• Market Data Notices: January 9, 2012

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      • Market Data Notices
      • #
      • 20120102
      • Notice Date
      • 09 January 2012
    • Topics in this issue include:
      Product Launches
      Product Changes
      S&P Launches and Changes
      Events and Announcements
      Product Launches

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

      NYMEX Brent 25-Day (Platts) Intercommodity Spreads

      Product tag 1151-SecurityGroup tag 55-Symbol tag 762-SecuritySubType
      NYMEX Brent 25-Day (Platts) Intercommodity Spread vs. Crude Oil NBZ FB IS
      NYMEX Brent 25-Day (Platts) Intercommodity Spread vs. Brent Crude Oil Last Day Financial NBZ
      RBOB Gasoline vs. NYMEX Brent 25-Day (Platts) Crack Spread NBZ FB C1

      The new intercommodity spreads are currently available in New Release for customer testing.


      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 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 are currently available in New Release for customer testing.


      Snowfall Index Options
      Effective Monday, January 30, the following new monthly and seasonal strip Snowfall Index options will be listed for trading on open outcry.

      Snowfall Index Options

      Product Symbol
      Monthly Nov Strip Dec Strip Jan Strip Feb Strip Mar Strip
      Newark International Airport Options SK SKX SKZ SKF SKG SKH
      Baltimore-Washington International Airport Options SZ SZX SZZ SZF SZG SZ8
      Columbus Port-Columbus International Airport Options ST STX STZ STF STG STH
      Colorado Springs Municipal Airport Options SC SC6 SCZ SCF SCG SC8
      Newark International Airport (Binary) BI BIX BIZ BIF BIG BIH
      Baltimore-Washington International Airport (Binary) AZ AZX AZZ AZF AZG AZ8
      Columbus Port-Columbus International Airport (Binary) AY AYX AYZ AYF AYG AYH
      Colorado Springs Municipal Airport (Binary) AV AV6 AVZ AVF AVG AV8

      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.

      Monthly and Seasonal Strip Snowfall Index Futures

      Location tag 55-Symbol tag 1151-SecurityGroup
      Monthly Nov Strip Dec Strip Jan Strip Feb Strip Mar Strip
      Newark International Airport SB SK SKX SKZ SKF SKG SKH
      Baltimore-Washington International Airport SZ SZX SZZ SZF SZG SZ2
      Columbus Port-Columbus International Airport ST STX STZ STF STG STH
      Colorado Springs Municipal Airport SC SC6 SCZ SCF SCG SC8

      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.


       NEW Henry Hub Natural Gas Last Day Physically-Delivered Futures
      Effective Sunday, February 12 (trade date Monday, February 13), the Henry Hub Natural Gas Last Day Physically-Delivered futures and future spreads will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

      Henry Hub Natural Gas Last Day Physically-Delivered Futures

      Product tag 1151-SecurityGroup tag 55-Symbol tag 762-SecuritySubType
      Henry Hub Natural Gas Last Day Physically-Delivered Futures MNG HX  
      Henry Hub Natural Gas Last Day Physically-Delivered calendar spreads SP
      Henry Hub Natural Gas Last Day Physically-Delivered vs. Henry Hub Natural Gas Swap IS

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

      These futures and spreads will be available for customer testing in New Release on Monday, January 23.

      Please view the  New Product Summary.

      Product Changes

      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 are currently available in New Release for customer testing.


      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

       NEW New S&P Real-time Indexes
      Effective Monday, January 23, 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
      Ossiam Emerging Market Minimum Variance Index NTR OEMMVNR 19:00 - 17:30 CT XW USD

       
      Events & Announcements

      Martin Luther King Jr. Holiday Schedule
      CME Group trading floors and normal operations will be closed this 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:


       NEW  CME Co-Location Services - Service Provider Partner Program
      We are pleased to introduce our new Service Provider Partner Program for CME Co-Location Services. The program was initiated to create a sense of awareness within our trading community about the products and services being offered out of co-location facility in Aurora, IL. These products and services include but are not limited to: News Feeds, Market Data providers, Software Providers, and Managed Service Providers. All Service Provider Partners have completed or are near completion of their infrastructure and have the ability to sell services within our co-location facility. CME Group employs a neutral policy within the Service Provider Partner Program, and requires that their offerings are made available to all licensees and other occupants of the facility.

        View Service Provider Partners, including contact information and service offerings.