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Market Data Notices: May 06, 2013
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- To
- Market Data Distributors
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- #
- 20130506
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- Notice Date
- 06 May 2013
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Topics in this issue include: Critical System Updates Bursa Malaysia Derivative Berhad New External Instrument Naming Convention
Effective Sunday, June 2 (trade date Monday, June 3), Bursa Malaysia Derivative Berhad (BMD) will introduce a new external instrument naming convention for futures, options and spreads listed on CME Globex. This change will make these products easier to support by aligning the convention with that of CME Globex.The Client Impact Assessment with details on these changes is now available
online.To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC), Good 'Till Date (GTD) and User-Defined Spread (UDS) orders for all contracts after their close on Friday, May 31. The CME Globex Control Center (GCC) will cancel all remaining GTC, GTD orders and eliminate all UDS orders for BMD products after market close on Friday, May 31.
The new BMD instruments are now available for customer testing in New Release.
CME Group recommends that customers purge and re-load their instrument databases on Sunday, June 2.
Streamlined FIX/FAST - Modification of Notional Value for Eris Exchange Contracts
Effective Monday, June 3, 2013, the notional value for all Eris Exchange futures contracts will change from $1,000,000 to $100,000. There will be no changes to streamlined FIX/FAST messaging.The new contract pricing is currently available in New Release for customer testing .
There will be changes to open interest by CME Clearing. Additional details on these changes are available
online.New Functionality Streamlined FIX/FAST for Block Trades
Starting this Sunday, May 12, 2013, CME Group will begin disseminating Block Trade market data via streamlined FIX/FAST. A Block Trade is a privately negotiated futures or option on futures transaction that is executed apart from the public auction market and that is permitted in designated contracts subject to specified conditions.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.
Block Trade market data will be available in New Release for customer testing on Monday, March 24. An optional AutoCert+ Test Suite will available at the beginning of April. The availability of the new AutoCert+ Test Suite will be announced via the CME Globex and Market Data Notices.
Detailed information for streamlined FIX/FAST market data for Block Trades is available
online. Information on the new channel will be available in the config.xml file on Sunday, April 28.Block Trade market data is fee-liable. For additional details, please contact the
Information Products Management at 312 634 8395.
CME Europe on CME Globex
Pending regulatory recognition, CME Europe markets will be available via CME Globex for iLink order routing and market data in Q3 2013. Only non-US customers are eligible to trade on CME Europe. Eligible customers who would like to trade CME Europe products must establish all appropriate agreements and accounts to be authorised to trade CME Europe products and clear through CME Clearing Europe.The launch includes the following impacts:
- New tag value to identify the exchange
- New products in FX Futures
- New market data channels to disseminate market data
- New streamlined Fix/Fast market data to publish block information
The
client impact assessment provides detailed functionality and messaging for customer systems interested in supporting CME Europe products via CME Globex.Onboarding information is available
online.Please note: The schedules mentioned within the CME Europe Globex Onboarding Reference Guide will be available in the near future.
A new CME Europe mandatory certification suite is currently available in AutoCert+. Customer systems that plan to support CME Europe via CME Globex must complete this certification.
The implementation is currently available in New Release for customer testing.
Please contact your
Global Account Manager for further information.Product Launches Iron Ore 62% Fe, CFR China (TSI) Futures
Effective this Sunday, May 12 (trade date Monday, May 13), Iron Ore 62% Fe, CFR China (TSI) futures and calendar spreads (tag1151-SecurityGroup= TIO, tag 55-Symbol=ST) will be listed 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.
Renewable Identification Number Futures
The RINs futures contracts will be used to hedge the price risk associated with the Environmental Protection Agency’s (EPA) renewable fuel standard (RFS2). EPA has created a credit trading system for compliance with RFS2 for various types of renewable fuels based on units called RINs. The contracts will be financially-settled based on the Argus index for three types of Renewable Identification Numbers (RINs), and each type will be listed for three vintage years.
Effective this Sunday, May 12 (trade date Monday, May 13), the following Renewable Identification Number (RIN) futures will be listed for trading on CME Globex.Renewable Identification Number Futures
Product tag 1151-SecurityGroup tag 55–Symbol 996- UnitofMeasure D4 Biodiesel RINS (Argus) 2012 Futures D42 RI RIN D4 Biodiesel RINS (Argus) 2013 Futures D43 RI RIN D4 Biodiesel RINS (Argus) 2014 Futures D44 RI RIN D5 Advanced Biofuel RINS (Argus) 2012 Futures D52 RI RIN D5 Advanced Biofuel RINS (Argus) 2013 Futures D53 RI RIN D5 Advanced Biofuel RINS (Argus) 2014 Futures D54 RI RIN D6 Ethanol RINS (Argus) 2012 Futures D62 RI RIN D6 Ethanol RINS (Argus) 2013 Futures D63 RI RIN D6 Ethanol RINS (Argus) 2014 Futures D64 RI RIN These futuresare currently available for customer testing in New Release.
Please view the
New Product Summary.These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Product Changes Henry Hub Natural Gas European Financial Options Strike Price Listing Changes
Effective Sunday, May 12 (trade date Monday, May 13), the pre-listed strike price intervals for Henry Hub Natural Gas European Financial options (tag 1151-SecurityGroup=LNE, tag 55-Symbol=GZ) will be modified from $0.01 to $0.05 intervals for trading on CME Globex for all maturities.
With this change, $.01 strike price intervals will be delisted from CME Globex for strikes without open interest.
This change is curently available in New Release for customer testing.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
The FIX tag 1147-UnitofMeasureQty changes for power futures and options, previously scheduled for Sunday, May 12, have been postponed to Sunday, May 19.Effective Sunday, May 19 (trade date Monday, May 20), the values in FIX tag 1147 UnitOfMeasureQty will be modified for power futures and options. In addition, tag-311 UnderlyingSymbol will also be modified for select options.
Detail information is available online.
These changes will be available in New Release for customer testing on Monday, May 6.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
FIX tag 55-Symbol Changes for E-mini S&P Select Sector Futures
Effective Sunday, May 19, the FIX tag 55-Symbol values for the following for S&P Select Sector futures will be changed as follows:FIX tag 55-Symbol Changes for E-mini S&P Select Sector Futures
Product tag 1151-SecurityGroup Current tag 55-Symbol New tag 55-Symbol E-mini Materials Sector Index Futures XAB SS XM E-mini Energy Sector Index Futures XAE SS XY E-mini Financial Sector Index Futures XAF SS XF E-mini Industrial Sector Index Futures XAI SS XO E-mini Technology Sector Index Futures XAK SS XG E-mini Consumer Staples Sector Index Futures XAP SS XP E-mini Utilities Sector Index Futures XAU SS XU E-mini Health Care Sector Index Futures XAV SS XL E-mini Consumer Discretionary Sector Index Futures XAY SS XN Market Data Platform channels will not be impacted.
To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures and futures spreads after their close on Friday, May 17. After 16:00 CT on Friday, May 17, all remaining GTC and GTD orders for these products will be cancelled by the CME Group Global Command Center (GCC).
These changes will be available in New Release for customer testing on Monday, May 6.
Operational Minimum Tick Change for EUR/GBP, EUR/JPY, and EUR/CHF Futures Calendar Spreads
Effective Sunday, May 19 (trade date Monday, May 20), the minimum tick increment will change for the following futures calendar spreads.This is an operational change only and under CME Rules 30101.D. Price Increments, 30301.D. Price Increments, and 30401.D. Price Increments, intra-currency spreads have been allowed on CME Globex at half-ticks.
Operational Minimum Tick Change for EUR/GBP, EUR/JPY, and EUR/CHF Futures Calendar Spreads
Product tag 1151-SecurityGroup tag 55–Symbol Current tag 969-MinPriceIncrement New tag 969-MinPriceIncrement Current tag 9787-DisplayFactor New tag 9787-DisplayFactor EUR/GBP Calendar Spreads RP XR 5 2.5 0.00001 0.00001 EUR/JPY Calendar Spreads RY XR 1 .5 0.00001 0.01 EUR/CHF Calendar Spreads RF XR 1 .5 0.0001 0.0001 These changes are currently available for customer testing in New Release.
In addition, the ITC 2.1 Fractional indicator for these products will be modified as follows:
Operational Minimum Tick Change for EUR/CHF, EUR/GBP, and EUR/JPY Futures Calendar Spreads
ITC Code Current ITC Fracational Indicator New ITC Fracational Indicator RF 4 5 RP 5 6 RY 2 3 These changes will be available for customer testing during the floor ITC ticker test this Friday, May 10.
Expansion of Strike Listings for COMEX Silver Options
Effective Sunday, June 2 (trade date Monday, June 3), the strike listing rules will be modified for all Silver options (tag 1151-SecruityGroup=SO, tag 55-Symbol=SO) for trading on CME Globex. These listing rules will be modified as follows:- Strikes prices will be listed in intervals of $0.25 for± 20 ATM strike price
- Additional strike prices with $0.10 intervals will be listed for ± 10 ATM strike price if the underlying futures price is less than $10.00 per ounce
These changes will be available in New Release for customer testing on Monday, May 20.
These contracts are listed with, and subject to, the rules and regulations of COMEX.
FIX tag 55-Symbol Changes for Energy Future
Effective Sunday, June 16, the FIX tag 55-Symbol values for the following for energy futures will be changed as follows:FIX tag 55-Symbol Changes for Energy Future
Product tag 1151-SecurityGroup Current tag 55-Symbol New tag 55-Symbol Dated Brent (Platts) BALMO Futures DBB JR PT DME Oman Crude Oil Swap Futures DOO JR PT Brent (Euro Denominated) Financial Futures IBE JR PT Brent (Singapore Marker) Futures IBS JR PT Singapore Mogas 97 Unleaded (Platts) BALMO Futures YNO JR PT Crude Oil Last Day Financial Futures 26 JR PT Argus Sour Crude Index ("ASCI") Trade Month Futures 29 JR PT Argus Sour Crude Index ("ASCI") Calendar Month Futures 37 JR PT Argus WTI Formula Basis Calendar Month Futures 39 JR PT Argus LLS Trade Month Futures AA4 JR PT WTI Midland (Argus) Financial Futures AXB JR PT WTS (Argus) Trade Month Futures AY JR PT Brent 25-Day (Platts) Financial Futures BDC JR PT Daily WTI Financial Futures DCL JR PT Micro Brent Crude Oil Penultimate Financial Futures MBZ JR PT Mars (Argus) Trade Month Futures MO JR PT Mars (Argus) Financial Futures MX JR PT Argus WTI Trade Month Futures V7 JR PT ICE Brent (Singapore Marker) vs. DME Oman Crude Oil Swap Futures BSG JR PT Brent CFD (Platts) vs. Brent Third Month (Platts) Weekly Futures CFC JR PT Canadian Sweet Synthetic Oil Index (Net Energy) Futures CSN JR PT ICE Brent vs. DME Oman Crude Oil Swap Futures DBO JR PT DME Oman Crude Oil vs. Dubai (Platts) Swap Futures DPO JR PT Singapore Gasoil (Platts) vs. DME Oman Crude Oil Swap Futures DZB JR PT Singapore Fuel Oil 180 cst (Platts) 6.35 Brent Crack Spread Futures STR JR PT Argus Sour Crude Index ("ASCI") vs. WTI Diff Spread Trade Month Futures 36 JR PT Argus Sour Crude Index ("ASCI") vs. WTI Diff Spread Calendar Month Futures 38 JR PT Market Data Platform channels will not be impacted.
To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted futures after their close on Friday, June 14. After 16:00 CT on Friday, June 14, all remaining GTC and GTD orders for these products will be cancelled by the CME Group Global Command Center (GCC).
These changes will be available in New Release for customer testing on Monday, June 3.
Events & Announcements CME Globex Connectivity Update
CME Group would like to announce the following connectivity updates for May 2013:- Lower monthly recurring fee for CME EConnect from $8,000 to $4,000
- New bandwidth offering for existing CME DIRECTLink customers
- 200mb for $9,500 per month
- 400mb for $11,000 per month
- The CME DIRECTLink connectivity offering will no longer be available to new customers as of Friday, May 31, 2013
Please contact your
Global Account Manager with any questions or concerns at 312-634-8700, in Europe at 44-20-3379-3754 or in Asia at +65 6593 5505 for additional information.
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