Market Data Notices: October 10, 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.
 

Standard-Size USD/RMB Futures (CNY) and E-micro USD/RMB (CNY) Futures
Effective this 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.
 

Brent CFD Spreads
Effective this Sunday, October 16 (trade date Monday, October 17), CME Group will list the following petroleum spread futures for trading on open outcry and submission for clearing through CME ClearPort.

• Brent CFD (Platts) vs. Brent Front Month (Platts) Weekly Swap futures
• Brent CFD (Platts) vs. Brent Second Month (Platts) Weekly Swap futures
• Brent CFD (Platts) vs. Brent Third Month (Platts) Weekly Swap futures

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

Please view the  New Product Summary.
 

European Diesel Spreads
Effective this Sunday, October 16 (trade date Monday, October 17), CME Group will list the following petroleum contracts for trading on open outcry and submission for clearing through CME ClearPort.

• ULSD 10ppm Cargoes CIF MED vs. ULSD 10ppm Cargoes CIF NWE (Platts) Swap futures
• Diesel 10 ppm Barges FOB Rdam vs. ULSD 10ppm Cargoes CIF NWE (Platts) Swap futures

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

Please view the  New Product Summary.
 

  GreenX Cross State Air Pollution Rule (CSAPR) Transport Rule(TR) Nitrogen Oxides (NOx) Futures and Sulfur Dioxide (SO2)
Effective Sunday, November 6 (trade date Monday, November 7), the Green Exchange CSAPR TR NOx and SO2 futures will be listed for trading on CME Globex.

These contracts are listed with, and subject to, the rules and regulations of GreenX. All transactions will be available for clearing through CME Clearing.

These products will be available for customer testing in New Release Monday, October 24.

Expansion of Standard Options on Three-Month Eurodollar Futures
Effective this 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 21. After 16:00 CT on Friday, October 21, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

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

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.

  European-style Weekly S&P 500 and E-mini S&P 500 Options Strike Expansion
Effective Sunday, November 6 (trade date Monday, November 7),the strike listing rules for the European-style weekly options on the S&P 500 and the E-mini S&P 500 strike ranges will be expanded for all weekly maturities.

With this change, all maturities of the European-style weekly S&P 500options and E-mini S&P 500 options will list at-the-money ± 50 strikes. Currently, ATM ± 30 strikes are listed for all weekly maturities.

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

These changes will be available in New Release for customer testing on Monday, October 24.

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.

These changes will be available for customer testing in New Release Monday, October 17.

 Reduction of the Strike Increments in 5-Year Treasury Note Options
At customers’ requests, effective Sunday, November 6 (trade date Monday, November 7), CME Group will reduce strikes increments in 5-Year Treasury Note standard and weekly options from 1/2 to 1/4 of one price point beginning with December 2011 maturities. With this change, the listing rule for 5-Year Treasury Note options will be expanded from ATM ± fifteen to ATM ± thirty for all trading maturities.

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

These changes will be available for customer testing in New Release Monday, October 24.

   Reduction of the Strike Increments in 2-Year Treasury Note Options
At customers’ requests, effective Sunday, November 6 (trade date Monday, November 7 ), CME Group will reduce strikes increments in 2-Year Treasury Note standard and weekly options from 1/4 to 1/8 of one price point beginning with December 2011 maturities. With this change, the listing rule for 2-Year Treasury Note options will be expanded from ATM ± fifteen to ATM ± thirty for all trading maturities.

Please note the ITC 2.1 message strike price fractional indicator will remain 2, with the far left digit truncated.

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

These changes will be available for customer testing in New Release Monday, October 24.

An ITC 2.1 ticker test will be available on Friday, October 21, for customer testing.

Discontinued S&P Real-time Indexes
Effective this Friday, October 14, at the close of business the following S&P Indexes will be discontinued.

New S&P Real-time Indexes
Effective this Monday, October 17, CME Group will begin disseminating the new indexes detailed below. These indexes will be transmitted every 15 seconds.

  Discontinued S&P Real-time Indexes
Effective Friday, October 21, at the close of business the following S&P Index will be discontinued.

  New S&P Real-time Indexes
Effective Monday, October 24, CME Group will begin disseminating the new indexes detailed below. These indexes will be transmitted every 15 seconds.

  Discontinued S&P Real-time Indexes
Effective Friday, October 28, at the close of business the following S&P Index will be discontinued.

CME Group Historical Block Trade Market Data
Effective this Monday, October 17, 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 Co-Location Services
Countdown to Launch – January 29, 2012

CME Co-Location Services, comprised of hosting, connectivity and support services, will officially launch live trading on Sunday, January 29, 2012, at our new state-of-the-art data center in Aurora, Illinois. CME Group’s trading match engine, which is located in this data center, will allow for the lowest latency connectivity possible for all products traded on the CME Globex platform.

Over the past few months, customers have been securing space, moving in equipment and testing their connections as they look forward to going live in January.

If you haven’t inquired about our offering yet, please contact your Global Account Manager for details. Space in our data center is still available and contracts are being accepted for customers who wish to move in during the weeks immediately following the launch date of January 29, 2012.

Contact your  Global Account Manager today to get started at +1.312.634.8700 in the United States; +44.20.7796.7100 in Europe; and +65.6593.5574 in Asia.

Learn more about CME Co-Location Services, visit  www.cmegroup.com/colo.

View  CME Co-Location Services Brochure (PDF).

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.