Market Data Notices: October 17, 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.
 

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 on Monday, October 24.

  Trading at Marker Platts
Effective Sunday, November 6 (trade date Monday, November 7), CME Group will introduce Trading at Marker (TAM) based on the Platts 3:15 p.m. Eastern Time (ET) futures assessment or TAPS, for NYMEX New York Harbor No. 2 Heating Oil and RBOB Gasoline futures on CME Globex pending receipt of required regulatory approvals.

For TAM trading on the Platts 3:15 p.m. ET futures assessment in NYMEX Heating Oil and RBOB Gasoline futures, the marker price will be the price established and published by Platts. Additional information on the methodology employed by Platts in establishing the 3:15 p.m. ET futures assessment is set forth in its  Platts Methodology Statement which is available on the Platts   website.

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

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

Please view the  New Product Summary.
 

The TAM Platts marker prices will be disseminated via the Market Data Platform NYMEX ITC channel.

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.

  Expansion of the Listing Schedule for Midwest ISO Cinergy Hub Contracts
Effective Sunday, October 23 (for trade date Monday, October 24), CME Group will expand the contract listings for the following Midwest ISO Cinergy Hub Contracts on open outcry and CME Clearport as follows.

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

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.

 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 are currently available in New Release for customer testing.

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 are currently available in New Release for customer testing.

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

  Expansion of Short-Term Gold Options Strike Price Listings
Effective Sunday, November 6 (trade date Monday, November 7), the strike listing rules for Short-Term Gold Options (tag 1151-SecurityGroup=L01-L31) will be expanded from ATM ± 10 to ATM ± 40 on CME Globex, open outcry, and CME Clearport.

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

The expanded strike price listing will be available for customer testing in New Release on Monday, October 24.

  Implied Delay Functionality for NYMEX and COMEX Futures
Effective Sunday, November 6, 2011 (trade date Monday, November 7), CME Globex will remove the 10 second implied delay functionality for the market open process for all NYMEX and COMEX futures.

This change is currently available in the New Release environment for customer testing.

New Product Name and Symbol for Eurodollar Mid-Curve Options
Effective Sunday, November 20 (trade date Monday, November 21), 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 to E4 from E5 for open outcry. This change will introduce a consistent naming and symbol convention for Eurodollar Mid-Curve options on CME Globex and on the CME trading floor.

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 on Monday, October 24.

CME Group recommends that customers update their historical records to reflect the new naming and symbol convention.

  E-micro USD/RMB Display Factor Changes
Effective Sunday, November 20 (trade date Monday, November 21), changes to Tag 9787-DisplayFactor values will be implemented for E-micro USD/RMB futures.

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 on Monday, November 7.

More information on tag 9787-DisplayFactor is available in the  FIX/FAST Message Specifications module of the FIX/FAST SDK.

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

New S&P Real-time Indexes
Effective this 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 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.