• Market Data Notices: April 16, 2012

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      • Market Data Distributors
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      • Market Data Notices
      • #
      • 20120416
      • Notice Date
      • 16 April 2012
    • Topics in this issue include:
      Critical System Updates
      Product Launches
      Product Changes
      S&P Launches and Changes
      Critical System Updates

      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.

      Product Launches

      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.

      GreenX Emission Reduction Unit (ERU) Future & Options

      Product tag 1151-SecurityGroup tag 55-Symbol
      Emission Reduction Unit (ERU) Futures REU VX
      Emission Reduction Unit (ERU) Options ERO GY
      ERU Futures vs. In Delivery Month European Union Allowance(EUA)Futures Intercommodity Spread REU VX
      ERU Futures vs. In Delivery Month CER Futures Intercommodity Spread REU
      ERU Futures vs. Certified Emission Reduction Plus (CERplusSM) Futures Intercommodity Spread REU

      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 are currently available in New Release for customer testing.


      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.

      Product Changes

      Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index
      On Friday, April 13, NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index futures and TAS contracts were delisted. The Security Definition (tag 35-MsgType=d) will continue to be available on CME Globex through Friday, April 27.

      Delisting of NYMEX Crude Oil Backwardation/Contango (B/C) Index and NYMEX Crude Oil MACI Index Futures

      Product tag 1151-SecurityGroup
      NYMEX Crude Oil Backwardation/Contango (B/C)Index Futures XKN
      NYMEX Crude Oil MACI Index Futures XCN
      NYMEX Crude Oil MACI Index TAS XCT

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


      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:

      Expansion of New York Harbor ULSD Heating Oil Futures and Options: CME Globex

      Product tag 1151-SecurityGroup tag 55-Symbol Current Listing Cycle New Listing Cycle
      New York Harbor ULSD Heating Oil Futures HO CL Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil Options OH OH Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil Crack Spread Options CHY XZ Through April 2013 Current year plus 3 years plus 1 month
      Heating Oil 1 Month CSO FAY XZ Through March 2013 Current year plus 3 years

      Expansion of New York Harbor ULSD Heating Oil Futures and Options: Floor and CME Clearport

      Product Product Code New Listing Cycle
      New York Harbor ULSD Heating Oil Futures HO Current year plus 3 years plus 1 month
      Heating Oil Options OH Current year plus 3 years plus 1 month
      Heating Oil Crack Spread Options CH Current year plus 3 years plus 1 month
      Heating Oil Average Price Options AT Current year plus 3 years
      Heating Oil Crack Spread Swap Futures HK Current year plus 3 years
      RBOB Gasoline vs. Heating Oil Swap Futures RH Current year plus 3 years
      Heating Oil Calendar Swap Futures MP Current year plus 3 years
      Heating Oil Arb: NYMEX Heating Oil vs. ICE Gasoil HA Current year plus 3 years
      Heating Oil vs. Brent Crack Spread Swap Futures HOB Current year plus 3 years
      Heating Oil BALMO Swap Futures 1G 1 month plus following month listed 10 business days prior to start of month
      Heating Oil Crack Spread BALMO Swap Futures 1H 1 month plus following month listed 10 business days prior to start of month
      Heating Oil Look-Alike Option LB Current year plus 3 years
      Heating Oil 1 Month CSO< FA Current year plus 3 years
      Heating Oil 2 Month CSO FB Current year plus 3 years
      Heating Oil 3 Month CSO FC Current year plus 3 years
      Heating Oil 6 Month CSO FM Current year plus 3 years
      Heating Oil 12 Month CSO FZ Current year plus 3 years
      Heating Oil Crack Spread Average Price Option 3W Current year plus 3 years
      Heating Oil Financial Futures BH Current year plus 3 years
      Heating Oil Last Day Financial Futures 23 Current year plus 3 years

      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.

      S&P Launches and Changes

      NEW New S&P Real-time Indexes
      Effective Monday, April 30, CME Group will begin disseminating the following 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-Network Sector Dividend Dogs Total Return Index SDOGXTR 8:30 - 16:30 CT XW USD
      S-Network Sector Dividend Dogs Index SDOGX 8:30 - 16:30 CT XW USD
      S&P GSCI Brent Crude Oil Enhanced Index Total Return SGESBRTR 21:00 - 15:45 CT XF USD