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Jul 27, 2009

Eurex

1. Publication of “Last-Mile” Network / Matching Engine Roundtrip Times for Enhanced Transaction Solution Sessions 2. Message Latencies for Market Data disseminated via the Enhanced Broadcast Solution 3. Optimization of Enhanced Transaction Solution Roundtrip Times and Receipt of Market Data

Eurex currently provides members with roundtrip time information for their transactions submitted via the MISS and / or ETS sessions. The information provided includes the ranking of a member’s MISS server(s) or ETS session(s) on the Communication Server / ETS Gateway.

In order to further increase the transparency of information concerning the individual components of roundtrip times for ETS sessions and in addition provide information with respect to message latencies of market data disseminated via the Enhanced Broadcast Solution, Eurex will enhance its suite of web-based monitoring tools from August 3, 2009 onwards.
Enhanced Transaction Solution: Publication of “Last-Mile” Network and Matching Engine Roundtrip Times

Eurex will provide network roundtrip statistics at a tcp-level from its measuring point located in close proximity to the Eurex gateways up to a member’s application server. Eurex will measure the time taken for network packets being sent to these machines to be acknowledged. Information concerning the ranking of a member’s ETS sessions will also be provided. In addition to these roundtrip times, Eurex will provide statistics
with respect to the processing times of the matching engines.
Enhanced Broadcast Solution: Publication of Message Latency for Market Data

Eurex will provide latency statistics for market data messages in one minute time intervals for both the “AStream” and “B-Stream” over the entire business day. The measurements will be taken from the feed distribution data centre up to the Access Point location. In the first phase Eurex will provide this information for each of its proximity locations from August 17, 2009 onwards. Information for the remaining Access Points will follow in the Q4/2009. Historical Information for up to five business days will be provided..

Market Status ⓘ

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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