Market Data Notices: November 18, 2013

Topics in this issue include: Critical System Updates New User Defined Spread Combination Expiration Rules - This Week Dow Jones and S&P Market Data Dissemination - November 23 KCBT Product Migration to CBOT - December 8 New CME Globex Market Data Protocol MDP 3.0 New Release Availability Update New Functionality CME Europe on CME Globex Product Launches Weekly 2-Year & 3 Eurodollar Mid-Curve Options - This Week European Light Ends Futures - This Week Product Changes Listing Cycle Changes for Standard and Mid-Curve Eurodollar Options - November 17 Energy Listing Cycle Expansion - This Tuesday New Fourth Month TAS - This Week Energy Listing Cycle Expansion - This Tuesday New Brent Futures & Options Last Trade Date Change - December 8 New Events and Announcements CME Globex Disaster Recovery (DR) Failover - November 23 Critical System Updates New User Defined Spread Combination Expiration Rules Effective Sunday, November 17 (trade date Monday, November 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: New UDS Combo Expiration and Extension Tag1300-marketSegmentID Market Segment Production Launch All All other markets listed on CME Globex November 17 This change is currently available for customer testing in New Release. 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. Dow Jones and S&P Market Data Dissemination CME Group will conduct disaster recovery testing, during which the dissemination of the Dow Jones and S&P streamlined FIX/FAST market data will be impacted on the following dates: Saturday, November 23 Dow Jones and S&P market data will not be disseminated to customers connecting via CME Group Chicago area datacenters. All other connectivity options will receive production cash index data utilizing the new source IPs only. The new source IPs is currently available in the config.xml file on the   FTP site. KCBT Product Migration to CBOT Effective Sunday, December 8 (trade date Monday, December 9), Kansas 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 products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today. With this change, the value in tag 207-SecurityExchange and Market Data Platform channels will be updated as follows: KCBT Product Migration to CBOT Product tag 1151-SecurityGroup tag 55-Symbol Current tag 207-SecurityExchange New tag 207-SecurityExchange Current MDP Channel New MDP Channel KC Hard Red Winter (HRW) Wheat Futures KE KE XKBT XCBT 120 111 KC Hard Red Winter (HRW) Wheat Options OKE OK XKBT XCBT 121 112 KC Hard Red Winter (HRW) Wheat Short-Dated New Crop Options KWE OK XKBT XCBT 121 112 KC Hard Red Winter (HRW) Weekly Options OE1-OE5 OK XKBT XCBT 121 112 MGEX-KCBT Wheat Spread Options MKW M6 XKBT XCBT 121 112 MGEX-KCBT Wheat Spread Synthetic Futures WMK 08 XKBT XCBT 120 111 KCBT Wheat vs. CBOT Wheat Inter-commodity Spread KE KB KBCB XCBT 120 111 MGEX Wheat vs. KCBT Wheat Inter-Exchange Spread MWE MK MGKB MGCB 118 118

Please Note: For the December 8 launch, customers will not have to cancel their Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for KCBT futures and options. After 16:30 CT on Friday, December 6, all remaining GTC and GTD orders for these products will be moved to their respective new channels and retain their priority in the book. Customers are responsible for verifying their working orders and making modifications as needed during the pre-open on Sunday, December 8.

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

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 production 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.

New test versions of MDP 3.0 template and PCAP (Packet Capture) test files are currently available  online . The PCAP files will contain sample MDP 3.0 packets of Incremental Refresh (tag 35-MsgType=X) and Security Definition (tag 35-MsgType=d) messages in binary format.

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.

 MDP 3.0 New Release Availability
Starting on Monday, November 11, MDP 3.0 will be implemented in New Release environment in  four phases. For each phase, specific MDP 3.0 channels and functionality will be available in the environment. The implementation will be cumulative therefore once a channel or type of functionality is available; it will remain in the environment.

With this release, CME Group will use new public multicast source IPs for the MDP 3.0 channels in the New Release environment. Customers must configure their firewall or network device to include the entire range of eligible addresses.

If you have any questions, please contact  Certification Support for Electronic Trading (CSET) in the U.S. +1 312 930 2322 or in Asia at +65 6593 5593 for assistance.

For the initial launch, week 4 and week 5 will be available for trading.

Please view the  New Product Summary.

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

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

European Light Ends Futures
Effective this Sunday, November 17 (trade date Monday, November 18), the following energy futures will be listed for trading on CME Globex.

Please view the  New Product Summary.

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

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

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

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

Fourth Month TAS
Effective this Sunday, November 17 (trade date Monday, November 18, 2013), the listing cycle for the following Trading at Settlement (TAS) futures will be expand to list the fourth active maturity on CME Globex, Open Outcry and available for submission for clearing on CME ClearPort. Currently, there are 3 active maturities listed.

With this change, the seventh month of the Crude Oil TAS futures (tag1151-SecurityGroup=CLT) will be delisted from CME Globex, Open Outcry and available for submission for clearing on CME ClearPort.

 Energy Listing Cycle Expansion
Effective this Tuesday, November 19 (trade date Wednesday, November 20), the listing cycle for 54 energy futures will be expanded on CME Globex. Detailed information on the new listing rules is available  online.

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

 Brent Futures & Option Last Trade Change
Effective Sunday December 8 (for trade date Monday December 9), the last trading day will be modified for  Brent crude oil futures and options starting with the March 2016 maturity on CME Globex, Open Outcry and available for submission for clearing on CME ClearPort.. With this change, the settlement price calculations will be also be modified starting with the March 2016 maturity.

Detailed information on these changes is available  online.

These changes will be available in New Release for customer testing on Monday, November 25.