Market Data Notices: April 11, 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 is currently available in New Release. 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.

European 1% Fuel Oil (Platts) Barges FOB Rdam Average Price Options
Effective this 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 this 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 this 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 this 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.

 Alberta Fuel Futures Electricity Futures
Effective this Sunday, May 1 (trade date Monday, April 18), the following NYMEX Alberta swap futures will be listed for trading on for open outcry trading and for clearing through CME ClearPort:

• Alberta Power Pool Extended Peak Calendar-Month Swap Futures
• Alberta Power Pool Extended Off-Peak Calendar-Month Swap Futures
• Alberta Power Pool Extended Peak Calendar-Day Swap Futures
• Alberta Power Pool Extended Off-Peak Calendar-Day Swap Futures
• Alberta Power Pool Peak Calendar-Month Swap Futures
• Alberta Power Pool Off-Peak Calendar-Month Swap Futures
• Alberta Power Pool Peak Calendar-Day Swap Futures
• Alberta Power Pool Off-Peak Calendar-Day Swap Futures

Please view the   New Product Summary.

Expansion for Henry Hub Natural Gas Financial Calendar Spread (1 month) Options
Effective this 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.

 FIX tag 996-UnitOfMeasure Change for Green Exchange CERplus Futures and Intercommodity Spreads
Effective Sunday, May 1, (trade date Monday, May 2), the UnitofMeasure (FIX tag 996) for CERplus^SM products will change as follows:

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

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:

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.

 Soybean Crush Futures Spread and Options Listing Expansion
Effective Sunday, May 15 (trade date Monday, May 16), the Implied Soybean Crush futures spread (tag 1151- Security Group=SOM) and the Synthetic Soybean Crush futures (BCX) listing cycle will be expanded by adding 3 standard maturities, for a total of 11 standard maturities listed. Currently only the first 8 standard maturities are listed. In addition, the Soybean Crush options (BC/BP) listing cycle will be will be expanded to include the first 10 maturities.

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.

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.

Good Friday Holiday Schedule
CME Group trading floors and normal operations will be closed Friday, April 22, in observance of Good Friday Holiday. Please view the Good Friday holiday hours by clicking on the following links for more details:

•   CME Globex
•   CME Group Chicago Trading Floor
•   CME Group New York Trading Floor
•   CME Clearport

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.