• Market Data Notices: January 23, 2012

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      • Market Data Notices
      • #
      • 20120123
      • Notice Date
      • 23 January 2012
    • Topics in this issue include:
      Product Launches
      Product Changes
      S&P Launches and Changes
      Events and Announcements
      Product Launches

      Snowfall Index Options
      Effective this 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.

      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 are currently available in New Release for customer testing.

      Please view the  New Product Summary.

       

      PJM ATSI (Peak/Off Peak) Electricity Futures
      Effective Sunday, February 12 (trade date Monday, February 13), the following PJM ATSI Zone Swap futures will be listed 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.

      Please view the  New Product Summary.

       

       NEW Singapore Fuel Oil 180 cst vs. 380 cst Spread (Platts) BALMO Swap Futures
      Effective Sunday, February 26 (trade date Monday, February 27), the following Singapore Fuel Oil 180 cst vs. 380 cst Spread (Platts) BALMO Swap futures will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

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

      Please view the  New Product Summary.
      Product Changes

      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:

      Expansion of Contract Months for Certain Coal Futures and Options
      Product Current Listing Schedule New Listing Schedule
      Coal (API 2) cif ARA (Argus/McCloskey) Swap Futures Current year plus the next two years Current year plus the next four years. A new calendar year will be added following the termination of trading in the December maturity of the current year.
      Coal (API 2) cif ARA (Argus/McCloskey) Option
      Coal (API 4) fob Richards Bay (Argus/McCloskey) Swap Futures
      Coal (API 4) fob Richards Bay (Argus/McCloskey) Option

      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.

       NEW Expansion of Contract Months for Heating Oil-Based Options
      Effective Sunday, February 12 (trade date Monday, February 13), the contract month listings will be expanded for the following option contracts, listed on the NYMEX trading floor and CME ClearPort, as follows:

      Expansion of Heating Oil-Based Options
      Product Code New Listing Schedule
      Heating Oil Look-Alike Option LB Through April 2013
      Heating Oil Average Price Options AT Through March 2013
      Heating Oil Crack Spread Average Price Options 3W Through March 2013
      Heating Oil 2 Month Calendar Spread Options FB Through February 2013
      Heating Oil 3 Month Calendar Spread Options FC Through January 2013

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

       NEW Amendment to Listing Schedule of Daily and Weekly Brent CFD (Platts) Spreads
      Effective Sunday, February 12 (trade date Monday, February 13),and pending all relevant CFTC regulatory review periods, the listing schedule for the daily and weekly Brent CFD (Platts) spreads will be amended as follows:

      Amendment to Listing Schedule of Daily and Weekly Brent CFD (Platts) Spreads
      Future Current Listing Schedule New Listing Schedule
      Brent CFD (Platts) vs. Brent Front Month (Platts) Swap List daily contracts for three consecutive months. List daily contracts for the current and next two consecutive calendar months, except where such day is later than the day that is 25 calendar days prior to the first day of the following calendar month.
      Brent CFD (Platts) vs. Brent Front Month (Platts) Weekly Swap List current calendar week and the next eight consecutive calendar weeks excluding weeks that have a Monday, which is the 16th of the month or late. List eekly contracts listed for the current calendar week and the next eight consecutive calendar weeks, excluding weeks where (i) the last business day of the week is later than the day that is 25 calendar days prior to the first day of the following calendar month, or (ii) the Monday and the last business day of the week fall in different calendar months.

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

      Additional details on the listing scheduled is available   online.

       Update FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
      The following FIX tag 55-Symbol changes, originally scheduled for Sunday, February 26, have been postponed.

      FIX tag 55-Symbol Changes for Energy Futures and Future Spreads
      Futures and Spreads Tag 1151-SecurityGroup Current tag 55-Symbol New tag 55-Symbol
      European Gasoil (ICE) GLI OP CM
      New York Harbor Ethanol QEN
      REBCO RE
      Crude Volatility Index CVF
      Gulf Coast Gasoline LR
      Gulf Coast Harbor ULSD LU
      ASCI Financial A0X
      Intercommodity Spreads LR:LU

       Update FIX tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads
      Effective Sunday, February 26, the FIX tag 55-Symbol values for NYMEX Brent 25-Day (Platts) intercommodity spreads will be changed as follows:

      FIX tag 55-Symbol Changes for NYMEX Brent 25-Day (Platts) Intercommodity Spreads
      Futures and Spreads Tag 1151-SecurityGroup Current tag 55-Symbol New tag 55-Symbol
      Intercommodity Spreads NBZ-CL, NBZ:C1 RB-NBZ FB IE
      Intercommodity Spreads NBZ-BZ FB OP

      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 FIX tag 55-Symbol Changes for Natural Gas Basis Swap Futures
      Effective Sunday, February 26, the FIX tag 55-Symbol values for Natural Gas Basis Swap futures will be changed as follows:

      FIX tag 55-Symbol Changes for Natural Gas Basis Swap Futures
      Futures Tag 1151-SecurityGroup Current tag 55-Symbol New tag 55-Symbol
      Demarc Basis Swap (Platts IFERC) Futures PE MX GX
      Houston Ship Channel Basis Swap (Platts IFERC) Futures NHN GX NX
      NGPL Mid-Con Basis Swap (Platts IFERC) Futures NL
      Ventura Basis Swap (Platts IFERC) Futures PF MX NX
      Panhandle Basis Swap (Platts IFERC) Futures PH
      Columbia Gas TCO Basis Swap (Platts IFERC) Futures TC

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

      To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures after their close on Friday, February 24. After 16:00 CT on Friday, February 24 all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).

      These changes will be available for customer testing in New Release on Monday, February 13.
      S&P Launches and Changes

      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.

      New S&P Real-time Indexes
      Index Name Tag-55
      Symbol      		 Dissemination
      Times      		 Fee
      Liable      		 Currency
      S&P Asia Commodity Producers Oil, Gas and Coal Index HKD Net TR SPACPOHN 17:00 - 4:15 CST XF HKD
      S&P Pan Asia Select Dividend Opportunities HKD NTR SPASDOHN 17:00 - 4:15 CST XF HKD
      S&P Asia Commodity Producers Agribusiness Index HKD Net TR SPACPAHN 17:00 - 4:15 CST XF HKD

      Discontinued S&P Real-time Indexes
      Effective Friday, February 3, at the close of business the following S&P Index will be discontinued.

      Discontinued S&P Real-time Indexes
      Index Name Tag-55
      Symbol
      S&P Custom/Primasia Semi50 Index (TWD) (TR) SEMI50NTW
      S&P Custom/Primasia Semi50 Index (TR) SEMI50USD
      S&P Custom/Primasia Semi50 Index PAS50US
      S&P Custom/Primasia Semi50 Index (TWD) PAS50UTW

       NEW New S&P Real-time Indexes
      Effective Monday, February 6, 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 BMI Emerging Markets High Beta Index SPEMHBI 18:00 - 16:30 CST XF USD
      S&P BMI International Developed High Beta Index SPIDHBI 18:00 - 16:30 CST XF USD
      Events & Announcements

      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.

       NEW CME Group New York Data Center Access
      In the second half of 2012, CME Group will launch the New York Data Center (NYDC) to support business continuity and disaster recovery. The NYDC will house out-of-region CME Globex and CME Clearing applications to protect against a regional event that affects the Chicago metropolitan area.

      During a regional DR event, customers who connect from outside the Chicago metropolitan area will be routed to the NYDC automatically. Customers who connect from within the Chicago metropolitan area only can leverage a new connectivity solution called   CME NYDR VPN to connect to the NYDC.

       

      Detailed information regarding accessing the NYDC is available  online.

      Please contact your  Global Account Manager at 312-634-8700, in Europe at 44-203-379-3754, or in Asia at 65-6593-5574 for further information.

       NEW New ITC 2.1 Software Development Kit
      The new   ITC 2.1 Software Development Kit has been comprehensively updated with current ITC functionality and messaging and redesigned to be easier to read and navigate.

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.

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