Market Data Notices: April 25, 2011

 Security Definition Enhancement for BM&F BOVESPA Products on CME Globex
At customers’ requests, the FIX/FAST Security Definition (tag 35-MsgType=d) messages for BM&F BOVESPA options on CME Globex have been enhanced to always include tag 202-StrikePrice.

GTC and GTD Orders Outside Daily Price Limits for NYMEX Energy Products
Effective this Sunday, May 1, 2011 (trade date Monday, May 2), Good Till Cancel (GTC) and Good Till Date (GTD) orders will be accepted outside the daily price limits for NYMEX energy products. This enhancement allows customers to better manage orders and positions.

This change is currently available in New Release for customer testing.

 S&P Indexes via Streamlined FIX/FAST
In late Q2 2011, CME Group is launching streamlined FIX/FAST, a new version of the FIX/FAST market data format, optimized for non-actionable price data. The initial launch of streamlined FIX/FAST will support S&P Indices market data. Streamlined FIX/FAST has a   dedicated message specification distinct from the CME Globex FIX/FAST format and a new template.

Please note: CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday start.

To ensure S&P customers currently receiving ITC 2.1 market data have sufficient time to develop, certify (if applicable), and deploy the streamlined FIX/FAST solution, ITC 2.1 market data format will continue to be disseminated for approximately 5 months following the streamlined FIX/FAST launch.

Effective Monday, May 9, 2011, new functionality will only be implemented on streamlined FIX/FAST. Index launches will be supported on both ITC 2.1 and the new streamlined FIX/FAST.

Streamlined FIX/FAST will be available in New Release for customer testing on Monday, May 9, 2011.

Detailed information for S&P Indices via streamlined FIX/FAST is available online in the   Client Impact Assessment.

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.

Alberta Fuel Futures Electricity Futures
Effective this Sunday, May 1 (trade date Monday, May 2), 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.

Mini LPG and Naphtha Futures
Effective this Sunday, May 1 (trade date Monday, May 2), CME Group will list the following petroleum futures contracts for trading on open outcry trading and for clearing through CME ClearPort:

• Mini Argus Propane Far East Index Swap Futures
• Mini Argus Propane (Saudi Aramco) Swap Futures
• Mini Japan C&F Naphtha (Platts) Swap Futures

Please view the   New Product Summary.

Indonesian Coal (McCloskey sub-bituminous 6,000 kcal basis) Swap Futures
Effective this Sunday, May 1 (trade date Monday, May 2), Indonesian Coal (McCloskey sub-bituminous 6,000 kcal basis) Swap futures will be listed for trading on for open outcry trading and for clearing through CME ClearPort.

Please view the   New Product Summary.

2 Petroleum Futures
Effective this Sunday, May 1 (trade date Monday, May 2), CME Group will list the following petroleum futures contracts for trading on open outcry trading and for clearing through CME ClearPort.

• Mini European Diesel 10 ppm (Platts) Barges FOB Rdam vs. ICE Gasoil Swap Futures
• Mini Gasoil 0.1 (Platts) Barges FOB Rdam vs. ICE Gasoil Swap Futures

Please view the   New Product Summary.

European Propane CIF ARA (Argus) vs. Naphtha CIF NWE (Platts) Swap Futures
Effective this Sunday, May 1 (trade date Monday, May 2), the European Propane CIF ARA (Argus) vs. Naphtha CIF NWE (Platts) Swap futures contracts will be listed fot trading on for open outcry trading and for clearing through CME ClearPort.

Please view the   New Product Summary.

 2 Fuel Oil Balance-of-Month Futures
Effective this Tuesday, May 3, CME Group will list the following petroleum balance-of-month futures contracts for trading on open outcry trading and for clearing through CME ClearPort.

• Gulf Coast No. 6 Fuel Oil 3.0% vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) BALMO Swap Futures
• New York Fuel Oil 1.0% vs. European 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Swap Futures

Please view the   New Product Summary.

10-Year Sovereign Yield Spread Futures
Effective Sunday, May 22 (trade date Monday, May 23),   CME 10-Year Sovereign Yield Spread (Sovys) futures will be listed for trading on the CME Globex platform.

Please view the   New Product Summary.

 Weekly Corn Soybeans, and Wheat Options
Effective Sunday, May 22 (trade date Monday, May 23),   Weekly Corn, Soybean, and Wheat options will be listed for trading on CME Globex and open outcry.

Please view the   New Product Summary.

FIX tag 996-UnitOfMeasure Change for Green Exchange CERplus Futures and Intercommodity Spreads
Effective this 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
The FIX tag 55-Symbol changes, originally scheduled for Sunday, May 1, have been rescheduled for Sunday, May 8.

Effective Sunday, May 8, 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.

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 this 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 this 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.

 New S&P Real-time Indexes
Effective this Monday, May 2, 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.

 New S&P Real-time Indexes
Effective this Monday, May 23, 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.

 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 16, 2011.

To request legal and product related materials, 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.