Market Data Notices: May 09, 2011

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 is currently available in New Release for customer testing.

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 is currently available in New Release for customer testing.

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

ISO New England Internal Hub Peak LMP Option on Calendar Futures Strip
Effective this Sunday, May 15 (trade date Monday, May 16), the ISO New England Internal Hub Peak LMP option on calendar futures strip will be listed for trading on for open outcry trading and for clearing through CME ClearPort.

Please view the   New Product Summary.

Mini Japan Naphtha (Platts) BALMO Swap Futures
Effective this Sunday, May 15 (trade date Monday, May 16), CME Group will list Mini Japan Naphtha (Platts) BALMO Swap futures for trading on open outcry trading and for clearing through CME ClearPort.

Please view the   New Product Summary.

TC12 Freight Contracts
Effective this Sunday, May 15 (trade date Monday, May 16), CME Group will list the following tanker freight contracts for trading on open outcry trading and for clearing through CME ClearPort:

• Freight Route TC12 (Baltic) Swap Futures
• Freight Route TC12 (Baltic) Forward

Please view the   New Product Summary.

8 Midwest ISO Indiana Hub
Effective Sunday, May 15 (trade date Monday, May 16), CME Group will launch eight Midwest ISO Indiana Hub, peak and off-peak, day-ahead and real-time, swap futures contract on open outcry and for submission for clearing through CME ClearPort.

• Midwest ISO Indiana Hub 5 MW Peak Calendar-Month Day-Ahead Swap Futures
• Midwest ISO Indiana Hub 5 MW Peak Calendar-Month Real-Time Swap Futures
• Midwest ISO Indiana Hub 5 MW Off-Peak Calendar-Month Day-Ahead Swap Futures
• Midwest ISO Indiana Hub 5 MW Off-Peak Calendar-Month Real-Time Swap Futures
• Midwest ISO Indiana Hub 5 MW Peak Calendar-Day Day-Ahead Swap Futures
• Midwest ISO Indiana Hub 5 MW Peak Calendar-Day Real-Time Swap Futures
• Midwest ISO Indiana Hub 5 MW Off-Peak Calendar-Day Day-Ahead Swap Futures
• Midwest ISO Indiana Hub 5 MW Off-Peak Calendar-Day Real-Time 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.

Amendment to Minimum Price Fluctuation for the Singapore Gasoil (Platts) vs. ICE Gasoil Swap Futures
Effective trade date Monday, May 16, 2011, CME Group will implement a change to the Singapore Gasoil (Platts) vs. ICE Gasoil Swap Futures contract (commodity code GA) in order to accommodate for a 3-decimal point price ($0.001 per barrel) and provide greater price accuracy per barrel. This contract is listed for trading on the NYMEX trading floor and for clearing through CME ClearPort.

Expansion of Russian Ruble Options Strike Price Listings
Effective Sunday, May 22 (trade date Monday, May 23), CME Group will increase the number of Russian Ruble options strike price listings for RUB/USD options (tag 1151-SecurityGroup=6R) for trading on CME Globex.

CME Group will increase the number of Russian Ruble options strike price listings from ± 8 ATM to ± 25 ATM from the strike prices nearest the previous day’s settlement price.

The expanded strike price listing is currently available for customer testing in New Release.

NASDAQ Indexes Dissemination
Effective close of business June 3, 2011, CME Group will cease the dissemination of real-time values via Market Data Platform channel 3 for the following indexes:

• NASDAQ Biotechnology Index - BQX
• NASDAQ Composite Index - QCX
• NASDAQ-100 Index - IQX

In order to continue receiving real-time values for these indexes, customers will need to contact   NASDAQ OMX Global Data Products at +1 301 978 5307 or +45 33 93 33 66 directly in order to subscribe to NASDAQ OMX Global Index Data Service (GIDS).

Operational Minimum Tick Change for EUR/CHF, EUR/GBP, and EUR/SPY Futures Calendar Spreads
Effective Sunday, June 5 (trade date Monday, June 6), the minimum tick increment will change for the following futures calendar spreads.

This is an operational change only and under CME Rules 30301.D.Price Increment, 30601.D.Price Increments and 30401.D Price Increments, intra-currency spreads have been allowed on CME Globex at half-ticks.

To support these spreads with smaller tick increments than the outright legs, tag 762 will change to a RT from the current value of SP. Details on spread types are available in the   Electronic Trading Concepts.

These changes will be available for customer testing in New Release on May 23, 2011.

 FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Based on customer feedback, CME Group has reconfigured the previously announced changes to FIX tag 55-Symbol values for Energy futures and future spreads. Effective Sunday, June 5, 2011, the new configuration will be implemented 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 listed futures and spreads after their close on Friday, June 3. After 16:00 CT on Friday, June 3, 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 except the following, which will be available on Monday, May 16.

E-mini MSCI Index Futures Delisting
Effective close of business Friday, June 17 2011, the following E-mini MSCI Index futures will be delisted:

• E-mini MSCI Emerging Markets Index futures (tag 1151-SecurityGroup=EMI)
• E-mini MSCI EAFE Index futures (tag 1151-SecurityGroup=EFE)

 Dow Jones Fractional Indicator Change
Effective Monday, June 27, 2011, the ITC 2.1 price fractional indicator for the following equity futures and options disseminated via MDP channel 100 will change from a fractional indicator of 0 to 2:

• $25 Dow Jones Futures (DD)
• $10 Dow Jones Futures (DJ)
• $10 Dow Jones Options (DJC/DJP)
• $5 Mini-Sized Dow Jones Futures (YM)
• $5 Mini-Sized Dow Jones Options (OYMC/OYMP)

Please note the ITC 2.1 strike price fractional indicator will remain 0 for the equity options.

 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.