• Market Data Notices: December 19, 2011

      • To
      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • 20111219
      • Notice Date
      • 22 December 2011
    • Topics in this issue include:
      Product Launches
      Product Changes
      S&P Launches and Changes
      Events and Announcements
      Product Launches
      Crude Oil Financial and RBOB Gasoline Financial Futures
      Effective Sunday, January 22 (trade date Monday, January 23), Crude Oil Financial and RBOB Gasoline Financial futures will be listed for trading on CME Globex.

       

      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.

       NEW New York Ultra Low Sulfur Diesel Financial Futures and Options
      Effective Sunday, January 22 (trade date Monday, January 23), the New York Ultra Low Sulfur Diesel (ULSD) Financial futures and options will be listed for trading on CME Globex.

      New York Ultra Low Sulfur Diesel Financial Futures and Options
      Product tag 1151-SecurityGroup tag 55-Symbol (Outrights) tag 55-Symbol (UDS)
      NY ULSD Financial Futures ULS UD
      NY ULSD Options ULO U1 U2
      NY ULSD European Options ULE

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

      Please view the  New Product Summary.

      These products will be available for customer testing in New Release on Monday, January 9.
      Product Changes

       NEW Expansion of Contract Month Listing for Gulf Coast ULSD (Platts) and NYMEX
      Heating Oil-Based Futures
      Effective Sunday, January 8,(trade date Monday, January 9), CME Group will expand the listing of contract months, as follows on open outcry and CME ClearPort pending receipt of required regulatory approvals.

      • The listing schedule for the following Gulf Coast Ultra Low Sulfur Diesel contracts shall be expanded to the balance of the current year plus the next three consecutive calendar years.
        • Gulf Coast ULSD (Platts) Swap futures - LY
        • Gulf Coast ULSD (Platts) Crack Spread Swap futures - GY
      • The listing schedule for the following NYMEX heating oil-based contracts shall be expanded such that the last listed contract month is the March 2013 contract month and discontinued thereafter.
        • Heating Oil Calendar Swap Futures - MP
        • Heating Oil Crack Spread Swap Futures - HK
        • RBOB Gasoline vs. Heating Oil Swap Futures - RH
        • Gulf Coast ULSD (Platts) Up-Down Spread Swap Futures - LT
        • Gulf Coast Jet (Platts) vs. Heating Oil Spread Swap Futures - ME
        • Heating Oil Arb: NYMEX Heating Oil vs. ICE Gasoil Futures - HA
        • Gulf Coast No. 2 (Platts) Up-Down Calendar Swap Futures - UT
        • Gulf Coast ULSD (Argus) Up-Down Swap Futures - US
        • NY Jet Fuel (Platts) vs. Heating Oil Swap Futures - 1U
        • Gulf Coast Jet (Argus) Up-Down Swap Futures - JU
        • Los Angeles Jet (OPIS) Spread Swap Futures - JS
        • Los Angeles CARB Diesel (OPIS) Spread Swap Futures - KL
        • Group Three ULSD (Platts) vs. Heating Oil Spread Swap Futures - A6

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

       NEW Butterfly Spreads for DME Oman Crude Oil Futures Contract
      Effective Sunday, January 22 (trade date Monday, January 23), butterfly spreads will be listed on CME Globex for the DME Oman Crude Oil futures (tag 1151-SecurityGroup=OQD).

      Six butterfly spreads will be available upon launch.

      Butterfly spreads consist of three instruments within the same product and with equally distributed maturity months (e.g., F2-G2-H2). Further details are available in the   Electronic Trading Concepts. Butterfly spreads are identified with BF in tag 762-SecuritySubType in the Security Definition (tag 35-MsgType=d) message. DME Oman Crude Oil butterfly spreads will not support implied functionality.

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

      DME Oman Crude Oil butterfly spreads will be available for customer testing in New Release on Monday, January 9.

       NEW Additional Listings for In Delivery Month European Union Allowance (EUA) Futures
      Effective Sunday, January 22, (trade date Monday, January 23), the following December maturities in GreenX In Delivery Month European Union Allowance (EUA) Futures (tag 1151-SecurityGroup=EAF) will be listed on Green Exchange and available via CME Globex.

      • December 2016
      • December 2017
      • December 2018
      • December 2019
      • December 2020

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

      S&P Dissemination Frequency Increase
      Effective Monday, January 2, 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

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

      New S&P Real-time Indexes
      Index Name Tag-55
      Symbol      		 Dissemination
      Times      		 Fee
      Liable      		 Currency
      S&P UK High Yield Dividend Aristocrats Index SPUKHDA 2:00:00 - 11:30:00 CT XF GBP
      S&P Euro High Yield Dividend Aristocrats Index SPEUHDA 2:00:00 - 11:30:00 CT XF EUR
      Societe Generale ZAMU US Index SGMDZAMU 8:30:00 - 15:30:00 CT XW USD
      S&P 500 Monthly Risk Control 15% USD Total Return SP5M15T 8:30:00 - 15:30:00 CT XF USD
      S&P 600 Monthly Risk Control 18% USD Total Return SP6M18T 8:30:00 - 15:30:00 CT XF USD
      S&P 1500 Monthly Risk Control 15% USD Total Return SP15M15T 8:30:00 - 15:30:00 CT XF USD
      S&P LAC 40 Monthly Risk Control 18% USD Net Total Return SPLAM18N 6:30:00 - 15:30:00 CT XF USD
      S&P Euro 75 EUR SPEL75EP 1:55:00 - 11:30:00 CT XF EUR
      S&P Euro 75 EUR (NET TR) SPEL75EN 1:55:00 - 11:30:00 CT XF EUR

       
      Events & Announcements

      Christmas Holiday Schedule
      CME Group trading floors and normal operations will be closed this Monday, December 26, in observance of Christmas Day. As a result, on Friday, December 23, there will be abbreviated trading hours for select products. Please view the Christmas holiday hours by clicking on the following links for more details:

      Holiday Schedules:

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.