTP site will change as well as the SPAN file naming convention. This is to cater for the Intra-Day SPAN files and to enhance the differentiation between production SPAN ^® and the test SPAN ^® -files. There is no change to the IP address of the FTP as such.

FTP location for Intraday production SPAN ^®[1] -File. ftp://ftp.nasdaqomxtrader.com/geniuminet/prod...sequential number starting with 001>.txt

FTP location for End of Day production SPAN ^® -File. ftp://ftp.nasdaqomxtrader.com/geniuminet/prod...t;-001.txt

FTP location for Intraday test SPAN ^® -File . ftp://ftp.nasdaqomxtrader.com/geniuminet/<...sequential number starting with 001>.txt Please note that depending on what test system SPAN-File is requested, the /<testsystem>/ structure will change, e.g. when downloading SPAN-File from EXT4 the location address will be will be ftp://ftp.nasdaqomxtrader.com/geniuminet/ext4/ . FTP location for End of Day production SPAN ^® -File . ftp://ftp.nasdaqomxtrader.com/geniuminet/<...t;-001.txt Please note that depending on what test system SPAN ^® -File is requested, the /<testsystem>/ structure will change, e.g. when downloading SPAN ^® -File from EXT4 the location address will be will be ftp://ftp.nasdaqomxtrader.com/geniuminet/ext4/ .  

1 "SPAN is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN by any person or entity."

Reduction of number of German Electricity Risk Groups The number of German Electricity Risk Groups, as shown in record type 01 of the SPAN ^® -File, will be reduced from 4 to 2. The German Electricity (EDE) Deferred Settlement Futures (DS Futures) and Futures will as of March 17 ^th , 2014 belong to the same risk group instead of 2 separate risk groups. This applies to Base Load and the Peak Load contracts.

• DEXBDE – To include German Electricity Base Load DS Futures and Futures.
• DEXPDE – To Include German Electricity Peak Load DS Futures and Futures
• DEXBFU – Removed
• DEXPFU -  Removed  

Extension of opening hours for certain Commodities markets NASDAQ OMX Commodities will extend the opening hours for Nordic Power, Electricity Certificates markets with 30 minutes. The opening hours for the markets will be 08:00 – 16:00 CET as of March 24th, 2014.

Genium INET SRM Report Changes The SRM Margin Calculation Details report will be generated per member instead of per margin or position account. This will substantially bring down the number of report files, since the report is created per margin or simulation run.

Technical Documentation and Test System New Genium INET front-ends and the Genium INET OMnet API header file will be released in mid-January 2014 together with additional documentation. The new functionalities and enhancements will be available in the Genium INET 4.0201 External Test System 4 as of January 29 ^nd , 2014.

For further information, please contact NASDAQ OMX Commodities: Technical contact: Kestan Hasan, +46 405 6621 Kestan.hasan@nasdaqomx.com