Critical System Updates |
Theoretical Settlement Prices via FIX/FAST The new data blocks will allow customer systems to differentiate actual final settlement prices (based on the trading day’s market activity) from theoretical final settlement prices (based on CME Clearing calculations). Theoretical settlement prices are only sent for instruments without an actual settlement price. The theoretical settlement data blocks are similar to the settlement price data blocks, and will contain the following tags and values:
These new Theoretical Settlement data blocks will be available in New Release for customer testing this Monday, December 13. |
New Functionality |
The messaging and functionality impacts are documented online in the CME Group recommends all system providers supporting NYMEX or DME futures test these changes thoroughly in New Release. |
Product Launches | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Henry Hub Natural Gas Look-Alike Penultimate Financial Futures A new intercommodity spread will also be listed for the Henry Hub Natural Gas futures (tag 1151=HH) vs. the Henry Hub Natural Gas Look-Alike Penultimate Financial futures (tag 1151=HP). These intercommodity spreads will be listed with tag 762-SecuritySubType=IS. The Henry Hub Natural Gas Look-Alike Penultimate Financial futures is available for customer testing in New Release. 7-Year Interest Rate Swap Futures
3-Year Eurodollar Mid-Curve Options 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 3-Year Mid-Curve options will be listed with quarterly expirations. These options are available in New Release for customer testing. Please view the 3 Petroleum BALMO Spreads Please view the 3 Additional FX E-micro Futures Contracts on CME Globex The FX E-Micros are a series of innovative smaller-sized FX contracts, designed to enable retail traders and investors to cost-effectively access the security, transparency and liquidity of CME Group's FX products. The FX E-micro contracts will be one-tenth the size of the corresponding FX contracts, making them accessible to active individual traders, small Commodity Trading Advisers (CTAs), and Small Medium Enterprises (SMEs). Please view the European Union Allowance Daily vs. In Delivery Month Intercommodity Spreads European Union Allowance Daily vs. In Delivery Month Intercommodity Spreads
The intercommodity spreads will use the value IS in tag 762-SecuritySubType. These are intercommodity spreads between a daily and a monthly future. The spreads will be listed and expired according to the daily future’s schedule. These new futures spreads will be available in New Release for customer testing this Monday, December 13.
Dairy Options Dairy Options
Floor ITC 2.1 ticker tests will be held at approximately 6:45 p.m. (CT) on Friday, December 10 and December 17.
As previously announced, following the Transition, Green futures products will continue to be available for trading via CME Globex and privately-negotiated transactions accepted for submission for clearing through CME ClearPort. In addition, with the Transition, ten Green options products (currently available for trading on the New York trading floor) will be transitioned to and newly listed for trading on the CME Globex platform. Below is the full list of Green products that are currently available in New Release for customer testing Green Products in New Release
3-month and 1-month FXVolContracts Futures Please view the |
Product Changes | ||||||||||
S&P 500 Futures Listing Expansion Early Listing for In Delivery Month European Union Allowance Futures Listing Rules for 2-Year Eurodollar Mid-Curve Options
With this change, the listing cycle will be four quarterly contracts plus two additional serial months. These additional 2-Year Eurodollar Mid-Curve options will be available in New Release for customer testing Monday, December 13, 2010.
Futures on ETFs
Expansion of Listings for Brazilian Real Futures This change will make the contract listings at CME Group consistent with the expanded contract listings recently announced at the Singapore Exchange (SGX), and preserve customers' ability to capitalize on the Mutual Offset System (MOS) agreement between CME and SGX. The new future quarterly contracts will be available for customer testing in New Release on Monday, December 20. |
S&P Launches and Changes | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
New S&P Real Time Indices New S&P Real-time Indices
New S&P Real Market Data Platform Channel With this migration, the following ITC 2.1 Specification changes will occur for all S&P indexes, which will be disseminated on MDP channel 109:
The new MDP Channel 109 and ITC 2.1 Specification changes will be available for customer testing in production parallel until February 25, 2011. On Monday, February 28, 2011, all S&P Indices will be disseminated solely on MDP channel 109. New S&P Real Time Indices New S&P Real-time Indices
New S&P Real Time Indices New S&P Real-time Indices
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