CME Globex Notices: February 6, 2012

 iLink Enhancements for BM&FBOVESPA via CME Globex
Effective this Sunday, February 12, 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.

In addition, BM&FBOVESPA markets will not support the following order types:

• Market Order with Protection
• Stop Order with Protection

A customer mock trading session will be offered this Saturday, February 11. CME Group strongly encourages that all BM&FBOVESPA North-to-South order routing customers and system providers participate in the mock trading session to ensure their ability to trade BM&FBOVESPA products via 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 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.

 User-Defined Spreads: Covereds Execution Enhancement
Effective Sunday, March 25, 2012 (trade date Monday, March 26), the execution for User-Defined Spreads (UDS):Covereds will be enhanced to better ensure delta neutrality.

Currently, the matching process allows aggressors to incrementally trade a Covered option without being allocated any futures to satisfy the delta neutrality. Starting Sunday, March 25, 2012, the Covered matching algorithm will track executions of a resting order such that when the executed quantity of a customer’s option order results in an accumulated delta futures allocation at or above 0.5, a futures contract is allocated to the next fill.

We recommend all system providers supporting Covereds test this enhancement thoroughly in New Release starting on Monday, February 27. Details on UDS:Covereds functionality are available  online.

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 are currently available for customer testing in New Release.

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 are currently available in New Release for customer testing.

Expansion of New York Harbor No. 2 Heating Oil Options
Effective this Sunday, February 12 (trade date Monday, February 13), the listing cycle for the following New York Harbor No. 2 Heating Oil options will be expanded as follows:

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

FIX tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads
Effective Sunday, February 26, the FIX tag 55-Symbol values for NYMEX Brent 25-Day (Platts) intercommodity 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.

FIX tag 55-Symbol Changes for Natural Gas Basis Swap Futures
Effective Sunday, February 26, the FIX tag 55-Symbol values for Natural Gas Basis Swap futures 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 after their close on Friday, February 24. After 16:00 CT on Friday, February 24 all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

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

 FIX tag 55-Symbol Changes for Energy Futures and Futures Spreads
Effective Sunday, March 11, the FIX tag 55-Symbol values for the following Energy futures and futures 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 27.

 Reminder: London Data Center Relocation
CME Group has re-located the Pinnacle House point of presence (PoP) in London to a PoP located within the Interoute/Global Switch 2 data center. Customers are required to complete the relocation to the new PoP by the end of Q2 2012.

In addition, CME Group is now offering 1 GB copper connectivity options to customers connected to CME Globex Hubs located in London, Milan and Paris.

Please contact your  EMEA Global Account Manager at +44 203 379 3754 for additional information.

 Reminder: European Hub Network Change
As of this Saturday, February 11, CME Group the Rendezvous point address (RP) will be changing. This change is mandatory and all customers connected to CME Globex Hubs in London, Milan, and Paris are required to update their configurations to reflect the new RP.

Please note: All customers are required to update their configuration to reflect the new RP. If these changes are not made, customers will only have secondary B feed access.

CME Group recommends customers update their RP after market close at 1615 Central Time (CT) this Friday, February 10 - 1200 (CT) Saturday, February 11. Customer testing will be available this Saturday, February 11, 0900 - 1200 (CT) (+6 London, +7 Milan/Paris). During this time, real-time FIX/FAST market data from production will be replayed to allow customers to verify the flow of multicast data to their systems.

Please contact your   EMEA Global Account Manager at+44 203 379 3754 for detailed information and registration for testing.

 Service Provider Partner Program
We are pleased to introduce our new Service Provider Partner Program for CME Co-Location Services. The program was initiated to create a sense of awareness within our trading community about the products and services being offered out of Aurora. These products and services include but are not limited to: News Feeds, Market Data providers, Software Providers, and Managed Service Providers.

All Service Provider Partners have completed or are near completion of their infrastructure and have the ability to sell services within our co-location facility. CME Group employs a neutral policy within the Service Provider Partner Program, and requires that their offerings are made available to all licensees and other occupants of the facility.

  View Service Provider Partners, including contact information and service offerings.