Market Data Notices: February 11, 2013

 CME Globex Performance Enhancements
CME Group is in the process of upgrading our internal CME Globex hardware. In internal testing this change improved iLink and FIX/FAST performance by as much as 20%. These upgrades are part of our ongoing efforts to provide best-in-class technology and service on CME Globex.

• February 17, 2013
  • COMEX and NYMEX Metals Futures
  • Natural Gas Futures
• February 24, 2013
  • CME FX Futures
• March 3, 2013
  • CBOT Grain Futures
  • CBOT Equity Futures

 New Market Data Templates
To support 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:

• 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.

Please Note: Due to customer feedback, CME Group will not disseminate Spread Leg information in the Security Definition message for BM&FBOVESPA at this time.

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

Certification for these changes is not 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.

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 11.

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 are currently available for customer testing in New Release.

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

 Implied Inter-Exchange MGEX-KCBT Futures Spread
Effective Sunday, March 10 (trade date Monday, March 11), the implied inter-exchange MGEX-KCBT Wheat futures spread (tag1151-SecurityGroup=MWE, tag 55-Symbol=MK, tag 207-SecurityExchange=MGKB) will be listed on CME Globex.

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

As with all listed inter-exchange spreads, market data for the spread instrument is only sent on the inter-exchange spread channel (801). Market data for the legs are only sent on the respective outright market data platform channels. Further details are available in the   Client Systems Wiki.

This inter-exchange spread will be available for customer testing in New Release on Monday, February 25.

 5-Year Eurodollar Mid-Curve Options
Effective Sunday, March 10 (trade date Monday, March 11), the 5-Year Eurodollar Mid-Curve options (tag 1151-Security Group=GE5, tag 55-Symbol=E5) will be listed for trading on CME Globex.

Eurodollar Mid-Curve options provide a wide variety of hedging and trading opportunities on the mid-range of the yield curve. Because they are short-dated, they offer a low premium, high time decay option alternative for trading this part of the curve. These new 5-Year Mid-Curve options will be listed with four quarterly and two serial expirations.

These options are available for New Release for customer testing on Monday, February 25.

 Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
Effective Sunday, March 10 (trade date Monday, March 11), the following Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) futures will be listed for trading on CME Globex.

These futures will be available for customer testing in New Release on Monday, February 25.

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.

 Delayed Listing for Live Cattle Futures and Options
The listing of the August 2014 Live Cattle futures and options (tag 1151-Security Group=LE) maturity, normally scheduled for listing on Friday, March 1, will be temporarily delayed pending consideration of changes in contract specifications.

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

 Standard & E-micro Sized Onshore USD/RMB Futures Minimum Tick Increment Changes
Effective Sunday, March 3 (trade date Monday, March 4), changes to minimum tick increment Tag 969-MinPriceIncrement will be implemented for Standard & E-micro Sized onshore USD/RMB futures. These changes are subject to certification with the Commodity Futures Trading Commission.

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

These changes will be available for customer testing in New Release on Monday, February 18.

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.

President's Day Holiday Schedule
CME Group trading floors and normal operations will be closed this Monday, February 18, in observance of President's Day Holiday. Please view the President's Day 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

Saturday ITC Ticker Testing
CME Group will be conducting an ITC ticker test on Saturday, February 23 and Saturday, March 2, to support upcoming internal changes that affect the trading floor market data messages. The test will consist of messages that span a normal trading day. We strongly encourage customers to participate in at least one of the designated ticker tests to ensure that you can process the ITC market data messages. Market Data messages will be disseminated via the following Market Data Platform (MDP) channels from 8:00 a.m. to 12:00 p.m. Central Time (CT).

• CME Floor – 3
• CBOT Floor – 100
• NYMEX Floor – 244
• COMEX Floor – 245
• DME (non-Globex) - 229

During the ticker test the following Control Messages will be disseminated:

• Start of Simulated Data
• End of Simulated Data
• Start of Communications Testing
• End of Communications Testing
• Simulated Data Warning

If you have questions during the test, please contact TOCC at 312.930.8160 and ask for PRS Support.

Please provide your test results to your Channel Partner Account Manager.