Market Data Notices: May 16, 2010

 Network Time Protocol (NTP) Server Decommission
As a part of the expansion of CME Globex to Data Center 3, CME Group deployed new Network Time Servers. Customers who utilize the NTP synchronization service from CME Group are required to update their NTP configurations to the following NTP servers. These changes can be made at anytime. If the NTP configuration is not updated, customers may not be synchronized to CME clock source.

Customers should update their configuration to utilize the following NTP servers.

• 205.209.218.172
• 205.209.218.173

The following CME Network time Protocol (NTP) servers located at Data Center 1 will be decommissioned effective Friday, June 10, 2011:

• 65.164.7.70
• 65.164.7.71

Details on the Network Time Protocol Sever are available in the   Production Network Connectivity Guide.

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.

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.

 CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Day-Ahead LMP Swap Option
Effective Sunday, June 5 (trade date Monday, June 6), CME Group will list a California ISO electricity option contract on open outcry and for submission for clearing through CME ClearPort.

Please view the   New Product Summary.

Expansion of Russian Ruble Options Strike Price Listings
Effective this 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 - Postponed
 

The minimum tick increment will changes for the EUR/CHF, EUR/GBP, and EUR/SPY futures calendar spreads, originally scheduled for Sunday, June 5, 2011, have been postponed. Information will be available in the CME Globex and Market Data Notices as it becomes available.

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

The FIX tag 55-Symbol changes, originally scheduled for Sunday, June 5, 2011, have been postponed.

The New Release environment will be updated to match the production tag 55-Symbol values on Monday, June 6, 2011.

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)

 Gold Options Contract Listing Expansion
Effective Sunday, June 19, 2011(trade date Monday, June 20), CME Group will expand the listing cycle for the Gold options (OG) to list the nearest twenty consecutive futures maturities. In addition, June and December option maturities shall be listed for 72 maturities from the current listed maturity.

 Silver and Copper Options Strike Prices Listing
Effective Sunday, June 19, 2011(trade date Monday, June 20), CME Group will offer additional strike prices for the Silver options (SO) and Copper options (HX) contracts as follows:

• Silver Options
  • For the first three months, strike prices are at an interval of $.05.An additional ten strike prices will be listed at $.25 increments above and below the highest and lowest five-cent increment, respectively, beginning with the strike price evenly divisible by $.25. For all other trading months, strike prices are at an interval of $.05 if the underlying futures price is less than $25.00 per troy ounce. If the underlying futures price is greater than $25.00 per troy ounce, strike prices are at an interval of $.10 for the 20 strike prices above and 20 strike prices below the at-the-money strike price. An additional 10 strike prices will be listed at $.25 increments above the highest $.10 increment and an additional ten strike prices will be listed at $.25 increments below the lowest $.10 increment, beginning with the first available strike that is evenly divisible by $.25.
• Copper Options
  • For the first three months, strike prices are at an interval of $.01. An additional ten strike prices will be listed at $.05 increments above and below the highest and lowest one-cent increment, respectively, beginning with the strike price evenly divisible by $.05. For all other trading months, strike prices are at an interval of $.05 if the underlying futures price is less than $2.00 per pound. If the underlying futures price is greater than $2.00 per pound, strike prices are at an interval of $.05 for the 20 strike prices above and 20 strike prices below the at-the-money strike price. An additional 10 strike prices will be listed at $.25 increments above the highest $.05 increment and an additional ten strike prices will be listed at $.25 increments below the lowest $.05 increment, beginning with the first available strike that is evenly divisible by $.25.

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.