• Market Data Notices: April 30, 2012

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      • Market Data Notices
      • #
      • 20120430
      • Notice Date
      • 30 April 2012
    • Topics in this issue include:
      Critical System Updates
      Product Launches
      Product Changes
      S&P Launches and Changes
      Events and Announcements
      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

      Implied Inter-Exchange MGEX-CBOT Futures Spread
      Effective Sunday, May 20 (trade date Monday, May 21), the following implied inter-exchange MGEX-CBOT Wheat futures spread (tag1151-SecurityGroup=MWE, tag 55-Symbol=MB, tag 207-SecurityExchange=MGCB) will be listed on CME Globex.

      The inter-exchange spread will use the value IS in tag 762-SecuritySubType.

      The spread instrument is only sent on the inter-exchange spread channel (801). The legs are only sent on their respective market data platform channels. Further details are available in the   Product Specific Functionality.

      This inter-exchange spread is available in New Release for customer testing.

      Nasdaq End-of-Month Options
      Effective Sunday, May 20 (trade date Monday, May 21), the following Nasdaq End-of-Month (EOM) options will be listed for trading on CME Globex and open outcry.

      Nasdaq End-of-Month Options
      Options tag 1151-SecurityGroup tag 55-Symbol
      Nasdaq 100 End-of-Month Options DNE XH
      E-mini Nasdaq 100 End-of-Month Options QNE NW

      Please Note: The Nasdaq 100 End-of-Month options (tag 1151-SecurityGroup=QNE) will be available for trading from Sunday 5:00 p.m. – 8:15 a.m. Central Time (CT), Monday – Thursday 3:30 p.m.-8:15 a.m. (CT) only.

      With this launch, the week 5 of the Nasdaq 100 Weekly options (tag 1151-SecurityGroup=DN5) and E-mini Nasdaq 100 Weekly (tag 1151-SecurityGroup=QN5) options will no longer be listed for trading.

      The Nasdaq End-of-Month options are currently available in New Release for customer testing.

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

      Please view the  New Product Summary.

       

      Bursa Malaysia Derivative Options on CME Globex
      Effective Sunday, May 20 (trade date Monday May 21), pending Malaysian Securities Commission approval, the options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) futures (tag 1151-SecurityGroup=OKLI) will be listed on CME Globex. With this contract, the spot month, the next month and the following two calendar quarterly months will be listed. Market data will be distributed on channel 23 of the Market Data Platform.

      Options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) Futures
      Product tag 1151-SecurityGroup tag 55-Symbol(Outrights) tag 55-Symbol(UDS)
      KLCI Options OKLI BO BU

      The new option will be available for customer testing in New Release on Monday, May 7.

      Black Sea Wheat Futures
      Effective Tuesday, June 5 (trade date Wednesday, June 6), Black Sea Wheat futures (tag 1151-SecurityGroup=BSW, tag 55-Symbol=BW) will be listed for trading on CME Globex and submission for clearing through CME ClearPort.

      Please Note: The Security Definition (tag 35-MsgType=d) will be made available on Sunday, June 2.

      Black Sea Wheat futures will provide risk management and bring price discovery to the growing Black Sea region. This contract will have physical delivery at designated ports in Russia, Ukraine, and Romania.

      The Black Sea Wheat futures are currently available in New Release for customer testing.

      This contact is listed with, and subject to, the rules and regulations of CBOT.

      Please view the  New Product Summary.
      Product Changes

      Reduction of Minimum Price Fluctuation of Petroleum Swap Futures
      Effective Sunday, May 20 (trade date Monday, May 21), the minimum price fluctuation will be reduced from 0.01 to 0.001 the following Petroleum Swap futures:

      • Dated Brent (Platts) Calendar Swap Futures
      • European Naphtha (Platts) Calendar Swap Futures
      • European 1% Fuel Oil (Platts) Cargoes FOB NWE Calendar Swap Futures
      • European 1% Fuel Oil (Platts) Barges FOB Rdam Calendar Swap Futures
      • European 3.5% Fuel Oil (Platts) Barges FOB Rdam Calendar Swap Futures
      • Dated to Frontline Brent Swap Futures
      • Brent (ICE) Calendar Swap Futures
      • European Gasoil Crack Spread Swap Futures
      • European Naphtha (Platts) Crack Spread Swap Futures
      • European Diesel 10 ppm (Platts) Barges FOB Rdam vs. Gasoil Futures Swap
      • 3.5% Fuel Oil (Platts) Barges FOB Rdam Crack Spread Swap Futures
      • European Gasoil (ICE) Swap Futures

      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.
      S&P Launches and Changes

      NEW New S&P Real-time Indexes
      Effective this Monday, May 14, CME Group will begin disseminating the following index detailed below. This index will be transmitted every 15 seconds.

      New S&P Real-time Indexes
      Index Name Tag-55
      Symbol      		 Dissemination
      Times      		 Fee
      Liable      		 Currency
      S&P Sri Lanka 20 Index (LKR) SPLK20LP 23:00 - 7:00 CT XF LKR

       NEW Discontinued S&P Real-time Indexes
      Effective Friday, May 18, at the close of business the following S&P Indexes will be discontinued.

      Discontinued S&P Real-time Indexes
      Index Name Tag-55
      Symbol
      VTL Navellier Revenue Weighted Index REVWLOU
      Index IQ Japan Mid Cap Index IQMDJPN/td>

      S&P Real-time Fee Change
      Effective Monday, May 28, the S&P CNX Nifty Futures Excess Return Index (tag 55-Symbol=SPCXUE) Sub Channel Identifier will be changed from "2" Fee liable (XF) to "3“ Fee waived (XW).
      Events & Announcements

      NEW Introducing Client Systems Wiki
      On Monday, May 7, 2012, CME Group will introduce the new Client Systems Wiki, a user-friendly and comprehensive information repository for client system development to CME Globex. The Client Systems Wiki presents technical information for order entry, market data, risk management tools, and electronic trading business concepts.

      The following customer documentation will be available via the Client Systems Wiki.

      The existing PDF-formats customer documentation will be retired and no longer available as of Friday, June 1, 2012.

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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