CME Globex Notices: October 17, 2011

  iLink Enhancements for BM&FBOVESPA via CME Globex
Effective Sunday, December 11, 2011, a number of iLink enhancements will be launched for the Brazilian Mercantile and Futures Exchange/Sao Paulo Stock Exchange (BM&FBOVESPA) order routing solution.

These enhancements include:

• New supported order types for BM&FBOVESPA markets
• New supported FIX tags
• Updated functionality

BM&FBOVESPA markets will be unavailable through the New Release environment Monday, October 24 through Monday, October 31, 2011. If you have any questions, please contact  CSET at 1-312-930-2322.

Customer mock trading sessions will be offered Saturday, November 19 and December 10. More information will be available in the CME Globex Notices.

The client impact assessment is now available  online. The enhancements will be available for testing in New Release on Tuesday, November 1.

GreenX Cross State Air Pollution Rule (CSAPR) Transport Rule(TR) Nitrogen Oxides (NOx) Futures and Sulfur Dioxide (SO2)
Effective Sunday, November 6 (trade date Monday, November 7), the Green Exchange CSAPR TR NOx and SO2 futures will be listed for trading on CME Globex.

These contracts are listed with, and subject to, the rules and regulations of GreenX. All transactions will be available for clearing through CME Clearing.

These products will be available for customer testing in New Release on Monday, October 24.

  Trading at Marker Platts
Effective Sunday, November 6 (trade date Monday, November 7), CME Group will introduce Trading at Marker (TAM) based on the Platts 3:15 p.m. Eastern Time (ET) futures assessment or TAPS, for NYMEX New York Harbor No. 2 Heating Oil and RBOB Gasoline futures on CME Globex pending receipt of required regulatory approvals.

For TAM trading on the Platts 3:15 p.m. ET futures assessment in NYMEX Heating Oil and RBOB Gasoline futures, the marker price will be the price established and published by Platts. Additional information on the methodology employed by Platts in establishing the 3:15 p.m. ET futures assessment is set forth in its  Platts Methodology Statement which is available on the Platts   website.

These contracts are listed with, and subject to, the rules and regulations of NYMEX. Additional information for TAM Platts trading is available  online.

These products will be available for customer testing in New Release on Monday, October 24.

The TAM Platts marker prices will be disseminated via the Market Data Platform NYMEX ITC channel.

FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Effective this 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 this 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.

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 will be available for customer testing in New Release on Monday, October 24.

European-style Weekly S&P 500 and E-mini S&P 500 Options Strike Expansion
Effective Sunday, November 6 (trade date Monday, November 7),the strike listing rules for the European-style weekly options on the S&P 500 and the E-mini S&P 500 strike ranges will be expanded for all weekly maturities.

With this change, all maturities of the European-style weekly S&P 500options and E-mini S&P 500 options will list at-the-money ± 50 strikes. Currently, ATM ± 30 strikes are listed for all weekly maturities.

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

These changes will be available in New Release for customer testing on Monday, October 24.

  Expansion of Short-Term Gold Options Strike Price Listings
Effective Sunday, November 6 (trade date Monday, November 7), the strike listing rules for Short-Term Gold Options (tag 1151-SecurityGroup=L01-L31) will be expanded from ATM ± 10 to ATM ± 40 on CME Globex.

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

The expanded strike price listing will be available for customer testing in New Release on Monday, October 24.

  Implied Delay Functionality for NYMEX and COMEX Futures
Effective Sunday, November 6, 2011 (trade date Monday, November 7), CME Globex will remove the 10 second implied delay functionality for the market open process for all NYMEX and COMEX futures.

This change is currently available in the New Release environment for customer testing.

  New Product Name and Symbol for Eurodollar Mid-Curve Options
Effective Sunday, November 20 (trade date Monday, November 21), 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.

These changes will be available for customer testing in New Release on Monday, October 24.

  E-micro USD/RMB Display Factor Changes
Effective Sunday, November 20 (trade date Monday, November 21), changes to Tag 9787-DisplayFactor values will be implemented for E-micro USD/RMB futures.

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

These changes will be available for customer testing in New Release on Monday, November 7.

More information on tag 9787-DisplayFactor is available in the  FIX/FAST Message Specifications module of the FIX/FAST SDK.

CME Group Technology Conference
Wednesday, October 26, 2011
8:30 a.m. to 5:00 p.m.
CME Group at 20 South Wacker Drive, Chicago

CME Group's Technology Conference is a one-day event that hosts engaging speakers and expert practitioners with knowledge of relevant technologies and trends related to the financial industry. Presentations will be aligned with each of the following topics:

• High Performance
• Big Data / Grid Computing
• Operational Excellence

This complimentary conference welcomes developers, technology managers and testers who are interested in learning about how and where to apply these new technologies.

We have limited capacity, so registration is on a first-come, first-served basis.

Click  here to register.

CME Co-Location Services
Countdown to Launch – January 29, 2012

CME Co-Location Services, comprised of hosting, connectivity and support services, will officially launch live trading on Sunday, January 29, 2012, at our new state-of-the-art data center in Aurora, Illinois. CME Group’s trading match engine, which is located in this data center, will allow for the lowest latency connectivity possible for all products traded on the CME Globex platform.

Over the past few months, customers have been securing space, moving in equipment and testing their connections as they look forward to going live in January.

If you haven’t inquired about our offering yet, please contact your Global Account Manager for details. Space in our data center is still available and contracts are being accepted for customers who wish to move in during the weeks immediately following the launch date of January 29, 2012.

Contact your  Global Account Manager today to get started at +1.312.634.8700 in the United States; +44.20.7796.7100 in Europe; and +65.6593.5574 in Asia.

Learn more about CME Co-Location Services, visit  www.cmegroup.com/colo.

View  CME Co-Location Services Brochure (PDF).

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 +1.312.634.8700, in Europe at +44.20.7796.7100, or in Asia at +65.6593.5574.