• CME Globex Notices: October 16, 2017

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20171016
      • Notice Date
      • 16 October 2017
      • Effective Date
      • 19 October 2017
    • Topics in this issue include:

    • Critical System Updates

      Changes in Timing and Frequency for Publishing VOI Messages - October 29

      Effective Sunday, October 29 (trade date October 30), to provide more timely information, CME MDP 3.0 will publish preliminary Daily Cleared Volume and Open Interest (VOI) market data messages earlier. With this change, the redundant preliminary VOI messages will no longer be published.

      Changes in Timing and Frequency for Publishing VOI Messages:

      • First round of preliminary VOI messages will be published current calendar day (except Friday), after the trading session ends.
        • Between 6:30 pm – 6:45 pm Central time (CT) Monday – Thursday for COMEX, DME, and NYMEX.
        • Between 8:00 pm – 8:30 pm (CT) Monday – Thursday for CBOT and CME.
        • Friday’s preliminary VOI will be published on Sunday at 3:05 pm.
        • Currently, the first preliminary VOI message is published on the next calendar day (except Friday). Current publication times are available in the Client Systems Wiki.
      • Second round of preliminary VOI messages will be eliminated.
      • Final VOI messages will continue to be published the next calendar day (except Friday’s final VOI will continue to be published on Monday).
        • Between 8:00 am - 8:30 am Monday – Friday for all CME Group exchanges and DME.

      Customers can determine the trading reference date by leveraging tag 5796-TradingReferenceDate in the cleared volume and open interest messages to identify the trading session date.

      Please note: The publication timing and frequency of VOI messages for ITC messages, KRX Exchange, BMD Exchange and MGEX Exchange are not impacted by this change. MDP 3.0 VOI messages will be published significantly earlier than the ITC VOI messages.

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

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      Streamlined MDP SBE Schema Update  - November 19

      Starting Sunday, November 19, CME Group will update the schema for all streamlined SBE market data channels to support schema version 8 to ensure consistency between market data channels.  

      Streamlined MDP SBE Schema Update
      SBE Channel Type SBE Channel Production Schema New Release Schema
      Current Version Version 8 Current Version Version 8
      Eris Exchange 246 Version 8 Available Version 8 Available
      Block Trades 230, 231, 232, 233, 234 Version 4 November 19 Version 8 Available
      OTC Daily 200, 201 Version 6 January 21 Version 6 October 22
      Equity Indices 210, 211, 212 Version 4 January 21 Version 4 October 22
      Bitcoin 213 Version 6 January 21 Version 6 October 22

      With this change, the schema file for Streamlined Market Data for Block Trades will be modified as follows:

      • Template MDIncrementalRefreshTradeBlocks340 will migrate to MDIncrementalRefreshTradeBlocks349
        • Tag 60-TransactTime will support uInt64NULL datatype on template MDIncrementalRefreshTradeBlocks349
        • Tag 75-TradeDate will be added to template MDIncrementalRefreshTradeBlocks349
        • Tag 271-MDEntrySize will support Decimal64 datatype on template MDIncrementalRefreshTradeBlocks349

      Please Note: With this schema update, there are no template format changes for Streamlined Market Data OTC Daily, Equity Indices, Eris Exchange or Bitcoin channels.

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      Information Security Update - December 17

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

      This change is currently available for customer testing in New Release and Certification.

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      UpdateUpdate - Market Segment Change and New Market Data Platform Channel Launch  - Q1 2018

      † Denotes update to the article

      Effective Q1 2018, the 30 Day Federal Funds futures and future spreads (MDP 3.0 tag 6937-Asset=ZQ) will be moved to a different Market Segment and market data will be published on a new MDP 3.0 channel. No new Market Segments are being introduced. There will be no changes to MDP 3.0 functionality or messaging format.

      Product Current New
      MDP 3.0 Channel Tag 1300-MarketSegmentID MDP 3.0 Channel Tag 1300-MarketSegmentID
      30 Day Federal Funds futures and future spreads 344 84 348 82

      Drop Copy 4.0 sessions will support this market segment change. 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.

      The multicast address, source IPs, TCP address, and ports for the new MDP 3.0 channel 348 (CBOT Interest Rate Futures II) will be:

      CBOT Interest Rate Futures II
      Production Channel 348 Multicast/TCP Address Port Source IPs
      Incremental A 224.0.31.71 14348 205.209.223.80
      205.209.221.80
      Incremental B 224.0.32.71 15348 205.209.211.80
      205.209.212.80
      Instrument Replay A 224.0.31.113 14348 205.209.222.85
      205.209.222.73
      Instrument Replay B 224.0.32.113 15348 205.209.214.48
      205.209.213.48
      MBP Snapshot A 224.0.31.92 14348 205.209.222.87
      205.209.222.77
      MBP Snapshot B 224.0.32.92 15348 205.209.214.52
      205.209.213.52
      MBO Snapshot A 233.72.75.39 23348 205.209.222.108
      205.209.222.109
      MBO Snapshot B 233.72.75.102 22348 205.209.214.64
      205.209.213.64

       

      CBOT Interest Rate Futures II
      New Release Channel 348 Multicast/TCP Address Port Source IPs
      Incremental A 224.0.28.29 14348 69.50.112.92
      Incremental B 224.0.28.156 15348 69.50.112.92
      Instrument Replay A 224.0.28.113 6348 69.50.112.85
      Instrument Replay B 224.0.28.240 7348 69.50.112.85
      MBP Snapshot A 224.0.28.71 6348 69.50.112.81
      MBP Snapshot B 224.0.28.198 7348 69.50.112.81
      MBO Snapshot A 233.119.149.29 21348 69.50.112.29
      MBO Snapshot B 233.119.149.160 22348 69.50.112.29

       

      CBOT Interest Rate Futures II
      Certification Channel 348 Multicast/TCP Address Port Source IPs
      Incremental A 233.158.8.29 14348 69.50.112.22
      Incremental B 233.158.8.156 15348 69.50.112.22
      Instrument Replay A 233.158.8.113 6348 69.50.112.69
      Instrument Replay B 233.158.8.240 7348 69.50.112.69
      MBP Snapshot A 233.158.8.71 6348 69.50.112.124
      MBP Snapshot B 233.158.8.198 7348 69.50.112.124
      MBO Snapshot A 224.0.25.69 21348 69.50.112.18
      MBO Snapshot B 224.0.25.70 22348 69.50.112.18

      The complete rollout schedule is as follows:

      • October 29: Production
        • New MDP 3.0 channel start publishing heartbeats
        • Updated Config.xml file available
      • †November 19: Certification
        • New MDP 3.0 channel start publishing heartbeats
        • Updated Config.xml file available
      • Q1 2018: Production and Certification
        • 30 Day Federal Funds futures and future spreads move to Market Segment 82
        • Market data published on new MDP channel
        • Config.xml files updated to include product

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      CME Globex API Secure Logon – iLink and Drop Copy  - Q1 2018

      CME Group is committed to our customers’ information security. To ensure the highest levels of security, CME Group will continue hardening iLink and Drop Copy 4.0 session authentication at logon in Q1 2018 with the launch of CME Globex API Secure Logon.

      In production, the new logon will be supported in parallel with the current model until Friday, April 27, 2018. After this date, iLink and Drop Copy 4.0 sessions will only be allowed to logon with the new Secure Logon process. Customers are strongly encouraged to make the change in advance of the cutoff to ensure no business interruption.

      CME Globex API Secure Logon includes:

      • Security credentials
      • New logon procedure
      • New iLink and Drop Copy message tags

      The client impact assessment provides more detailed process and messaging information.

      A new iLink and Drop Copy certification suite will be available in AutoCert+ on Monday, October 16, 2017. iLink and Drop Copy 4.0 customer systems must complete this mandatory certification.

      The CME Globex API Secure Logon will be available for customer testing in New Release.

      CME Globex API New Release Launch Schedule Production Launch Schedule Legacy Logon Decommission
      Drop Copy 4.0 Available Sunday, January 7, 2018 COB Friday, April 27, 2018
      iLink:
      • Convenience Gateway
      • Market Segment Gateway
      Available Sunday, January 21, 2018 COB Friday, April 27, 2018

      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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      iLink Convenience Gateways Fault Tolerance Changes  - February 4

      To simplify the iLink Fault Tolerance, effective Sunday, February 4, 2018 (trade date Monday, February 5), all Convenience Gateway(CGW) iLink sessions will move to MSGW-style Application Level Fault Tolerance, with an enforced primary gateway. CGW session connectivity and login behavior will exactly match the MSGW current state.

      Upon launch, all CGW iLink sessions will have a designated host that is primary and another that is designated backup. CGW customers must successfully logon to their designated primary IPs and ports before attempting to logon to the backup.

      If the primary CGW fails, customers who logon without the fault tolerance must reestablish the connection to the newly promoted primary.  For customers who logon with the fault tolerance, the newly promoted primary will send a Heartbeat message with an Fault Tolerance Indicator (FTI) of ‘P’ in the tag 49-SenderCompID to notify the primary status of CGW connectivity.

      These changes will be available in New Release for customer testing on Monday, October 16, 2017.

      A new CGW Fault Tolerance certification test suite will be available in Autocert+ on Monday, November 20, 2017.  Certification via AutoCert+ is optional.

      Drop Copy is not impacted by this 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

      CME Globex Execution Information Enhancements - This Week

      On Sunday, October 22 (trade date Monday, October 30), CME Group will continue to implement 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
      • Spread trade cancellation reporting for both the spread and legs via iLink and MDP 3.0 messages
        • Currently, CME Globex sends the iLink Execution Report - Trade Cancellation message (tag 35-MsgType=8, tag 39-OrdStatus=H) for legs only
      CME Globex Execution Information Enhancements
      Tag1300-MarketSegmentID Market Segment Launch Schedule
      50 CME Eurodollar options Sunday, October 22
      76 NYMEX and COMEX Metals and Alternative Market futures Sunday, October 22
      78 NYMEX Non-Crude Energy futures Sunday, October 22
      54 CME Equity options Sunday, October 29
      56 NYMEX and COMEX options Sunday, October 29
      58 CBOT Treasury options Sunday, October 29
      64 CME E-mini S&P 500 futures Sunday, October 29
      80 NYMEX Crude Energy futures  Sunday, October 29
      84 CBOT Treasury futures Sunday, October 29
      88 CME Globex FX Futures and Options Sunday, October 29
      52 CME FX options Sunday, November 19
      60 CBOT Commodity and Equity options Sunday, November 19
      70 CME Commodity futures Sunday, November 19
      72 CBOT Commodity futures Sunday, November 19
      74 Hosted Partner Exchange markets and NYMEX Emissions futures Sunday, November 19
      82 CME Eurodollar futures Sunday, November 19

      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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      User-Defined Spread Enhancement  - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), User-Defined Spreads (UDS) on CME Globex will support up to 40 outright instrument legs. Currently, UDS supports 26 outright legs. The Recursive UDS limit of 40 legs will be unchanged.

      This change will apply to UDS Combos and UDS Covereds. UDS for futures already support 40 outright legs.

      40 leg UDS functionality is currently available in New Release for customer testing.

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      CME FX Link  - Q1 2018

      In Q1 2018, CME Group is launching CME FX Link a new spot FX basis spread on CME Globex. CME FX Link will provide unique new capital, margin and operational benefits for the FX marketplace by efficiently linking trading activity in FX Futures and OTC Spot FX via CME Globex.

      Spot FX basis spreads will be offered between OTC Spot FX and CME FX futures for the following six currency pairs:

      • EUR/USD
      • JPY/USD
      • GBP/USD
      • CAD/USD
      • AUD/USD
      • MXN/USD

      Additional information CME Globex processing and messaging impacts for CME FX Link is available in the Client Impact Assessment.

      CME STP will support trade confirmations.

      The CME FX Link will be available for customer testing in New Release on Thursday, November 16.

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      Product Launches

      Gold London Trade At Marker - This Week

      Effective this Sunday, October 22 (trade date Monday, October 23), Gold London Trade At Marker First PM will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Gold London Trade At Marker
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Gold London Trade At Marker First PM GCD GM

      The Gold London Trade At Marker First PM is currently available for customer testing in New Release.

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

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      FOB Australia Premium Hard Coking Coal (TSI) Average Price Option - This Week

      Effective this Sunday, October 22 (trade date Monday, October 23), FOB Australia Premium Hard Coking Coal (TSI) Average Price Option will list for trading on CME Globex and for submission for clearing via CME ClearPort.

      FOB Australia Premium Hard Coking Coal (TSI) Average Price Option
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      FOB Australia Premium Hard Coking Coal (TSI) Average Price Option ACO EF

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

      This product is listed with, and subject to, the rules and regulations of NYMEX.

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      Nikkei/USD Futures vs. Nikkei/Yen Futures Implied Intercommodity Spread  - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), the Nikkei/USD futures vs. Nikkei/Yen futures implied intercommodity spread will be listed on CME Globex for the nearest four quarterly expirations with both legs having identical expiry months.

      Nikkei/USD Futures vs. Nikkei/Yen Futures Implied Intecommodity Spread
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-
      SecuritySubType
      Nikkei/USD futures vs. Nikkei/Yen futures Intercommodity Spread NKD N1 IS

      This spread will function as an implied intercommodity, where buying the spread buys the first leg (Nikkei/USD futures) and sells the second leg (Nikkei/Yen futures). The spread will have a 1:1 leg price ratio quantity as defined in FIX tag 623-LegRatioQty in the Security Definition (tag 35-MsgType=d) message.

      This spread is currently available for customer testing in New Release.

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

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      Wednesday Premium and Volatility Quoted Options on Five Major FX Futures  - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), Wednesday Premium and Volatility Quoted Options on Five Major FX Futures (AUD/USD, GBP/USD, EUR/USD, CAD/USD, & JPY/USD) will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Wednesday Premium and Volatility Quoted Options on Five Major FX Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Wednesday Premium Quoted European Style Options on Australian Dollar/US Dollar Futures WA1-WA5 XA
      Wednesday European VQOs on Australian Dollar/US Dollar Futures VA1-VA5 3A
      Wednesday Premium Quoted European Style Options on British Pound/US Dollar Futures WG1-WG5 YB
      Wednesday European VQOs on British Pound/US Dollar Futures VG1-VG5 B3
      Wednesday Premium Quoted European Style Options on Canadian Dollar/US Dollar Futures WD1-WD5 CD
      Wednesday European VQOs on Canadian Dollar/US Dollar Futures VC1-VC5 3C
      Wednesday Premium Quoted European Style Options on Euro/US Dollar Futures WE1-WE5 XE
      Wednesday European VQOs on Euro/US Dollar Futures VE1-VE5 3E
      Wednesday Premium Quoted European Style Options on Japanese Yen/US Dollar Futures WJ1-WJ5 QJ

      Wednesday European VQOs on Japanese Yen/US Dollar Futures

      VJ1-VJ5 3Y

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

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

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      European Utilities Strip Spreads - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), the following European Utility strips spreads will be listed on CME Globex.

      European Utilities Strip Spreads
      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
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      Coal (API 4) fob Richards Bay (Argus/McCloskey) Futures MFF CO
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      Iron Ore 62% Fe, CFR China (TSI) Futures TIO IO
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      Henry Hub TTF (ICIS Heren) Natural Gas Spread Futures THD HX
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
        • EU Season Strip Spreads
        • US Season Strip Spreads
      • WS - Unbalanced Strip:
        • US Season Strip Spread
      Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures NYP HX
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
        • EU Season Strip Spreads
        • US Season Strip Spreads
      • WS - Unbalanced Strip:
        • US Season Strip Spread
      German Power Baseload Calendar Month Futures DEB PW
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      German Power Peakload Calendar Month Futures DEP PW
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      Italian Power Baseload (GME) Calendar Month Futures ITB PW
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
      Italian Power Peakload (GME) Calendar Month Futures ITP PW
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads

      LNG Japan/Korea Marker (Platts) Futures

      JKM GU
      • SA Strip:
        • Calendar Year Strip
        • Quarterly Month Strip
      • SB - Balanced Strip:
        • Calendar Year Strip Spreads
        • Quarterly Strip Spreads
        • EU Season Strip Spreads

      These spreads will be available for customer testing in New Release on Monday, October 23.

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

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      Bursa Malaysia Derivatives Berhad (BMD) FX Futures

      Pending regulatory approval, Bursa Malaysia Derivatives (BMD) will list the following FX futures contracts for trading on CME Globex. A new launch date will be announced in future CME Globex notices.

      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 contracts are currently available for customer testing in New Release.

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      Product Changes

      New New - Delisting and Removal of Platts Natural Gas Product - This Week

      On Monday, October 16, several Platts Natural Gas futures and options were delisted and on Friday, October 20 these futures and options will be removed from CME Globex at close of business.

      These futures and options currently have no open interest.

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      Fix Tag Changes for Cash-Settled Cheese Futures and Non-fat Dry Milk Futures - This Week

      Effective this Sunday, October 22 (trade date Monday, October 23), the FIX tags will be changed for Cash-Settled Cheese Futures and Non-fat Dry Milk Futures.

      • tag 55-Symbol for iLink, and
      • tag 1151-SecurityGroup for MDP 3.0
      Cash-Settled Cheese Futures and Non-fat Dry Milk Futures
      Product MDP 3.0: tag 6937-Asset Current
      MDP 3.0 tag 1151 - Security Group
      New
      MDP 3.0 tag 1151 - Security Group
      Cash-Settled Cheese Futures CSC DY DC
      Non-fat Dry Milk Futures GNF DC DY

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

      To facilitate this change, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders after the close on October 20. After 16:00 CT on October 20, all remaining GT orders for these futures will be cancelled or deleted by the CME Global Command Center (GCC).

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

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      Daily Settlement Procedure for COMEX and NYMEX Metals Futures  - This Week

      Effective this Sunday, October 22 (trade date Monday, October 23), the daily settlement procedure for COMEX and NYMEX Metals futures will be harmonized to provide a standardized methodology and to improve transparency. The new standardized methodology will use:

      • A volume weighted average price for the derivation of the active expiration.
      • All other expirations will use volume weighted average calendar spread prices as the Tier 1 criterion for the derivation of settlements.
      • Any remaining expirations will use active and actionable calendar spread bids and offers as the Tier 2 criterion for the derivation of settlement prices.
      New Daily Settlement Procedure for COMEX and NYMEX Metals Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Copper Futures HG HG
      Silver Futures SI SI
      Gold Futures GC GC
      Platinum Futures PL PL
      Palladium PA PD

      Additional information and examples are available in the Client Systems Wiki.

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      Listing Cycle Expansion for European Utilities Futures on NYMEX - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), the listing cycle will be expanded for the following European Utility futures and strip spreads listed on CME Globex.

      Listing Cycle Expansion for European Utilities Futures on NYMEX
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current
      Listing Schedule
      New
      Listing Schedule
      Coal (API2) CIF ARA (ARGUS-McCloskey) Futures MTF CO
      • Outrights
        • Monthlies for 5 years listed yearly
      • SA Strip:
        • 2 calendar year strips
        • 3 calendar quarterly strips for Q1, Q2, Q3, Q4
      • Outrights
        • Monthlies for 5 years listed yearly
      • SA Strip:
        • 4 calendar year strips
        • 3 calendar quarterly strips for Q1, Q2, Q3, Q4
      Coal (API4) FOB Richards Bay (ARGUS-McCloskey) Futures MFF CO
      • Outrights
        • Monthlies for 5 years listed yearly
      • SA Strip:
        • 2 calendar year strips
      • Outrights
        • Monthlies for 5 years listed yearly
      • SA Strip:
        • 4 calendar year strips

      These changes will be available for customer testing in New Release on Monday, October 23.

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

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      Change to Globex Trading Hours for USD-Denominated Ibovespa Index Futures - October 29

      Effective Sunday, October 29 (trade date Monday, October 30), USD-Denominated Ibovespa Index futures trading hours will be changed on CME Globex as follows:

      Change to Globex Trading Hours for USD-Denominated Ibovespa Index Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Globex
      Trading Hours
      New Globex
      Trading Hours
      USD-Denominated Ibovespa Index Futures IBV IB Monday – Friday,
      7:15 am – 4:00 pm, Central Time
      Sunday – Friday,
      5:00 pm – 4:00 pm, Central Time

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

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

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      Daily Settlement Procedure for Energy Futures  - November 5

      Effective Sunday, November 5 (trade date Monday, November 6), the daily settlement procedure for energy futures will be harmonized to provide a standardized methodology and to improve transparency. The new standardized methodology will use:

      • A volume weighted average price for the derivation of the active expiration.
      • All other expirations will use volume weighted average calendar spread prices as the Tier 1 criterion for the derivation of settlements.
      • Any remaining expirations will use active and actionable calendar spread bids and offers as the Tier 2 criterion for the derivation of settlement prices.
      New Daily Settlement Procedure for Energy Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Crude Oil Futures CL CL
      NY Harbor ULSD Futures HO CL
      RBOBGasoline Futures RB CL

      Additional information and examples are available in the Client Systems Wiki.

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      American-Style Mexican Peso Options to European-Style - January 2

      Effective Tuesday, January 2, 2018, the full conversion from American-style to European-style exercise will occur and the Security Definition messages and Referential files will reflect European-style exercise. Product Symbols are not changing.

      American-Style Mexican Peso Options to European-Style
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures

       

      6M

       

      MO

       

      Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures - Week 1-5

       

      1M-5M

       

      MO

       

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

      The change will be available in New Release for customer testing on Monday, November 8.

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      Events and Announcements

      Legacy FirmSoft Decommission  - October 27

      Effective Friday, October 27, at close of business, CME Group will retire the legacy FirmSoft order management tool. After this date, users will be required to use the new version of FirmSoft for all order search, cancellation and reporting needs. Existing FirmSoft users are strongly encouraged to begin using the new version of FirmSoft as soon as possible.

      The new FirmSoft offers:

      • a new look and feel
      • ability to search and cancel by Market Segment Gateway ID
      • mobile-friendly access from any internet-enabled device

      After Friday, October 27, legacy FirmSoft will be used for administrative purposes only. Authorized FirmSoft administrators will continue to use the legacy FirmSoft tool only to manage entitlements for users.

      For additional information about functionality, please review the FirmSoft Help.

      If you have any questions, please email FirmSoftFeedback@cmegroup.com or contact your Global Account Manager.

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      CME SFTP Server Upgrade  - November 18

      Effective Saturday, November 18, the CME SFTP Production servers will be upgraded. There are no changes to the SFTP site name, IP address or the connectivity methods. Additionally, there are no changes required on the firms’ side. We are asking firms to participate in our initial testing in production on Saturday, October 28 or when we go live on Saturday, November 18. This upgrade affects the below CME SFTP sites:

      • Web based: sftpng.cmegroup.com - port 22
      • WAN based: 167.204.41.33 - port 22

      Testing:

      • Testing include connectivity to CME SFTP and uploading or downloading prior data file into/from the customer designated account Outgoing or Incoming folders.
      • If you are uploading a test file, we recommend that customers insert the word “TEST” in the file name.
      • For downloading file from the Outgoing folder, we recommend that firms download a prior day file.
      • Customers can connect to CME SFTP using their credentials currently used in Production. Either via userid/password or via public keys.

      To register to participate in either test, please contact CCS@cmegroup.com or call +1 312 207 2525 with your contact information and your preferred testing date.

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