Market Data Notices: January 16, 2012

Topics in this issue include: Product Launches Crude Oil Financial Futures and RBOB Gasoline Financial Futures - This Week New York Ultra Low Sulfur Diesel Financial Futures and Options - This Week Snowfall Index Options - January 30 Snowfall Index Futures - February 12 Henry Hub Natural Gas Last Day Physically-Delivered Futures - February 12 PJM ATSI (Peak/Off Peak) Electricity Futures - February 12 Product Changes Butterfly Spreads for DME Oman Crude Oil Futures Contract - This Week Additional Listings for In Delivery Month European Union Allowance (EUA) Futures - This Week Expansion of Contract Months for Certain Coal Futures and Options - February 12 Decimal Point Locator Change for 3 Dubai Crude Oil Swap Futures - February 12 FIX tag 55-Symbol Changes for Energy Futures and Future Spreads - February 26 S&P Launches and Changes New S&P Real-time Indexes - This Week New S&P Real-time Indexes - January 30 Discontinued S&P Real-time Indexes - February 3 Events and Announcements Eris Exchange Market Data Available via Streamlined FIX/FAST - March 12

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.

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.

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 this Monday, January 23.

  PJM ATSI (Peak/Off Peak) Electricity Futures
Effective Sunday, February 12 (trade date Monday, February 13), CME Group will list the following PJM ATSI Zone Swap futures on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

• PJM ATSI Zone 5 MW Peak Calendar-Month Day-Ahead Swap Futures
• PJM ATSI Zone 5 MW Peak Calendar-Month Real-Time Swap Futures
• PJM ATSI Zone 5 MW Off-Peak Calendar-Month Day-Ahead Swap Futures
• PJM ATSI Zone 5 MW Off-Peak Calendar-Month Real-Time Swap Futures
• PJM ATSI Zone 5 MW Peak Calendar-Day Day-Ahead Swap Futures
• PJM ATSI Zone 5 MW Peak Calendar-Day Real-Time Swap Futures
• PJM ATSI Zone 5 MW Off-Peak Calendar-Day Day-Ahead Swap Futures
• PJM ATSI Zone 5 MW Off-Peak Calendar-Day Real-Time Swap Futures

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

Butterfly Spreads for DME Oman Crude Oil Futures Contract
Effective this 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   Trading Services. 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 this 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.

  Expansion of Contract Months for Certain Coal Futures and Options
Effective Sunday, February 12 (trade date Monday, February 13), CME Group will expand the listing of contract months for the following contracts pending receipt of required regulatory approvals listed on the open outcry and CME ClearPort, as follows:

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

  Decimal Point Locator Change for 3 Dubai Crude Oil Swap Futures
Effective Sunday, February 12 ( trade date Monday, February 13), CME Group will amend the listing convention for the following Dubai crude oil Swap futures on open outcry and for clearing through CME ClearPort from 2 decimal places (0.01) to 3 decimal places (0.001).

• Brent-Dubai (Platts) Swap Futures - DB
• Dubai Crude Oil (Platts) Calendar Swap Futures - DC
• Dubai Crude Oil (Platts) Average Price Option - AH

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

  FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
Effective Sunday, February 26, the FIX tag 55-Symbol values for Energy futures and future spreads will be changed as follows:

Market Data Platform channels and implied functionality will not be impacted.

These changes will be available for customer testing in New Release on Monday, February 13.

New S&P Real-time Indexes
Effective this 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
Effective Monday, January 30, 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, February 3, at the close of business the following S&P Index will be discontinued.

  Eris Exchange Market Data Available via Streamlined FIX/FAST
Starting on Monday, March 12, CME Group will begin disseminating Eris Exchange market data in streamlined FIX/FAST.

Streamlined FIX/FAST is an optimized version of the FIX/FAST market data format for non-actionable price data. Streamlined FIX/FAST has a dedicated message specification distinct from the CME Globex FIX/FAST format and new templates.

The following Eris Exchange market data will be available via streamlined FIX/FAST:

• Order Books in Market by Order (MBO) Format
• Trades
• Security Definitions
• Request for Quotes (RFQs)

Eris Exchange market data will be available in the New Release for customer testing on Monday, February 6.

Mandatory certification via AutoCert+ is required for customers wishing to receive streamlined FIX/FAST market data for the Eris Exchange. The AutoCert+ test suite will be available on Monday, February 13.

Detailed information for Eris market data via streamlined FIX/FAST is available online.

The  Eris Exchange is a Designated Contract Market (DCM) for USD Interest Rate Swap Futures that provides liquidity and anonymity to their customers. The trades are futures contracts which replicate the cash flows associated with OTC Interest Rate Swaps. The futures contracts consist of plain-vanilla transaction terms for date and rate flexibility. Trades are cleared through CME Clearing.

These products are being made available to authorized and licensed customers of the Eris Exchange for dissemination through the CME Market Data Platform (MDP); however they are not available for trading on CME Globex.