• CME Globex Notices: November 20, 2017

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20171120
      • Notice Date
      • 20 November 2017
    • Topics in this issue include:

    • Critical System Updates

      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  - January 21

      Effective Sunday, January 21, (trade date Monday, January 22), 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
      • January 21: 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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      Update Update - Streamlined MDP SBE Schema Update  - January 21

      † Denotes update to the article

      On Sunday, January 21, CME Group will continue to 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 Available 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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      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, (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 a 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 is currently available in Autocert+. 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

      Mass Quote Protections Enhancements for Triangulation  - December 3

      Effective Sunday, December 3 (trade date Monday, December 4), to prevent over-filling across resting mass quotes in multiple Volatility-Quoted Options (VQO) and Premium-Quoted Options (PQO) strike prices, Mass Quote Protections(MQPs) will be evaluated inter-event for a Triangulation implied trade originating from an aggressing futures order.

      With this release, there will be a change to the MQP Thresholds – Execution (Y) for Triangulation implied trades that occur in the futures order book. There are no MQP calculation changes to Triangulation implied trades that occur in the VQO and PQO order book.

      • Execution (Y) 
        • The number of executions will increment only once per an aggressor order. Currently, the number of executions increments each time a fill occurs.
      • Delta (D) 
        • The VQO delta MQP will not be incremented for triangulation implied trades that occur in the futures order book. The PQO delta MQP will continue to be incremented.

      Additional information and examples on MQPs for Triangulation are available in the Client Systems Wiki.

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

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      New New - User-Defined Spreads for Natural Gas Futures  - January 7

      Effective Sunday, January 7 (trade date Monday, January 8), User-Defined Spreads (UDS) will be supported in the following Natural Gas futures markets. Only the Generic strategy type will be available (tag 762-SecuritySubType=:GN).

      • E-mini Natural Gas (tag 6937-Asset=QG)
      • Henry Hub Natural Gas(tag 6937=NG)
      • Henry Hub Natural Gas Last Day Financial (tag 6937=NN)
      • Henry Hub Natural Gas Last Day Financial in Units per Month (tag 6937=NNE)
      • Henry Hub Natural Gas Last Day Physical (tag 6937=MNG)
      • Henry Hub Natural Gas Look-Alike Last Day Financial (tag 6937=HH)

      UDS are custom multilegged instruments, created real-time by clients on CME Globex and immediately available for trading.

      UDS for Natural Gas futures will be available for customer testing in New Release on Monday, December 4.

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      CME FX Link  - February 25

      On Sunday, February 25 (for trade date Monday, February 26), 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 and CME STP FIX will support trade confirmations.

      The CME FX Link is currently available for customer testing in New Release.

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      Product Launches

      New New - Black Sea Wheat and Corn Futures  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), Black Sea Wheat and Corn Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      The Half Month futures will include the settlement period to distinguish them from the standard monthly futures; e.g., BWHZ7## and BCHZ7##, where “G” is the contract month code, “7” is the last digit of the year, and “##” is the settlement period.

      Black Sea Wheat and Corn Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Black Sea Wheat FOB (Platts) Futures BWF WP
      Black Sea Wheat Financially Settled (Platts) Half Month Futures BWH WP
      Black Sea Corn FOB (Platts) Futures BCF CS
      Black Sea Corn Financially Settled (Platts) Half Month Futures BCH CS

      Customers should note actual LTD for the Half Month products will not always align with the external name in MDP 3.0 tag 55-Symbol or iLink tag 107-SecurityDesc; the actual LTD for these products will be the last business day of the clearing cycle.  Should the 15 not fall on the last business day of the settlement period, the LTD will be the last business day preceding the 15th.  The instrument LTD can be found by leveraging fix tags 865=7 (Last eligible trade date) and 1145-EventTime in the Security Definition message.  As a reminder, CME Group does not recommend parsing the external instrument name to determine instrument characteristics.

      Contract specifications for the products can be found here.

      Example: Black Sea Wheat and Corn Futures Half Month LTD
      Product Product Type MDP 3.0: Tag 6937-Asset iLink: tag 55-Symbol MDP 3.0 tag 1151-Security Group External Name:
      iLink: 107-SecurityDesc
      LTD
      Black Sea Wheat Financially Settled (Platts) Half Month Futures 1H Monthly BWH WP BCHZ715 December 15
      Black Sea Wheat Financially Settled (Platts) Half Month Futures 1H Monthly BWH WP BCHJ815 April 13
      Black Sea Corn Financially Settled (Platts) Half Month Futures 2H Monthly BCH CS BCHZ731 December 29

      These futures will be available for customer testing in New Release on Monday, December 4.

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

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      New New - WTI vs. Dubai Crude Oil (Platts) Futures  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), WTI vs. Dubai Crude Oil (Platts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      WTI vs. Dubai Crude Oil (Platts) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      WTI vs. Dubai Crude Oil (Platts)Futures DCW BB

      The WTI vs. Dubai Crude Oil (Platts) futures will be available for customer testing in New Release on Monday, December 4.

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

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      Bitcoin Futures  - Q4 2017

      In Q4 2017, pending regulatory review and certification, Bitcoin futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      The Bitcoin futures are based on the underlying CME CF Bitcoin Reference Rate (BRR) value.

      Bitcoin Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 -
      Security Group
      Market Data Channel Channel Number
      Bitcoin Futures BTC BF CME Globex Equity Futures - excludes E-mini S&P 500 318

      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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      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

      Renaming Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures  - December 3

      Effective Sunday, December 3 (trade date Monday, December 4), the Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) futures will be renamed as Singapore Gasoil (Platts) vs. Singapore Gasoil 500 ppm (Platts) futures.

      Renaming Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures
      Current Product Name New Product Name MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures

       

      Singapore Gasoil (Platts) vs. Singapore Gasoil 500 ppm (Platts) Futures

       

      STT RF

      In addition, on Sunday, December 3 the listing cycle will resume on CME Globex. With this resumption, the previously removed contract months beyond December 2017 will be relisted as “Monthly contracts listed for the current year plus next two calendar years”.

      These futures 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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      Singapore Gasoil Futures - December 3

      Effective Sunday, December 3 (trade date Monday, December 4), the following Singapore Gasoil futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Singapore Gasoil Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Singapore Gasoil 500 ppm (Platts) Futures GHS CP
      Singapore Gasoil 500 ppm (Platts) BALMO Futures GHB CP
      Mini Singapore Gasoil 500 ppm (Platts) Futures MGO CP
      Singapore Gasoil 500 ppm (Platts) vs. Low Sulphur Gasoil Futures SGG CP
      Singapore Jet Kerosene (Platts) vs. Gasoil 500 ppm (Platts) Futures RHS CP
      Singapore Jet Kerosene (Platts) vs. Gasoil 500 ppm (Platts) BALMO Futures RHB CP
      Singapore Gasoil 500 ppm (Platts) Dubai (Platts) Crack Spread Futures GDH CP
      Singapore Gasoil (Platts) Dubai (Platts) Crack Spread Futures GDL CP

      These futures 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 Minimum Price Increment and Strategy Type for 5-Year USD MAC Swap Futures  - December 3

      Effective Sunday, December 3 (trade date Monday, December 4), the minimum price increment tag 969-MinPriceIncrement will be changed for the following MAC Swap futures and spreads. With this change, the spread type (tag 762-SecuritySubType) will change from Futures – Reduced Tick (RT) to Futures – Standard Calendar Spread (SP). The minimum price increment for the calendar spread will be unchanged.

      5-Year USD MAC Swap Futures Minimum Price Increment Change
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current tag 969 - MinPriceIncrement New tag 969 - MinPriceIncrement
      5-Year USD MAC Swap Futures F1U SF 0.0156250 0.0078125
      5-Year MAC Swap vs. 10-Year MAC Swap FNU IV 0.0156250 0.0078125

       

      5-Year USD MAC Swap Futures Strategy Type Change
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current tag 762 - SecuritySubType New tag 762 - SecuritySubType
      5-Year USD MAC Swap Futures F1U SF RT SP

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

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

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      New New - Changes to Non-Reviewable Ranges for Equity BTIC Futures  - December 10

      Effective Sunday, December 10 (trade date Monday, December 11), the Non-Reviewable Ranges will be modified for following Basis Trade at Index Close (“BTIC”) equity futures .

      Equity BTIC Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Non-Reviewable Range New Non-Reviewable Range
      BTIC on E-mini Nasdaq-100 Futures NQT NB 1200 300
      BTIC on E-mini S&P 500 Futures EST SB 600 150
      BTIC on E-mini S&P MidCap 400 Futures EMT PB 400 100
      BTIC on E-mini Russell 1000 Index Futures R1T R1 400 100
      BTIC on E-mini Russell 1000 Growth Index Futures RGT R2 400 100
      BTIC on E-mini Russell 1000 Value Index Futures RVT R3 400 100
      BTIC on E-mini® IPOX US Index Futures IPT IT 4000 1000
      BTIC on E-mini Russell 2000 RLT RT 400 100
      BTIC on E-mini Russell 2000 Growth Index Futures 2GT RB 400 100
      BTIC on E-mini Russell 2000 Value Index Futures 2VT RD 400 100
      BTIC on S&P MLP Total Return Index Futures SLT MR 2400 600
      BTIC on S&P 500 Total Return Futures TRB TB 1200 300
      BTIC on S&P 500 Carry-Adjusted Total Return Futures CTB CA 1200 300
      BTIC on E-mini DJIA Futures YMT DB 60 15
      BTIC on E-mini FTSE 100 Index Futures FTT FU 3000 750
      BTIC on E-mini USD Denominated FTSE 100 Index Futures FTB FU 600 150
      BTIC on E-mini FTSE China 50 Index Futures FTC C1 60 15
      BTIC on E-mini® FTSE® Emerging Index Futures EIT ED 300 75
      BTIC on E-mini® FTSE® Developed Europe Index Futures DVT DT 300 75

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

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      New New - Change to Minimum Price Increment for European Low Sulphur Gasoil (100mt) Bullet Futures  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), the minimum price increment tag 969-MinPriceIncrement will be changed for the following.

      European Low Sulphur Gasoil (100mt) Bullet Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current tag 969 - MinPriceIncrement New tag 969 - MinPriceIncrement
      European Low Sulphur Gasoil (100mt) Bullet Futures GLI OP 5.0000000 25.0000000

      This Futures will be available for customer testing in New Release on Monday, December 4.

      To facilitate the change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on December 15. After 16:00 CT on December 15, all remaining GT orders for this future 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 NYMEX.

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      New New - Renaming and Listing Cycle Resumption Freight Route TD3 (Baltic) Average Price Options  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), the Freight Route TD3 (Baltic) Average Price Options will be renamed as Freight Route TD3C (Baltic) Average Price Options. With this change, the listing cycle will resume on CME Globex and the previously removed expiration beyond December 2017 will be relisted as “Monthly contracts listed for the current year plus next one (1) calendar year”.

      Renaming and Listing Cycle Resumption Freight Route TD3 (Baltic) Average Price Options
      Current Product Name New Product Name MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Freight Route TD3 (Baltic) Average Price Options Freight Route TD3C (Baltic) Average Price Options TDT FA

      These futures will be available for customer testing in New Release on Monday, November 29.

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

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      New New - Listing Cycle Expansion for Henry Hub Natural Gas Look-Alike Last Day Financial Futures and Strips  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), the listing cycle for the following Henry Hub Natural Gas Look-Alike Last Day Financial products will be expanded on CME Globex.

      Henry Hub Natural Gas Look-Alike Last Day Financial Futures and Strips
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      Henry Hub Natural Gas Look-Alike Last Day Financial Futures HH NG Current year and the next 5 consecutive years Monthly contracts listed for the current year and the next 12 calendar years.  List monthly contracts for a new calendar year following the termination of trading in the December contract of the current year.
      Henry Hub Natural Gas Look-Alike Last Day Financial Futures Calendar Strip HH-HH NG 6 Years 13 Years
      Henry Hub Natural Gas Look-Alike Last Day Financial Futures Balanced Calendar Strip HHSS NG 4 Years 12 Years

      These futures and strips will be available for customer testing in New Release on Monday, December 4.

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

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      New New - Listing Cycle Expansion for Crude and Refined Calendar Spread Options  - December 17

      Effective Sunday, December 17 (trade date Monday, December 18), the listing cycle for the following Crude and Refined Calendar Spread options will be expanded on CME Globex.

      Listing Cycle Expansion for Crude and Refined Calendar Spread Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      Crude Oil Financial Calendar Spread Option - 1 Month B7A LO Monthly contracts listed for 60 consecutive months. 1-Month spreads listed for the current year and next 5 calendar years.

      Crude Oil Financial Calendar Spread Option - 2 Month

      7B LO Monthly contracts listed for 2 consecutive months 2-Month spreads listed for 12 consecutive months

      Crude Oil Financial Calendar Spread Option - 3 Month

      7C LO Annual contracts listed for 1 year. 3-Month spreads listed for 12 consecutive months

      Crude Oil Financial Calendar Spread Option - 6 Month

      7M LO

      Semi-annual contracts listed for 6 consecutive years.

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      Crude Oil Financial Calendar Spread Option - 12 Month

      7Z LO

      Monthly contracts listed for 13 consecutive months.

      12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads

      Brent Crude Oil Last Day Financial Calendar Spread Option - 1 Month

      9C OT

      Monthly contracts listed for 12 consecutive months.

      1-Month spreads listed for the current year and next 5 calendar years.

      Brent Crude Oil Last Day Financial Calendar Spread Option - 2 Month

      9B OT

      Monthly contracts listed for 2 consecutive months.

      2-Month spreads listed for 12 consecutive months

      Brent Crude Oil Last Day Financial Calendar Spread Option - 3 Month

      9D OT

      Monthly contracts listed for 1 month.

      3-Month spreads listed for 12 consecutive months

      Brent Crude Oil Last Day Financial Calendar Spread Option - 6 Month

      9L OT

      Semi-annual contracts listed for year

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      Brent Crude Oil Last Day Financial Calendar Spread Option - 12 Month

      9Y OT

      Annual contracts listed for 1 year

      12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads

      Brent Calendar Spread Option - 1 Month

      AA OT

      Monthly contracts listed for 12 consecutive months.

      1-Month spreads listed for the current year and next 5 calendar years.

      Brent Calendar Spread Option - 2 Month

      AB OT

      Monthly contracts listed for 2 consecutive months.

      2-Month spreads listed for 12 consecutive months

      Brent Calendar Spread Option - 3 Month

      AC OT

      Monthly contracts listed for 1 month.

      3-Month spreads listed for 12 consecutive months

      Brent Calendar Spread Option - 6 Month

      AM OT

      Semi-annual contracts listed for 1 year

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      Brent Calendar Spread Option - 12 Month

      AZ OT

      Annual contracts listed for 1 year

      12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads

      WTI Calendar Spread Option - 1 Month

      WAY LO

      Monthly contracts listed for 60 consecutive months.

      1-Month spreads listed for the current year and next 5 calendar years.

      WTI Calendar Spread Option - 2 Month

      WB LO

      Monthly contracts listed for 3 consecutive months.

      2-Month spreads listed for 12 consecutive months

      WTI Calendar Spread Option - 3 Month

      WC LO

      Monthly contracts listed for 2 consecutive months.

      3-Month spreads listed for 12 consecutive months

      WTI Calendar Spread Option - 6 Month

      AWM LO

      Monthly contracts listed for 11 consecutive months.

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      WTI Calendar Spread Option - 12 Month

      AWZ LO

      Monthly contracts listed for:  1 February; 4 March, June and September cycle, and 4 December

      12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads

      NY Harbor ULSD Calendar Spread Option - 1 Month

      FAY XZ

      Monthly contracts listed for 35 consecutive months.

      1-Month spreads listed for the current year and next 3 calendar years.

      NY Harbor ULSD Calendar Spread Option - 2 Month

      FB PC

      Monthly contracts listed for 2 consecutive months.

      2-Month spreads listed for 12 consecutive months

      NY Harbor ULSD Calendar Spread Option - 3 Month

      FC PC

      Monthly contracts listed for 2 consecutive months.

      3-Month spreads listed for 12 consecutive months

      NY Harbor ULSD Calendar Spread Option - 6 Month

      FM PC

      Semi-annual contracts listed for 1 year.

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      NY Harbor ULSD Calendar Spread Option - 12 Month

      AFZ PC

      Annual contracts listed for 1 year.

      12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads

      RBOB Gasoline Calendar Spread Option - 1 Month

      ZAY XZ

      Monthly contracts listed for 35 consecutive months.

      1-Month spreads listed for the current year and next 3 calendar years.

      RBOB Gasoline Calendar Spread Option - 2 Month

      AZB PC

      Monthly contracts listed for 10 consecutive months.

      2-Month spreads listed for 12 consecutive months

      RBOB Gasoline Calendar Spread Option - 3 Month

      AZC PC

      Monthly contracts listed for 9 consecutive months.

      3-Month spreads listed for 12 consecutive months

      RBOB Gasoline Calendar Spread Option - 6 Month

      AZM PC

      Monthly contracts listed for 6 consecutive months.

      6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

      These options will be available for customer testing in New Release on Monday, December 4.

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

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

      Effective Tuesday, January 2, 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.

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

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      Delisting and Removal of Singapore Gasoil Futures  - January 2

      Effective Tuesday, January 2, the following Singapore Gasoil futures will be permanently delisted when the last contract month, December 2017, expires. These futures will be removed from CME Globex on Friday, December 29 at the close of business..

      Delisting and Removal of Singapore Gasoil Futures Contracts
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Singapore Gasoil 10 ppm (Platts) BALMO Futures

       

      STL

       

      CP

       

      Singapore Gasoil 10 ppm (Platts) Futures

       

      ATF

       

      CP

       

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      New New - Extend Cross Functionally and Permit Block Trading for CME and CBOT Products  - January 7

      Effective Sunday, January 7, (trade date Monday, January 8), and pending all relevant regulatory review periods, CME Group will make the following changes on CME Globex.

      • Permit block trading in all Agricultural futures, options, outrights, spreads and combinations.
      • Extend R-Cross capability to include all CME and CBOT futures and CBOT options.
      • Extend G-Cross capability to include all CBOT Agricultural futures.

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

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

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