• CME Globex Notices: October 23, 2017

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services
      • #
      • 20171023
      • Notice Date
      • 23 October 2017
      • Effective Date
      • 26 October 2017
    • Topics in this issue include:

    • Critical System Updates

      Legacy FirmSoft Decommission  - This Week

      Effective this 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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      Changes in Timing and Frequency for Publishing VOI Messages - This Week

      Effective this Sunday, October 29 (trade date Monday, 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 Available
      Equity Indices 210, 211, 212 Version 4 January 21 Version 4 Available
      Bitcoin 213 Version 6 January 21 Version 6 Available

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

      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

      The new MDP channel and Market Segment move is currently available for customer testing in New Release.

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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 is currently available in AutoCert+. 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 are currently available in New Release for customer testing.

      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 29 (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
      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  - This Week

      Effective this 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

      Nikkei/USD Futures vs. Nikkei/Yen Futures Implied Intercommodity Spread  - This Week

      Effective this 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 Intercommodity 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  - This Week

      Effective this 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 - This Week

      Effective this 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 are currently available for customer testing in New Release.

      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 - Changes to E-mini S&P MidCap 400 Options on Futures - This Week

      Effective Sunday, October 22, 2017 (for trade date Monday, October 23), the non-quarterly expirations for E-mini S&P MidCap 400 options on futures (MDP3 tag 6937-Asset=EMD) were removed from the CME Globex platform and the listing rules were updated such that only the four months in the March Quarterly Cycle will be available for trading.

      Effective Sunday, November 19 (for trade date Monday, November 20), new European-style E-mini S&P MidCap 400 options on futures will be listed for the two nearest non-quarterly months, expiring on the 3rd Friday.

      European-style E-mini S&P 400 Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      E-mini S&P 400 Week 3 Options ME3 MC

      The new European-style E-mini S&P MidCap 400 options will be available for customer testing this Monday, October 30.

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      Listing Cycle Expansion for European Utilities Futures on NYMEX - This Week

      Effective this 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 are currently available for customer testing in New Release.

      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 - This Week

      Effective this 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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      New New - Listing Cycle Change for Platts Natural Gas Products  - This Week

      Effective this Tuesday, October 31 (trade date Wednesday, November 1), the listing cycle will be reduced for the following Platts Natural Gas products:

      Listing Cycle Change for Platts Natural Gas 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 (as of November 1)
      Columbia Gulf, Mainline Natural Gas (Platts IFERC) Basis Futures 5ZN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      OneOk, Oklahoma Natural Gas (Platts IFERC) Basis Futures 8XN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Southern Star, Tx.-Okla.-Kan. Natural Gas (Platts IFERC) Basis Futures 8ZN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Texas Gas, Zone 1 Natural Gas (Platts IFERC) Basis Futures 9FN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      San Juan Natural Gas (Platts IFERC) Pipe Option APJ C2 Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Panhandle Natural Gas (Platts IFERC) Pipe Option APU C2 Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Rockies Natural Gas (Platts IFERC) Pipe Option AZR C2 Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Algonquin City-Gates Natural Gas (Platts IFERC) Basis Futures B4N FD Monthly expiries for 36 months Monthly contract listed through and including October, 2020
      CIG Rockies Natural Gas (Platts IFERC) Basis Futures CIN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Transco Zone 3 Natural Gas (Platts IFERC) Basis Futures CZN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Dominion, South Point Natural Gas (Platts Gas Daily/Platts IFERC) Index Futures DIH FD Monthly expiries for 36 months Monthly contract listed through and including October, 2020
      Sumas Natural Gas (Platts IFERC) Fixed Price Futures DVS FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Columbia Gulf, Louisiana Natural Gas (Platts IFERC) Basis Futures GL FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Henry Hub Natural Gas (Platts IFERC) Basis Futures HB FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Henry Hub Natural Gas (Platts Gas Daily/Platts IFERC) Index Futures IN FD Monthly expiries for 36 months Monthly contract listed through and including October, 2020
      ANR, Oklahoma Natural Gas (Platts IFERC) Basis Futures NEN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      MichCon Natural Gas (Platts IFERC) Basis Futures NFN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Houston Ship Channel Natural Gas (Platts IFERC) Basis Futures NHN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      San Juan Natural Gas (Platts IFERC) Basis Futures NJ FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Sumas Natural Gas (Platts IFERC) Basis Futures NKN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      NGPL Mid-Con Natural Gas (Platts IFERC) Basis Futures NL FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Tennessee Zone 0 Natural Gas (Platts IFERC) Basis Futures NQN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Rockies Natural Gas (Platts IFERC) Basis Futures NR FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Waha Natural Gas (Platts IFERC) Basis Futures NW FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Texas Eastern Zone M-3 Natural Gas (Platts IFERC) Basis Futures NX FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Transco Zone 6 Natural Gas (Platts IFERC) Basis Futures NZN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      NGPL TexOk Natural Gas (Platts IFERC) Basis Futures PD FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Demarc Natural Gas (Platts IFERC) Basis Futures PE FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Ventura Natural Gas (Platts IFERC) Basis Futures PF FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Dominion, South Point Natural Gas (Platts IFERC) Basis Futures PGN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Panhandle Natural Gas (Platts IFERC) Basis Futures PH FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Permian Natural Gas (Platts IFERC) Basis Futures PM FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Enable Natural Gas (Platts IFERC) Basis Futures PW FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Southern Natural, Louisiana Natural Gas (Platts IFERC) Basis Futures SZN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Columbia Gas TCO (Platts IFERC) Basis Futures TC FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Transco Zone 4 Natural Gas (Platts IFERC) Basis Futures TRZ FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      TETCO STX Natural Gas (Platts IFERC) Basis Futures TXN FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Transco Zone 6 Non-N.Y. Natural Gas (Platts IFERC) Basis Futures TZ6 FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Panhandle Natural Gas (Platts IFERC) Fixed Price Futures XH FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      CIG Rockies Natural Gas (Platts IFERC) Fixed Price Futures XIC FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      Rockies Natural Gas (Platts IFERC) Fixed Price Futures XR FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021
      San Juan Natural Gas (Platts IFERC) Fixed Price Futures XX FD Monthly expiries for the current year and the next 5 years Monthly contract listed through and including December, 2021

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

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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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      New New - Listing Cycle Expansion for Natural Gas Options and Combos  - November 12

      Effective Sunday, November 12 (trade date Monday, November 13), the listing cycle for the following Natural Gas Options and Combos will be expanded on CME Globex.

      Listing Cycle Expansion for Natural Gas Options and Combos
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      Natural Gas Option on Calendar Futures Strip A6J GZ 5 consecutive Calendar Strips 11 consecutive Calendar Strips
      Natural Gas Option on Calendar Futures Strip Combo U8P 08 5 consecutive Calendar Strips 11 consecutive Calendar Strips
      Natural Gas Option on Summer Futures Strip A4D GZ 5 consecutive Summer Strips 10 consecutive Summer Strips
      Natural Gas Option on Summer Futures Strip Combo U8R 08 5 consecutive Summer Strips 10 consecutive Summer Strips
      Natural Gas Option on Winter Futures Strip A6I GZ 5 consecutive Winter Strips 10 consecutive Winter Strips
      Natural Gas Option on Winter Futures Strip Combo H8U 08 5 consecutive Winter Strips 10 consecutive Winter Strips

      These options and combos  will be available for customer testing in New Release on Monday, November 6.

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

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      New New - Extend Agency Cross (A-Cross) for all NYMEX and COMEX Energy and Metals Products  - November 19

      Effective Sunday, November 19 (trade date Monday, November 20), CME Group will extend Agency Cross capability to include all NYMEX and COMEX energy and metals contracts on CME Globex.

      Currently, the A-Cross functionality is only available in eligible NYMEX and COMEX futures and options products.

      The A-Cross functionality for these products will be available in New Release for customer testing on Monday, November 6.

      Certification is mandatory for all customers who intend to leverage the cross functionality on futures and options contracts.

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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

      New New - Risk Management Tools Update: Inline Credit Controls

      In August, CME Group completed the launch of our latest risk management tool for CME Globex, Inline Credit Controls (ICC). Learn more about this tool from experts across CME Clearing, Global Market Solutions, and Services and Technology teams.

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