• CME Globex Notices: May 1, 2017

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20170501
      • Notice Date
      • 01 May 2017
      • Effective Date
      • 04 May 2017
    • Topics in this issue include:

    • Critical System Updates

      NewNew - Changes to Tag 142-SenderLocationID Description for Point of Order Origination - This Week

      Effective this Sunday, May 7 (trade date Monday, May 8), the iLink tag 142-SenderLocationID description for Point of Order Origination will be updated as follows:

      • ISO identifier of message originator's location (i.e., geographic location and/or desk).
        • The first two bytes as per ISO 3166-1, identifying only the country (for example, "JP" for Japan or "CN" for China).
        • The following three bytes indicate a comma-delimited state or province code (for example, "CA,QC").
      • Please note: Market Regulation requires only the submission of the two first characters of tag 142 – SenderLocationID for all countries with the exception of Canada. For Canada, the five bytes including the province code must be submitted.

      ISO Country of Origin‎ codes are available at ftp.cmegroup.com/fix/coo.

      If you have any questions, 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.

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      UpdateUpdate - Market By Order Market Data  - May 14

      † Denotes update to the article

      Effective Sunday, May 14 (trade date Monday, May 15), to increase market transparency and customer choice, CME Group will continue the rollout Market by Order (MBO) for CME Globex markets.

      Market Data Platform with MBO will feature:

      • Ability to view individual queue position and size of individual orders at a price while remaining anonymous
      • Existing channels enhanced to provide both MBO and MBP data on a single feed
      • CME Direct support
      • Exchange and asset class roll out model

      The client impact assessment provides functionality and messaging information.

      MBO is now available in New Release for customer testing. Please view the MBO rollout schedule for the new production dates.

      With the introduction of MBO overall incremental feed bandwidth is expected to increase 30-40%. During peak times the number of incremental feed packets per millisecond may increase up to 40-50%.

      The MBO certification suite is now available in AutoCert+ for customer testing. Customer systems who choose to process MBO via CME Globex must complete this certification.

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      UpdateUpdate - ITC Market Data IP Change  - May 14

      † Denotes update to the article

      Effective Sunday, May 14 (trade date Monday, May 15), the customer-facing IP addresses for all ITC market data channels will change. A new network configuration file named config_20170506.xml with the new IPs is available for customer download.

      Customers will be able to test these changes on Saturday, May 13 between 7:00 am and 5:00 pm Central Time by listening for heartbeats. Heartbeats will be published once a minute.

      ITC Market Data IP Change
      Market Data Channel Description ITC Market Data Channels
      CME Open Outcry 3
      CBOT Open Outcry 100
      MGEX Open Outcry New 104
      DME Non-Globex 229
      NYMEX Open Outcry 244
      COMEX Open Outcry 245

      Customers must download and implement the ITC config.xml file on the production launch date prior to market open for each channel.

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      UpdateUpdate - Market Segment Changes for CME and CBOT Products  - May 21

      † Denotes update to the article

      Beginning Sunday, May 21 (Monday, May 22), the following instruments will be moved to different Market Segments and different MDP 3.0 Incremental feed Source IPs. No new Market Segments are being introduced.

      Market Segment Changes for CME and CBOT Products
      Products MDP 3.0 Channel Current Tag 1300-MarketSegmentID New Tag 1300-MarketSegmentID New Release Launch Production Launch
      CME Globex Commodity Options 317 52 60 Thursday, April 27 Sunday, May 21
      CME Globex FX Futures II 320 62 52 Sunday, June 4
      CBOT Globex Equity Index Futures 342 66 68 Sunday, June 25
      CBOT Globex Equity Index Options 343 60 54

      As a result of these changes, Market Segment Gateway 62 will be decommissioned on Sunday, June 4. Market Segment Gateway 66 will be decommissioned Sunday, June 25. Attempts to connect to these gateways following decommission will be ignored. The Market Segment configuration files will be updated prior to the open for each change.

      There will be no changes to MDP 3.0 functionality or messaging format associated with these market segment changes.

      Drop Copy 4.0 sessions will support these market segment changes. As a reminder, customers must manage the relationship between Drop Copy 4.0 sessions and corresponding IP addresses and market segments within their risk management systems.

      Config.xml Files

      The new MDP 3.0 config.xml files are available for customer download:

      • New Release
        • all changes reflected in "20170426" files
      • Production
        • Changes for channels 317 and 345 reflected in "20170520" file
        • Changes for channel 320 reflected in "20170603" file
        • Changes for channels 342 and 343 reflected in "20170624" file

      To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for User-Defined Spreads (UDS) only for the affected markets by the close on the Friday before launch. Any remaining GT orders on UDS will be cancelled by the CME Global Command Center (GCC). GT orders on outright options, futures and futures spreads will not be impacted.

      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.

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      Source IP Change for CBOT Globex Interest Rate Options Market Data - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), the production Incremental feed market data Source IPs for all instruments on MDP 3.0 channel 345 - CBOT Globex Interest Rate Options will be changed. A new config.xml files named config_20170520.xml is now available on the ftp.cmegroup.com/SBEFix/.

      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. Customers who restrict market data flow via the source IPs must download and implement MDP 3.0 config.xml file on the production launch date prior to market open for each channel.

      These changes are currently available for customer testing.

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      Streamlined FIX/FAST Decommission  - June 23

      Blocks market data is now available on the streamlined SBE feed. The following streamlined FIX/FAST feed will be decommissioned in the New Release and Production environments as follows:

      Streamlined FIX/FAST Decommission
      Streamlined FIX/FAST and ITC 2 Production New Release Client Impact Assessment
      FIX/FAST Eris Exchange June 23 June 23 Eris Exchange Streamlined Conversion to SBE

      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.

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      UpdateUpdate - Eris Exchange Streamlined SBE Enhancements - June 25

      † Denotes update to the article

      Effective Sunday, June 25 (trade date Monday, June 26), the Eris Exchange will launch enhancements with new functionality for the Streamlined SBE feed.

      The streamlined Market Data enhancements will feature:

      • Theoretical update book processing
      • New daily statistics and reference data
      • Expanded instruments

      The client impact assessment provides functionality and messaging information.

      The enhancements and new functionality is available in New Release for customer testing.

      The Eris streamlined SBE enhancements certification suite will be available in AutoCert+ for customer testing on Monday, May 15. Customer systems who choose to process Eris exchange streamlined SBE market data must complete this certification.

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      New IPs and Ports for iLink Convenience Gateways  - June 25

      Following the successful launch of Market Segment Gateway (MSGW), CME Group is introducing improvements to the Convenience Gateway (CGW) architecture. These changes include a hardware upgrade and are designed to reduce CGW IP management needs. There should be no performance change for iLink CGW sessions.

      Effective Sunday, June 25 (trade date Monday, June 26), all CGW iLink sessions will use new IPs and ports. The new IP ranges will be available on the Client Systems Wiki by May 1. Your Global Account Manager will provide the new IP and port mapping for your sessions by the end of the month.

      All CGW iLink sessions must migrate to the new IPs and Ports in order to access CME Globex markets. The current IPs will be disabled after the close on Friday, June 23. A connectivity mock will be held Saturday, June 24.

      An optional migration on Sunday, June 18, is also available. Customer must register with their Global Account Manager no later than Friday, June 2, to migrate on June 18. A connectivity mock will be held for those migrating early on Saturday, June 17.

      Please note: Later this year, CGW sessions will move to the MSGW-style Application Level Fault Tolerance, with an enforced primary gateway. To minimize impact when this change is implemented customers must use their designated Primary IPs and Ports upon launch.

      Drop Copy is not impacted by this change, but some iLink source sessions may be moved to different target sessions. The IPs and ports for Drop Copy sessions will not change.

      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 +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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      New Functionality

      Mass Quote Cancel Enhancements  - This Week

      Effective this Sunday, May 7 (trade date Monday, May 8), in addition to the current Mass Quote Cancel functionality, CME Group will offer customers the ability to cancel their Mass Quotes based on the Quote Set ID.

      Cancel by Quote Set enhancements support cancellation of quote sets with a single Quote Cancel (tag 35-MsgType=Z) message as follows:

      • Cancel a designated quote set by Quote Set ID; client system provided unique identifier.
      • Cancel a side (Buy/Sell) of the designated Quote Set ID.

      The client impact assessment provides functionality and messaging information.

      Certification for Cancel by Quote Set is not mandatory for client systems already certified for the Mass Quote test suite.

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

      Please note: Mass Quotes submitted with a Quote Set ID value greater than 3 characters in length will be rejected. CME Globex will send a Business Level Reject (tag 35-MsgType=j) message including tag 58=<Reject Reason>.

      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.

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      UpdateUpdate - Triangulation Functionality for Additional CME FX Products - May 21

      † Denotes update to the article

      Triangulation functionality will be enabled for the following CME FX products:

      • Sunday, May 21 (trade date Monday, May 22)
        • Japanese Yen
          • Futures: tag 6937=6J
          • Premium-Quoted Options: tag 6937=JPU, 1JY-5JY
          • Volatility-Quoted Options: tag 6937=VXJ, VJA-VJE
        • British Pound
          • Futures: tag 6937=6B
          • Premium-Quoted Options: tag 6937=GBU, 1BP-5BP
          • Volatility-Quoted Options: tag 6937=VXB, VBA-VBE
        • Swiss Franc
          • Futures: tag 6937=6S
          • Premium-Quoted Options: tag 6937=CHU, 1SF-5SF
          • Volatility-Quoted Options: tag 6937=VXS, VSA-VSE
      • Sunday, June 18 (trade date Monday, June 19)
        • Canadian Dollar
          • Futures: tag 6937=6C
          • Premium-Quoted Options: tag 6937=CAU, 1CD-5CD
          • Volatility-Quoted Options: tag 6937=VXC, VCA-VCE
        • Euro FX
          • Futures: tag 6937=6E
          • Premium-Quoted Options: tag 6937=EUU, 1EU-5EU
          • Volatility-Quoted Options: tag 6937=VXT, VTA-VTE

      The Swiss Franc, British Pound and Canadian Dollar markets will use a minimum quantity requirement of 10 lots to trigger a Triangulation execution. Japanese Yen and Euro FX will use 20 lot minimum for Triangulation execution. All Volatility-Quoted Options have a 20-lot minimum order size. These minimums are designed to mitigate the risk of a VQO or Triangulated execution without an assigned future.

      In internal testing, triangulation functionality increased incremental feed bandwidth up to 25% on the CME Globex FX Options MDP 3.0 channels 315 and 321.

      Triangulation functionality for the Japanese Yen, British Pound and Swiss France is currently available for customer testing; Canadian Dollar and Euro FX will be available Monday, May 8.

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      Settlement Enhancements - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), more granular settlement identifiers will be available on CME MDP 3.0.

      • Tag 731-SettlePriceType (bits 1 and 2) will be fully supported to accurately identify theoretical vs actual and rounded vs unrounded settlement prices.
        • Tag 731 is published on the Incremental Refresh, Security Definition and Snapshot Full Refresh messages (35=X, d or W)
          • Please Note: Theoretical settlement prices are only published on Security Definition (tag 35-MsgType=d) messages for instruments with no Open Interest or Volume. Incremental Refresh settlement messages are not distributed for these instruments.

      With this change, the following settlement types will be published for instruments listed on CME Globex:

      Settlement Messages Published on Incremental Refresh
      Instrument Preliminary, Rounded Preliminary, Unrounded Final, Rounded Final, Unrounded
      Subject to rounding with open interest X X X  
      Not subject to rounding with open interest   X   X
      No open interest        

      These settlement enhancements are currently available for customer testing in New Release.

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      MDP 3.0 Enhancement for Settled at Cabinet Options - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), to provide better insight into actual settlement prices, when an option instrument is settled at Cabinet, the Cabinet settlement price will be published in tag 270-MDEntryPx when tag 269-MDEntryType=6. Currently, MDP 3.0 publishes tag 270=0 when an option settles to cabinet.

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      Globex Risk Management Enhancements: Inline Credit Controls - Q2 2017

      In Q2 2017, in addition to existing risk management controls, CME Group will offer optional, more granular pre-trade risk management capability through the In-Line Credit Control (ICC) tool.

      The ICC tool allows Clearing Member Firms and Executing Firms to set daily position limits for CME Globex, per product, at the account level through Account Manager.

      The new functionality will feature:

      • Daily quantity position limits applied per product at the account level.
      • Positions reset to flat at the end of the day. Good 'Til Cancel (GTC) and Good 'Til Date (GTD) orders will roll-over to be calculated in the next day’s working orders.
      • No latency differential; all orders are subject to the same ICC processing.
      • Both Clearing Member Firm and Executing Firm Risk Admins can register accounts and set limits.
        • The most restrictive limit applies.
        • Clearing Member Firm and Executing Firm Risk Admins can view each other's account limits.
        • Clearing Member Firms and Executing Firms cannot change the other's limit.
      • Email alerts can be set up when pre-set threshold level breaches occur (for example, at 80%).

      See more on Viewing and Managing Inline Credit Control Limits and Configuring Alerts and Policies for Inline Credit Controls.

      For registered client systems, a new or cancel/replace order that violates specified position limits will be rejected. CME Globex will send a Session Level Reject (tag 35-MsgType=3) message including tag 58=<Reject Reason>.

      Reject Reason Tag 58-Text
      Position Limit Violation Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by CMF for Product Code: <Product Code>
      Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by EF for Product Code: <Product Code>
      Account Policy Violation Pre-Trade Registration Violation: Account: <Account> is not Registered for this Executing Firm
      Product Policy Violation Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade Product Code: <Product Code>
      UDS Covereds Policy Violation Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade UDS Covereds
      Account Deactivation Violation Pre-Trade Registration Violation: Account: <Account> has been Suspended from Trading by the CMF for this Executing Firm

      This new functionality is currently available for customer testing in New Release.

      Please contact your Global Account Manager with any questions on onboarding and testing In-line Credit Controls functionality in New Release 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.

      Please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

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      UpdateUpdate - CME Globex Execution Information Enhancements - Q3 2017

      † Denotes update to the article

      In Q3 2017, CME Group will offer customers the following CME Globex execution information enhancements:

      • Updated STP function - new Common Trade ID automatically traces each individual execution across CME Globex and through clearing
        • iLink tag 37711-MDTradeEntryID
        • MDP 3.0 tag 37711-MDTradeEntryID
        • CME STP and CME STP FIX MDTrdEntrID
      • Real-time trade price adjustments reporting to participating traders and market as a whole via iLink and MDP 3.0 messages
        • Currently, trade price adjustments are only available via Clearing systems

      Please review the client impact assessment for information on functionality and messaging impacts and complete rollout schedule.

      These enhancements are now available in New Release for customer testing.

      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.

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      Product Launches

      Fuel Oil Spread Futures and Equivalent BALMO - This Week

      Effective this Sunday, May 7 (trade date Monday, May 8), 3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) Futures and 3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) BALMO Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Fuel Oil Spread Futures and Equivalent BALMO
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) Futures CMF CP
      3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) BALMO Futures CMB CP

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

      Please see New Product Summary.

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

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      NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures - This Week

      Effective this Sunday, May 7 (trade date Monday, May 8), NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures JTB RF

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

      Please see New Product Summary.

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

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      Listing Platinum Futures TAS - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), Platinum futures TAS will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Listing Platinum Futures TAS
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Platinum Futures TAS PLT PE

      These futures will be available for customer testing in New Release on Monday, May 8.

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

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      NBP and TTF Natural Gas Financial Futures - May 21

      Effective Sunday, May 21 (trade date Monday, May 22),  NBP and TTF Natural Gas Financial Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      NBP and TTF Natural Gas Financial Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-SecuritySub Type
      UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures NBP HX --
      Dutch TTF Natural Gas (USD/MMBtu)(ICIS Heren) Front Month Futures TTE HX --
      Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures NYP HX --
      NYMEX Henry Hub TTF (ICIS Heren) Natural Gas Spread Futures THD HX --

      Natural Gas (Henry Hub) Last-day Financial Futures vs. UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures

      HH HX

      IS
      (Inter-Commodity Spread)

      Natural Gas (Henry Hub) Last-day Financial Futures vs. NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month HH HX

      IS
      (Inter-Commodity Spread)

      These  futures will be available for customer testing in New Release on Monday, May 8.

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

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      NewNew - PJM Average Price Options and PJM Futures - May 21

      Effective Sunday, May 21 (trade date Monday, May 22),  PJM Average Price Options and PJM Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      PJM Average Price Options and PJM Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      UDS
      PJM Western Hub Real-Time Peak Average Price Monthly Futures 5 MW SRT PW N/A
      PJM Western Hub Real-Time Peak Average Price Option 5 MW PRT ET E9
      PJM Western Hub Day-Ahead Peak Average Price Monthly Futures 5 MW SDD PW N/A
      PJM Western Hub Day-Ahead Peak Average Price Option 5 MW PDA ET E9

      These NYMEX Futures will be available for customer testing in New Release on Monday, May 8.

      Please see New Product Summary.

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

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      E-mini Russell 2000 Index Futures and Options  - July 9

      Effective Sunday, July 9 (trade date Monday, July 10), the following E-mini Russell 2000 Index futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      E-mini Russell 2000 Index Futures and Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group UDS
      E-mini Russell 2000 Index Futures RTY RY N/A
      BTIC on E-mini Russell 2000 RLT RT N/A
      E-mini Russell 2000 Growth Index R2G RA N/A
      BTIC on E-mini Russell 2000 Growth Index Futures 2GT RB N/A
      E-mini Russell 2000 Value Index Futures R2V RC N/A
      BTIC on E-mini Russell 2000 Value Index Futures 2VT RD N/A
      E-mini Russell 2000 Options RTO R4 R5
      E-mini Russell 2000 Weekly Options R1E
      R2E
      R3E
      R4E
      R4 R5
      E-mini Russell 2000 EOM Options RTM R4 R5

      Please see New Product Summary.

      With this launch, the Fixing Price for the E-mini Russell 2000 Index futures will be disseminated. The fixing price will be calculated Monday through Friday from 2:59:30 pm to 3:00:00 pm CT.

      Fixing Price data blocks are sent in the MDP 3.0 Market Data Incremental Refresh (tag 35-MsgType=X) with the following attributes:

      • Tag 279- MDUpdateAction will be set to 0 = New.
      • Tag 269-MDEntryType will be set to W = Fixing Price.
      • Tag 5796-Trading Reference will display the date for which the fixing price was calculated.
      • These futures and options will be available for customer testing in New Release on Monday, June 5.

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

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      Bursa Malaysia Derivatives Berhad (BMD) FX Futures - Q2 2017

      Pending regulatory approvals, Bursa Malaysia Derivatives (BMD) will list the following FX futures for trading on CME Globex in late Q2 2017.

      Bursa Malaysia Derivatives Berhad (BMD) FX Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      BMD Mini CNH/MYR Futures MFCM BR
      BMD Mini USD/MYR Futures MFUM BM

      These are currently available for customer testing in New Release.

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      Product Changes

      NewNew - Strip Type Change for NYMEX Futures  - This Week

      The Strip types for the following NYMEX energy futures will be changed from FS Strip to SA Strip. With this change, strips in these markets will be priced as the average of all legs and the Spread Trade Price will be assigned to each outright futures leg.

      • This Friday, May 5, the FS Strips (tag 762-SecuritySubType=FS) on the following NYMEX futures will be removed from all CME Globex environments at the close of business.
      • This Sunday, May 7, the SA Strips will be listed on all CME Globex environments. These SA Strips will be tradable in production effective trade date Wednesday, May 10.
      NYMEX Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      WTI Midland (Argus) vs. WTI Trade Month Futures WTT CC
      WTI Midland (Argus) vs. WTI Financial Futures AFF CC
      WTI Houston (Argus) vs. WTI Trade Month Futures HTT CC
      WTI Houston (Argus) vs. WTI Financial Futures HIL CC
      Mars (Argus) vs. WTI Trade Month Futures AYV CC
      Mars (Argus) vs. WTI Financial Futures AYX CC
      Argus LLS vs. WTI (Argus) Trade Month Futures AE5 CC
      LLS (Argus) vs. WTI Financial Futures AWJ CC
      LLS (Argus) vs. WTI Crude Oil Average Price Option WJO EF
      LOOP Gulf Coast Sour Crude Oil Futures MB OP
      LOOP Crude Oil Storage Futures LPS BB
      Western Canadian Select Oil (Net Energy) Monthly Index Futures WCW BB
      Synthetic Sweet Oil (Net Energy) Monthly Index Futures SSW BB
      Light Sweet Oil (Net Energy) Monthly Index Futures LSW BB
      Clearbrook Bakken Sweet Crude Oil Index (Net Energy) Futures CSW BB
      Guernsey Light Sweet Crude Oil Index (Net Energy) Futures GSW BB
      Canadian C5+ Condensate Index (Net Energy) Futures CC5 BB
      Canadian Light Sweet Oil (Net Energy) Index Futures CIL BB
      Canadian Heavy Crude Oil Index (Net Energy) Futures WCC BB
      WTS (Argus) vs. WTI Trade Month Futures AFH CC
      WTI-Brent Financial Futures BK CC
      WTI-Brent Bullet Futures ABY CC
      WTI Financial Futures CSX WS
      Brent Financial Futures CY CC
      Argus Sour Crude Index (ASCI) vs. WTI Diff Spread Calendar Month Futures 38 CC

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

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      Strike Price Listing Rules Change for CME and CBOT Options  - May 14

      Effective Sunday, May 14 (trade date Monday, May 15), the minimum strike price listing rules for the following CME and CBOT options will be modified to extend minimum strike price listings to additional series.

      Strike Price Listing Rules Change for CME and CBOT Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Strike Price Listing Rule New Strike Price Listing Rule
      Live Cattle Options LE L0 1 intervals listed for the first two months in the bi-monthly February series and one serial 1 intervals listed for the first three months in the bi-monthly February series and one serial
      Feeder Cattle Options GF F0 10 intervals listed for the first two contract months 10 intervals listed for the first three contract months
      Feeder Cattle Options GF F0 5 intervals listed on the first business day of the expiring contract month 5 intervals listed when the contract month becomes the nearest month to expiration
      Lean Hog Options HE 0H 1 intervals listed for the first two contract months 1 intervals listed for the first three contract months

      Soybean Meal Options

      OZM ML 5 intervals listed for all months, if the strike price is less than $200 per short ton;
      5 intervals listed for the first listed month, if the strike price is greater than or equal to $200 per short ton. 10 intervals listed for all other months.
      5 intervals listed for all months, if the strike price is less than $200 per short ton;
      5 intervals listed for the first three standard months and any serial month, if the strike price is greater than or equal to $200 per short ton. 10 intervals listed for all other months.

      These options will be available for customer testing in New Release on Monday, May 1.

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

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      Listing Cycle Expansion for European Referenced BALMO Futures  - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle for European Referenced BALMO futures will be expanded on CME Globex.

      These futures will be available for customer testing in New Release on Monday, May 8.

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

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      Listing Cycle Expansion for LNG Japan/Korea Marker (Platts) Futures  - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle for LNG Japan/Korea Marker (Platts) futures will be expanded on CME Globex.

      Listing Cycle Expansion for LNG Japan/Korea Marker (Platts) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      LNG Japan/Korea Marker (Platts) Futures JKM GU 12 consecutive months

      Monthly contracts listed for the current year and the next two (2) calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.

      These Futures will be available for customer testing in New Release on Monday, May 8.

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

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      Listing Cycle Expansion and New Spreads for NYMEX Energy TAS Eligible Products  - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle will be expanded for the following NYMEX Energy TAS eligible products. In addition, TAS calendar spreads will be listed for Brent Crude Oil Last Day Financial futures (Trading At Settlement).

      Listing Cycle Expansion and New Spreads for NYMEX Energy TAS Eligible Products
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule Tag 762-
      SecuritySubType
      Brent Crude Oil Last Day Financial Futures (Trading At Settlement) BZT CT Spot, 2 and 3 contract months Spot, 2, 3 and 4 contract months EC(TAS Calendar Spread)
      Henry Hub Natural Gas Futures Trading At Settlement (TAS) NGT NA First four months First seven months N/A
      Light Sweet Crude Oil Futures Trading At Settlement (TAS) CLT CT First four months First seven months N/A
      NY Harbor ULSD Futures Trading At Settlement (TAS) HOT CT First four months First seven months N/A
      RBOB Gasoline Futures Trading At Settlement (TAS) RBT CT First four months First seven months N/A

      These futures and spreads will be available for customer testing in New Release on Monday, May 8.

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

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      Listing Quarterly and Calendar Strips to NYMEX Coal Futures (MFF & MTF) - May 21

      Effective Sunday, May 21 (trade date Monday, May 22), the CME Group will add Quarterly and Calendar Strips to NYMEX Coal futures (MFF & MTF) on CME Globex.

      Quarterly and Calendar Strips to NYMEX Coal Futures (MFF & MTF)
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-
      SecuritySubType

       

      Coal (API 2) cif ARA (Argus/McCloskey)  Futures MTF CO SA Strip:

       

      • 2 Annual Strips
      • 3 Q1 Strips
      • 3 Q2 Strips
      • 3 Q3 Strips
      • 3 Q4 Strips
      Coal (API 4) fob Richards Bay (Argus/McCloskey)  Futures MFF CO SA Strip:

       

      • 2 Annual Strips
      • 3 Q1 Strips
      • 3 Q2 Strips
      • 3 Q3 Strips
      • 3 Q4 Strips

      The strips will be made available for customer testing in New Release on Monday, May 8.

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

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      Decommission of MexDer Order Routing Offering - August 25

      Effective end of day Friday, August 25, Globex order routing and market data for MexDer products will no longer be available via the CME Globex platform. Existing order routing customers to MexDer markets and customers wishing to pursue market access to MexDer should contact Laura Vazquez at lvazquez@grupobmv.com.mx or +(52 55) 53 42 9840. Customers wishing to pursue market access to CME Group markets should contact Global Account Management in the U.S. at 312-634-8700, in Europe at 44 203 379 3754, or in Asia at 65 6593 5505.

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