GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | CME Globex Notices: February 5, 2007
Notice Date | 2007-02-05
Notice Number | 020507
Effective Date | 1969-12-31
Welcome to the CME Globex Notices for the week of February 5, 2007. February Reminder: Extended Listings for RBOB Gasoline Futures and Spreads Reminder: NYMEX Intercommodity Spreads Delisting Reminder: NYMEX Products on the CME Market Data Platform March Reminder: Daylight Savings Time Reminder: Enhanced Execution Reports and UDS: Combos If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700; or at +44.207.623.2550 in Europe. Reminder: Extended Listings for RBOB Gasoline Futures and Spreads Effective this Sunday, February 11 (for trade date Monday, February 12), in both the CME certification and production environments, NYMEX is extending the contract listings for the following physically settled RBOB Gasoline futures and spreads. Implied functionality will be extended out to the first 24 months, from the current 12 months.
NYMEX RBOB Gasoline Extended Contract Listings
Product | Product Code | Spread Type | Current Listings | New Listings
RBOB Gasoline Futures | RB |  | 12 | 36
RBOB Gasoline Calendar Spreads | RB:RB | SP | 66 | 630
RBOB Gasoline Strips | RB-RB | FS | 3 | 5†
RBOB vs. Crude 1:1 Crack Spreads | RB:CL | C1 | 12 | 36
RBOB vs. Heating Oil Spreads | RB:HO | IS | 12 | 18
† Adding one quarterly and one annual Strip. NYMEX Intercommodity Spreads Delisting Effective this Sunday, February 11 (for trade date Monday, February 12), the following cash/physically settled NYMEX intercommodity spreads will be delisted from the CME Globex Platform.
NYMEX Cash/Physically Settled Intercommodity Spreads Delisting
Product | Product Code
WTI Crude Oil Penultimate financial vs. WTI Crude Oil physical | WS:CL
RBOB Gasoline Penultimate financial vs. RBOB Gasoline physical | RT:RB
Heating Oil Penultimate financial vs. Heating Oil physical | BH:HO
Natural Gas Penultimate financial vs. Natural Gas physical | HH:NG
Natural Gas financial vs. Natural Gas physical | HP:NG
Reminder: NYMEX Products on the CME Market Data Platform Since the introduction of NYMEX futures and spreads on the CME Globex platform, market data messaging rates on the CME Market Data Platform NYMEX channel (20) have steadily increased, recently reaching peaks greater than 3 mbps. To better manage bandwidth utilization, CME is leveraging the scalability of the CME Market Data Platform and introducing three new channels for NYMEX and COMEX ® products. There is no change to the current NYMEX channel (20) at this time; however, it will eventually be eliminated. Complete information on the three new NYMEX and COMEX channels on the CME Market Data Platform, including the products assigned to each channel, is available online. The new CME Market Data Platform channels are currently available in the certification environment, and will launch in the production environment Sunday, February 25. More information on NYMEX and COMEX products on the CME Globex platform is available at www.nymexoncmeglobex.com. Reminder: Daylight Savings Time Effective this year, the schedule for Daylight Savings Time has been extended by the Energy Policy Act of 2005. Daylight Savings Time will now be in effect from Sunday, March 11, 2007, through November 4, 2007. Previously, Daylight Savings Time ran from the first Sunday in April through the last Sunday in October. CME Globex will continue to observe Daylight Savings Time and the new schedule. Time-dependent front-end trading applications may be affected by this change. Please contact your front-end system provider for more information before March 11, 2007. Reminder: Enhanced Execution Reports and UDS: Combos The Enhanced Execution Reports and User-Defined Spreads (UDS): Combos release, scheduled to launch Sunday, March 25, 2007, introduces two sets of functional enhancements to the CME Globex platform. Enhanced Execution Reports With this release, Fill and Trade Cancellation messages will be enhanced for all products traded on the CME Globex platform with new FIX tags 442-MultiLegReportingType, 393-TotalNumSecurities and 527-SecondaryExecID. Customers will be able to use the enhanced Fill and Trade Cancellation messages to: Differentiate messages for outrights, legs and spreads Correlate leg and spread messages Identify the number of legs associated with a spread CME strongly recommends all customers test the enhanced execution reports prior to the production launch. Enhanced execution reports are currently available in the certification environment. UDS: Combos With UDS: Combos functionality, customers will be able to define and trade unique options instruments intra-day, composed of any or all of the following: Exchange-defined outright option(s) Exchange-defined option spread(s) Existing user-defined spreads Front-end trading applications interested in UDS: Combos functionality are required to certify via CME AutoCert+. This functionality will be available for testing and certification effective February 20, 2007. To access CME AutoCert+, please contact your CME Globex Account Manager at 312.634.8700. More information on this release is available in the UDS: Combos and Enhanced Execution Reports Client Impact Assessment . ©2006 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex®, E-mini®, iLink® Globex Trader® and CME® are trademarks of CME