• CME Globex Notices: December 25, 2017

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20171225
      • Notice Date
      • 25 December 2017
      • Effective Date
      • 28 December 2017
    • Topics in this issue include:

    • Critical System Updates

      Information Security Update - Postponed

      The TLS change has been postponed to ensure customer readiness. The new effective date will be announced soon. Customers are strongly encouraged to upgrade to TLS 1.2 immediately to ensure seamless access; please contact your system administrator or network provider today.

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, 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.

      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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      Streamlined MDP SBE Schema Update  - January 21

      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 Version 8
      OTC Daily 200, 201 Version 6 January 21 Available
      Equity Indices 210, 211, 212 Version 4 January 21 Available
      Bitcoin 213 Version 6 January 21 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 is now available for customer testing in New Release.

      CME Group will offer a secure logon mock prior to each production launch weekend. These mock trading sessions will offer customers the opportunity to interact with the system and experience the new logon procedure in the CME Globex production environment. You will need to reset your Message Sequence number to “1” for the mock trading session and again prior to the beginning of week logon.  If you experience any issues during the mock, please contact the Global Command Center (GCC )for assistance at 1 800 438 8616. For a general status during the mock there will be a bridge line open for regular updates 1 877 979 3898 Access code: 6485475.

      Please note that customers are required to register in advance in order to participate in the iLink mock trading session. Registration is now open.

      CME Globex API New Release Launch Schedule Mock Trading Session Production Launch Schedule Legacy Logon Decommission
      Drop Copy 4.0 Available Saturday January 6, 2018

       

      9:00 - 11:00 am Central Time (CT)

      Sunday, January 7, 2018 COB Friday, April 27, 2018

      iLink:

      • Convenience Gateway
      • Market Segment Gateway
      Available Saturday, January 20, 2018

       

      9:00 - 11:00 am Central Time (CT)

      *Registration required

      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.

      NewNew - File Format Change for Downloading Secure Keys - January 7

      Effective Sunday, January 7, the Comma Separated Value (CSV) file format for downloading secure keys in the CME Customer Center  will be changed to the Text (TXT) format.  The new file format will contain the same information as the current format.

      Client Systems will need to modify their applications to recognize the appropriate new file format.

      The new file format will be available for customer testing in New Release starting on Friday, January 5.

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      MDP 3 TCP Recovery IPs and Ports for New Release and Certification Environments - February 2

      On Monday, December 4, CME Group migrated to new IPs and ports for MDP 3.0 TCP Recovery in the New Release and Certification environments.

      The legacy IP and ports will be available in parallel until close of business on Friday, February 2.

      MDP 3 TCP Recovery IPs and Ports for New Release and Certification Environments
      New Release Certification
      Legacy IP and Port New IP and Port Legacy IP and Port New IP and Port
      69.50.112.160:9000 69.50.112.159:9000 69.50.112.121:9001 69.50.112.159:9001

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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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      Price Precision Extension - 2018

      In the second half of 2018, the supported decimal price precision for CME Globex and streamlined blocks SBE market data will be increased from 7 to 9 decimals to provide greater price granularity for future launches.

      In Q4 2018, in conjunction with the price precision update, pending regulatory approval, the minimum price increment (MPI) for the 2 Year Treasury Note futures, future spreads and inter-commodity spreads will be reduced from 1/4th of 1/32nd (0.0078125) to 1/8th of 1/32nd (0.00390625). As a result, the maximum price precision will increase from 7 to 8 decimals.

      The Client impact assessment includes additional information on the following:

      • CME Globex iLink
      • CME Globex MDP3
      • Streamlined MDP
      • ITC
      • CME Globex Drop Copy
      • Referential Data

      These changes will be available in New Release for customer testing first half of 2018.

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      New Functionality

      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 are currently available for customer testing.

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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

      Baltic Wet Freight Futures  - January 7

      Effective Sunday, January 7 (trade date Monday, January 8), the following Baltic Wet Freight futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Baltic Wet Freight Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Freight Route TC9 (Baltic) Futures TC9 FT
      Freight Route TC15 (Baltic) Futures T5C FT
      Freight Route TD8 (Baltic) Futures TD8 FT
      Freight Route TD20 (Baltic) Futures T2D FT

      These Baltic Wet Freight 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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      Synthetic Products  - January 7 

       Effective Sunday, January 7 (trade date Monday, January 8), a new synthetic Test Fed Fund product will be listed on CME Globex. This product is for CME Group internal testing only and will not support order entry. CME Group recommends client systems ignore all MDP3 messages on this product.

      New Synthetic Products
      Product

       

      MDP 3.0 tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel Market Segment ID
      Test Fed Funds 0ZQ #3 348 82

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      Energy Futures Inter-commodity Calendar Spread - January 21

      Effective Sunday, January 21 (trade date Monday, January 22), CME Globex will launch new an Inter-commodity Calendar Spread for Henry Hub Natural Gas futures vs Henry Hub Natural Gas Look-Alike Last-Day Financial futures for the nearest 36 monthly expiries. This calendar spread will utilize a new strategy type (tag 762-SecuritySubType=IP).

      Energy Futures Inter-commodity Calendar Spread
      Product MDP 3.0: tag 6947-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-SecuritySubType
      Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Look-Alike Last-Day Financial Futures (NG:HH) NG NG IP

      Construction:  Buy1com1exp1 Sell1com2exp1 Sell1com1exp2 Buy1com2exp2

      Security Definition Example: NGZ7-HHF8

      Example: Buy the Spread

      Buy 1 December 2017 Henry Hub Natural Gas (NG)
      Sell 1 December 2017 Henry Hub Natural Gas Last Day Financial Future (HH)
      Sell 1 January 2018 Henry Hub Natural Gas (NG)
      Buy 1 January 2018 Henry Hub Natural Gas Last Day Financial Future (HH)

      Example: Sell the Spread

      Sell 1 December 2017 Henry Hub Natural Gas (NG)
      Buy 1 December 2017 Henry Hub Natural Gas Last Day Financial Future (HH)
      Buy 1 January 2018 Henry Hub Natural Gas (NG)
      Sell 1 January 2018 Henry Hub Natural Gas Last Day Financial Future (HH)

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

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      Reduced Tick Inter-Commodity Spread (RI) - January 21

      Effective Sunday, January 21 (trade date Monday, January 22), CME Globex will launch a new Reduced Tick Inter-commodity Spread (RI) spread tag (762-SecuritySubType= RI). This new spread will allow a difference in tick size between the underlying instrument and the spread, where the underlying instrument trades at a larger tick size than the spread market. With this launch, the following energy Reduced Tick spreads (RT) will be converted to the new Reduced Tick Inter-commodity Spread (RI) type.

      Reduced Tick Inter-Commodity Spread (RI)
      Product MDP 3.0: tag 6947-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Tag 762-SecuritySubType Future Tag 762-SecuritySubType
      Natural Gas (Henry Hub) Penultimate Financial Futures vs Henry Hub Natural Gas Futures (HP:NG) HP HX RT RI
      Henry Hub Natural Gas Penultimate Financial Futures vs Per Month Henry Hub Futures (NP:NNE) NPG HX RT RI
      Natural Gas (Henry Hub) Penultimate Financial Futures vs Natural Gas (Henry Hub) Last-day Financial Futures (HP:HH) HP HX RT RI
      Henry Hub Natural Gas Futures vs Natural Gas (Henry Hub) Last-day Financial Futures (NG:HH) HP HX RT RI

      Please note: No additional changes will be made to these spreads, and all GT orders will remain in the order book during the conversion.

      In addition, 2 new Reduced Tick Inter-commodity Spread (RI) spreads for Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Last Day Financial Futures and Natural Gas (Henry Hub) Last-day Financial Futures vs Henry Hub Natural Gas Last Day Financial will be listed for trading on CME Globex.

      Reduced Tick Inter-Commodity Spread (RI)
      Product MDP 3.0: tag 6947-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Future Tag 762-SecuritySubType
      Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Last Day Financial Futures (NG:NN) NG NG RI
      Natural Gas (Henry Hub) Last-day Financial Futures vs Henry Hub Natural Gas Last Day Financial Futures (HH:NN) HH NG RI

      Construction:  Buy1com1exp1 Sell1com2exp1

      Security Definition Example: HPH8-NGH8

      Example: Buy the Spread

      Buy 1 March 2018 Natural Gas (Henry Hub) Penultimate Financial Futures
      Sell 1 March 2018 Natural Gas (Henry Hub) Last-day Financial Futures

      Example: Sell the Spread

      Sell 1 December 2018 Natural Gas (Henry Hub) Penultimate Financial Futures
      Buy 1 December 2018 Natural Gas (Henry Hub) Last-day Financial Futures

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

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      NewNew - Argus WTI vs. NYMEX Futures - January 21

      Effective Sunday, January 21 (trade date Monday, January 22), Argus WTI vs. NYMEX futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Argus WTI vs. NYMEX Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Argus WTI Diff vs. CMA NYMEX Trade Month Futures ANT CC
      Argus WTI Diff vs. CMA NYMEX Calendar Month Futures ANC CC

      These Argus WTI vs. NYMEX Futures will be available for customer testing in New Release on Monday, January 8.

      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

      UpdateUpdate - Rename Freight Route TD3 (Baltic) Futures †and Averaged Price Options - January 1

      † Denotes update to the article

      Effective Monday, January 1 (trade date Tuesday, January 2), the Freight Route TD3 (Baltic) futures and Freight Route TD3 (Baltic) Average Price options will be renamed. The renaming of the Freight Route TD3 (Baltic) Average Price Options was previously announced to go live on December 17.

      Freight Route TD3 (Baltic) Futures
      Current Product Name New Product Name iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset
      iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Freight Route TD3 (Baltic) Futures Freight Route TD3C (Baltic) Futures TL FT
      Freight Route TD3 (Baltic) Average Price Options Freight Route TD3C (Baltic) Average Price Options TDT FA

      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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      Changes to European Low Sulphur Gasoil Calendar Spread Options - January 7

      Effective Sunday, January 7 (trade date Monday, January 8), the following changes will be implemented for the Low Sulphur Gasoil Calendar Spread options:

      • The current underlying futures will be changed from “European Low Sulphur Gasoil (1000mt) Bullet Futures (fix tag 311-UnderlyingSymbol=BG)” to “European Low Sulphur Gasoil (100mt) Bullet Futures (fix tag 311-UnderlyingSymbol=7F)”
      • The fix tag 311-UnderlyingSymbol can be found in the security definition message
      • The contract size (fix tag 1147-UnitOfMeasureQty) will be change from 1000mt to100mt
      • The option exercise style will change from physically settled to financially settled
      • The listing cycle will be expanded as follows:
      Product MDP 3.0: tag 6937-Asset Current
      MDP 3.0 tag 1151 - Security Group
      Current Listing Cycle New Listing Cycle
      European Low Sulphur Gasoil Calendar Spread Option (One Month) GXA RF Monthly contracts listed for 34 consecutive months.  List a new 1-month spread after the nearby expiry. 1-month spreads listed for the current year and next 3 calendar years. List 1-month spreads for a new calendar year following the termination of trading in the December spread of the current year.  
      European Low Sulphur Gasoil Calendar Spread Option (Two Month) GXB RF Monthly contracts listed for 2 consecutive months. List a new 2-month spread after the nearby expiry. 2-month spreads listed for 12 consecutive months. List a new 2-month spread after the nearby expiry.
      European Low Sulphur Gasoil Calendar Spread Option (Three Month) GXC RF 1 3-month calendar spread 3-month spreads listed for 12 consecutive months. List a new 3-month spread after the nearby expiry.
      European Low Sulphur Gasoil Calendar Spread Option (Six Month) GXM RF 2 6-month calendar spreads listed in the June, December cycle. List a new 6-month spread after the nearby expiry. 6-month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads. List a new 6-month spread after the nearby expiry.
      European Low Sulphur Gasoil Calendar Spread Option (Twelve Month) GXZ RF 1 12-month calendar spread 12-month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads. List a new 12-month spread after the nearby expiry.

      Please note: Trading will not be permitted in these options from Wednesday, December 20 through Sunday, January 7.

      These changes will be available for customer testing in New Release on Tuesday, January 2.

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

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      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 agriculture futures and CBOT agriculture 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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      Changes to Maximum Order Quantity for Interest Rate Options  - January 7

      Effective Sunday, January 7 (trade date Monday, January 8), the Maximum Order Quantity will be increased for all treasury options from 24,999 to 49,999 and all Eurodollar and Midcurve options from 49,999 to 99,999. Please view the complete list of products.

      The maximum order quantity tag 1140-MaxTradeVol can be found in the security definition message. The Maximum Order Quantity for all CME Globex products are defined in the CME Globex Product Reference Sheet.

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

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

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      Listing Cycle Expansion for Eurodollar Midcurve Options - January 7

      Effective Sunday, January 7 (trade date Monday, January 8), the listing cycle for the following Eurodollar Midcurve options will be expanded on CME Globex.

      Listing Cycle Expansion for Eurodollar Midcurve 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
      Eurodollar 1 Year Midcurve Options GE0 E0 4 quarterlies and 4 serials 5 quarterlies and 4 serials
      Eurodollar 2 Year Midcurve Options GE2 E2 4 quarterlies and 4 serials 5 quarterlies and 4 serials
      Eurodollar 3 Year Midcurve Options GE3 E3 4 quarterlies and 4 serials 5 quarterlies and 4 serials
      Eurodollar 4 Year Midcurve Options GE4 E4 4 quarterlies and 4 serials 5 quarterlies and 4 serials
      Eurodollar 5 Year Midcurve Options GE5 E5 4 quarterlies and 4 serials 5 quarterlies and 4 serials

      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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      NewNew - Listing Cycle Expansion for Crude and Refined Futures and Options - January 21

      Effective Sunday, January 21 (trade date Monday, January 22), the listing cycle for the following Crude and Refined futures and options will be expanded on CME Globex.

      Listing Cycle Expansion for Crude and Refined Futures and 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
      Light Sweet Crude Oil Futures CL CL Monthly contracts listed for the current year and the next 5 calendar years and June and December contract months for 3 additional years. List consecutive monthly contracts for a new calendar year and additional June and December contract months following the termination of trading in the December contract of the current year. Monthly contracts listed for the current year and the next 8 calendar years and 2 additional consecutive contract months. List monthly contracts for a new calendar year and 2 additional consecutive contract months following the termination of trading in the December contract of the current year.
      Light Sweet Crude Oil Option LO LO Monthly contracts listed for the current year and the next 5 calendar years and June and December contracts for 3 additional years. Monthly contracts for the balance of a new calendar year will be added following the termination of trading in the December contract of the current year. Monthly contracts listed for the current year and the next 8 calendar years and 2 additional consecutive contract months. List monthly contracts for a new calendar year and

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