Futures IndustryDisaster Recovery

Test Briefings

June 19, 2012

“DR IX”

Prepared and Moderated by

John Rapa, CBCP Tellefsen and Company, L.L.C.

AGENDA

I. Introduction and Welcome

II. Testing Goals and Objectives

III. Review of Testing Protocol

IV. Member Firm Readiness Discussion

V. Timeline and Next Steps

I. INTRODUCTION AND WELCOME

CBOE Futures Exchange:Dushone Embrey-Thomas

MEFFArturo Pinera

CME Group: Don Moore

Minneapolis Grain Exchange:Todd Posthuma

ELX Futures:Christopher Curtin

Montreal Exchange / CDCCEdwige Poupart

Eris Exchange:Corey Dean

New York Portfolio Clearing:Steve Torretti

ICE Exchanges / ICE Clear US / ICE Clear Canada / ICE Clear EU:Russ Cotton, Brian Sayler, Todd Carter, Wenzel Lieb

OCCFabria Dean

Int’l Derivatives Clearing Group:Gino DiCarlo, Gerard Kopera

OneChicagoBrian Trudeau

Kansas City Board of TradeDan Umstattdt

Tellefsen and Company:John Rapa

II. TESTING GOALS AND OBJECTIVES

• Test the basic ability to conduct business (order entry through clearing) from alternate/back-up facilities simultaneously

• Test disaster recovery capabilities among futures commission merchants, back-office service providers, recovery services providers and trading system vendors

• Test the connectivity between exchanges, clearinghouses and their constituents’ back- up facilities (“back-up to back-up”), and confirm member firms’ ability to send/receive information to/from their back-up facilities/interfaces

• Test end-to-end processing by exchanges through to, and including clearing houses; process actual test trades, produce test end of day reports with the test data.

GOALS AND OBJECTIVES … Continued

• Enter a small but meaningful sampling of orders and trades, carried out by a limited number of essential personnel from alternate locations

• Confirm the receipt/transmission of information to/from clearing members

• Transmit key clearing reports and information to clearing firms to verify “round-trip” communications.

III. REVIEW OF TESTING PROTOCOL• Exchanges will specify products available for order

entry/trading• All exchanges will use their electronic trading venues for the

test and process test data through to end-of-day reports for clearing members. Testing will take place between 9:00 AM and 3:00 PM EDT, unless otherwise specified.

• The FIA will manage the test via an open conference bridge (conference bridge number to be announced)

• Member firms will confirm connectivity with their respective exchanges/clearinghouses:– Pre-test connectivity testing will be offered, as applicable

• Unless so noted, firms will execute a pre-defined script of orders. Firms will use test accounts

• Exchanges will generate fill reports on the orders• All firms will report results and confirm post-test production

connectivity to the respective exchanges.

CBOE FUTURES EXCHANGE (CFE)

• Will use CBOEdirect back up ETS• Trade entry via scripts:

– Products to be traded: VIX futures• Pre-test requirement - Users must register via the FIA website and

establish back-up connectivity to CFE via the CBOE API Client Relations Group

• Order entry systems will reflect October 27th trade date:– Will accept either October 26th or October 27th trade date on

order input.

CBOE FUTURES EXCHANGE (Cont’d)…

• The session will open at 9:30 AM EDT• Transmission of trades to OCC via MQ• Transmission of regulatory data to NFA via SFTP• Pre-test connectivity tests will be offered on Tuesdays and

Thursdays in October and on an ad-hoc basis. Please contact us to schedule a date/time

• Test plans will be distributed in September.• Contact CBOE Client Relations Group with any test related

questions: 312 786 7300.• Dushone Embrey-Thomas contact info:

– 312 786 8816, embreyd@cboe.com

CME GROUP Test Scope:

• Outage Scenario reflects Chicago Downtown not being available, including CME Jackson

Direct and LNet. We will be operating GLOBEX via the remote data center.

• The Co-location data center will be up and running for customers who have their back up

connectivity through that site.

• There will not be any Open Outcry testing.

Test Preparation:

• Ping testing will be held on September 29th and October 13th.

• Firms must register via the FIA website.

• Contact CME Clearing Support (CCS) team at (312) 207-2525 to obtain MQ and FTP DR IP

addresses or RDC URL address.

• General questions may be directed to the Business Continuity Team - BCP@cmegroup.com.

.

Support During the Exercise:

• Members should contact the Clearing Support Team (312) 207-2525 to report any issues.

• Members should contact the GLOBEX Control Center at (312) 456-2391 to report any

trading problems encountered throughout the test

CME GROUP (Cont’d)…

CME GROUP (Cont’d)…

Test Execution - Globex:a) Verify firm connectivity:

– Clearing DR test window scheduled to begin at 8:00 AM CDT

– Any trades done prior to the start of the test will not be captured.

– October 26th or the 27th are valid order entry dates.

– All fills will be sent back to the Firms with the trade date of October 26th.

– Firms can send a test order in any market.

b) Order entry via test script as follows:

– Enter bids as customer and offers as house at the settlement price in any market

– Enter a total of 10 trades.

– Firms should send orders in on ‘Floor Only Contracts, like the SPH3 that will be listed

on GLOBEX for the test.

– Firms may receive crossed trades and/or trades with other counterparties.

CME GROUP (Cont’d)…

Test Execution - Clearing:

Clearing – 8:00 AM CDT

a) Trade reporting to firms’ back office systems:– Firms will verify receipt and delete them.

b) To connect to CME’s SFTP/FTP server via the RDC, change your SFTP/FTP IP

address to CME’s remote site IP address:

1) Using Friday’s data, FTP the PCS and Large Trader reports.– CME staff will verify receipt and delete them.

2) CME will transmit Thursday’s Trade Register and SPAN files.

– Firms will verify receipt of these files and delete them.

3) Connect to RDC URL and enter a block trade for 5000 EDH @9900.0.

– CME staff will verify receipt of the block trades and delete them.

4) CME staff will submit a series of OTC trades via ClearPort.

CME GROUP (Cont’d)…

Conclusion of the Exercise:

• Delete any testing files.

• Switch back to CME production site IP address.

• Firms should contact the GCC at (312) 456-2391 to recap the test

results.

ELX FUTURES

• Firms must register via the FIA website.• All questions should be directed to the ELX Support - 212-915-1200,

877-359-6610 (U.S. only) or support@elxfutures.com• Firms should verify connectivity via Ping testing. Contact ELX Support to set up

a ping test with ELX. Ping testing is available upon request.• Trade date will be October 31, 2012.• Testing will occur 9:00am – 12:00 pm ET on Saturday, Oct. 27, 2012• All ELX UST, Eurodollar and Agriculture futures products will be available via

eSpeed or supported API’s – No BLK or EFP type trades will be accepted.• OCC will provide an end-of-day file for ELX test trades • Specific testing guidelines will be provided to registrants – script will be a simple

enter bid – hit bid scenario• Post-Testing: Testers should confirm transmission of trades via the OCC to

their respective back offices. ELX Support will be available to confirm trade details via EIS system.

ERIS EXCHANGE

Test Scope:• Outage Scenario reflects loss of primary matching engine and primary post trade

processing system.• If you’re already connecting to CME Group for DR testing, you should see test

executions in existing queues.

Test Preparation: • Ping testing will be held on September 29th and October 13th. • Firms must register via the FIA website.• Contact Eris Control Center to receive backup systems connectivity information,

888-587-2699, select 1. • General questions may be directed to: corey.dean@erisfutures.com.

Support During the Exercise:• A testing script will be provided by the exchange. • Members should contact the Eris Control Center during the exercise for any

trading related issues, 888-587-2699, select 1.

ICE EXCHANGE

The ICE Exchange secondary site in Atlanta will be used for the FIA DR Test on Saturday, October 27th.• The following markets will be available for testing:

– ICE Futures US Sugar 11– ICE Futures US Russell 2000– ICE Futures Europe WTI– ICE Futures Canada Canola

• Test markets will follow the schedule below (all times in EDT)– 0001 PRE-OPEN – 0900 OPEN– 1200 CLOSE

• Interface availability:– All front-end trading interfaces (WebICE, ICE Block 2.0, FIX, Pricefeed)– All reporting interfaces (Deal Reports, Position Reports, etc) accurate based on

test (and live OTC/NGX) trading activity– Back-office interfaces NOT available (Credit Management, Trader Admin, etc)

IMPORTANT NOTE: All OTC and NGX markets will be open and live throughout the testing. NO testing is permitted in these markets. Any trades entered in these markets are valid trades and will be honored as such.

ICE EXCHANGES (Cont’d) …(2 of 3)

• Registration and user setup– Registration for the ICE Exchange is not required– All existing customers with valid trading IDs are welcome to participate– Existing production User ID and password will be used for login– No test/temporary IDs or access will be provisioned for the FIA DR testing

• Test administration and support:– All participants MUST clean up all backend system data after testing– No futures trades performed during testing hours will be valid– At the end of the DR testing period, all futures trade data will be deleted from the

ICE Exchange and databases and no record of those test transactions will persist

– The ICE Helpdesk (770-738-2101 Option 1) will be available 0800-1300 EDT– No network, DNS, or IP changes will be required to connect to the ICE Exchange

secondary site during the ping test or the FIA DR Test

IMPORTANT NOTE: All OTC and NGX markets will be open and live throughout the testing. NO testing is permitted in these markets. Any trades entered in these markets are valid trades and will be honored as such.

ICE EXCHANGES (Cont’d) …(3 of 3)

• Clearing Information:– All ICE Futures US trades will be submitted to the ICE Clear US secondary site– ICE Futures Europe trades will be submitted the ICE Clear Europe secondary

site– ICE Futures Canada trades will be submitted the ICE Clear Canada secondary

site

• Ping test overview– Atlanta DR site will be available for the first ping test ONLY (SEP-29)– All futures markets will be closed, only ping and system logins will be permitted– OTC/NGX markets will be open for production trading – no test trades permitted– The system will be available for testing between 0900-1200 EDT– The ICE Helpdesk (770-738-2101 Option 1) will be available between 0900-1200

EDT– No network, DNS, or IP changes will be required to connect to the DR site during

the ping test or the FIA DR Test

IMPORTANT NOTE: All OTC and NGX markets will be open and live throughout the testing. NO testing is permitted in these markets. Any trades entered in these markets are valid trades and will be honored as such.

ICE CLEAR US

• Firms must register via the FIA website• Trade date will be Saturday, October 27th• Clearing members will use production URLs for the following

clearing applications: - AFTS/MFT - ECS- PTMS/ACT - eReports (Crystal)

• TIPS uses a different DR URL and hostname – see the documentation distributed to clearing members prior to the test

• Trade Messaging MQ changes will be completed prior to the start of the test.

ICE CLEAR US (Cont’d)…

Ping Testing

Clearing members must verify connection to online clearing applications, using production URL’s.

• Ping testing will be conducted on Saturday, September 29th and October 13th from 9-12 am.

• Applications include:- AFTS/MFT - TIPS- PTMS/ACT - ECS- MQ - eReports (Crystal)

• For MQ, Clearing members must verify connection by sending an MQ ping through their channel.

ICE CLEAR US (Cont’d)…

• ICE Clear US applications will be available at 8:00 AM on Saturday, October 27th

• BCP/DR support staff will be available up to and including test day. Please direct any questions to ICEClearUS@theice.com

• ICE will open a conference bridge for clearing members on test day. Details will be distributed to registered CM participants prior to the test day.

• Beginning at 1:00 PM, ICE will revert all trading and clearing applications, including MQ channels, back to production.

• An advisory will be sent to test participants and announced on the ICE and FIA bridge calls.

• Clearing members are strongly encouraged to confirm their reconnection to production at the conclusion of the testing.

ICE CLEAR US (Cont’d)…

• Test Cases – Test Day- Clearing members will use the post trade management systems

(PTMS/ACT and TIPS) to accept test trades passed through to clearing by the ICE trading system.

- Clearing Members will login to ECS and eReports to verify connectivity.

• Test Files and Messages– FIXML trade messages will be sent to CMs via MQ.– CMs will access AFTS to deliver and receive files (production

files from Friday, October 26th) PCS and Large Trader

Match off files Clearing Reports (latest instance only eReports and AFTS)SPAN file (available through AFTS and CME web site)

• CM’s are required to complete and submit the checklist of results.

ICE CLEAR CANADA

• Firms must either register through the FIA website or email the name(s) and phone number(s) of staff who will perform the testing to CanadaClearingSupport@theice.com

• Connectivity pre-testing (ping testing) will be scheduled in advance of the test date. Firms will be advised of the date once scheduled.

• Clearing members will use production URLs to access reports and TEMS.

• The URLs will be re-directed to the DR site.• Applications will be available between 8:00 AM and 10:00 AM CDT

on Saturday, October 27th • ICCA support staff will be available up to and including test day.

Please direct any questions to CanadaClearingSupport@theice.com

ICE CLEAR CANADA (Cont’d)…

• Test Cases – Test Day– ETS trades executed on the test day will flow to TEMS.– Clearing members must demonstrate their ability to log into the

ICCA website and TEMS.• Test Script:

– Participants will enter both matching sides of a transfer and verify the transfer matches.

– Participants will download a report file from the main reports page of the ICCA website.

– Participants will download their cleared trades data file from the SFTP server.

– Once complete, participants will advise ICCA they have completed the test by emailing CanadaClearingSupport@theice.com

ICE CLEAR EUROPE

• Firms must register via the FIA website• Verification of connectivity between firm and DR site via ping testing

is scheduled for Saturday, September 29 from 9-12 PM (EDT)• Trade date will be Saturday, October 27th • Clearing members will use production URLs for the following

clearing applications: ECS (https://ecs.euclearing.theice.com/trade/login)MFT (https://mft.euclearing.theice.com)Crystal Reports (https://reports.euclearing.theice.com)PTMS (https://ptms.euclearing.theice.com/client/)ACT (https://act.euclearing.theice.com/AllocateClaim/login.jsp)

ICE CLEAR EUROPE (Cont’d)…

• ICE Clear Europe applications will be available at 8:00 AM EDT on Saturday, October 27th

• No IP address changes will be necessary to connect to ICEU applications, including:

- ECS- MFT

- Crystal Reports- PTMS- ACT

• BCP/DR support staff will be available up to and including test day. Please direct any questions to ICEClearEurope@theice.com

• ICE will make a conference bridge available to clearing members on test day. Details will be distributed to registered CM participants prior to the test day.

• At 1:00 PM, ICE will revert all trading and clearing applications back to production. An advisory will be sent to test participants and announced on the ICE conference bridge call.

ICE CLEAR EUROPE (Cont’d)…

• Test Cases – Test Day– Trades executed on the test day will flow into PTMS/ECS and will be

propagated to members via the FixML trade feed over MQ.– Members will be able to instruct bank transactions in ECS (banking

instructions will NOT be sent to SWIFT), put and take reports, PCS and LGTR files from MFT, and pull reports from Crystal.

– Clearing members must demonstrate their ability to log into MFT, Crystal, PTMS, ACT, and ECS to pass this portion of the test.

• Test Files:– CMs will submit Large Trader files via MFT (production files from

Friday, October 26th)– Banking and delivery reports delivered through MFT – Banking and delivery Reports delivered through Crystal reports– SPAN file (available through MFT and ICE web site)

INTERNATIONAL DERIVATIVES CLEARING GROUP(NFX/IDEX & IDCH)

• Ping testing will be offered on September 29th, with an optional date of October 13th and should be scheduled with IDCG.

• IDCG will use the IDEX XT trading system from our DR site.• Trade orders can be received at IDEX Market Operations.• Trades can be reported and automatically matched and executed

with a trade date of Saturday, October 27th• Trade confirmations will be generated and transmitted to firms.• NFX/IDEX trades will be automatically processed for clearing and

settlement to the IDCH.• Firms must notify the IDCG Market Operations Group upon

completion of the test via phone (212-933-9800) or email marketoperations@idcg.com– Contact information for testing:

Gerard Kopera (Director of Operations) 646/867-2537,Gerard.kopera@idcg.comGino DiCarlo (Principal Network Engineer) 646/867-

2533Gino.DiCarlo@idcg.com

KANSAS CITY BOARD OF TRADE (KCBT)

Scope– Disaster Recovery scenarios reflect outages to Kansas City datacenter becoming

unavailable• Open Outcry market unavailable• Electronic (Globex) and Ex-pit market available

– Firm Backup to KCBT Backup

Requirements– Ping testing to be completed by all clearing members on either 9/29/2012 or

10/13/2012– Testing Exercise to be completed by all clearing members on 10/27/2012

Contact Information– Email: BusinessContinuity@kcbt.com – Phone:

• Clearing: (816) 931-8964• Operations: (816) 753-7500• Globex (GCC): (312) 456-2391

KANSAS CITY BOARD OF TRADE (Cont’d) …

Implementation– Firms verify connectivity to the clearing website (www.kcbotcc.com)

• Failover is handled within DNS. If your network requires specific IP address for allowable connectivity, please ensure those proper rules are always in place.

– Electronic order entry (begins when CME Group announces Globex is open)• Enter bids and offers at the previous business days settlement price• Enter a total of 10 trades for any electronic market

– Firms verify trades within the clearing website• Verify that orders were filled

– Ex-pit entry• Perform at least 1 allocation to another account within your Firm

– Firms verify connectivity to clearing SFTP server• Connect to the SFTP server• Pull trade file from SFTP• Push PCS (Position) file to SFTP

KANSAS CITY BOARD OF TRADE (Cont’d) …

Conclusion– Confirm with clearing that all testing was completed successfully– Delete any testing files/data from production systems– Confirm switch back to KCBT Clearing production systems

MEFF

• Trade date will be Saturday October 27th• Will use the MEFF production ETS environment • Members will be able to trade• During the test MEFF will failover to the backup system • Once the failover is complete, members will be able to continue

trading• Members will be able to get reports of their trades• Back office systems will be prevented to enter this test• MEFF contacts:

– Enric Padro – epadro@meff.com (+34 93 412 1128)– Arturo Pinera – apinera@meff.com (+34 91 709 5503)

MINNEAPOLIS GRAIN EXCHANGE (MGEX)

• Firms must register on the FIA website to participate in MGEX clearing test.

• Firms having technical issues with MGEX Clearing may call the MGEX Clearing group at (800) 827-4746 (option 3 then option 1), for support.

• Trades entered for MGEX products into the CME GLOBEX platform will be cleared by MGEX Clearing using the MGEX DR Site.

• MGEX Open Outcry trades will be entered in the TEMS system.• Trade date should be the previous day’s date (October 26th). • After Trade Entry is completed, trade files (TREX files) will be

generated by the MGEX DR Clearing Server and placed on the MGEX DR FTP server. The MGEX DR FTP server is accessible via IP with the same logins and passwords as the production system.

• Please contact MGEX Clearing group for information or support pertaining to the FIA DR Test. Email: clearing@mgex.com

TMX GROUP – MONTREAL EXCHANGE (MX)

• MX will recover to its Toronto Back-Up Site– Firms will verify connectivity and can send/receive messages– No network, DNS, or IP changes will be required to connect to the DR site during

the connectivity test or the FIA DR Test– Firms must register via the FIA website

• MX Markets will be in Pre-Opening state approximately 9:00 AM EDT – No trades will occur during the Pre-Opening period– MX will provide automated market volume for bid/offer on selected instruments

• The market will open 9:30 AM EDT– Orders must be entered with a October 27th, 2012 Trade Date (day orders only)– Broadcast of trades transmitted to firms via SOLA Trading protocols and

disseminated via the HSFV– No trades performed during testing hours will be valid– All participants MUST clean up all backend system data after testing

TMX GROUP – CANADIAN DERIVATIVES CLEARING CORP.

(CDCC)• CDCC will recover to its Toronto Back-Up Site

– Members will verify connectivity and can send/receive messages– No network, DNS, or IP changes will be required to connect to the DR site during

the connectivity test or the FIA DR Test– Members must register via the FIA website– There will be NO access to the member FTP site nor Reporting environments

• Markets will be in Pre-Opening state at approximately 9:00 AM EDT – No trades will occur during the Pre-Opening period– MX will provide automated market volume for bid/offer on selected instruments

• The market will open 9:30 AM EDT– No trades performed during testing hours will be valid– All members MUST clean up all backend system data after testing– Trades will flow from MX to CDCC’s environment – Trades & Positions will be available for validation via SOLA® Clearing Manager

MX / CDCC (cont’d)

Important Dates Connectivity testing will be offered on September 29th, 2012 for both MX and CDCC

participants/members

Contact Contact Edwige Poupart with any Montreal Exchange business: 514-871-3590

epoupart@m-x.ca Contact Michael Barbara with any CDCC business questions: 514-871-4949 ext. 420

mbarbara@cdcc.ca Contact Sara Hoffland with any technical questions: 416-947-4259

sara.hoffland@tmx.com

NEW YORK PORTFOLIO CLEARING

• Users must register via the FIA website.• NYPC will failover the post trade system (TRS) as per its

standard disaster recovery procedures.• The system is expected to be available by 08:00 AM EST on the

day of the test.• NYPC will announce when the post trade system (TRS) will be

ready and in the necessary states to proceed with the test over the FIA conference call.

NEW YORK PORTFOLIO CLEARING (Cont’d) …

• NYPC will support ping testing on 09/29 and 10/13• For TRS, members will be able to use their normal IP address’s and

ports as the data center redirection will be completed by the clearing house, members will be able to connect to TRS but not login

• Members will be presented with a blank screen. Contact the NYSE Technology team prior to the connectivity test to monitor the connection and verify the test.

• Any issues can be reported to the NYSE Technology team (212 656 2161).

• Registered members should also report their connectivity results so that they can be recorded for any recap activities.

OCC• OCC will test from their DR site• Pre-testing will take place on October 13th• In order to test from your DR/alternate site, OCC requires the following

mandatory information: – Identify if you will be testing from DR or Production for the pre-test; the main

test– Confirm all connectivity method(s) that apply (e.g., FTP+ Pull/Push, SFTP,

NDM, MQ)– Provide test day contacts for each of the connectivity methods selected

above– Provide IP addresses of your DR location (per service/host)– DR Node (NDM and FTP+ Push testers) with login ID and password– Port Number (NDM, FTP+ Push, and MQ testers)– Identify any MQ configuration changes from your production environment– Provide the dataset file name you will use for testing outbound (from OCC)

transmissions– Do you send inbound transmissions directly to OCC?

• If Yes: Dataset name you plan to send to test Inbound (to OCC) transmission (if applicable). Please use a production dataset name with a trailing “.test”.

• If No: No action required.

OCC (Cont’d) …

• Test scripts will be issued to all registered participants• All IP addresses and TCP Ports for the OCC will remain the same as

they are in production for this test • When all testing is complete, email your confirmation to

occDRtest@theocc.com • ENCORE will be available for testing, but is not a requirement to

successfully test with OCC • Should you have any questions prior to or on the scheduled test day,

feel free to contact your Member Services Representative at (800) 621-6072 option 2.

OneChicago (OCX)

CBOEDirect Platform• Will use CBOEdirect back up ETS• Trade entry via scripts:

– Products to be traded:  AAPL1C futures and AAPL1D futures

• Pre-test requirement - Users must register via the FIA website and establish back-up connectivity to OneChicago via the CBOE API Client Relations Group

• Order entry systems will reflect October 27th trade date:– Will accept either October 26th or October 27th trade date on order input.

OneChicago (OCX)

OCX.BETS Platform• Will use BETS backup BETS2• Trade entry via usual client with the alternative hosts:

– Products to be trade: EFP use A1D, blocks use ABC1D

• Pre-test requirements - Users must register via the FIA website and obtain back-up connectivity to OneChicago BETS2.

• Order entry systems will reflect October 27th trade date– Will accept either October 26th or October 27th trade date on order input

OneChicago OCX (Cont’d)…

• The session will open at 9:30 AM EDT• Transmission of trades to OCC via MQ• Pre-test connectivity tests will be offered in October on an ad-hoc

basis. Please contact us to schedule a date/time• Test plans will be distributed in September.• Contact OneChicago with any test related questions:  312 424-

8500.• Brian Trudeau contact info:

– 312 424-8509, btrudeau@onechicago.com

EXCHANGE AND CLEARING HOUSE TESTING MATRIX Market Center

CBOE FUTURES

EXCHANGE

CME GROUP

ELX FUTURES

ERIS EXCHANGE

ICE EXCHANGES

ICE CLEAR EUROPE

ICE CLEAR US

Systems

CBOE Direct

GLOBEX

eSpeed

Eris

SwapBook

Web ICE

ECS,

AFTS, eReports

ECS, PTMS, TIPS,

eReports, AFTS, MQ Trd. Msg.

Pre-Test Ping Testing Dates Tuesdays, Thursdays in

October

9/29, 10/13

Ad Hoc Testing

9/29, 10/13

9/29, 10/13

9/29, 10/13

9/29, 10/13

Successful Login from Members DR Site Y Y Y Y Y Y Y

Trade Date 10/26 or

10/27

10/26 or

10/27

10/29 10/27 10/27 10/27 10/27

Receipt of 10 Orders from Members Via Pre-Defined Scripts

Y Y Y Y N N Y

Transmit 10 Fill Reports to Members Y Y Y Y N N N

Receipt of 10 Ex-Pit Reports from Member Firms Via Scripts

N Y N/A N/A N N N

Receipt of PCS and Large Trader Reports from Members

N/A Y+ Y N/A N Y

Y

All Production Systems Restored, Test Data Re-Set

Y Y Y Y Y Y Y

EXCHANGE AND CLEARING HOUSE TESTING MATRIX

Market Center

IDEX/IDCG KCBT MEFF MGEX MX / CDCC

NYPC OCC OCX

Systems

IDEX XL

GLOBEX, KCBT

Clearing TEMS

PROD.

SOLA BACK UP

CONNECT, TRS

ENCORE

CBOE Direct

Pre-Test Ping Testing Dates 9/29, 10/13

9/29, 10/13

N/A N/A 9/29, 10/13

9/29, 10/13

10/13 Tuesdays, Thursdays in October

Successful Login from Members DR Site

Y Y Y Y Y Y N Y

Trade Date

10/27

10/26 or

10/27

10/27

10/26

10/27

10/27

10/26 or

10/27

10/26 or

10/27

Receipt of 10 Orders from Members Via Pre-Defined Scripts

Y Y Y Y Y Y N Y

Transmit 10 Fill Reports to Member Firms

Y Y – Trades File

Y Y Y Y N Y

Receipt of 10 Ex-Pit Reports from Member Firms Via Scripts

N/A N N/A Y N/A N/A N/A N

Receipt of PCS and Large Trader Reports from Members

N/A N N/A Y N/A N/A N/A N/A

Download Previous Day Clearing Reports to Members: Match Off Files, Report Files, SPAN Files

Y N N/A Y+ N/A Y Y Y

All Production Systems Restored, Test Y Y Y Y Y Y Y Y

IV. MEMBER FIRM READINESS

• Discussion with member firms as to their state of readiness:– Back-up systems/communications links– Order entry and routing– Give up processing– Clearance and settlement– Use of third party service providers

• Major issues or concerns• Status/update on 2012 SIFMA DR test• 2013 industry test – Saturday October XX 2013

V. TIMELINE AND KEY DATES

Wednesday 7/ 11/ 2012 Monthly Committee CallWednesday 8/ 15/ 2012 Monthly Committee CallWednesday 9/ 12/ 2012 WebEx With Exchanges and Clearing Houses - 2012 Test ProtocolWednesday 9/ 26/ 2012 Weekly Committee CallSaturday 9/ 29/ 2012 Ping Testing

Wednesday 10/ 3/ 2012 Weekly Committee CallWednesday 10/ 10/ 2012 Weekly Committee CallSaturday 10/ 13/ 2012 Ping Testing

Wednesday 10/ 17/ 2012 Weekly Committee CallFriday 10/ 26/ 2012 All-Hands Call - Day Before the Test

Saturday 10/ 27/ 2012 Annual Industry Test Day

20 WEEKS TO GO !