Market Data Notices: October 7, 2013

Source IP Changes for BM&FBOVESPA and Mexder on the Market Data Platform
Effective Sunday, November 10 (trade date Monday, November 11), CME Group will be changing the multicast source IPs for the Brazilian Mercantile and Futures Exchange (BM&FBOVESPA) and MexDer Mercado Mexicano de Derivados (MexDer) market data channels. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port, multicast addresses, and source IPs for BM&FBOVESPA Market Data Platform are available in the config.xml file on the  FTP site. A new config.xml will be available for customer download in production starting Sunday, October 20.

These changes are currently available in New Release.

As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

If you have any questions or concerns, please contact your  Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 20 3379 3754 or in Asia at +65 6593 5505. If you experience any connectivity issues,  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.

New User Defined Spread Combination Expiration Rules
Effective Sunday, November 10 and 17 (trade date Monday, November 11 and 18), the expiration rules for User Defined Spreads (UDS) combinations on CME Globex will be changed to better meet customers’ trading needs.

With this change, CME Globex will assign the expiration date and time as either the earliest leg expiration or the end of the current trading week, whichever occurs first. If there is a working Good ‘Till Cancel (GTC) order on the Combo after the close on Friday, the expiration will be extended an additional week. This extension will repeat as many times as necessary until the earliest leg expires. Tag 866-EventDate contains this expiration date and time in the Market Data Platform FIX/FAST Security Definition (tag 35-MsgType=d) message.

Currently, an options strategy remains an active contract on CME Globex for two weeks or until the leg with the shortest maturity expires, unless there is any activity during the week of expiration.

Please note: This change will not impact the expiration rules for the Covered, which continues to expire at the end of the trading date in which it has been created.

This launch will be phased in as follow:

This change will be available for customer testing in New Release on Monday, October 7.

Detailed information including functionality and messaging for UDS Combos Expiration and Extension are available in the   Client Systems Wiki.

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.

 KCBT Product Migration to CBOT
Effective Sunday, December 8 (trade date Monday, December 9), Kanas City Board of Trade (KCBT) products will migrate from a KCBT DCM (Designated Contract Market) to Chicago Board of Trade (CBOT) DCM, subject to regulatory review and approval. The current governmental shutdown may impact the launch date.

These changes will be available in New Release for customer testing on Monday, October 28.

 New CME Globex Market Data Protocol
CME Group is introducing Market Data Platform (MDP) 3.0, a low latency and direct data access solution designed to improve customers’ ability to process and act on real-time price information. The protocol dates will be announced in future CME Globex and Market Data Notices.

MDP 3.0 includes:

• Simple Binary Encoding (SBE); replaces the current FAST compression model
• FIX 5.0 (SP2) Market by Price messaging formats
• Event-driven market price and trade information
• Enhanced market state dissemination
• Increased timestamp granularity
• Trade identifier on both market data and order entry messages

The  client impact assessment provides detailed functionality and messaging information.

A new MDP 3.0 certification suite will be available in AutoCert+. Customer systems receiving market data via CME Globex must complete this mandatory certification.

MDP 3.0 functional specification is now available  online. The functional specification provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.

Further information on the deployment plan and timing for New Release will be published in future CME Globex and Market Data Notices.

MDP 3.0 functional specification is now available  online. The functional specification provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.

Please Note: These files are for customer testing only and are subject to change without customer notice.

Please contact your  Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

CME Europe on CME Globex
Pending regulatory approval, CME Europe markets will be available via CME Globex for iLink order routing and market data on a launch date to be determined. The launch date will be published in the CME Globex notice.

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 authorized to trade CME Europe products and clear through CME Clearing Europe.

The launch includes the following impacts:

• New  futures calendar spread type
  • The implied functionality is currently available in New Release.
• 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.

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.

Request for Cross by Trading Session
Effective Sunday, November 10 (trade date Monday, November 11), pending all relevant regulatory review periods, CME Globex will allow the Request for Cross (RFC) by Trading Session on the following Market Data Platform channels:

Please note: This change will not affect Ethanol option’s cross eligibility.

With this change in the Grain and Oilseed options markets, clients may only submit a  New Order Cross (tag 35-MsgType=s, tag 549-CrossType=3) during Non-Pit Trading Hours, Sunday - Friday, 19:00 Central Time (CT) to 07:45 CT. Customers can use tag 871-InstAttrbType=24 and tag 872-InstAttrbValue=2 in the Security Definition (tag 35-MsgType=d) message to identify products that are eligible for cross orders.

If a cross is submitted during Pit Trading Hours, CME Globex will send an  Execution Report Reject (tag 35-MsgType=8, tag 39-OrdStatus=8) message with the reject code (tag 103-OrdRejectReason = 7610) and the accompanying text explanation (tag 58-Text = RFC not allowed during RTH).

This change will be available for customer testing in New Release on Monday, October 14.

Detailed information including functionality and messaging for Cross is available in the  Client Systems Wiki.

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.

Streamlined FIX/FAST: Cancelled & Amended Block Trades
Effective Sunday, November 10, 2013, CME Group will begin sending tag -278 MDEntryID to link cancelled and amended Block Trades back to their original trade messages.

Tag 278-MDEntryID is included in the Market Data Incremental Refresh Messages (tag 35-MsgType=X) for Block Trades:

The new functionality will be available for customer testing in New Release on Monday, October 21, 2013.

 RBOB Options
Due to the suspension of the CFTC regulatory review period, a result of the U.S. government shutdown, the launch of RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Average Price options scheduled for Sunday, October 20, has been postponed.

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

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

Please view the  New Product Summary.

 European Diesel Differentials vs New York Harbor ULSD Futures
Due to the suspension of the CFTC regulatory review period, a result of the U.S. government shutdown, the launch of European Diesel Differentials vs. New York Harbor ULSD futures scheduled for Sunday, October 20, has been postponed. A new launch date will be determined once CFTC regulatory review activities are resumed.

These futures are 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.

 Low Sulphur Gasoil Futures
Due to the suspension of the CFTC regulatory review period, a result of the U.S. government shutdown, the launch of Low Sulphur Gasoil futures scheduled for Sunday, October 20, has been postponed. A new launch date will be determined once CFTC regulatory review activities are resumed.

These futures are 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.

 Commodity Calendar Spread Option (CSO)
Effective Sunday, November 10 (trade date Monday, November 11), options on the following futures calendar spread will be listed for trading on the CME Globex, subject to regulatory review and approval. The current governmental shutdown may impact the launch date. .

Settlement prices will be published for the synthetic futures to support customer options pricing models.

These options will be available for customer testing in New Release on Monday, October 21.

Please view the  New Product Summary.

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

Hurricane Settlements & Activations
On Thursday, October 3, 2013, coverage was suspended by the National Hurricane Center for Tropical Storm Jerry. Trading in HX0, X02, HP0 and P02 will terminated at 9:00 AM on Tuesday, October 8, 2013.

• 0.0 for HX0 (for CME Hurricane Index futures & options on Tropical Storm Jerry)
• 0.0 for X02 (for CME Hurricane Index Binary Contract on Tropical Storm Jerry)
• 0.0 for HP0 (for CME Hurricane Index Cat-In-A-Box futures & options on Tropical Storm Jerry)
• 0.0 for P02 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Tropical Storm Jerry)

At this time there is no open interest in any of the futures or options for HX0, X02, HP0 or P02.

In addition, the next contract in all four sequences listed for trading on Tuesday, October 8, 2013:

• HG3 (for CME Hurricane Index futures & options on Hurricane Melissa)
• G3B (for CME Hurricane Index Binary Contract on Hurricane Melissa)
• HS3 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Melissa)
• S32 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Melissa)

Hurricane Settlements & Activations
On Sunday, October 6, 2013, coverage was suspended by the National Hurricane Center for Tropical Storm Karen. Trading in HG1, G1B, HS1 and S12 will terminate at 9:00 AM on Friday, October 11, 2013.

• 0.0 for HG1 (for CME Hurricane Index futures & options on Tropical Storm Karen)
• 0.0 for G1B (for CME Hurricane Index Binary Contract on Tropical Storm Karen)
• 0.0 for HS1 (for CME Hurricane Index Cat-In-A-Box futures & options on Tropical Storm Karen)
• 0.0 for S12 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Tropical Storm Karen)

At this time there is no open interest in any of the futures or options for HG1, G1B, HS1 or S12.

In addition, the next contract in all four sequences should be listed for trading on Friday, October 11, 2013:

• HG4 (for CME Hurricane Index futures & options on Hurricane Nestor)
• G4B (for CME Hurricane Index Binary Contract on Hurricane Nestor)
• HS4 (for CME Hurricane Index Cat-In-A-Box futures & options on Hurricane Nestor)
• S42 (for CME Hurricane Index Cat-In-A-Box Binary Contract on Hurricane Nestor)

Display Factor Changes for Henry Hub Futures
Effective Sunday, October 20 (trade date Monday, October 21), changes tag 9787-DisplayFactor will be implemented for the following Henry Hub futures and future spreads.

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

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

 Delisting of Natural Gas (Henry Hub) Last-day Financial vs. Natural Gas (Henry Hub) Penultimate Financial Inter-commodity Spread
Effective Sunday, October 20, (trade date Monday, October 21), the Natural Gas (Henry Hub) Last-day Financial vs. Natural Gas (Henry Hub) Penultimate Financial futures inter-commodity spread (tag-1151 SecurityGroup=HH, tag 55-Symbol=NG) will be delisted from CME Globex.

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted spread after their close on Friday, October 19. After 16:00 CT on Friday, October 19, all remaining GTC and GTD orders for these products will be cancelled by the CME Group Global Command Center (GCC).

 Commodity Calendar Spread Options Listing Cycle Expansion
Effective Sunday, November 10 (trade date Monday, November 11), the listing cycle for the following Commodity Calendar Spread Option (CSO) will be expanded as follows:

These changes will be available in New Release for customer testing on Monday, October 21.

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

 Customer Connection Agreements Process Reminder
As a reminder, CME Group requires customers to download updated forms from   www.cmegroup.com/connectionagreement when submitting requests.

Customers that submit an outdated form to their   Global Account Manager will be required to re-submit the form before the form can be processed.

If you have any questions or concerns, please contact your    Global Account Manager in the U.S. at +1 312 634 8700, in Europe at +44 20 3379 3754 or in Asia at +65 6593 5505.

FTP Access via IP Address
Effective Friday, October 18, 2013 the destination IP to access the CME Group FTP site via IP address 198.212.155.45 will be decommissioned. Firms must switch to IP address 167.204.41.33 to maintain their access to FTP. Customers currently accessing the FTP via IP address must make the change before Friday, October 18, to continue accessing the FTP.

Customers may also access the data on the public ftp website using   ftp://ftp.cmegroup.com/fix/Production/.

If you have any questions, please contact the CME Global Command Center in the U.S. at +1 312 456 2391 and ask for GSS at 312.456.2391.