Market Data Notices: January 28, 2013

 New Market Data Templates
To support the upcoming  Market Data Enhancements for BM&FBOVESPA via CME Globex and future FIXFAST enhancements, the CME Group will publish new FIX/FAST templates in the Production environment on Sunday, March 3.

The new templates are currently available in the New Release environment for customer download.

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 Tuesday, February 5. 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 new templates will be available in the New Release environment on Sunday, January 27 and Production environment on Sunday, March 3 for customer download.

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.

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.

 Denatured Fuel Ethanol Forward Month Futures
Effective Sunday, February 24 (trade date Monday, February 25), Denatured Fuel Ethanol Forward Month futures (tag 1151-SecurityGroup=FZE, tag 55-Symbol=EH) will be listed for trading on CME Globex.

The Denatured Fuel Ethanol Forward Month futures will be available in New Release for customer testing on Monday, February 4.

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

 Platinum and Palladium Options
Effective Sunday, February 24 (trade date Monday, February 25), options on Platinum and Palladium futures will be listed for trading on CME Globex.

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

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

Aluminum MW US Transaction Premium Platts (25MT) Futures MDP Channel Change
Effective Sunday, February 10, the Aluminum MW US Transaction Premium Platts (25MT) futures (tag-1151 SecurityGroup=AUP, tag 55-Symbol=ST) will be migrated to Market Data Platform (MDP) channel 33. Currently, these futures are broadcast via MDP channel 32.

This change will be available for customer testing in New Release on Monday, February 4.

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

 European Gasoil (100mt) Bullet Futures Listing Cycle Expansion
Effective Sunday, February 10 (trade date Monday, February 11), the listing cycle for European Gasoil (100mt) Bullet futures (tag 1151-SecurityGroup=GLI, tag 55-Symbol=CM) will be expanded to list the January 2015 maturity. The current listing cycle is to list all maturities through December 2014.

This change will be available for customer testing in New Release on Monday, February 4.

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

 Expanded Palladium Option Strike Price Increment
Effective Sunday, February 24 (trade date Monday, February 25) the strike price increment of the   Palladium options (ITC Code: PAO) will be expanded from $1 to $5 on CME ClearPort and the NYMEX trading floor. The new strike price increment will apply to the Palladium options when listed on CME Globex on February 24.

 CME Globex Equity Index Circuit Breaker and Daily Price Limit Changes for Futures and Options
The Equity Index Circuit Breaker and Daily Price Limit changes previously scheduled for Sunday, February 3, have been postponed to Sunday, April 7.

Effective Sunday, April 7, 2013 (trade date Monday, April 8), 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.