Market Dat Notices: December 26, 2011

  NYMEX Brent 25-Day (Platts) Intercommodity Spreads
Effective Sunday, January 15, 2012 (trade date Monday, January 16), the following intercommodity NYMEX Brent 25-Day (Platts) futures spreads will be listed for trading on CME Globex.

The new intercommodity spreads will be available for customer testing in New Release on Monday, January 9.

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 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.

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.

  Contract Title Clarification for the Midwest ISO Cinergy Hub Contracts
Effective Monday, January 2 (trade date Tuesday, January 3), CME Group is amending the contract name for its existing Midwest ISO Cinergy Hub contracts.

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

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.

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.

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 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
Effective Tuesday, January 3, 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, January 6, at the close of business the following S&P Index will be discontinued.

  New Year's Holiday Schedule
CME Group trading floors and normal operations will be closed this Monday, January 2, in observance of New Year's Day. As a result, on Friday, December 30, there will be abbreviated trading hours for select products. Please view the New Year's holiday schedule 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

BM&FBOVESPA and MexDer Market Availability on January 2, 2012
This Monday, January 2, 2012, CME Globex will be available for North- to- South order routing customers for BM&FBOVESPA and MexDer markets.

Per normal procedures, please contact BM&FBOVESPA or MexDer Control Centers directly for support. The CME Globex Control Center will be closed until 2:00 p.m. Central time (CT).

• BM&FBOVESPA Control Center: 55 11 2565 5333
• MexDer Control Center: 52 55 5342 9447