GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject CME Globex Notices: January 1, 2007
Notice Date 2007-01-01
Notice Number 010107
Effective Date 1969-12-31
CME Globex(R) Notices

Welcome to the CME Globex Notices summary for the week of January 1, 2006.

 


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: NYMEX SOFTS on CME Globex 
Effective this Sunday, January 7, 2007 (for trade date Monday, January 8), the following NYMEX SOFTS TM futures and spreads will launch on the CME Globex electronic trading platform.

New NYMEX SOFTS on CME Globex
Product Product Code Instrument
Group Code
Spreads
Cocoa CJ CJ Calendar
Coffee KT KT Calendar
Cotton TT TT Calendar
Frozen Concentrated OJ (FCOJ) FJ FJ Calendar
Sugar 11 YO YO Calendar
Sugar 14 FT FT Calendar

These products are currently available in the CME certification environment for customer testing.

More information on the NYMEX SOFTS is available online. CME Globex contract specifications for these products are available in the NYMEX Snapshot.

More information on NYMEX and COMEX products on the CME Globex platform is available at www.nymexoncmeglobex.com.


NYMEX Gulf Coast Products on CME Globex  
Effective this Sunday, January 7, 2007, in preparation for a later launch, the following new NYMEX Gulf Coast futures, spreads and TAS contracts will be available for customer testing in the CME certification environment.

New NYMEX Gulf Coast Products on CME Globex
Product Product Code Instrument
Group Code
Spreads
Gulf Coast Gasoline LR CL Calendar
Gulf Coast Ultra Low Sulfur Diesel (ULSD) LU CL Calendar
New Intercommodity Spreads
Gulf Coast Gasoline vs. RBOB LR:RB CL  
Gulf Coast Gasoline vs. Gulf Coast ULSD LR:LU CL  
Gulf Coast ULSD vs. Heating Oil LU:HO CL  
New TAS Instruments
Gulf Coast Gasoline TAS LRT CT  
Gulf Coast Ultra Low Sulfur Diesel (ULSD) TAS LUT CT  

CME Globex contract specifications for these products are available in the NYMEX Snapshot.

More information on NYMEX and COMEX products on the CME Globex platform is available at www.nymexoncmeglobex.com.


Reminder: NYMEX iPort 3-2-1 Plus Index on CME Globex  
Effective Sunday, January 21, 2007 (for trade date Monday, January 22), the NYMEX iPort TM 3-2-1 Plus futures, spreads and TAS contracts will launch on the CME Globex electronic trading platform.

NYMEX iPort 3-2-1 Products on CME Globex
Product Product Code Instrument
Group Code
Spreads
NYMEX iPort 3-2-1 Plus WX WX Calendar
NYMEX iPort 3-2-1 Plus TAS WXT WT  

NYMEX iPort products are new index and portfolio instruments, designed to maximize potential exposure and hedge sector risk in energy and metals markets. NYMEX iPort indexes are different combinations of benchmark NYMEX contracts. The NYMEX 3-2-1 Plus Index equals the sum of the value of the nearest NYMEX futures contracts divided by ten, as follows: three NYMEX Light Sweet Crude Oil contracts, two NYMEX RBOB contracts, one NYMEX Heating Oil contract, and one NYMEX Natural Gas contract.

These new NYMEX iPort products will be available for customer testing in the certification environment this Sunday, January 7.

CME Globex contract specifications for these products are available in the NYMEX Snapshot.

More information on NYMEX and COMEX products on the CME Globex platform is available at www.nymexoncmeglobex.com.


Reminder: CME Market Data Platform Change  
As previously announced, effective Sunday, January 21, 2007, CME is removing all of the following market data messages from the CME Market Data Platform administration channel (2) in the production environment.

  • Instrument Creation (MO) messages
  • Trading Day Timetables (MH) messages
  • Group State Change Marker (MJ) messages
  • Start of CME Globex Platform (MK) messages
  • Start of Instrument Referential Broadcasting (ML) messages
  • End of Instrument Referential Broadcasting (MM) messages

As of Sunday, January 21, these messages will be disseminated only via their respective CME Market Data Platform product data channels.

These same market data messages have been removed from the Administration channel (2) in the certification environment, and in both the certification and production environment for CME Equity, FX and Commodity options only.

There is no change to the Instrument Creation (MO) Messages - Replay Only and Instrument Creation (MO) Messages - Replay Only (Excluding CME Eurodollar Options) channels (1 and 16).

CME strongly recommends customers use the Instrument Creation (MO) Messages - Replay Only and Instrument Creation (MO) Messages - Replay Only (Excluding CME Eurodollar Options) channels (1 and 16) to download MO messages for the week, and use the product channels for mid-week instrument adds.

More information on the CME Market Data Platform is available in the CME Market Data Platform Developer's Guide . Details on the CME market data messages can be found in the CME Market Data Platform RLC Message Specifications .


Reminder: ITC 2.1 Market Data Change  
Effective Sunday, January 21, to improve market data bandwidth management, the ITC 2.1 market data messages for CME E-mini Russell 2000 ® and CME E-mini S&P 500 ® options will be moved from the CME Globex Options Top of Book channel (5) to the CME Globex Spreads Top of Book channel (6).

Please note: this change only affects the ITC 2.1 message channels. There is no change to the RLC channels.

More information on the CME Market Data Platform channels is available online.


Reminder: Instrument Group Code Changes  
Effective Sunday, January 28, 2007, the following Instrument Group Code changes will be implemented in both the certification and production environments. With this change, all Instrument Group Codes will conform to the standard two-character length.

CME Market Data Platform RLC Message Specifications .


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