Market Data Notices: February 13, 2012

Snowfall Index Futures
Effective this 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 are currently available for customer testing in New Release.

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

Henry Hub Natural Gas Last Day Physically-Delivered Futures
Effective this 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 are currently available in New Release for customer testing.

Please view the  New Product Summary.

PJM ATSI (Peak/Off Peak) Electricity Futures
Effective this 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.

Singapore Fuel Oil 180 cst vs. 380 cst Spread (Platts) BALMO Swap Futures
Effective Sunday, February 26 (trade date Monday, February 27), the 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.

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

Please view the  New Product Summary.

 European Naphtha (Platts) Cargoes CIF NWE Average Price
Effective Sunday, February 26 (trade date Monday, February 27), the European Naphtha (Platts) Cargoes CIF NWE Average Price options will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

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

Please view the  New Product Summary.

Expansion of Contract Months for Certain Coal Futures and Options
Effective this 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 this 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.

Expansion of Contract Months for Heating Oil-Based Options
Effective this 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:

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

Amendment to Listing Schedule of Daily and Weekly Brent CFD (Platts) Spreads
Effective this 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:

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

Additional details on the listing schedule are available   online.

Expansion of New York Harbor No. 2 Heating Oil Options
Effective this Sunday, February 12 (trade date Monday, February 13), the listing cycle for the following New York Harbor No. 2 Heating Oil options will be expanded as follows:

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

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:

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.

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:

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.

 FIX tag 55-Symbol Changes for Energy Futures and Futures Spreads
Effective Sunday, March 11, the FIX tag 55-Symbol values for the following Energy futures and futures 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 27.

New S&P Real-time Indexes
Effective this Monday, February 13, 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, February 20, 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 24, 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 is currently available for customer testing in the New Release.

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 27.

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.