Market Data Notices: May 28, 2012

  FIX/FAST Operators Release
Based on customer feedback, the removal of the operators from CME FX futures channels 11 and 60 in the production environment, previously scheduled for Sunday, June 3, has been postponed to Sunday, July 1. On Sunday, June 3, 2012, these operators will be removed from the streamlined FIX/FAST Eris Exchange channel 190 in the production environment. The new template and updated messages are currently available in New Release and the new template is currently available in Production.

The life cycle of the FIX/FAST protocol, including streamlined FIX/FAST, is rapidly approaching its end as an industry standard in the United States. †The OPRA connected exchanges are eliminating FIX/FAST entirely by the end of this year. Given the increased availability of bandwidth as well as high speed connections such as co-location, compression has become less critical. In the short term, we are removing certain field operators (copy, default, delta and increment) from our data feed. In the longer term, CME Group continues to evaluate a next generation market data protocol.

These operators will be removed from all production FIX/FAST and streamlined FIX/FAST channels on the Market Data Platform by Sunday, November 4, 2012. Detailed schedules for every channel will be published in the CME Globex and Market Data Notices.

New templates will be required for the impacted channels. The new templates are currently available in New Release and Production. CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup. More information on template management is available in the  Client Systems Wiki.

These changes are currently available on all FIX/FAST channels in the New Release environment.

As a result of this launch, bandwidth utilization over the Market Data Platform will ultimately increase. CME Group is contacting customers who may have over-subscription risk.

†Please note: CME Group is not a member of the Options Pricing Reporting Authority (OPRA).

 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,   streamlined FIX/FAST SDK, and   ITC 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 Global Command Center directly at 312.456.2391.

 Green Exchange Product Migration to NYMEX Available in New Release
As previously announced, CME Group anticipates in the near future migrating all GreenX products to a CME Group exchange, delisting them from the Green Exchange and listing them on the NYMEX exchange. The date of this migration is dependent upon receipt of an order from the CFTC permitting such a migration.

These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today, however the value in tag 207-SecurityExchange will be updated from GREE to XNYM.

Market data for these products will continue to be available on the current FIX/FAST channels:

• Channel 18 – NYMEX emissions futures (currently known as Green Exchange futures)
• Channel 19 - NYMEX emissions options (currently known as Green Exchange options)

These products will be available with the new tag 207 value XNYM for customer testing in New Release on Monday, June 18. The production launch date will be announced in the CME Globex Notices as soon as it is available.

 CME Globex Performance Release
New information is now available in the  Client Impact Assessment on the move to single IP for iLink sessions in the production and disaster recovery environments. Information on the iLink launch date for the Disaster Recovery environment on November 4, 2012, is also available.

This release also features iLink messaging changes. Detailed information on this launch, including impacts and launch schedules, is available in the  Client Impact Assessment.

The FIX/FAST launch will be phased in over 5 weekends, August 26 through October 7, during which the source IPs for each channel will change. The iLink launch will feature an Early Adopter period, October 7 through October 12, and a production launch Sunday, October 14. All iLink sessions must migrate to new IPs and ports in order to access the new high performance production environment.

Customers who wish to participate during the Early Adopter phase must select the sessions that will be migrated and inform their  Global Account Manager no later than Wednesday, October 3. Please note: To minimize the risk of business interruptions, CME Group strongly recommends that customers participating during the early adopter phase direct no more than 20% of their sessions to the new IPs and ports.

Customer certification is not required, but CME Group strongly recommends all system providers test these changes thoroughly in New Release. Good 'Till Cancelled and Good 'Till Date (GTC/GTD) orders will not be impacted.

Please contact your  Global Account Manager with any questions or concerns at 312 634 8700, in Europe at 44 203 379 3754, or in Asia at 65 6593 5574 for additional information.

Short Dated New Crop Options
Effective this Sunday, June 3 (trade date Monday, June 4), Short -Dated options on New Crop Corn and New Crop Soybean futures will be listed for trading on CME Globex.

Short-Dated New Crop Options are options on December Corn and November Soybeans with earlier expiry dates than the standard options on those contracts. For each futures contract, three earlier expiring options will be listed. May, July, and September contract months will be listed for Short-Dated New Crop Options on CBOT Corn and Soybeans futures.

These options are currently available for customer testing in New Release.

Please view the  New Product Summary.

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

Canadian Crude Oil Futures
Effective this Sunday, June 3 (trade date Monday, June 4), the Canadian Sweet Synthetic Oil (Net Energy) Index 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.

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

Black Sea Wheat Futures
Effective this 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.

E-mini Yen Denominated Nikkei Stock Average Index Futures
Effective Sunday, June 17 (trade date June 18), the E-mini Yen Denominated Nikkei Stock Average Index futures (tag1151-SecurityGroup= ENY, tag 55-Symbol=N1) will be listed for trading on CME Globex.

Please view the  New Product Summary.

These futures will be available in New Release for customer testing on Monday, June 4.

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

Crude Oil vs. NYMEX Brent 25-Day (Platts) Intercommodity Spread
Effective Sunday, June 17, (trade date Monday, June 18), the following intercommodity Crude Oil vs. NYMEX Brent 25-Day (Platts) futures spread will be listed for trading on CME Globex.

This spread replaces the currently listed NYMEX Brent 25-Day (Platts) vs. Crude Oil intercommodity spread (tag 11510-SecurityGroup=NBZ, tag 55-Symbol=IE).

The new intercommodity spread will be available for customer testing in New Release on Monday, June 4.

 Bursa Malaysia Derivative Options on Crude Palm Oil Futures (OCPO)
Effective Sunday, July 15 (trade date Monday, July 16), pending Malaysian Securities Commission approval, Bursa Malaysia Derivative will list options on Crude Palm Oil futures (tag 1151-SecurityGroup=OCPO) for trading on CME Globex.

This product introduces a new format for tag 107-SecurityDesc (Example: OCPOJUL120335000C), as detailed below:

The new option product and naming convention will be available for customer testing in New Release on Monday, June 18.

Please note: tag 107-SecurityDesc will remain unchanged for all other Bursa Malaysia Derivative futures and options.

Expansion of European-style Weekly S&P 500 and E-mini S&P 500 Options
Effective Sunday, June 3 (trade date Monday, June 4), the listing cycle for the European-style weekly options on the S&P 500 and the E-mini S&P 500 will be expanded to list 3 consecutive weekly options.

Currently, only two consecutive weekly options contracts are list at any given time.

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

These changes are currently available for customer testing in New Release.

 Hurricane Settlements & Activations
On Wednesday, May 30, coverage was suspended by the National Hurricane Center for Tropical Storm Beryl, the second named storm of the season. Trading in HX2, X22, HP2 and P22 will terminate this Monday, June 4, 2012 at 9:00 a.m. Central Time (CT).

• 0.0 for HX2 (for CME Hurricane Index futures & options on Tropical Storm Beryl)

   

• 0.0 for X22 (for CME Hurricane Index Binary Contract on Tropical Storm Beryl)

   

• 0.0 for HP2 (for CME Hurricane Index Cat-In-A-Box futures & options on Tropical Storm Beryl)

   

• 0.0 for P22 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Tropical Storm Beryl)

   

At this time there is no open interest in any of the futures or options for HX2, X22, HP2 or P22.

In addition, the next contract in all four sequences should be listed for trading this Monday, June 4, 2012:

• HX5 (for CME Hurricane Index futures & options on Hurricane Ernesto)
• X52 (for CME Hurricane Index Binary Contract on Hurricane Ernesto)
• HP5 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Ernesto)
• P52 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Ernesto)

Delisting of NYMEX Brent 25-Day (Platts) vs. Crude Oil Intercommodity Spread
Effective Sunday, June 17, (trade date Monday, June 18), the NYMEX Brent 25-Day (Platts) vs. Crude Oil intercommodity spread (tag-1151 SecurityGroup=NBZ,tag 55-Symbol=IE) will be delisted from CME Globex.

The new intercommodity Crude Oil vs. NYMEX Brent 25-Day (Platts) futures spread (tag 1151-SecurityGroup=CL, tag 55-Symbol=IE) will replace this spread.

The delisting of this intercommodity spread will be available for customer testing in New Release on Monday, June 4.

New S&P Real-time Index
Effective this Monday, June 4, CME Group will begin disseminating the following index detailed below. This index will be transmitted every 15 seconds.

Client Systems Wiki Now Available
The CME Group new   Client Systems Wiki, a user-friendly and comprehensive information repository for client system development to CME Globex is now available. 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.

• CME Globex Software Development Kit
  • iLink Order Routing
  • FIX/FAST Market Data
  • Streamlined FIX/FAST
  • Advanced Functionality
  • Exchange-Specific Functionality
  • Product-Specific Functionality
  • Electronic Trading Concepts
• CME Globex Enhancements
• Testing and Certification Documentation
• Risk Management Services
  • CME Globex Credit Controls
  • Risk Management Interface (RMI)
  • FirmSoft
  • Cancel on Disconnect
  • Drop Copy
• Introduction to CME Globex
  • Disaster Recovery
  • Matching Algorithms
  • Price Banding

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