Market Data Notices: April 4, 2011

 MexDer Markets via CME Globex
In early Q3 2011, MexDer, Mercado Mexicano de Derivados markets will be available via CME Globex for iLink order routing and FIX/FAST market data. CME Group customers who would like to trade MexDer products must establish all appropriate agreements and accounts to be authorized to trade MexDer products. CME Group customers interested in accessing MexDer products via the CME Globex platform must develop and complete certification for new functionality and messaging specific to MexDer markets.

MexDer market data via CME Globex will utilize a new FIX/FAST template. The new template will be available in New Release this Sunday, April 10. A new mandatory certification suite will be available Monday, May 2, in AutoCert+ for customer systems planning to support MexDer via CME Globex.

MexDer markets via CME Globex will be available in New Release starting Monday, April 25.

The  client impact assessment provides detailed functionality and messaging for customer systems interested in supporting MexDer products via CME Globex.

Weekly Russian Ruble Options
Effective this Sunday, April 10 (trade date Monday, April 11), Weekly Russian Ruble options will be listed for trading on CME Globex and open outcry.

Please view the   New Product Summary.

August vs. November Soybean Calendar Spread Option (CSO)
Effective this Sunday, April 10 (trade date Monday April 11), options on the August vs November Soybean futures calendar spread will be listed for trading on the CME Globex and Open Outcry.

In addition a new synthetic future will be launched for the options on August vs. November Soybean future calendar spread.

The new future will have tag 1151-SecurityGroup=QC4 and tag 55-Symbol=08. Settlement prices will be published for the new synthetic future to support customers’ options pricing model.

The options (tag 1151=SZ4) will identify QC4 as the underlying contract in tag 309-UnderlyingSecurityID of the Security Definition (tag 35-MsgType=d) FIX/FAST message.

The August vs. November Soybean calendar spread option and synthetic future will be available for customer testing in New Release on Monday, March 28, 2011.

European 1% Fuel Oil (Platts) Barges FOB Rdam Average Price Options
Effective Sunday, April 17 (trade date Monday, April 18), NYMEX will list European 1% Fuel Oil (Platts) Barges FOB Rdam Average Price options for trading on open outcry trading and for clearing through CME ClearPort.

Please view the   New Product Summary.

3 Ferrous Swap Futures
Effective Sunday, April 17 (trade date Monday, April 18), the following NYMEX swap futures will be listed for trading on for open outcry trading and for clearing through CME ClearPort:

• Heavy Melting Scrap, Grade I and II, mix HMS 80/20, CFR Turkey (Platts) Swap Futures
• European Hot Rolled Coil, Ex-Works Ruhr Germany (Platts) Swap Futures
• Steel Billet, FOB Black Sea (Platts) Swap Futures

Please view the   New Product Summary.

 6 Euro-Denominated Petroleum Futures
Effective Sunday, April 17 (trade date Monday, April 18), the following NYMEX petroleum futures will be listed for trading on for open outcry trading and for clearing through CME ClearPort:

• ICE Brent (Euro-Denominated) Calendar Swap Futures
• ICE Gasoil (Euro-Denominated) Swap Futures
• Mini 3.5% Fuel Oil (Platts) Barges FOB Rdam (Euro-Denominated) Swap Futures
• Mini 1% Fuel Oil (Platts) Cargoes FOB NWE (Euro-Denominated) Swap Futures
• Mini ULSD 10ppm (Platts) Cargoes CIF NWE vs. ICE Gasoil (Euro-Denominated) Swap Futures
• Mini Gasoil 0.1 (Platts) Cargoes CIF NWE vs. ICE Gasoil (Euro-Denominated) Swap Futures

Please view the   New Product Summary.

 4 New Singapore Fuel Oil Futures
Effective Sunday, April 17 (trade date Monday, April 18), the following NYMEX petroleum futures will be listed for trading on for open outcry trading and for clearing through CME ClearPort:

• Mini Singapore Fuel Oil 380 cst (Platts) Swap Futures
• Singapore Fuel Oil 180 cst (Platts) 6.5 Dubai Crack Spread Swap Futures
• Singapore Fuel Oil 180 cst (Platts) 6.5 Dubai Crack Spread BALMO Swap Futures
• Mini Singapore Fuel Oil 380 cst (Platts) BALMO Swap Futures

Please view the   New Product Summary.

Pine Prairie Energy Center Natural Gas Futures – Variable Quantity
Effective this Sunday, April 10 (trade date Monday, April 11), the Pine Prairie Energy Center Natural Gas futures will be modified to Variable Quantity contracts:

• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Daily/Weekend Futures (tag 1151-SecurityGroup=PPD, tag 55-Symbol=NJ)
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas BALMO Futures (tag 1151-SecurityGroup=PPB, tag 55-Symbol=NJ)
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Futures (tag 1151-SecurityGroup=PPM, tag 55-Symbol=NJ)

These are variable quantity contracts, as defined in the FIX/FAST Security Definition message (tag 35-MsgType=d) in tags 871=24, 872=18. The quantity will be defined as:

• Tag 1231-MinLotSize=2500
• Tag 1439-FlowScheduleType=2 (calendar days per month)
• Tag 231-ContractMultiplier=number of calendar days
• Tag 996-UnitofMeasure=MMBtu
• Tag 5849-OriginalContractSize=2500
• Tag 1435-ContractMultiplierUnit=2 (multiplied by day)

The Daily/Weekend (PPD) and BALMO (PPB) futures are daily contracts (tags 871=24, 872=19 in the Security Definition message).

These new futures are currently available in New Release for customer testing

Pine Prairie Energy Center Natural Gas Futures Listing Schedule
Effective this Sunday, April 10 (trade date Monday, April 11) the Pine Prairie Energy Center Natural Gas futures listing schedule will be as followed:

• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Daily/Weekend Futures PPD: up to 5 listed contract days per week. The first listed contract shall be the April 12, 2011 contract day.
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas BALMO Futures PPB: One listed maturities for the current month. The first listed contract shall be the April 2011 maturity.
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Futures PPM will be expanded from one maturity to 24 consecutive maturities s with a strip trading functionality so that at any time, PPM will be available for one balance of season strip, two full season strips, one balance of calendar year strip and one full calendar year strip. The first listed contract shall be the May 2011 maturity.

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  Addition of CME ClearPort Venue for the Henry Hub Natural Gas Penultimate Financial Futures
  Effective this Sunday, April 10 (trade date Monday, April 11), NYMEX will list its existing Henry Hub Natural Gas Penultimate Financial Futures (HP) for clearing through CME ClearPort.

  This contract will remain available for trading on CME Globex and the NYMEX trading floor.

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  ITC 2.1 Specifications Price Indicator X Changing Transaction
  Effective this Monday, April 11, CME Group will re-introduce the reporting of phone trades using ITC 2.1 Category Code A “Bid/Ask/Trade - No Volume”, with a Price Indicator Code X “Changing Transaction” for the following open outcry products:

  • Mini-sized Corn - YC
  • Mini-sized Soybeans -YK
  • Mini-sized Wheat - YW

  Please note: Phone messages will be disseminated for in the manner as previously reported.

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  Expansion for Henry Hub Natural Gas Financial Calendar Spread (1 month) Options
  Effective Sunday, April 17 (trade date Monday, April 18), NYMEX will expand the listing schedule for Henry Hub Natural Gas Financial Calendar Spread (1 month) options (code G4) from 24 consecutive maturities to 60 consecutive maturities. The Henry Hub Natural Gas Financial Calendar Spread (1 month) options is currently available for open outcry trading and for clearing through CME ClearPort.

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  FIX tag 996-UnitOfMeasure Change for Green Exchange CERplus Futures and Intercommodity Spreads
  Effective Sunday, April 17, (trade date Monday, April 18), the UnitofMeasure (FIX tag 996) for CERplus^SM products will change as follows:

  FIX tag 996-UnitOfMeasure Change for Green Exchange CERplus Futures and Intercommodity Spreads

  Futures	Tag 1151-SecurityGroup	Current tag 996- UnitofMeasure	New tag 996-UnitofMeasure
  CERplusSM Futures	CPL	CER	RCER
  CERplusSM (CPL) vs. In Delivery Month European Union Allowance (EAF) Intercommodity Spread	CPL
  In Delivery Month Certified Emission Reduction (CRE) Futures vs. CERplusSM (CPL) Intercommodity	CRE

  The unit of measure change for CERplusSM product is currently available for customer testing in New Release.

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  FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
  Effective Sunday, May 1, 2011, the FIX tag 55-Symbol values for Energy futures and future spreads will be changed as follows:

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

  Futures and Spreads	Tag 1151-SecurityGroup	Current tag 55-Symbol	New tag 55-Symbol
  Oman Crude Oil Financial	ZGD	CL	DE
  Oman Crude Oil	OQD
  Intercommodity Spreads	ZGD-OQD
  ASCI Financial	A0X	CL	OP
  Brent Crude Oil Last Day Financial	BZ
  Crude Oil Volatility Index	CVF
  European Gasoil (ICE)	GLI
  Gulf Coast Gasoline	LR
  Gulf Coast Harbor ULSD	LU
  Gulf Coast Sour Crude Oil	MB
  New York Harbor Ethanol	QEN
  REBCO	RE
  REBCO Financial	REB
  Intercommodity Spreads	BZ-REB, BZ-RE, RE-REB, LR-LU
  Cross-Symbol Intercommodity Spreads	CL-BZ, CL-RE, CL-REB, A0X-CL, LR-RB, LU-HO, MB-CL, QEN-RB	CL	IE
  Inter-exchange Spreads - Light Sweet Crude Oil	CL-OQD, CL-ZGD	CL	WD
  BZ Inter-exchange Spreads	BZ-OQD, BZ-ZGD	CL	BD

  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, April 29. After 16:00 CT on Friday, April 29, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

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

New S&P Real Time Indexes
Effective this Monday, April 11, CME Group will begin disseminating the new indexes detailed below. These indexes will be transmitted every 15 seconds, via channel 109 of CME’s MDP.

ITC 2.1 Specification Message Changes
Effective Monday, May 1, CME Group will begin disseminating ITC 2.1. Category Code N (Bid and Ask Market – No Volume) messages for some S&P indexes. Bids and Asks will only be populated in the Category Code N message with the “Last” price for these indexes continuing to be disseminated in the Category Code Y message. In addition, CME Group will implement a new ITC 2.1 Category Code “v” (little v) (Cumulative Volume – Expanded Volume) message. With this change, the Category Code “v” message will support a 12-btye volume field.

These changes will be available for customer testing during the Floor ITC Ticker Tests on Friday, March 25 and Friday, April 8.

New ITC 2.1 Specification Range Indicator Message
Effective Monday, May 1, CME Group will begin disseminating ITC 2.1 Category Code U Range message with a new Range Indicator of ”M” (Pre-Market) for select S&P Indexes. Range indicator of “M” may be disseminated for Bids, Asks and Trades.

S&P will generate pre-market index data for certain select indexes typically one hour prior to the actual start of trading day.

The pre-market index data will contain:

• Index values flat-lined with previous day’s index close levels
• Index Bid & Ask values computed using real-time pre-market quotes of the underlying constituents

The pre-market index data should be considered as an initialization phase for the index prior to the start of the trading day. All market data vendors are encouraged to distribute the pre-market index data with the Range Indicator of “M”. The index values produced during pre-market does not apply to the Daily Open, High or Low.

These changes will be available for customer testing during the Floor ITC Ticker Tests on Friday, April 8.

 New York/New Jersey Connectivity Update
CME Group would like to introduce a new high capacity network 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.

In conjunction with this change, CME Group is introducing a new client-managed connectivity offering called CME EConnect.CME EConnect provides customers with the flexibility to 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 local data centers or data center carrier rooms to the CME Group network.

CME Group will work with existing New York and New Jersey CME DIRECTLink customers who prefer to continue using the CME Group managed solution to re-route their connections to the new points of presence. Within the coming weeks, Global Account Management will be contacting all CME DIRECTLink customers in New York and New Jersey to discuss the CME DIRECTLink and CME EConnect connectivity options.

Detail information is available   online . For additional information, please contact your   Global Account Manager at 312-634-8700, in Europe at 44-20-7796-7100, or in Asia at 65-6593-5574.

 CME Co-Location Services Capacity Update Reminder
As our valued customer, we would like to update you on the capacity status of CME Co-Location Services, for our Phase 1 launch.

If you are interested in applying for space at CME Group's co-location facility and haven't already done so, CME Group is now accepting requests for space. Requests submitted will be reviewed on a first come, first serve basis based on available capacity at the time of the request.

Additionally, please note, if you are interested in participating in our Phase 1 launch, all contracts must be submitted by May 2, 2011.

To request legal and product related materials to review prior to April 4, or for additional information, please contact your   Global Account Manager at 312-634-8700, in Europe at 44-20-7796-7100, or in Asia at 65-6593-5574.