CME Globex Notices: November 7, 2011

New Market Data Platform Channel for DME Options
Effective Sunday, November 20, a new Market Data Platform channel 29 will be defined for FIX/FAST market data on DME options. Until the launch of DME options, the channel will only broadcast heartbeats.

Information on the new channel will be added to the config.xml file for the following environments as follows:

• New Release - Monday, November 14
• Production/Certification - Sunday, November 20

With this launch, channel 28 will be re-titled “DME Futures” in the config.xml file.

The new Market Data Platform channel will be available for customer testing in New Release on Monday, November 14.

  iLink Enhancements for BM&FBOVESPA via CME Globex - Postponed
The iLink enhancements scheduled for Sunday, December 11, 2011 has been postponed. Further information will be available in the CME Globex Notices.

These enhancements include:

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

The previously scheduled customer mock trading sessions have been postponed until further notice.

The client impact assessment is now available  online. The enhancements are currently available for customer testing in New Release.

New DME Oman Crude Oil European Style Option Contract (OQE)
Effective Sunday, December 11, subject to Dubai Financial Services Authority (DFSA) approval, DME Oman Crude Oil European Style Option will be listed for trading on CME Globex.

The DME Oman Crude Oil European Style Option will be disseminated on a   new Market Data Platform channel 29.

This contract is listed with and subject to the rules and regulations of the Dubai Mercantile Exchange.

The product will be available for customer testing in New Release on Monday, November 14.

  GreenX California Carbon Allowance Options
Effective Sunday, December 11 (trade date Monday, December 12), the Green Exchange California Carbon Allowance options (tag-1151 SecurityGroup=CAO, tag-55 Symbol=GY) 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.

The product will be available for customer testing in New Release on Monday, December 5.

E-micro USD/RMB Minimum Tick and Display Factor Changes
Effective Sunday, November 20 (trade date Monday, November 21), changes to minimum tick increment and tag 9787-DisplayFactor 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 are currently available in New Release for customer testing.

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

Expansion of Strike Listings for COMEX Silver Options
Effective Sunday, December 4 (trade date Monday, December 5), CME Group will expand the strike listing rules for Silver options (tag 1151-SecruityGroup=SO, tag 55-Symbol=SO) for trading on CME Globex for all maturities as follows:

• If the underlying futures price is less than $25.00 per troy ounce, ± 40 ATM strikes will be listed in intervals of $.05; forty strikes will be listed in $.25 increments above and below the highest and lowest $.05 increment; and 10 strikes will be listed in $1.00 increments above and below the highest and lowest $1.00 increment.
• If the underlying futures price is greater than $25.00 per troy ounce, ± 40 ATM strikes will be listed in intervals of $.25 and forty strikes will be listed in $1.00 increments above and below the highest and lowest $.05 increment ; and10 strikes will be listed in $1.00 increments above and below the highest and lowest $1.00 increment.

   

In addition, Silver options will be listed on the nearest five of the March, May, July, September, and December futures maturities. The nearest of the January, February, April, June, August, October, and November maturities shall be listed for trading for a period of two months from the current listed maturity. Additionally, the July and December maturities shall be listed for sixty months from the current listed maturities.

New Product Name and Symbol for Eurodollar Mid-Curve Options
Effective Sunday, December 11 (trade date Monday, December 12), 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 are currently available in New Release for customer testing.