CME Globex Notices: January 16, 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. CME Group strongly encourages that all BM&FBOVESPA North-to-South order routing customers and system providers participate in at least one of the mock trading sessions to ensure their ability to trade BM&FBOVESPA products on CME Globex. Detailed information for the mock trading session is now available  online. Customers who plan to participate are requested to register with their Global Account manager.

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

  iLink Enhancement for Order Handling Flag
Effective second quarter 2012, in response to clearing firm requests and in conjunction with a Futures Industry Association (FIA) initiative, iLink order routing will launch support for FIX tag 1031-CustOrderHandlingInst. This tag will allow trading and clearing firms to identify the source of any order.

The value submitted on a new order in tag 1031-CustOrderHandlingInst will be passed through to the CME Clearing House at trade, and populated on all FIXML trade confirmation and allocation messages. It will also be supported by the CME Clearing House Give-up Payment System (GPS).

When tag 1031-CustOrderHandlingInst is submitted on the New Order (tag 35-MsgType=D), it will be returned on all associated Execution Reports (tag 35=8).

Further information on New Release testing and launch dates will be published as it is available. Please contact the CME Clearing House at 312.207.2525 with any questions.

Crude Oil Financial and RBOB Gasoline Financial Futures
Effective this 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 this 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 are currently available in New Release for customer testing.

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.

  Henry Hub Natural Gas Last Day Physically-Delivered Futures
Effective Sunday, February 12 (trade date Monday, February 13), the Henry Hub Natural Gas Last Day Physically-Delivered futures and future spreads will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

This contract is listed with, and subject to, the rules and regulations of NYMEX.

These futures and spreads will be available for customer testing in New Release this Monday, January 23.

Butterfly Spreads for DME Oman Crude Oil Futures Contract
Effective this 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 is currently available in New Release for customer testing.

Additional Listings for In Delivery Month European Union Allowance (EUA) Futures
Effective this 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.

  FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Effective Sunday, February 26, 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.

These changes will be available for customer testing in New Release on Monday, February 13.

Drop Copy Resend Process Enhancement
Effective Sunday, February 5, 2012, Drop Copy will be enhanced to better support customer resend processing.

Currently, customers who have submitted an Application Resend Request (tag 35-MsgType=BW) and have not yet received the Application Message Report (tag 35=BY) may not send a FIX Resend Request (tag 35=2). FIX Resend Requests are ignored in this scenario.

With this enhancement, customers will receive a Session Level Reject (tag 35=3) when submitting a FIX Resend Request while an Application Resend Request is in process.

For more information, please see the   Drop Copy Client Impact Assessment.

This messaging enhancement is currently available for customer testing in New Release.