CME Globex Notices: January 2, 2012

iLink Enhancements for BM&FBOVESPA via CME Globex
Effective for Sunday, February 5, 2012, 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

Customer mock trading sessions will be offered Saturday, January 28 and February 4. More information will be available in the CME Globex Notices.

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

NYMEX Brent 25-Day (Platts) Intercommodity Spreads
Effective Sunday, January 15, 2012 (trade date Monday, January 16), the following intercommodity NYMEX Brent 25-Day (Platts) futures spreads will be listed for trading on CME Globex.

The new intercommodity spreads will be available for customer testing in New Release this Monday, January 9.

Crude Oil Financial and RBOB Gasoline Financial Futures
Effective Sunday, January 22 (trade date Monday, January 23), Crude Oil Financial and RBOB Gasoline Financial futures will be listed for trading on CME Globex.

These contacts are listed with, and subject to, the rules and regulations of NYMEX.

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

New York Ultra Low Sulfur Diesel Financial Futures and Options
Effective Sunday, January 22 (trade date Monday, January 23), the New York Ultra Low Sulfur Diesel (ULSD) Financial futures and options will be listed for trading on CME Globex.

These contacts are listed with, and subject to, the rules and regulations of NYMEX.

These products will be available for customer testing in New Release this Monday, January 9.

  Snowfall Index Futures
Effective Sunday, February 12 (trade date Monday, February 13), the following new monthly and seasonal strip Snowfall Index futures will be listed for trading on the CME Globex.

Snowfall Index futures are geared to the amount of snowfall recorded in a given month in a designated location. They provide a way to

• Protect revenues and manage risks related to snowfall
• Accept the risks related to snowfall in exchange for possible profit

These instruments will be available in New Release for customer testing on January 30.

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

Butterfly Spreads for DME Oman Crude Oil Futures Contract
Effective Sunday, January 22 (trade date Monday, January 23), butterfly spreads will be listed on CME Globex for the DME Oman Crude Oil futures (tag 1151-SecurityGroup=OQD).

Six butterfly spreads will be available upon launch.

Butterfly spreads consist of three instruments within the same product and with equally distributed maturity months (e.g., F2-G2-H2). Further details are available in the   Electronic Trading Concepts. Butterfly spreads are identified with BF in tag 762-SecuritySubType in the Security Definition (tag 35-MsgType=d) message. DME Oman Crude Oil butterfly spreads will not support implied functionality.

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

DME Oman Crude Oil butterfly spreads will be available for customer testing in New Release this Monday, January 9.

Additional Listings for In Delivery Month European Union Allowance (EUA) Futures
Effective Sunday, January 22, (trade date Monday, January 23), the following December maturities in GreenX In Delivery Month European Union Allowance (EUA) Futures (tag 1151-SecurityGroup=EAF) will be listed on Green Exchange and available via CME Globex.

• December 2016
• December 2017
• December 2018
• December 2019
• December 2020

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

  CME Globex Port Closure Policy
If the CME Globex Control Center (GCC) detects iLink session messaging behavior that may be detrimental to the CME Globex marketplace and this behavior is not corrected in a timely manner, the GCC will take action to close the port for the iLink session and protect the best interest of the Exchange. The GCC will make a best efforts attempt to reach a registered contact for the firm, either before or after the port closure.

Once the port is closed, all working orders previously entered through the iLink session will continue to work. If the sessions are COD ( Cancel on Disconnect) enabled, then the COD functionality will cancel all day and sessions orders. Due to the port closure, only Firmsoft access or a registered contact calling the GCC will afford the trading entity the ability to cancel those working orders.

To minimize the potential for such a development, CME Group strongly encourages all executing firms to properly monitor administrative and business level rejects and to ensure that order entry systems have proper order reject handling capabilities. In addition, CME Group encourages proper registration of contacts with the GCC through Firm Administrators.

Effective Sunday, January 15, 2012, firms will be subject to a $500 port maintenance charge for negligent iLink Session ID messaging which results in the closure of an iLink Session ID port by CME Group.

Customer iLink Session IDs that are permissioned to trade CME, CBOT, NYMEX or COMEX products are governed by this policy and will thus be directly subject to any surcharges imposed under this policy. iLink Session IDs that are permissioned solely to trade with non-CME Group exchange(s) will be handled in accordance with the rules of that Partner Exchange.

If you have any questions, please contact the   CME Globex Control Center at 312-456-2391, in Europe at 44-20-7623-4708 or in Asia at 65-6223-1357.