• Market Data Notices: December 5, 2011

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      • 20111205
      • Notice Date
      • 05 December 2011
    •  
      Topics in this issue include:
      Critical System Updates
      Product Launches
      Product Changes
      S&P Launches and Changes
      Critical System Updates

      New Timing for the KRX KOSPI 200 Futures Settlements via FIX/FAST
      Effective Monday, December 19, CME Group will begin disseminating settlement prices for the KRX KOSPI 200 futures via FIX/FAST as early as 12:40 a.m. Central time (CT). Currently, settlement prices for the KOSPI 200 are disseminated around 2:08 a.m. Central time (CT).

      The KOSPI 200 futures market data are disseminated on channel 21 of the Market Data Platform Channel.

      Product Launches

      Western Canadian Select (WCS) Crude Oil
      Effective this Sunday, December 11 (trade date Monday, December 12), the Western Canadian Select (WCS) Crude Oil futures (tag 1151-SecurityGroup=WCE, tag 55-Symbol=CC) will be listed for trading on CME Globex.

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

      This product is currently available in New Release for customer testing.

      Please view the  New Product Summary.
       


       Update NYMEX Brent 25-Day (Platts)
      Effective this Sunday, December 11 (trade date Monday, December 12), the NYMEX Brent 25-Day (Platts) futures (tag 1151-SecurityGroup=NBZ, tag 55-Symbol=FB) will be listed for trading on CME Globex.

      The NYMEX Brent 25-Day (Platts) contracts offer a critical hedging solution to manage price risk. This transparently settled Brent futures contract closely reflects the hedging needs of the underlying physical Brent market. The NYMEX Brent 25-Day (Platts) contracts will provide market participants with transparency and superior convergence against the physical Brent market.

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

      This product is currently available in New Release for customer testing.

      Please view the  New Product Summary.
       


       Update New DME Oman Crude Oil European Style Option Contract (OQE)
      Effective this Sunday, December 11, DME Oman Crude Oil European Style Option will be listed for trading on CME Globex.

      The DME Oman Crude Oil European Style Option will be disseminated on a   new Market Data Platform channel 29.

      This contract is listed with and subject to the rules and regulations of the Dubai Mercantile Exchange.

      DME Oman Crude Oil European Style Option Contract (OQE)

      Options tag 1151-SecurityGroup tag 55-Symbol(outrights) tag 55-Symbol(UDS)
      DME Oman Crude Oil European Style Option OQE 1O 2O

      This product is currently available in New Release for customer testing.


      GreenX California Carbon Allowance Options
      Effective this Sunday, December 11 (trade date Monday, December 12), the Green Exchange California Carbon Allowance options (tag-1151 SecurityGroup=CAO, tag-55 Symbol=GY) 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.

      The product will be available for customer testing in New Release on Monday, December 5.


       Update Crude Oil Financial and RBOB Gasoline Financial Futures - Postponed
      The launch of the Crude Oil Financial and RBOB Gasoline Financial futures, previously scheduled for this Sunday, December 11, has been postponed. Further information will be available in the Market Data Notices.

      Crude Oil Financial and RBOB Gasoline Financial Futures

      Futures tag 1151-SecurityGroup tag 55-Symbol
      Crude Oil Financial WS WS
      RBOB Gasoline Financial RT

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

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


      U.S. Midwest Domestic Hot Rolled Coil Steel Average Price Option
      Effective this Sunday, December 11 (trade date Monday, December 12), CME Group will list a U.S. Midwest Domestic Hot Rolled Coil Steel Average Price Option for trading on open outcry and submission for clearing through CME ClearPort pending receipt of required regulatory approvals.

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

      Please view the  New Product Summary.
       


      Mini Singapore Gasoil (Platts) Swap Futures
      Effective this Sunday, December 11 (trade date Monday, December 12), CME Group will list the Mini Singapore Gasoil (Platts) Swap futures for trading on open outcry and submission for clearing through CME ClearPort pending receipt of required regulatory approvals.

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

      Please view the  New Product Summary.
       


      PJM West Hub RT 50 MW Off-Peak Options
      Effective this Sunday, December 11 (trade date Monday, December 12), CME Group will list a new electricity option contract, PJM West Hub RT 50 MW Off-Peak options for trading on open outcry and submission for clearing through CME ClearPort pending receipt of required regulatory approvals.

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

      Please view the  New Product Summary.
       


       NEW Brent 25-Day (Platts) Calendar Swap Futures and Brent 25-Day (Platts) Options
      Effective this Sunday, December 11 (trade date Monday, December 12), CME Group will list the following financial Brent 25-Day (Platts) Calendar Swap futures and Brent 25-Day (Platts) options. The new calendar swap and options contracts will be listed for for trading on open outcry and submission for clearing through CME ClearPort pending receipt of required regulatory approvals.

      • Brent 25-Day (Platts) Calendar Swap Futures
      • Brent 25-Day (Platts) Option
      • Brent 25-Day (Platts) European Option
      • Brent 25-Day (Platts) Average Price Option

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

      Please view the  New Product Summary.
       


       NEWBursa Malaysia Derivatives Berhad Options in New Release
      Effective Monday, December 19, 2011, two new products (tag 1151-SecurityGroup=OCPO and OKLI) will be listed on the Bursa Malaysia Options Market Data Platform channel 23 in New Release for Bursa Malaysia Derivatives Berhad testing only.

      Customers will not be able to test with these new products. Further information will be available in the Market Data Notices.

      Product Changes

      New Product Name and Symbol for Eurodollar Mid-Curve Options
      Effective this Sunday, December 11 (trade date Monday, December 12), the 5-Year MidCurve options will be renamed 4-Year Mid-Curve options. The product symbol will also be changed to (tag 1151-SecurityGroup=GE4, tag 55-Symbol=E4) from (tag 1151-SecurityGroup=GE5, tag 55-Symbol=E5) 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 are currently available in New Release for customer testing.

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

      S&P Launches and Changes

       NEW S&P Dissemination Frequency Increase
      Effective Monday, January 3, 2012, the dissemination frequency for the following S&P indexes will increase from every 15 seconds to every 5 seconds.

      New S&P Real-time Indexes

      Index Name Tag-55
      Symbol
      S&P 500 SP500
      S&P 100 SP100