Market Data Notices: July 04, 2011

• CBOT and CME Interest Rate Futures Enhancements - August 2011

• MexDer Markets via CME Globex - This Week

• Trading At Marker (TAM) - Singapore - This Week
• Four Fertilizer Swap Futures - This Week
• Four Options on Coal Swap Futures - This Week
• Dated Brent (Platts) Average Price Options - This Week
• Short-term Crude Oil and Natural Gas Options - July 17
• Short-term Gold Options - July 17
• Pine Prairie Energy Center Natural Gas Monthly Basis Futures - July 24
• Australian Coking Coal Swap Futures - July 25

• Hurricane Settlements & Activations - This Week
• Listing of Additional Contract Months in CERplus^SM Futures and RGGI Futures and Options - This Week
• Expansion of Trading and Clearing Sessions for Pine Prairie Energy Center
  Natural Gas Futures - This Week
• Additional Bursa Malaysia Derivative Berhad Crude Palm Oil Futures
  (FCPO) Calendar Spreads - July 17
• New Synthetic Futures for Commodity Options on Calendar Spreads - July 24
• Temporary Removal of Eurodollar Calendar Spread Options from CME Globex - July 31

• New S&P Real-time Index - July 18
• S&P Fractional Indicator Change - July 18

 CBOT and CME Interest Rate Futures Enhancements
Effective August 2011, a number of enhancements will be introduced for CBOT and CME Interest Rate futures and future spreads on CME Globex.

The messaging and functionality impacts are documented online in the  Client Impact Assessment.

A mock trading session for both CBOT and CME Interest Rate futures will be held on Saturday, July 23. Details on the mock will be made available in the Market Data Notices.

CME Group recommends all system providers supporting CBOT and CME Interest Rate futures test these changes thoroughly in New Release.

MexDer Markets via CME Globex
Effective this Sunday, July 10, 2011 (trade date Monday, July 11), MexDer, Mercado Mexicano de Derivados, market data will be available via CME Globex Market Data Platform FIX/FAST.

MexDer market data via CME Globex will utilize a new FIX/FAST template. The new template is currently available in production.

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

MexDer markets will be available via CME Globex for iLink order routing in early Q3 2011. 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 the MexDer market. The new template is currently available in New Release. A new mandatory certification suite is currently in AutoCert+ for customer systems planning to support MexDer via CME Globex.

MexDer markets via CME Globex are 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.

Please contact your  Global Account Manager for further information.

Trading At Marker (TAM) - Singapore
Effective this Sunday, July 10 (trade date Monday, July 11), CME Group will introduce the Singapore Trading at Marker (TAM) on CME Globex.

TAM is similar to the existing Trading at Settlement (TAS) trading, where customers will be permitted to trade at a differential that represents a not-yet-known price. TAM trading will use a marker price, whereas TAS trading uses the Exchange-determined settlement price for the applicable contract month.

These contracts are listed with, and subject to, the rules and regulations of NYMEX. Additional information for Singapore TAM trading is available  online.

For any given product, there may be more than one marker available to trade. This launch includes a 4:30 p.m. Singapore GMT time marker to correspond with the Singapore market close and allows market participants to trade relative to the Exchange calculated marker price.

In the same way TAS uses “0” to represent the unknown settlement price and trades at ± 10 ticks, TAM uses “0” to represent the price at the time of the marker and trades at ± 10 ticks.

Please view the  New Product Summary.

Four Fertilizer Swap Futures
Effective this Sunday, July 10 (trade date Monday, July 11), CME Group will list the following fertilizer swap futures contracts for trading on open outcry and for submission for clearing through CME ClearPort.

• Urea (Granular) FOB US Gulf Swap Futures
• UAN FOB Swap Futures
• DAP FOB Tampa Swap Futures
• DAP FOB NOLA Swap Futures

This contract is listed with, and subject to, the rules and regulations of NYMEX.

Please view the  New Product Summary.

Four Options on Coal Swap Futures
Effective this Sunday, July 10 (trade date Monday, July 11), CME Group will list following options contracts for trading on open outcry and for submission for clearing through CME ClearPort.

• Coal (API 2) cif ARA (ARGUS-McCloskey) Option on Quarterly Futures Strip
• Coal (API 2) cif ARA (ARGUS-McCloskey) Option on Calendar Futures Strip
• Coal (API 4) fob Richards Bay (ARGUS-McCloskey) Option on Quarterly Futures Strip
• Coal (API 4) fob Richards Bay (ARGUS-McCloskey) Option on Calendar Futures Strip

This contract is listed with, and subject to, the rules and regulations of NYMEX.

Please view the  New Product Summary.

Dated Brent (Platts) Average Price Options
Effective this Sunday, July 10 (trade date Monday, July 11), CME Group will list Dated Brent (Platts) Average Price Options for trading on open outcry and for submission for clearing through CME ClearPort.

This contract is listed with, and subject to, the rules and regulations of NYMEX.

Please view the  New Product Summary.

Short-term Crude Oil and Natural Gas Options
Effective Sunday, July 17 (trade date Monday, July 18), Short-term Crude Oil and Natural Gas options will be listed for trading on CME Globex.

Short-term Crude Oil and Natural Gas options contracts will have daily expiration dates listed up to five days in advance. Short-term natural gas and crude oil options will run off standard strike prices and the standard front-month futures contract.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

Please view the  New Product Summary.

Short-term Gold Options
Effective Sunday, July 17 (trade date Monday, July 18), Short-term Gold options will be listed for trading on CME Globex platform.

The Short-term Gold options represent a cost-effective means for professional investors to gain exposure to gold. These new short-term options contracts will have daily expiration dates listed up to five days in advance. Short-term gold options will run off the standard strike prices and the cycle month futures contract.

These contracts are listed with, and subject to, the rules and regulations of COMEX.

Please view the  New Product Summary.

Pine Prairie Energy Center Natural Gas Monthly Basis Futures
Effective Sunday, July 24 (trade date Monday July 25), the Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Basis Futures (tag 1151-SecurityGroup=PPE, tag 55-Symbol=NJ), will be listed for trading on CME Globex and for submission on CME Clearport.

This contact is listed with NYMEX and subject to the rules and regulations of NYMEX.

Please view the  New Product Summary.

 Australian Coking Coal Swap Futures
Effective Sunday, July 24 (trade date Monday, July 25), CME Group will list Australian Coking Coal (Platts) Swap futures on open outcry and for submission on CME ClearPort.

This contract is listed with, and subject to, the rules and regulations of NYMEX.

Please view the  New Product Summary.

 Hurricane Settlements & Activations
On Friday, July 1, coverage was suspended by the National Hurricane Center for Tropical Storm Arlene, the first named storm of the season.

Trading in HX1, X12, HP1 and P12 was terminated this morning, Thursday, July 7, at 9:00 AM.

The final settlement values are as follows:

• 0.0 for HX1 (for CME Hurricane Index futures & options on Tropical Storm Arlene)
• 0.0 for X12 (for CME Hurricane Index Binary Contract on Tropical Storm Arlene)
• 0.0 for HP1 (for CME Hurricane Index Cat-In-A-Box futures & options on Tropical Storm Arlene)
• 0.0 for P12 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Tropical Storm Arlene)

At this time, there is no open interest in any of the futures or options for HX1, X12, HP1 or P12.

In addition, the next contract in all four sequences should be currently listed and available for trading:

• HX4 (for CME Hurricane Index futures & options on Hurricane Don)
• X42 (for CME Hurricane Index Binary Contract on Hurricane Don)
• HP4 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Don)
• P42 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Don)

Listing of Additional Contract Months in CERplus^SM Futures and RGGI Futures and Options
Effective this Sunday, July 10 (trade date Monday, July 11), additional maturities will be listed on Green Exchange and available for trading on CME Globex for the following:

• Certified Emission Reduction Plus Futures (tag 1151-SecurityGroup=CPL)
  • December 2011
  • December 2012
  • December 2014
• Regional Greenhouse Gas Initiative futures(tag 1151-SecurityGroup=RGI)
  • January 2012 through December 2012
  • December 2013
  • December 2014
• Regional Greenhouse Gas Initiative options (tag 1151-SecurityGroup=RGX)
  • January 2012 through December 2012
  • December 2013
  • December 2014

These additional listings are currently available in New Release for customer testing.

Expansion of Trading and Clearing Sessions for Pine Prairie Energy Center Natural Gas Futures
Effective this Sunday, July 10 (trade date Monday, July 11), CME Group will expand the hours of trading and clearing the following three Pine Prairie Energy Center (PPEC) physically delivered natural gas futures contracts:

• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Daily/Weekend Futures (code PPD)
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas BALMO Futures (code PPB)
• Pine Prairie Energy Center (PPEC) Physically Delivered Natural Gas Monthly Futures (code PPM)

The amended CME Globex trading and CME ClearPort sessions are as followed:

• Sunday 5:00 p.m. - Monday 10:30 a.m. CT
• Monday - Friday 12:00 p.m. - 10:30 a.m. CT (with no 12:00 p.m. CT session on Friday, and a 45-minute break each day beginning at 4:15 p.m. CT.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

Additional Bursa Malaysia Derivative Berhad Crude Palm Oil futures (FCPO) Calendar Spreads
Effective Sunday, July 17 (trade date Monday July 18), additional Bursa Malaysia Derivative Berhad Crude Palm Oil future (FCPO) calendar spreads will be listed for trading on CME Globex. With this change, the spot month and the next five consecutive maturities with alternating maturities up to fifteen months will be listed. Currently, additional Bursa Malaysia Derivative Berhad Crude Palm Oil future (FCPO) calendar spreads are listed for the first six maturities all combinations.

The new calendar spreads are currently available in New Release for customer testing.

New Synthetic Futures for Commodity Options on Calendar Spreads
Effective Sunday, July 24, new synthetic futures will be launched for the following options on calendar spreads:

Settlement prices will be published for the new synthetic future to support customers’ options pricing model.

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

The new synthetic futures will be available for customer testing in New Release this Monday, July 11, 2011.

Temporary Removal of Eurodollar Calendar Spread Options from CME Globex
Effective Sunday, July 31, 2011, CME Group will temporarily remove the Eurodollar Calendar Spread options (tag-1151 SecurityGroup=SPO, tag-55 Symbol=8I) from CME Globex only. Further information will be available in forthcoming CME Globex and Market Data notices.

 New S&P Real-time Index
Effective Monday, July 18, CME Group will begin disseminating the new index detailed below. This index will be transmitted every 15 seconds.

 S&P Fractional Indicator Change
Effective Monday, July 18, the decimal precision for the S&P indexes below will be changed from ITC 2.1 fractional indicator code of 2 to 3.