Market Data Notices: January 14, 2013

Configuration File Maintenance
Effective Friday, January 25, 2013, the legacy  ftp.cme.com domain name will no longer be available starting at 5:00 p.m. Central Time (CT). All customers should access the public CME Group ftp site using  ftp.cmegroup.com. Please update your scripts and bookmarks accordingly.

 New Market Data Templates
In Q1 2013, to support upcoming FIXFAST enhancements, CME Group will publish new FIX/FAST templates. The availability of the new templates in New Release and Production environments will be announced via the CME Globex and Market Data Notices.

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

 Market Data Enhancements for BM&FBOVESPA via CME Globex
Effective Sunday, March 17, 2013, the following market data enhancements will be implemented for the Brazilian Mercantile and Futures Exchange/Sao Paulo Stock Exchange (BM&FBOVESPA).

These enhancements are:

• BM&FBOVESPA Security Definition messages will include spread leg information;
• Incremental statistics messages will identify final and theoretical settlement prices;
• Incremental messages will support trade cancellations; and,
• Security Status messages will support the pre-open and auction states as well as the end of trading day.

The client impact assessment with complete details regarding these enhancements is available  online.

Certification for these changes is required. CME Group strongly recommends that all BM&FBOVESPA North-to-South order routing customers and system providers test the enhancements thoroughly in New Release starting on Monday, February 4. Test cases via AutoCert+ will be available for these enhancements beginning Monday, February 18.

BM&FBOVESPA market data via CME Globex will utilize a new FIX/FAST template. The availability of the new templates in New Release and Production environments will be announced via CME Globex notices.

A customer mock trading session will be offered on Saturday, March 16. CME Group strongly encourages that all customers participate in the mock trading session to ensure their ability to receive market data. Customers who plan to participate are requested to register with their  Global Account Manager.

Emission Options
 

Standard-Sized 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 Indian 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 Indian 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 the existing INR offering of OTC USD/INR non-deliverable forward contracts.

Please view the  New Product Summary.

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

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

Henry Hub Natural Gas Look-Alike Last Day Financial TAS Futures and Calendar Spreads
Effective Sunday, January 27, 2013 (trade date Monday, January 28), the Henry Hub Natural Gas Look-Alike Last Day Financial TAS futures and calendar spreads (tag 1151-Security Group=HHT, tag 55-Product Symbol=NA) will be listed on CME Globex.

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

This contract is 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, 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.

 Delisting of International Skimmed Milk Powder Futures & Options
On Monday, January 14, 2013, International Skimmed Milk Powder futures, options and calendar spreads were delisted. The Security Definition (tag 35-MsgType=d) will continue to be available on CME Globex through Friday, January 18.

The delisting of the International Skimmed Milk Powder futures and options is currently in available in New Release for customer testing.

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

Delisting of 2-Year Treasury Note vs. 2-Year Deliverable Interest Rate Swap Intercommodity Spread
Effective Sunday, January 20, 2013 (trade date Monday, January 21), the 2-Year Treasury Note vs. 2-Year Deliverable Interest Rate Swap intercommodity spread (tag-1151 SecurityGroup=ZT, tag 55-Symbol=ZB) will be delisted from CME Globex.

The delisting of this intercommodity spread is currently available for customer testing in New Release.

Expansion of Heating Oil 1 Month CSO
Effective Sunday, January 27 (trade date Monday, January 28), the listing cycle for the Heating Oil 1 Month Calendar Spread Options (CSO) (tag 1151-SecurityGroup=FAY, tag 55-Symbol=XZ) ITC Code=FA)will be expanded to list the first 35 consecutive one-month spreads. Currently, the first 3 consecutive one-month spreads are listed at any given time.

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

This change is currently available in New Release for customer testing.

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 are currently available for customer testing in New Release.

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.

Martin Luther King Jr. Holiday Schedule
CME Group trading floors and normal operations will be closed this Monday, January 21, in observance of Martin Luther King Holiday. Please view the Martin Luther King Jr. holiday schedule 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

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.

Please note: During the mock trading session, S&P and Dow Jones market data will not be available to out of region customers. Customers who connect in region (Chicago metropolitan area) will receive S&P and Dow Jones market data over their A feed only.

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.