FCM Summit Make the most of being a CQG FCM partner

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1 FCM Summit Make the most of being a CQG FCM partner October 10, 2011

2 Agenda New Tools and Functionality in the CQG Gateway Troy Wood, Trade Routing Manager CQG Integrated Client and Trading Platforms Matthew Scharpf, Account Manager FIX Connect Ryan Moroney, Continuum Business Development Manager Continuum, API Enterprise Solutions Mike Glista, Continuum Vice President

3 New Tools and Functionality in the CQG Gateway Troy Wood, Trade Routing Manager Commodity-Based Margining Sub Routes and Route-Based Risk Control Gateway Internal Omnibus New CQG Trader Features: - Margin Display - API FCM Dashboard Direct Exchange Connections

4 Commodity-Based Margining Enables the FCM to set specific margin amounts per commodity

5 Commodity-Based Margining

6 Commodity-Based Margining

7 Sub Routes Enables the FCM to create additional routes without requesting more exchange IDs

8 Sub Routes

9 Sub Routes and Route-Based Risk Enables the FCM to manage risk for a group using a specific route without having to get different exchange IDs for each route

10 Sub Routes and Route-Based Risk

11 Gateway Internal Omnibus Traditional Omnibus Sends the omnibus account to the exchange without the nonclearing firm s accounts being disclosed to the FCM Gateway Internal Omnibus Functionality Allows the FCM the same risk management but sends the FCM s disclosed accounts to the exchange

12 CQG Omnibus Settings

13 CQG Omnibus Process

14 CQG Internal Omnibus Process

15 New CQG Trader Features Margin information is available in CQG Trader version 4.3

16 New CQG Trader Features Risk Console is available via the CQG Trader API

17 New CQG Trader Features

18 New CQG Trader Features

19 FCM Dashboard All-In-One View View the status of all your routes at once See how many users are actively trading per route View working orders per route View all the exchange IDs per route Get overall CQG status and IM capability with the FCM Desk

20 FCM Dashboard

Direct Exchange Connections North America Europe Asia BGC (espeed) BdM BrokerTec CBOT CFE CME COMEX ELX Globex GovEx ICE Canada ICE US KCBT MCEX MexDer MGEX NASDAQ NYMEX NYSE

21 Direct Exchange Connections North America Europe Asia BGC (espeed) BdM BrokerTec CBOT CFE CME COMEX ELX Globex GovEx ICE Canada ICE US KCBT MCEX MexDer MGEX NASDAQ NYMEX NYSE Liffe U.S. ONEC * Blue indicates connected within the last year DME ECX EEX Eurex ICE Europe LME Nord Pool NYSE Liffe OMX RTS TurkDEX ASX Bursa Malaysia HKFE NZX OSE SFE SGX TSE TOCOM

22 Q&A

23 CQG Integrated Client and Trading Platforms Matthew Scharpf, Account Manager Trading Using Yield Calculations Market Profile * Value Area Keyboard Trading Sound Board Aggregation Portfolio and Instrument Monitors Performance Improvements * 2011 CME. ALL RIGHTS RESERVED.

Trading Using Yield Calculations Spread and chart any FI instruments based on yield: basis, cash-tocash, futures-to-futures Use customizable cash treasury properties to derive unique

24 Trading Using Yield Calculations Spread and chart any FI instruments based on yield: basis, cash-tocash, futures-to-futures Use customizable cash treasury properties to derive unique futures yield pricing Create yield charts using continuous futures market data Assign QFormula numbers to customized futures contracts that are based in yield to chart, quote, and trade

points of control (POC) Use up to five points of control Use

25 Market Profile Value Area (MPVA) MPVA studies identify value areas based on price or volume Set minimum distance in ticks between points of control (POC) Use up to five points of control Use multiple MPVA studies with unique SD distributions to pinpoint opportunities

Keyboard Trading Keyboard keys are a comprehensive, customizable set of keyboard shortcuts related to trading Shortcuts consist of: - one or more modifiers: Alt, Ctrl,

26 Keyboard Trading Keyboard keys are a comprehensive, customizable set of keyboard shortcuts related to trading Shortcuts consist of: - one or more modifiers: Alt, Ctrl, Shift - followed by: letter, number, symbol, arrow, or space key Shortcuts are either fully modifiable, partially modifiable, or not modifiable * 2011 CME. ALL RIGHTS RESERVED.

Sound Board Play sounds to indicate new trades, changes to the best bid and ask, and changes to the DOM book Customize sound trigger depending on the event Choose sounds

27 Sound Board Play sounds to indicate new trades, changes to the best bid and ask, and changes to the DOM book Customize sound trigger depending on the event Choose sounds from the provided library or import your own Use in conjunction with: - DOMTrader - Order Ticket - Order Ticker - Time and Sales - Portfolio Time and Sales - Quote Board

28 Aggregation: One Click, Multiple Markets In one DOM, aggregate multiple markets to achieve cost savings or trade deeper aggregated markets. Treasury Futures NYSE Liffe U.S. CME ELX Treasury Cash BrokerTec BGC GovEx Ags and Mini-Ags CBOT Eurodollars NYSE Liffe U.S. CME ELX Euribor NYSE Liffe CME Big Dow and Mini-Dow CBOT Energies ICE Crude NYMEX Crude

Portfolio Monitors In a single spreadsheet view, display market data, studies, and conditions across multiple chart types and durations Set study alerts from the monitor, which can be based

29 Portfolio Monitors In a single spreadsheet view, display market data, studies, and conditions across multiple chart types and durations Set study alerts from the monitor, which can be based on studies or conditions Add additional tabbed windows to the monitors to accommodate several collections of instruments; for example, collections by asset class Create your own color themes

30 Instrument Monitors

Performance Improvements Chart Bar Data Saved Locally Optimized for 64-bit systems to take advantage of additional ROM Improved performance of Quote Boards, charts, and

31 Performance Improvements Chart Bar Data Saved Locally Optimized for 64-bit systems to take advantage of additional ROM Improved performance of Quote Boards, charts, and studies by eliminating nonoptimal items that were visible during high market activity Moved trading functionality to different threads to take advantage of multi-core computer systems

32 Q&A

33 FIX Connect Ryan Moroney, Continuum Business Development Manager Overview of FIX Connect Risk Management and Account Information

34 Overview of FIX Connect FIX (Financial Information exchange) Messaging standard for financial transactions FIX Connect is a FIX 4.2 Order Routing API FIX Protocol is a series of requests/responses that allows the user to interact with the CQG Gateway Used to place/cancel/modify orders, monitor and manage positions, and pull drop copy information Supports multiple asset classes (futures, options, fixed income) Access to FIX Connect Enabled and controlled though CAST

35 Risk Management & Account Information Real-Time Margin Information (Collateral Inquiry) Request: Current margin requirements for a single account or all accounts for which the client is authorized Response: Account, margin requirement, and purchasing power Account Risk Parameters Request: Risk parameters for a single account or all accounts; supports snapshots and subscriptions Response: Parameters used to calculate purchasing power, OTE, and NOV Order Mass Status Request: All current day orders from the CQG Gateway; request can be filtered by account, symbol, and side (buy/sell) Response: Execution reports for all GTC/GTD orders that are working or were filled or cancelled today

36 Risk Management & Account Information Account Data Report Request: Account balance information from the CQG Gateway for a single account or all accounts; supports snapshots and subscriptions Response: Clearing date, cash excess, collateral on deposit, margin requirements, unrealized P&L, total funds, and balance Authorized Accounts Request: CQG Gateway accounts the client is authorized to view or trade on Response: Account ID, account name, FCM account number, FCM name, and authority (trade or view-only) Market Data Enablements Request: Instruments for which the client is authorized Response: Time of request and CQG instrument that the client is enabled for

37 Q&A

38 Continuum, API Enterprise Solutions Mike Glista, Continuum Vice President Where we are going What we have integrated New partners

39 API Enterprise Solutions Trade execution and data distribution for your platform, application, or proprietary system

40 Server-Side Order Management Access to Smart Orders Trailing Orders DOM-Triggered Orders OCO Bracket Orders Parked Orders Coming Soon Care Orders

41 Algorithmic Orders Customized options available: Prebuild to user specifications Build algorithms Build applications Provide easy management and customization Offer seamless integration for traders Integrate with complete functionality of CQG systems

42 FIX/FAST Direct

43 QT Information Systems, Inc.

44 Zlantrader

45 CQG Trader API Plus Thom s screen shot

46 Deltix Deltix product suite is now hosted at Continuum Streaming market data connectivity to global markets (FIX/FAST) Trading access to multiple FCMs

47 Deltix Entire lifecycle of automated trading strategy development and deployment TimeBase QuantOffice UHF Trading Svr

48 FutureSource Workstation

49 CQG Web Trader

50 Q&A

51 Disclaimer Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor CQG, Inc. All rights reserved. CQG, DOMTrader, SnapTrader, TFlow, TFOBV, TFOBVO, TFVOL, and Data Factory are trademarks of CQG, Inc.

Chart Shading CQG has added the ability to shade alternate increments of time on a Chart.

Chart Shading CQG has added the ability to shade alternate increments of time on a Chart. October 2006 CQG Announces Software Release 7x4 CQGNet version 7x4 will be available for installation beginning October 2006. Please contact CQG Customer Support at 1-800-525-1085 if you have questions.