Market Data Notices: January 2, 2012

Topics in this issue include: Product Launches NYMEX Brent 25-Day (Platts) Intercommodity Spreads - January 15 Crude Oil Financial Futures and RBOB Gasoline Financial Futures - January 22 New York Ultra Low Sulfur Diesel Financial Futures and Options - January 22 Snowfall Index Options - January 30 Snowfall Index Futures - February 12 Product Changes Delisting of NGPL Louisiana Basis Swap (Platts IFERC) Futures - This Week Expansion of Contract Month Listing for Gulf Coast ULSD (Platts) and NYMEX Heating Oil-Based Futures - This Week Butterfly Spreads for DME Oman Crude Oil Futures Contract - January 22 Additional Listings for In Delivery Month European Union Allowance (EUA) Futures - January 22 S&P Launches and Changes Discontinued S&P Real-time Indexes - This Friday Revised Index Name - This Friday Events and Announcements Martin Luther King Jr. Holiday Schedule - January 16

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

  Snowfall Index Futures
Effective Sunday, February 12 (trade date Monday, February 13), the following new monthly and seasonal strip Snowfall Index futures will be listed for trading on the CME Globex.

Snowfall Index futures are geared to the amount of snowfall recorded in a given month in a designated location. They provide a way to

• Protect revenues and manage risks related to snowfall
• Accept the risks related to snowfall in exchange for possible profit

These instruments will be available in New Release for customer testing on January 30.

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

Delisting of NGPL Louisiana Basis Swap (Platts IFERC) Futures
As of the close of business on Wednesday, January 4, the NGPL Louisiana Basis Swap (Platts IFERC) futures (Commodity Code: NY) has been delisted from open outcry and CME ClearPort.

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 this 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.

  Discontinued S&P Real-time Indexes
Effective this Friday, January 6, at the close of business the following S&P Index will be discontinued.

S&P Real Time Index Name Change
Effective this Friday, January 6, S&P will revise the index name for the following indexes:

  Martin Luther King Jr. Holiday Schedule
CME Group trading floors and normal operations will be closed on Monday, January 16, in observance of Martin Luther King Holiday. Please view the Martin Luther King Jr. 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