Market Data Notices: September 19, 2011

S&P Indexes via Streamlined FIX/FAST
On Monday, June 13, 2011, CME Group launched streamlined FIX/FAST for dissemination of S&P Index market data. 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.

Streamlined FIX/FAST is an optimized version of the FIX/FAST market data format for non-actionable price data. Streamlined FIX/FAST has a  dedicated message specification distinct from the CME Globex FIX/FAST format and a new template.

Mandatory certification is not required for streamlined FIX/FAST; an optional test suite is currently available in Auto-Cert+ for interested customers.

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

CBOT Fertilizer Cleared Swaps
Effective this Sunday, September 25 (trade date Monday, September 26), CME Group will list the following CBOT cleared swap contracts on CME Clearport.

• Urea (Granular) FOB NOLA Swap - UFN
• UAN FOB US Gulf Coast Swap - UFU
• DAP FOB Tampa Swap - DFT
• DAP FOB NOLA Swap - DFL

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

Please view the  New Product Summary.

Listing of ICE Brent (Singapore Marker) Swap Futures
Effective this Sunday, September 25 (trade date Monday, September 26), CME Group will list a crude oil swap futures contract for trading on Open Outcry and submission for clearing through CME ClearPort.

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

Please view the  New Product Summary.

Weekly Options on Live Cattle Futures
Effective this Sunday, September 25 (trade date Monday, September 26), weekly options on Live Cattle futures will be listed for trading on CME Globex.

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

These products are currently available in New Release for customer testing.

Please view the  New Product Summary.

Weekly Options on Soybean Meal and Soybean Oil Futures
Effective this Sunday, September 25 (trade date Monday, September 26), weekly options on Soybean Meal and Oil futures will be listed for trading on CME Globex.

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

These products are currently available in New Release for customer testing.

Please view the  New Product Summary.

Eurodollar Calendar Spread Option (CSO)
Effective Sunday, October 2 (trade date Monday, October 3), Eurodollar calendar spread options (CSO) will be listed for trading on the CME Globex platform.

In addition, a new synthetic future will be launched for the Eurodollar calendar spread. Settlement prices will be published for the new synthetic future to support customers' options pricing model. The CSO will identify SPX as the underlying contract in tag 309-UnderlyingSecurityID of the Security Definition (tag 35-MsgType=d) message.

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

These products are currently available in New Release for customer testing.

Daily Crude Oil Calendar Spread Option Contract
Effective this Sunday, September 25 (trade date Monday, September 26), CME Group will list a Crude Oil option contract, and a Daily Crude Oil Calendar Spread option listed below. These contracts will be open for trading on Open Outcry and available for submission through CME ClearPort.

• Daily Crude Oil Calendar Spread (1 Month) option - DNM
• Daily Crude Oil Calendar Spread (2 Month) option - DTM

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

Please view the  New Product Summary.
 

  3-Month Euribor Futures
Effective Sunday, October 2 (trade date Monday, October 3),  3-Month Euribor futures will be listed for trading on CME Globex.

Euribor futures will leverage the global distribution of CME Globex, offering fast and efficient access to the world's most liquid interest markets. These futures will also provide the marketplace with tools for managing global interest rate exposure.

This contract will be listed with, and subject to, the rules and regulations of CME.

Please view the  New Product Summary.

These products are currently available in New Release for customer testing.

Standard-Size USD/RMB Futures (CNY) and E-micro USD/RMB (CNY) Futures
Effective Sunday, October 16 (trade date Monday, October 17), 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 US dollar. The Standard-Size USD/RMB (CNY) futures and E-Micro USD/RMB (CNY) 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 are currently available in New Release for customer testing.

Please view the  New Product Summary.
 

Contract Size Change for Cleared OTC London Gold Forwards
Effective this Sunday, September 25 (for trade date Monday, September 26), CME Group will change the contract size and fee structure of the Cleared OTC London Gold Forwards contract. The contract size will change from the current 100 Troy Ounces to 0.001 Troy Ounces. These contracts are available for clearing submission through CME ClearPort.

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

Listing Expansion on Iron Ore Futures and Options Contract Months
Effective Sunday, September 25 (trade date Monday, September 26), CME Group will expand listing of contract months for Iron Ore futures and options contracts listed below to current year plus the next two calendar years. These contracts trade on Open Outcry and are available for clearing submission through CME ClearPort.

• Iron Ore 62% Fe, CFR China (TSI) swap futures (chapter 919, commodity code TIO)
• Iron Ore 62% Fe, CFR North China (Platts) swap futures (chapter 925, commodity code PIO)
• Iron Ore 62% Fe, CFR China (TSI) average price option (chapter 644, commodity code ICT)
• Iron Ore 62% Fe, CFR North China (Platts) average price option (chapter 645, commodity code ICP)

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

  New Termination of Trading Time for BRL/USD Futures & Options on the Last Trading Day
Effective Friday, September 30, 2011, CME Group will change the termination of trading time for BRL/USD futures and options to 9:15 a.m. Central Time (CT) for the expiring maturity, beginning with the October 2011 contracts. Currently, the termination of trading time for the expiring maturity occurs at 2:00 p.m. CT.

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

  Hurricane Settlements and Activations
On Friday, September 16, coverage was suspended by the National Hurricane Center for Hurricane Maria, the thirteenth named storm of the season.

Trading in HG3, G3B, HS3 and S32 will terminate this Monday, September 26 at 9:00 a.m. Central Time (CT).

The final settlement values are as follows:

• 0.0 for HG3 (for CME Hurricane Index futures and options on Hurricane Maria)
• 0.0 for G3B (for CME Hurricane Index Binary Contract on Hurricane Maria)
• 0.0 for HS3 (for CME Hurricane Index Cat-In-A-Box futures and options on Hurricane Maria)
• 0.0 for S32 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Maria)

At this time there is no open interest in any of the futures or options for HG3, G3B, HS3 or S32.

In addition, the next contract in all four sequences will be listed for trading on Monday, September 26:

• HG7 (for CME Hurricane Index futures and options on Hurricane Rina)
• G7B (for CME Hurricane Index Binary Contract on Hurricane Rina)
• HS7 (for CME Hurricane Index Cat-In-A-Box futures and options on Hurricane Rina)
• S72 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Rina)

  Delisting of NYMEX Fertilizer Contracts
Effective with the close of business on trade date Friday, September 30, 2011, the following NYMEX Fertilizer contracts will be delisted:

• Urea (Granular) FOB NOLA Swap Future (product code UFN)
• UAN FOB US Gulf Coast Swap Future (product code UFU)
• DAP FOB Tampa Swap Future (product code DFT)
• DAP FOB NOLA Swap Future (product code DFL)

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

  Change in Legacy CBOT Interest Rate Trading Hours
Effective Sunday, October 2, 2011 (trade date Monday, October 3), the opening time for all legacy CBOT Interest Rate futures and options on CME Globex will be changed from 5:30 p.m. to 5:00 p.m. Central Time (CT). With this change, all CME Group Interest Rate futures and options on CME Globex will now trade 17:00 to 16:00 CT, Sunday through Friday.

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

  Expansion of Standard Options on Three-Month Eurodollar Futures
Effective Sunday, October 16 (trade date Monday, October 17), CME Group will expand its listings of standard options on Three-Month Eurodollar futures (tag 1151-SecurityGroup=GE, tag 55-Symbol=GE), such that standard options will be listed for expiration in each of the nearest 12 months maturities in the March Quarterly cycle (i.e. options on all White-, Red-, and Green-year Eurodollar futures). Currently, standard options are listed for expiration in only the nearest 8 March Quarterly maturities (i.e. options on all White- and Red-year Eurodollar futures).

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

  FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Effective Sunday, October 23, 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.

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures and spreads after their close on Friday, October 19. After 16:00 CT on Friday, October 19, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

These changes will be available for customer testing in New Release Monday, October 3.

  Additional Listings for GreenX In Delivery Month European Union Allowance (EUA) Futures and Certified Emission Reduction Plus (CERplus^SM) Futures
Effective Sunday, October 23 (trade date Monday, October 24), the December 2015 maturity for In Delivery Month European Union Allowance (EUA) futures (tag 1151-SecurityGroup=EAF) and Certified Emission Reduction Plus (CERplus) futures (tag 1151-SecurityGroup=CPL) will be listed for trading on CME Globex.

  New Product Name and Symbol for Eurodollar Mid-Curve Options
Effective Sunday, November 6, 2011 (trade date Monday, November 7), the 5-Year MidCurve options will be renamed 4-Year Mid-Curve options. The product symbol will also be changed to GE4 from GE5 (tag 1151-SecurityGroup) on CME Globex and . This change will introduce a consistent naming and symbol convention for Eurodollar Mid-Curve options on CME Globex.

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

Effective this Friday, September 23, at the close of business the following S&P Indexes will be discontinued.

  New S&P Real-time Indexes
Effective Monday, October 3, CME Group will begin disseminating the new indexes detailed below. These indexes will be transmitted every 15 seconds.

AutoCert+ User Interface Changes
Effective this Monday, September 26, CME Group will be introducing a new interface for AutoCert+ to improve user experience with a new look and feel.

There is no change to the AutoCert+ certification suites, user profiles, or records.

AutoCert+ is the automated certification tool that allows firms and channel partners to certify on order routing and market data on CME Globex.

More details on the AutoCert+ Tool will be available in the  CME Group Web Help User Guides for Certification Testing on Monday, September 26.

iLink Session ID Auto-Deletion Process
Effective Monday, October 3, CME Group will once again execute our quarterly iLink session ID auto-delete process. As a reminder, all sessions must meet a minimum messaging threshold of 100 messages over the previous 6-months to exempt themselves from this process. Any iLink session ID with fewer than 100 messages will be flagged for deletion. For the purposes of this policy, a message is defined as an order, modify, cancel, or mass quote.

An e-mail notification will be distributed to Class A clearing firms on Monday, October 3. Class A clearing firms will have 4 weeks to review their idle session IDs. All idle session IDs will be deleted at the end of day Friday, November 4th. Details on the process are available  online.

CME Group Historical Block Trade Market Data
Effective early October, 2011, CME DataMine will be introducing a new product for historical Block Trades for CME, CBOT, NYMEX and COMEX products. This data will be in an easy-to-use format that will include information for each trade - including detailed information for spreads. All CME ClearPort and floor block trades will be included.

For more information on Block Trade Data, contact  DataMine Information Products.

CME Customer Forum
Asset managers, banks, commercials, FCMs, hedge funds, IBs, IDBs, proprietary trading groups, ISVs, and market data distributors:
 Register today for one of the CME Group Customer Forums

This series of global events, focused on electronic trading and clearing initiatives, provides forward-looking information on a broad array of upcoming business, clearing and technology topics.

Topics will include:

• Regulatory update
• Update on OTC Clearing Initiatives
• CME Clearing Europe
• New Products
  • Euribor futures
  • Cleared OTC Chilean Peso NDF
  • Sovereign Yield Spread futures
  • USD/RMB (CNY) and E-micro USD/RMB (CNY) futures
• Electronic Trading Update
  • Global network changes
  • CME Co-Location Services update
  • OTC Market Data
  • Credit Management API update
  • Partner Exchanges update

Please join us for this complimentary event. Attendance is limited to CME Group customers only. Attend In-Person at one of the following locations or Online via Live Simulcast from the Chicago Customer Forum.

Hong Kong: Thursday, September 22, 2011

17:30 Registration / 18:00 Presentation, Reception to follow
Mandarin Oriental, Pheasant to Peacock Room (Level 1), 5 Connaught Road, Central Hong Kong

Chicago: Tuesday, October 4, 2011

3:30 p.m. Registration / 4:00 p.m. Presentation, Reception to follow
The Westin Chicago River North, Grand Ballroom A, 320 N. Dearborn St, Chicago, IL 60654

New York: Thursday, October 6, 2011

4:00 p.m. Registration / 4:30 p.m. Presentation, Reception to follow
The MPE Penthouse, 432 W. 45th Street, New York, NY 10036

 Register Today

New York/New Jersey Connectivity Update
In early 2012, CME Group will introduce a new high capacity backbone between New York/New Jersey and Chicago terminating at two independent data center locations. This new backbone provides CME Group with a local presence on the East Coast, which allows for customer aggregation outside of Chicago in support of business continuity.

In addition, CME Group has introduced a new client-managed offering called CME EConnect. With CME EConnect customers can choose their own carrier and hardware vendors. Customers who choose to connect via CME EConnect will order their own cross-connects from their leased space within the respective local data centers or from the data center carrier rooms to the CME Group network.

CME Group will work with existing New York and New Jersey CME DIRECTLink customers to re-route their connections to the points of presence in New York and New Jersey.

Detailed information is available  online. 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.

  Columbus Day Holiday Schedule
The following CME Group open outcry markets (Foreign Exchange & Interest Rates) will be closed on Monday, October 10, 2011, in observance of Columbus Day. Please view the Columbus Holiday hours by clicking on the following links for more details:

Holiday Schedules:

•  CME Globex
•  CME Group Chicago Trading Floor
•  CME Group New York Trading Floor CME Clearport
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