CME Globex Notices: August 23, 2010

CME Globex Network Migration to New Data Center
As previously announced, to accommodate continued growth, CME Group has expanded its infrastructure and moved its CME Globex platform to a new state-of-the-art facility identified as data center 3. Phase 1 of the data center migration was completed as of August 8, 2010, where customers connected to the Globex data center using their new Production iLink IP addresses. As part of the Phase 2 of the data center migration in October, CME Group will migrate existing CME DIRECTLink, CME LNet, and Jackson Direct customer circuits from their current locations to the new data center.

A  client impact overview is also available.

If you have any questions regarding this migration, please contact your  Global Account Manager at 312.634.8700 in the U.S.; +44 (0) 20 7796 7100 in Europe; or +852.3101.7696 in Asia.

 Volume Controls for iLink Administrative Messaging
Effective Sunday, September 12, 2010, to protect all market participants from the negative effects of extraordinary administrative messaging from runaway automated trading systems (ATS), CME Group is implementing volume controls for iLink administrative messaging.If an iLink session exceeds an average of 100 administrative messages per second (MPS) over a three-second window, subsequent administrative messages will be rejected via a Session Level Reject (tag 35-MsgType=3) message until the administrative MPS rate falls below the threshold.

Normally, administrative messaging from customers does not approach the 100 MPS threshold.

Implementing this volume control for administrative messaging at 100 MPS is designed to:

• Support valid trading activity; and,
• Prevent a malfunctioning trading system from impacting the markets.

This launch will have no impact on application messages. Order routing messages will not be counted towards the messaging threshold or be subject to rejection.

iLink administrative messages are:

• Logon (tag 35=A)
• Heartbeat (tag 35=0)
• Test Request (tag 35=1)
• Resend Request (tag 35=2)
• Session Level Reject (tag 35=3)
• Business Level Reject (tag 35=j)
• Sequence Reset (tag 35=4)
• Logout (tag 35=5)

The volume controls for administrative messaging will be available for customer testing in New Release this Monday, August 30.

For more information, please contact the  CME Globex Control Center at 312.456.2391.

Bursa Malaysia Derivatives Products on CME Globex
Effective Sunday, September 19, 2010 (Chicago time)/Monday, September 20 (Malaysia time), pending Malaysian Securities Commission approval, Bursa Malaysia Derivatives™ products will be available for trading on the CME Globex platform.

New and existing CME Group customers who would like to trade BMD products must establish all appropriate agreements and accounts with a Bursa Malaysia Clearing Firm to be authorized to trade BMD products. Contact your  Global Account Manager at CME Group for more information.

FIX/FAST-format market data will be enhanced to support BMD products on CME Globex as outlined in the  Bursa Malaysia Derivatives Client Impact Assessment. There are no impacts to iLink order routing for this launch.

BMD products are currently available in New Release for customer testing.

Second Mock Trading Session
A second mock trading session, to ensure customers can trade and receive market data for the Bursa Malaysia Derivatives products on CME Globex, will be offered this Saturday, August 28, 5:00 a.m. – 9 a.m. Central time. An   overview of the mock trading session is now available. Customers must register with their   Global Account Manager to participate.

Henry Hub Natural Gas Look-Alike Last Day Financial Futures (HH)
Effective this Sunday, August 29 (trade date Monday, August 30), the Henry Hub Natural Gas Look-Alike Last Day Financial Futures contract (tag 1151-SecurityGroup=HH) will be listed for trading on CME Globex. This product is already available on the NYMEX trading floor and CME ClearPort.

The Henry Hub Natural Gas Look-Alike Last Day Financial Futures contract is currently available in New Release for customer testing.

 Redefined Futures Calendar Spread Listing Rules  
Effective this Sunday, August 29, 2010 (trade date Monday, August 30), the calendar spreads listing rules will be redefined to include only the first 24 months for the following futures products:

• Henry Hub Natural Gas Swap Futures (tag 1151-SecurityGroup=NN)
• Henry Hub Natural Gas Penultimate Financial Futures(tag 1151-SecurityGroup= NPG)
• Brent Crude Futures (tag 1151-SecurityGroup=BB)

All calendar spreads with legs beyond the first 24 months will be removed from the CME Globex Platform.

 Implied Functionality for CBOT Corn Futures and Mini-Sized Corn Futures  
Effective this August 29, 2010, implied functionality will be disabled for CBOT corn futures and spreads (tag 1151-SecurityGroup=ZC) and mini-sized corn (tag 1151=XC).

Implied functionality is being disabled in the CBOT Corn and mini-sized corn futures from August 29, 2010, through December 31, 2010, to determine if more robust markets in highly liquid contracts can be improved without the implied spreads. We will monitor the market during this period for signs of market quality degradation and, if observed, we will reinstate the implied functionality. Based on the assessment over this period, a decision on the use of the implied spreading functionality for corn futures going forward will be made. More information on this change is available  online.

Implied functionality is indicated for every instrument on CME Globex in the FIX/FAST Security Definition message (tag 35-MsgType=d), in tag 1144-ImpliedMarketIndicator.

Implied functionality has been disabled for the CBOT Corn and mini-sized corn futures in New Release for customer testing.

Expansion of Listings for miNY Silver Futures
Effective this Sunday, August 29 (trade date Monday, August 30), CME Group will expand the listing of the COMEX miNY Silver futures (tag 1151-SecurityGroup=QI) by adding six additional contract months, for a total of 14 contracts. Currently, only eight maturities are listed.

The additional contract months for COMEX miNY Silver futures will be available in New Release for customer testing this Monday, August 23.

Expansion of Listings for miNY Gold Futures
Effective this Sunday, August 29 (trade date Monday, August 30), CME Group will expand the listing of the COMEX miNY Gold futures (tag 1151-SecurityGroup=QO) by adding six additional contract months, for a total of 14 contracts. Currently, only eight maturities are listed.

The additional contract months for COMEX miNY Gold futures are currently available in New Release for customer testing.

Minimum Tick Change for Hot Rolled Steel Index Futures
Effective this Sunday, August 29 (trade date Monday, August 30), the minimum trading tick for Hot Rolled Steel Index Futures (tag 1151-SecurityGroup=HRC) will decrease the minimum price fluctuation size from $5 to $1. This change only affects the outright futures.

The minimum trading tick change for Hot Rolled Steel Index Futures is currently available in New Release for customer testing.

Expanded Trading Hours for Nikkei 225 Yen-denominated Futures
Effective Sunday, September 12, 2010, the electronic trading hours for the Nikkei 225 Yen-denominated futures will be expanded to give market participants worldwide nearly 24-hour access to the benchmark contracts listed at CME and traded on the CME Globex platform.

With this expansion, market participants will be able to trade the futures contracts while the Japanese equity market is open. Previously, the futures contracts traded at CME Group were available only while the Japanese equity market was closed.

Under the expanded hours, trading on CME Globex will begin Sundays at 17:00 through 15:15 CT the following day, with trading Monday–Friday from 15:30 through 15:15 the next day (closing at 15:15 Friday, with a daily maintenance shutdown between 16:30-17:00).

The expanded trading hours were added as part of the licensing agreement extension between CME and Nikkei Inc.

 Expansion of Listings for COMEX Copper Futures and Gold Futures and Options
Effective Sunday, September 19 (trade date Monday, September 20), CME Group will expand the contract month listings for COMEX Copper futures and Gold futures and options, as detailed below:

• COMEX Copper futures (tag 1151-SecurityGroup=QO)
  • September 2012
  • December 2012
  • March 2013
  • May 2013
  • July 2013
  • September 2013
  • December 2013
  • March 2014
  • May 2014
  • July 2014
  • September 2014
  • December 2014
  • March 2015
  • May 2015
  • July 2015
• COMEX Gold futures (tag 1151-SecurityGroup=GC)
  • December 2015
  • June 2016
• COMEX Gold Option (tag 1151-SecurityGroup=OG)
  • December 2015
  • June 2016

OneChicago Single Stock Futures via CME Globex
Effective at the close of business this Friday, August 27, OneChicago SingleStock Futures products are scheduled to no longer be accessible via the CME Globex platform and in all customer-facing environments. FIX/FAST market data messaging, including SecurityDefinition messages, for OneChicago products will no longer be broadcast on the Market Data Platform.

In addition, the Options Clearing Corporation will become the sole clearing counterparty for all trades effected on or through OneChicago.

Please contact OneChicago directly for further information.

 CME Globex Disaster Recovery
CME Group is committed to the protection of its members, employees and stakeholders and has a long history of successfully managing risk. In keeping with those traditions, CME Group has a comprehensive business continuity program in place.

Twice a year CME Group offers Simulated CME Globex DR testing and the next such test is scheduled for Saturday, September 25.

The Simulated CME Globex DR testing is designed to ensure that customers can successfully failover to the DR environment, send orders and fallback to the production environment in case of an emergency. Customers are required to register   online and in advance to participate. Disaster Recovery IPs and ports have been distributed by your CME Global Account Manager.

Complete information on the CME Group business continuity program, including upcoming test dates and the DR Client Impact Assessment, is available   online.

For more detailed information on the Simulated CME Globex DR testing, please contact your   Global Account Manager.