Market Data Notices: April 9, 2012

Changes to Source IPs for the Market Data Platform B Feed for Non-GLink Connections
Effective Sunday, June 17, 2012, CME Group will be changing multicast source IPs for the B feed only for non-  GLink connections. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port, multicast addresses, and source IPs for each Market Data Platform channel are available in the config.xml file on the  FTP site as outlined in the Core Functionality of the  FIX/FAST SDK.

Market data will be broadcast on all CME Group FIX/FAST channels in the production environment for customer testing on Saturday, June 16. Market data will be broadcast from the new B feed source IPs.

• 8:30 - 9:00 a.m. CT: Connectivity testing
• 9:00 - 10:00 a.m. CT: FIX/FAST market data replay

As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

If you have any questions or concerns, please contact your  Global Account Manager. If you experience any connectivity issues, please contact the CME Globex Control Center directly at 312.456.2391.

User-Defined Spreads: Covereds Execution Enhancement
Effective this Sunday, April 15, 2012 (trade date Monday, April 16), the execution for User-Defined Spreads (UDS):Covereds will be enhanced to better ensure delta neutrality.

Currently, in certain scenarios, the matching process may result in a Covered trade that is under- or over-allocated on the futures fills. Starting Sunday, March 25, 2012, the Covered matching algorithm will track executions of a resting order such that when the executed quantity of a customer's option order results in an accumulated delta futures allocation at or above 0.5, a futures contract is allocated to the next fill.

The enhancement is scheduled for a phased launch as follows:

• Sunday, April 15
  • CME Interest Rate Options
  • CBOT Interest Rate Options
  • COMEX Options
  • Green Exchange Options
  • NYMEX Crude Options
  • NYMEX Non-Crude Energy Options

We recommend all system providers supporting Covereds test this enhancement thoroughly in New Release. Details on UDS:Covereds functionality are available  online.

10-Year Treasury Note Future vs. 30-Year Treasury Bond Future Implied Intercommodity Spread
Effective this Sunday, April 15 (trade date Monday, April 16), a new 10-Year Treasury Note Future vs. 30-Year Treasury Bond Future (tag 1151-SecurityGroup=NBY, tag 55-Symbol=ZB) implied intercommodity spread with new leg ratios will be listed on the CME Globex platform. The new 10-Year Treasury Note Future vs. 30-Year Treasury Bond Future implied intercommodity spread will be initially listed with 5:3 ratios. The current 10-Year Treasury Note Future vs. 30-Year Treasury Bond Future (tag 1151-SecurityGroup=NOB) implied intercommodity spread with the current 2:1 ratios will continue to be available.

The new 10-Year Treasury Note Future vs. 30-Year Treasury Bond Future implied intercommodity spread is currently available in New Release for customer testing.

GreenX Emission Reduction Unit (ERU) Future & Options
Effective Sunday, April 29 (trade date Monday, April 30), the Green Exchange Emission Reduction Unit (ERU) futures and options will be listed for trading on CME Globex. Calendar and intercommodity spreads will also be available.

These contracts are listed with, and subject to, the rules and regulations of GreenX. All transactions will be available for clearing through CME Clearing.

These products will be available for customer testing in New Release on Monday, April 16.

CSX and PRB Coal Option on Quarterly Futures Strip Contracts
Effective Sunday, April 29 (trade date Monday, April 30), the following Coal options will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

• CSX Coal (Platts OTC Broker Index) Option on Quarterly Futures Strip
• Powder River Basin Coal (Platts OTC Broker Index) Options on Quarterly Futures Strip

Please view the  New Product Summary.

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

 Plastics Swap Futures
Effective Sunday, April 29 (trade date Monday, April 30), the following Plastics futures will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

• HDPE High Density Polyethylene (PCW) BALMO Swap Futures
• LLDPE Linear Low Density Polyethylene (PCW) BALMO Swap Futures
• PP Polypropylene (PCW) BALMO Swap Futures

Please view the  New Product Summary.

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

 Aluminum MW U.S. Transaction Premium Platts (25MT) Swap Futures
Effective Sunday, April 29 (trade date Monday, April 30), Aluminum MW U.S. Transaction Premium Platts (25MT) Swap futures will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

Please view the  New Product Summary.

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

 Japanese Refined Swap Futures
Effective Sunday, April 29 (trade date Monday, April 30), the following Japanese Refined Swap futures will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

• Tokyo Bay Gasoline (RIM) Swap Futures
• Tokyo Bay Kerosene (RIM) Swap Futures
• Tokyo Bay 10ppm Gasoil (RIM) Swap Futures
• Tokyo Bay A-Grade 1% Sulfur Fuel Oil (RIM) Swap Futures
• Tokyo Bay A-Grade 0.1% Sulfur Fuel Oil (RIM) Swap Futures

Please view the  New Product Summary.

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

Amendment to the Minimum Price Fluctuation of Natural Gas Products
Effective this Sunday, April 15 (trade date Monday, April 16), and pending all relevant CFTC regulatory review periods, the minimum price fluctuation will be amended from $0.0025 per MMBtu to $0.0001 per MMBtu for the following Natural Gas products available   online.

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

Modified Minimum Price Fluctuation for Singapore Fuel Oil Swap Futures and Options
Effective this Sunday, April 15 (trade date Monday, April 16), the minimum price fluctuation limit will be reduced from 0.01 to 0.001 for the following Singapore Fuel Oil Swap futures and options:

• Singapore Fuel Oil 380 cst (Platts) Swap Futures – SE
• Singapore Fuel Oil 180 cst (Platts) Calendar Swap Futures – UA
• East-West Fuel Oil Spread (Platts) Swap Futures – EW
• Singapore Fuel Oil 180 cst (Platts) Average Price Options – C5
• Singapore Fuel Oil 380 cst (Platts) Average Price Options– 8H
• Singapore Fuel Oil 180 cst vs. 380 cst Spread (Platts) Swap Futures - SD

These contracts are listed for trading on the open outcry and for submission for clearing through CME ClearPort.

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

Modified Minimum Price Fluctuation for Singapore Refined Swap Futures and Options
Effective Sunday, April 29 (trade date Monday, April 30), the minimum price fluctuation will be reduced from 0.01 to 0.001 the following Singapore Refined Swap futures and options:

• Japan C&F Naphtha (Platts) Crack Spread Swap Futures - JB
• Japan C&F Naphtha (Platts) Swap Futures - JA
• Singapore Naphtha (Platts) Swap Futures - SP
• Singapore Jet Kerosene (Platts) Swap Futures - KS
• Singapore Jet Kerosene vs. Gasoil Spread (Platts) Swap Futures - RK
• Singapore Jet Kerosene (Platts) Average Price Options - N2
• Singapore Gasoil (Platts) Swap Futures - SG
• Singapore Gasoil (Platts) Average Price Options - M2

These contracts are listed for trading on the open outcry and for submission for clearing through CME ClearPort.

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

 Expansion of New York Harbor ULSD Heating Oil Futures and Options
Effective Sunday April 29 (trade date Monday, April 30), the listing cycle for the following New York Harbor ULSD Heating Oil futures and associated options will be expanded as follows:

These changes will be available for customer testing in New Release on Monday, April 23.

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

New S&P Real-time Index
Effective this Monday, April 16, CME Group will begin disseminating the following index detailed below. This index will be transmitted every 15 seconds.