Market Data Notices: December 24, 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.

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 INR/USD Futures
Effective Sunday, January 27, 2013 (trade date Monday, January 28),  standard-size and E-micro INR/USD futures will be listed for trading on CME Globex.

The standard-sized contract will have a notional amount of five million rupees, while the e-micro contract will be one-fifth of the size of the standard-sized contract, with a notional amount of one million rupees. Both contracts will be cash settled at final expiration to the reciprocal of the spot Indian rupee per U.S. dollar exchange rate as determined and published by the Reserve Bank of India, and will feature daily pays and collects calculated and banked in U.S. dollars. The two contract sizes are designed to offer greater precision for hedging currency risk and enhanced trading flexibility, which includes existing INR offering of OTC USD/INR Non-Deliverable Forward contracts.

These futures will be available for customer testing in New Release on Monday, January 14, 2013.

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

Standard-Size and E-micro USD/Offshore RMB (CNH) Futures
Effective Sunday, February 24, 2013 (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.

Implied Calendar Spreads on Energy Futures
Effective Sunday, January 6, 2013 (trade date Monday, January 7), the following implied calendar spreads will be listed on CME Globex for the first six maturities for all combinations:

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

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

Energy Futures and Options Display Factor
Effective Sunday, January 13, 2013 (trade date Monday, January 14), changes to tag 9787-DisplayFactor will be implemented for the following energy futures and options:

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

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

Energy Futures and Options ITC Fractional Indicator Change
Effective Sunday, January 13, 2013 (trade date Monday, January 14), changes to the ITC Fractional Indicator will be implemented for the following energy futures and options:

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

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

ITC Fractional Indicator Change
Effective Sunday, January 13, 2013 (trade date Monday, January 14), CME Group is changing the ITC fractional indicator from 0 to 2 for the following products:

• Capesize Timecharter Average (Baltic) Futures (CFU)
• Panamax Timecharter Average (Baltic) Futures (PFU)

This change is to accommodate final settlement prices which will be sent in .01 detail.

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

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.

 Christmas Holiday Schedule
CME Group trading floors and normal operations will be closed on Tuesday, January 1, 2013, in observance of New Year's Day. As a result, on Monday, December 31, there will be abbreviated trading hours for select products. Please view the New Year's Day holiday schedules by clicking on the following links for more details:

Holiday Schedules:

•  CME Globex
•  CME Group Chicago Trading Floor
•  CME Group New York Trading Floor
•  CME Clearport

 New Release and Certification Environment Maintenance
Starting on Friday, January 4, 2013, CME Group will be performing maintenance on the New Release and Certification environments. As a result, all resting Good 'Till Cancelled and Good 'Till Date (GTC/GTD) orders will be cancelled and all User-Defined Spreads (UDS) will be eliminated at market close for the following:

New Release Environment – Friday, January 4, 2013
 

• All CME, CBOT, NYMEX and Hosted Partner Exchanges markets

Certification Environment – Friday, January 11, 2013
 

• CBOT Commodity, Equity and Interest Rates options and spreads
• KCBT options and spreads
• MGEX options and spreads

If you have any questions, please contact  Certification Support for Electronic Trading (CSET) at 312 930 2322 for assistance.

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.