CME Globex Notices: October 3, 2011

Standard-Size USD/RMB Futures (CNY) and E-micro USD/RMB (CNY) Futures
Effective Sunday, October 16 (trade date Monday, October 17), Standard-Size USD/RMB (CNY) futures and E-Micro USD/RMB (CNY) futures will be listed for trading on CME Globex.

These innovative new futures contracts will be quoted in interbank (European) terms, reflecting the number of CNY per US dollar. The Standard-Size USD/RMB (CNY) futures and E-Micro USD/RMB (CNY) futures are aligned with the OTC market convention for non-deliverable forwards while providing the benefits of counterparty risk mitigation from exchange-traded derivatives.

These contracts are listed with, and subject to, the rules and regulations of CME.

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

Expansion of Standard Options on Three-Month Eurodollar Futures
Effective Sunday, October 16 (trade date Monday, October 17), CME Group will expand its listings of standard options on Three-Month Eurodollar futures (tag 1151-SecurityGroup=GE, tag 55-Symbol=GE), such that standard options will be listed for expiration in each of the nearest 12 months maturities in the March Quarterly cycle (i.e. options on all White-, Red-, and Green-year Eurodollar futures). Currently, standard options are listed for expiration in only the nearest 8 March Quarterly maturities (i.e. options on all White- and Red-year Eurodollar futures).

These contracts are listed with, and subject to, the rules and regulations of CME.

FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Effective Sunday, October 23, 2011, the FIX tag 55-Symbol values for Energy futures and future spreads will be changed as follows:

Market Data Platform channels and implied functionality will not be impacted.

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures and spreads after their close on Friday, October 19. After 16:00 CT on Friday, October 19, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

These changes are currently available in New Release for customer testing.

Additional Listings for GreenX In Delivery Month European Union Allowance (EUA) Futures and Certified Emission Reduction Plus (CERplus^SM) Futures
Effective Sunday, October 23 (trade date Monday, October 24), the December 2015 maturity for In Delivery Month European Union Allowance (EUA) futures (tag 1151-SecurityGroup=EAF) and Certified Emission Reduction Plus (CERplus) futures (tag 1151-SecurityGroup=CPL) will be listed for trading on CME Globex.

New Product Name and Symbol for Eurodollar Mid-Curve Options
Effective Sunday, November 6, 2011 (trade date Monday, November 7), the 5-Year MidCurve options will be renamed 4-Year Mid-Curve options. The product symbol will also be changed to GE4 from GE5 (tag 1151-SecurityGroup). This change will introduce a consistent naming and symbol convention for Eurodollar Mid-Curve options on CME Globex.

These contracts are listed with, and subject to, the rules and regulations of CME.

  Reduction of the Strike Increments in Treasury Note Options
At customers’ requests, effective Sunday, November 6 (trade date Monday, November 7 ), CME Group will reduce strikes increments in the 5-Year Treasury and 2-Year Treasury Note standard and weekly options beginning with December 2011 maturities for trading on CME Globex as follows:

• 5-Year Treasury strike increments will be reduced from 1/2 to 1/4 of one price point.
• 2-Year Treasury strike increments will be reduced from 1/4 to 1/8 of one price point.

With these changes, the listing rules will be expanded from ATM ± fifteen to ATM ± thirty for all trading maturities.

These contracts are listed with, and subject to, the rules and regulations of CBOT.

These changes are currently available in New Release for customer testing.

New York/New Jersey Connectivity Update
In early 2012, CME Group will introduce a new high capacity backbone between New York/New Jersey and Chicago terminating at two independent data center locations. This new backbone provides CME Group with a local presence on the East Coast, which allows for customer aggregation outside of Chicago in support of business continuity.

In addition, CME Group has introduced a new client-managed offering called CME EConnect. With CME EConnect customers can choose their own carrier and hardware vendors. Customers who choose to connect via CME EConnect will order their own cross-connects from their leased space within the respective local data centers or from the data center carrier rooms to the CME Group network.

CME Group will work with existing New York and New Jersey CME DIRECTLink customers to re-route their connections to the points of presence in New York and New Jersey.

Detailed information is available  online. For additional information, please contact your  Global Account Manager at 312-634-8700, in Europe at 44-20-7796-7100, or in Asia at 65-6593-5574.