Market Data Notices: June 18, 2012

Green Exchange Product Migration to NYMEX Now 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 are currently available in New Release with the new tag 207 value XNYM for customer testing. The production launch date will be announced in the CME Globex Notices as soon as it is available.

  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.

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. A detailed schedule of the remaining channels is now available  online.

New templates will be required for the impacted channels. Per the normal process, the new templates are currently available on the CME Group ftp site for New Release and Production, along with the current and last generation templates. More information on template management is available in the  Client Systems Wiki.

Please Note: CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup.

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).

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.

 Streamlined FIX/FAST Enhancements for S&P Indices
Effective Sunday, August 19 (Monday, August 20), the following enhancements will be introduced for streamlined FIX/FAST to support the distribution of enhanced S&P Indices market data.

• News (35=B) Message
• Security Definition Request (35=c) Message
• Security Definition (35=d) Message

In addition, CME Group will remove certain field operators (copy, default, delta, and increment) from the streamlined FIX/FAST feed for the S&P Indices on Market Data Platform (MDP) Channel 150.

On Monday, July 2, 2012, streamlined FIX/FAST market data will be available in New Release for customer testing. The enhanced AutoCert+ Test Suite will be available for certification on Monday, July 16, 2012.

Please Note: CME Group recommends all system providers supporting S&P Indices market data to test these enhancements thoroughly in New Release and complete certification in AutoCert+.

Detailed information on enhanced S&P Indices market data via streamlined FIX/FAST is available   online.

East-West Fuel Oil Spread (Platts) BALMO Swap Futures
Effective Sunday, July 1 (trade date Monday, July 2), East-West Fuel Oil Spread (Platts) BALMO 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.

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

East-West Gasoline Spread (Platts-Argus) Swap Futures
Effective Sunday, July 1 (trade date Monday, July 2), East-West Gasoline Spread (Platts-Argus) 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.

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

Asian Light End European-style Options
Effective Sunday, July 1 (trade date Monday, July 2), the following Asian Light End European-style options will be listed on open outcry and submission for clearing through CME ClearPort, pending receipt of required regulatory approvals.

• Singapore Mogas 92 Unleaded (Platts) Average Price Options
• Japan C&F Naphtha (Platts) Average Price Options

Please view the  New Product Summary.

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

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 is currently available in New Release for customer testing.

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

 Resumption of Listing of Contract Months for European Propane CIF ARA (Argus) Swap Futures
Effective Monday July 2, 2012, the December 2014 through June 2015 maturities will be listed for European Propane CIF ARA (Argus) Swap futures (Commodity Code=PS) on open outcry and for submission for clearing through CME ClearPort. With this change, 36 consecutive maturities will be listed on a rolling basis.

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

 Expansion of Listings for Nikkei 225 Dollar Futures
Effective Sunday, July 15 (trade date Monday, July 16), CME Group will expand the listing of Nikkei 225 Dollar futures (tag-1151 SecurityGroup=NKD, tag 55-Symbol=NK) on CME Globex by adding 2 additional quarterly contract months, for a total of 4 quarterly contracts. Currently, only 2 quarterly contracts are listed.

The new future quarterly contracts are currently available in New Release for customer testing.

New S&P Real-time Index
Effective this Monday, June 25, CME Group will begin disseminating the following index detailed below. This index will be transmitted every 15 seconds.