Market Data Notices: May 13, 2013

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 KCBT MDP Channel and ITC Format
Effective Monday, July 1, 2013, Kanas City Board of Trade (KCBT) market data will be disseminated in CME’s version of   ITC 2.1 Specifications.

With this change, KCBT market data will be disseminated via a new Market Data Platform (MDP) channel 101. The new MDP channel 101 will be available for customers and broadcasting heartbeats starting on Monday, June 24.

The port, multicast addresses, and source IPs for the new channel will be announced in forthcoming Market Data notices.

Please Note: The Value Line Index will remain on MDP channel 107 in the KCBT version of ITC through Friday, September 1.

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.

 Class III vs. Class IV Milk Inter-commodity Spread
Effective Sunday, June 2 (trade date Monday, June 3), the following Class III vs. Class IV Milk Inter-commodity futures spread will be listed for trading on CME Globex.

The new intercommodity spread 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 CME.

 Coal (API 5) foc Newcastle Futures
Effective Sunday, June 16 (trade date Monday, June 17), Coal (API 5) foc Newcastle futures (tag1151-SecurityGroup=ACM, tag 55-Symbol=CO) will be listed on CME Globex.

Coal (API 5) foc Newcastle futures contract is a financially settled contract based on an index of prices for thermal coal exported from Australia. The API 5 index measures the price of coal with a standardized energy content of 5,500 kcal/kg, and is a combination of prices published by Argus Media and IHS McCloskey.

These futures will be available for customer testing in New Release on Monday, June 3.

Please view the  New Product Summary.

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

Effective this 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.

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 this Sunday, May 19, the FIX tag 55-Symbol values for the following for S&P Select Sector futures will be changed as follows:

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 this 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.

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:

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:

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.

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.