Market Data Notices: July 18, 2011

• CBOT and CME Interest Rate Futures Enhancements - August 2011
• S&P Indexes via Streamlined FIX/FAST - November 18

• MexDer Markets via CME Globex - August 1
• New Phone Spread Trades for Select CBOT Trading Floor Contracts - August 14

• Pine Prairie Energy Center Natural Gas Monthly Basis Futures - This Week
• Australian Coking Coal Swap Futures - This Week
• Standard-Size USD/RMB (CNY) Futures and E-micro USD/RMB (CNY) Futures - August 21

• New Synthetic Futures for Commodity Options on Calendar Spreads - This Week
• Early Listing for December 2012 Wheat Options - This Week
• Expansion of Wheat Serial Options - This Week
• Temporary Removal of Eurodollar Calendar Spread Options from CME Globex - July 31

• CME Globex Disaster Recovery - August 13

  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.

In internal testing environments, the enhancements for CBOT Interest Rate futures have resulted in significantly reduced message response times. Already among the fastest in the industry, this upgrade is expected to reduce iLink and FIX/FAST response times by an average of 40-60%. As a result of the reduced message response times, bandwidth utilization in these futures markets is expected to ultimately increase by as much as 60%. Response time estimates for CME Interest Rate futures will be published in the Market Data Notices when available.

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 this Saturday, July 23. Details are available  online.

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

S&P Indexes via streamlined FIX/FAST
On Monday, June 13, 2011, CME Group launched 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 supports S&P index market data.

Streamlined FIX/FAST has a   dedicated message specification distinct from the CME Globex Fix/Fast format and a new template.

Streamlined FIX/FAST does not replace or change any current use of FIX/FAST.

There is no mandatory certification required for streamlined FIX/FAST. Streamlined FIX/FAST is currently available in Auto-Cert+ within the S&P test suite for customer certification. Certification continues to be required for standard FIX/FAST market data protocol.

Streamlined FIX/FAST is currently available in New Release for customer testing.

To ensure S&P customers’ currently receiving ITC 2.1 market data have sufficient time to develop and deploy the streamlined FIX/FAST solution, the ITC 2.1 market data format will continue to be disseminated in parallel with the streamlined FIX/FAST market data until Friday, November 18, 2011. At that time the ITC 2.1 market data will be discontinued. New functionality will only be implemented on streamlined FIX/FAST.

Detailed information for S&P Indexes via streamlined FIX/FAST is available  online.

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

  MexDer Markets via CME Globex
On Monday, July 11, 2011, MexDer, Mercado Mexicano de Derivados, market data was made available via CME Globex Market Data Platform FIX/FAST template and is currently available in production. 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.

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

Effective Monday, August 1, 2011 (subject to regulatory approval), MexDer, Mercado Mexicano de Derivados markets will be available via CME Globex for iLink order routing. CME Group customers who would like to trade MexDer products must establish all appropriate agreements and accounts to be authorized to trade MexDer products.

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.

A mock trading session will be held on Saturday, July 30. Please contact your  Global Account Manager for further information.

  New Phone Spread Trades for Select CBOT Trading Floor Contracts
On April 11, 2011, phone trade spread reporting was re-introduced for select open outcry products using ITC 2.1 Category Code A “Bid/Ask/Trade - No Volume”, with a Price Indicator Code X “Changing Transaction.”

Effective Monday, August 15, 2011, phone trade spread reporting that uses ITC 2.1 Specifications Price Indicator X Changing Transaction will be allowed for specific open outcry products.

Products allowed on phone trades:

• Mini-sized Corn - YC
• Mini-sized Soybeans - YK
• Mini-sized Wheat - YW

Ticker tests will be held on this Friday, July 22 and on Friday, July 29 at 6:45 p.m. Central Time.

Sample ITC 2.1 Message:
aB   Lt C00000211450010Rb RTH SPRD            SP02E 0000011+TX0000012AF
YK  Q11BQ11                  F YK  U11DU11                  c

Pine Prairie Energy Center Natural Gas Monthly Basis Futures
Effective this 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 this 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.

Standard-Size USD/RMB (CNY) Futures and E-micro USD/RMB (CNY) Futures
Effective Sunday, August 21 (trade date Monday, August 22), Standard-Size USD/RMB (CNY) futures and E-Micro USD/RMB (CNY) futures will be listed for trading on CME Globex.

These innovative new futures contracts will be quoted in interbank (European) terms, reflecting the number of CNY per USD. The Standard-Size USD/RMB (CNY) futures and E-Micro (CNY) USD/RMB futures are aligned with the OTC market convention for non-deliverable forwards while providing the benefits of counterparty risk mitigation from exchange-traded derivatives.

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

These products will be available for customer testing in New Release on Monday, August 01, 2011.

Please view the  New Product Summary.

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

The remaining synthetic futures, previously scheduled for this weekend, will be launched
Sunday, July 31, 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 are currently available in New Release for customer testing.

Early Listing for December 2012 Wheat Options
Effective this Sunday, July 24 (trade date Monday, July 25), CME Group will list the December 2012 maturities in Wheat options.

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

Expansion of Wheat Serial Options
Effective this Sunday, July 24 (trade date Monday, July 25), the listing cycle for Wheat options (tag 1151-SecurityGroup=OZW, tag 55-Symbol=OW) will be expanded to list three consecutive maturities. Currently, only first two maturities are listed.

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

Temporary Removal of Eurodollar Calendar Spread Options from CME Globex
Effective Sunday, July 31, 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 Market Data notices.

  CME Globex Disaster Recovery
CME Group is committed to the protection of its members, employees and stakeholders and has a long history of successfully managing risk. In keeping with those traditions, CME Group has a comprehensive business continuity program in place.

To ensure customer readiness CME Group offers Simulated CME Globex Disaster Recovery (DR) testing which will be held on Saturday, August 13.

Please Note: Clearing production will be available for firms to test end-to-end and view trades via the Front End Clearing (FEC) portal.

Simulated CME Globex DR testing is designed to ensure customers can successfully failover to the DR environment, send orders and fallback to the production environment in case of an emergency. Customers are required to register   online and in advance to participate. Disaster Recovery IPs and ports have been distributed by your CME Global Account Manager.

Complete information on the CME Group business continuity program, including Frequently Asked Questions and DR Client Impact Assessment, is available  online.

The Simulated CME Globex DR testing will begin at 9:30 a.m. CT and conclude at 1:00 p.m. CT. A detailed timeline is available in the   overview.

For more detailed information on the Simulated CME Globex DR testing, please contact your   Global Account Manager.