Market Data Notices: December 03, 2012

New S&P Market Data Template
Effective Saturday, January 12, 2013, S&P market data via streamlined FIX/FAST will utilize a new FIX/FAST template and source IPs due to CME Group maintenance.

The new template and config.xml are currently available in New Release and Production environments.

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

 Configuration File Maintenance
Effective Sunday, January 13, 2013, CME Group will perform maintenance on the FIX/FAS, streamlined FIX/FAST, and ITC config.xml files at  ftp.cmegroup.com for all environments.

The maintenance will include the removal of Source IP addresses that are no longer in use. The new config.xml will be available for customers to download on Sunday, January 13, 2013.

Dow Jones Indices via Streamlined FIX/FAST
Starting on Saturday, January 12, 2013, CME Group will begin disseminating real-time Dow Jones Indices market data via streamlined FIX/FAST.

Streamlined FIX/FAST is an optimized version of the FIX/FAST market data format for non-actionable price data. Streamlined FIX/FAST has a dedicated message specification distinct from the CME Globex FIX/FAST format and new templates. More information on streamlined FIX/FAST is available  online.

On Friday, January 11, 2013, Security Definitions will be broadcast for Dow Jones Indices between 11:30 pm Central Time (CT) and 12:30 am CT. The Security Definitions for the Dow Jones Indices will be re-broadcast during the normal window on Saturday evening.

Detailed information on enhanced Dow Jones Indices market data via streamlined FIX/FAST is available  Client Impact Assessment.

Starting on Sunday, October 21, we will begin broadcasting heartbeats in the production environment for Market Data Platform (MDP) channel 151. In addition, the new template and the config.xml file will be available in production.

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

With this change, the dissemination of the 52-week high and lows index values for Dow Jones Indices will be discontinued. In addition, the announcement of new indices will be disseminated through News messages (tag 35-MsgType=B) only.

As of Saturday, January 12, 2013, Dow Jones Indices market data will no longer be disseminated in ITC 2.1 format.

Implied Inter-Exchange KCBT-CBOT Futures Spread
Effective this Sunday, December 9 (trade date Monday, December 10), the implied inter-exchange KCBT-CBOT Wheat futures spread (tag1151-SecurityGroup=KE, tag 55-Symbol=KB, tag 207-SecurityExchange=KBCB) will be listed on CME Globex.

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

Following the existing model for market data distribution on inter-exchange spreads, market data on the spread instrument is only sent on the inter-exchange spread channel (801). Market data for the legs are only sent on their respective market data platform channels. Further details are available in the  Client Systems Wiki.

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

Aluminum MW U.S. Transaction Premium (Platts) Futures
Effective Sunday, December 16 (trade date Monday, December 17), the Aluminum MW U.S. Transaction Premium (Platts) futures (tag-1151 SecurityGroup=AUP, tag 55-Symbol=ST) will be listed for trading on CME Globex.

Each contract is 55,116 lbs (25MT) and priced in US dollars and cents per pound and based on the monthly average of Platts Aluminum MW US Transaction Premium Assessment. It is design to help North American Aluminum commercial market participants to hedge their Aluminum Midwest premium risk exposure.

The Aluminum MW U.S. Transaction Premium (Platts) futures are currently available for customer testing in New Release.

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

Please view the  New Product Summary.

Energy Futures and Options
Effective Sunday, December 16 (trade date Monday, December 17), 352 energy futures and options will be listed for trading on CME Globex pending regulatory review periods. A complete list of product names and codes are available  online.

Settlement prices will be published for the synthetic futures to support customer options pricing models.

These products will be available for customer testing in New Release starting on Monday, December 3.

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

 Emission Options
Effective Sunday, January 13, 2013 (trade date Monday, January 14), the following emission options will be listed for trading on CME Globex.

The options will be available for customer testing in New Release on Monday, January 7, 2013.

Please view the  New Product Summary.

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

Standard-Size and E-micro USD/Offshore RMB (CNH) Futures
Effective Sunday, February 24 (trade date Monday, February 25), standard-size and E-micro USD/Offshore RMB (CNH) futures will be listed for trading on CME Globex.

These futures feature physical delivery of Chinese Renminbi in Hong Kong (CNH), priced in interbank terms of Chinese Renminbi per U.S. dollar and associated daily settlement variation banked in Chinese Renminbi offshore in Hong Kong. The new CME USD/CNH futures will help international market participants hedge their U.S. dollar risk exposure to the deliverable Chinese currency.

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

Please view the  New Product Summary.

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

 Delisting of Select Energy Futures and Options
On Monday, December 3, 2012 , fifty-nine energy futures and options were delisted. The complete list of products and codes is available  online.

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

Listing Cycle Expansion for European-style Weekly S&P 500 and E-mini S&P 500 Options
Effective Sunday, December 16 (trade date Monday, December 17), the listing cycle for European-style weekly options on the S&P 500 and the E-mini S&P 500 will be expanded to list four consecutive weekly options. Currently, the listing cycle is list three consecutive weekly options.

This change will be available for customer testing in New Release on Monday, December 10.

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

 CME Globex Equity Index Circuit Breaker and Daily Price Limit Changes for Futures and Options
Effective Sunday, February 3, 2013 (trade date Monday, February 4), changes to circuit breaker methodology and price limits will be introduced on CME Globex for Equity Index futures and options, pending regulatory review periods.

Currently, price limits are established on a quarterly basis based upon the average closing price of the lead month futures contract in December, March, June and September. With this change, the width of the equity index futures price limit band will be calculated daily, based on the underlying cash equity index.

Customers are strongly encouraged to utilize the FIX/FAST Security Status (tag 35-MsgType=f) messages to obtain the daily price limits (tag 332-HighPx; tag 333-LowPx) to avoid the rejection of orders that breach price limit thresholds.

Customers may also obtain the daily price limits from the Security Definition (tag 35-MsgType=d, tag 1149-HighLimitPrice and 1150-LowLimitPrice) messages on the instrument replay feed.

These changes will be available for customer testing in New Release on Monday, December 17.

If you have any questions, please contact the  CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.

CME Group Regional Failover Mock Trading Session
On Saturday, January 26, 2013, CME Group will conduct a Regional Failover customer mock trading session. The mock trading session is designed to allow customers to test connectivity to the  New York Data Center (NYDC) in the case of a regional event that affects the Chicago metropolitan area. During the regional failover mock, customers who are on the CME Group network and who connect to CME Group from outside the Chicago metropolitan area will automatically be rerouted to the NYDC.

An  overview of the mock trading session is now available. Customers must register  online to participate.

Please contact your  Global Account Manager in U.S. at 312-634-8700, in Europe at 44-203-379-3754, or in Asia at 65-6593-5574 for further information.