• CME Globex Notices: March 5, 2018

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20180305
      • Notice Date
      • 05 March 2018
      • Effective Date
      • 08 March 2018
    • Critical System Updates

      New Source IPs for ftp.cmegroup.com - This Saturday

      Effective this Saturday, March 10, the source IPs for all ftp.cmegroup.com content will be changed to the following. Please update all firewall and network devices to accept content from these IPs immediately to ensure seamless access to the information.

      • 52.7.201.185
      • 34.199.179.189
      • 13.57.174.25
      • 13.57.171.25

      This change only affects the public ftp site; there is no impact to the secure sFTP content.

      Connect now to ftp://betaftp.cmegroup.com to verify your ability to receive content from the new Source IPs.

      Back to Top

       

      User-Defined Spreads for Natural Gas Futures  - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), User-Defined Spreads will be enabled for all Natural Gas futures products in the NG group (tag 1151-SecurityGroup=NG). The following types will be supported:

      Please note: SA Strips are average priced strips where the spread price is identical to the price of the legs.

      UDS functionality on Natural Gas futures is currently available for customer testing in New Release.

      Back to Top

       

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

      † Denotes update to the article

      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.

      The new Secure Logon is in production and will be supported in parallel with the current model without surcharges until Friday, April 27. Customers are strongly encouraged to make the change before the end of April to ensure no business interruption. Any iLink or Drop Copy Target sessions that connect using plain text password after April 27 will be subject to surcharges as follows:

      • Sunday April 29 – Friday June 1: $100/session/month
      • Sunday June 3 – Friday June 29: $500/session/month

      Only Secure Logons will be supported starting Sunday, July 1.

      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.

      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.

      Back to Top

       

      TCP Recovery Performance Improvement for CME Globex and Streamlined Production Environments - April 20

      CME Group implemented load balancing for MDP 3.0 and Streamlined TCP Recovery to improve performance during high utilization periods. To support this change, new Historical Replay IPs and ports were introduced for MDP 3.0 for CME Globex and Streamlined production environments.

      The new IPs and ports for Historical Replay are currently available in the config_20180422.xml file for customer download. The legacy IP and ports will continue to be available in parallel until close of business on Friday, April 20

      On Sunday, April 22 (trade date Monday, April 23), the new IP and ports will be added to the production config.xml file.

      Please note: Backup IP addresses will be eliminated.

      TCP Recovery Performance Improvement for CME Globex and Streamlined Production Environments
      Feed Legacy IP and Port New IP and Port
      CME Globex 205.209.220.72:10000
      205.209.222.72:10000
      205.209.218.10:10000
      Streamlined 205.209.222.61:9000
      205.209.220.61:9000
      205.209.218.10:9000

      Back to Top

       

      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.

      Back to Top

       

      New Functionality

      Inter-Exchange Ratio Spread: Fed Fund vs Eurodollar - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), a new exchange-defined Inter-Exchange Reduced Tick Ratio Spread will be made available for trading on CME Globex. The new inter-exchange reduced tick ratio spread is the simultaneous purchase (sale) of two 30-Day Federal Funds futures (tag 6937-Asset=ZQ) and sale (purchase) of a Eurodollar future (tag 6937=GE) and utilizes the new strategy type EF. The EF strategy type will allow customers to trade 90-day short term interest rates in a single package across exchanges or commodities.

      Additional information on the technical details are available in the Client Impact Assessment.

      Inter-Exchange Ratio Spread: Fed Fund vs Eurodollar
      Product Name MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-SecuritySubType
      30-Day Fed Funds futures vs Eurodollar futures ZQ ZQ EF

      The Fed Fund vs Eurodollar Inter-exchange reduced tick ratio spread is currently available for customer testing in New Release.

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

      Back to Top

       

      CME FX Link  - March 25

      On Sunday, March 25 (for trade date Monday, March 26), CME Group is launching CME FX Link, which is 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.

      Back to Top

       

      NewNew - Covered UDS Enhancement for CBOT Treasury Products - April 8

      Effective Sunday, April 8 (trade date Monday, April 9), to better facilitate delta-neutral option spread trading on CME Globex, clients will be able to create Covered User-Defined Spreads (UDS) with future legs from more than one Security Group (FIX tag 1151-SecurityGroup). Any combination of the following futures can be used for a CBOT Treasury Covered UDS:

      • 5-Year T-Note futures (tag 6937-Asset=ZF)
      • 10-Year T-Note futures (6937=ZN)
      • Ultra 10-Year U.S. Treasury Note futures (6937=TN)
      • U.S. Treasury Bond futures (6937=ZB)
      • Ultra U.S. Treasury Bond futures (6937=UB)

      This enhancement will be available in New Release for customer testing on Monday, March 12.

      Back to Top

       

      UpdateUpdate - CME SOFR Futures and Spreads  - May 6

      † Denotes update to the article

      Effective Sunday, May 6 (trade date Monday, May 7), the following CME SOFR futures and standard intra-commodity spreads will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.   

      SOFR Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      MDP 3.0 Market Data Channel
      3-Month SOFR Futures SR3 SS 312
      1-Month SOFR Futures SR1 SS 312

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

      Customers should note the named month (e.g., SR3K8) in the external name in MDP 3.0 tag 55-Symbol and iLink tag 107-SecurityDesc does not reflect the last trade date. The instrument last trade date can be found by leveraging FIX tags 865=7 (Last eligible trade date) and 1145-EventTime in the Security Definition (tag 35-MsgType=d) message. As a reminder, CME Group does not recommend parsing the external instrument name to determine instrument characteristics.

      The announced inter-exchange and inter-commodity spreads have been postponed. Further information will be published in the CME Globex Notices when available.

      These products and spreads will be available for customer testing in New Release on Monday, March 12.

      Back to Top

       

      Product Launches

      Listing New Strips and Spreads for Fuel Oil Products Phase 2 - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), the following Fuel Oil futures strips and spreads will be available for trading on CME Globex.

      Listing New Strips and Spreads for Fuel Oil Products Phase 2
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      New Listing Schedule
      Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures A0D RF
      • SA – Energy Strip:
        • 5 calendar year strips
        • 5 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 4 Calendar Year Strip Spreads
        • 5 Q1 vs. Q2 Strip Spreads
        • 5 Q2 vs. Q3 Strip Spreads
        • 5 Q3 vs. Q4 Strip Spreads
        • 4 Q4 vs. Q1 Strip Spreads
      Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures EVC RF
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 Strip Spreads
      Singapore Fuel Oil 380 cst (Platts) Futures SE PT
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 Strip Spreads
      Mini Singapore Fuel Oil 380 cst (Platts) Futures MTS RF
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 Strip Spreads
      Singapore Fuel Oil 180 cst (Platts) vs. 380 cst (Platts) Futures SD PT
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 Strip Spreads
      Mini Singapore Fuel Oil 180 cst (Platts) Futures A0F RF
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 Strip Spreads
      Singapore Fuel Oil 180 cst (Platts) Futures UA PT
      • SA – Energy Strip:
        • 6 calendar year strips
        • 6 calendar quarterly strips for Q1, Q2, Q3, Q4
      • SP – Standard Calendar Spread:
        • All Calendar Month Spreads for the first 12 outright months without Implication.
        • 2 Calendar Month Spreads “Jan against June”
        • 2 Calendar Month Spreads “Jul against Dec”
        • 2 Calendar Month Spreads “Dec against Dec”
      • SB – Energy Balanced Strip Spread:
        • 5 Calendar Year Strip Spreads
        • 6 Q1 vs. Q2 Strip Spreads
        • 6 Q2 vs. Q3 Strip Spreads
        • 6 Q3 vs. Q4 Strip Spreads
        • 5 Q4 vs. Q1 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.

      Back to Top

       

      Methanol T2 FOB Rdam (ICIS) Futures - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), Methanol T2 FOB Rdam (ICIS) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Methanol T2 FOB Rdam (ICIS) Futures
      Product Name MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Methanol T2 FOB Rdam (ICIS) Futures MT2 JR

      These are currently available for customer testing in New Release.

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

      Back to Top

       

      Net Energy Canadian Crude APOs  - March 25

      Effective Sunday, March 25 (trade date Monday, March 26), Net Energy Canadian Crude APOs will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Net Energy Canadian Crude APOs
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Light Sweet Oil (Net Energy) Monthly Index Average Price Option SWO P2

      Synthetic Sweet Oil (Net Energy) Monthly Index Average Price Option

      SSO P2

      Canadian C5+ Condensate Monthly Index (Net Energy) Average Price Option

      CCO P2

      These  Net Energy Canadian Crude APOs will be available for customer testing in New Release on Monday, March 12.

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

      Back to Top

       

      New New - Basis Trade at Index Close (“BTIC”) Eligibility on CME Globex and Listing Cycle Expansion for Certain CME and CBOT Equity Index Futures - March 25

      Effective Sunday, March 25 (trade date Monday, March 26), BTICs on E-mini S&P Select Sector Futures, BTICs on E-mini Nasdaq Biotechnology Futures, and BTICs on Dow Jones U.S. Real Estate Index Futures will be listed for trading on CME Globex. Currently, these products are available for submission for clearing via CME ClearPort, only.

      Basis Trade at Index Close (“BTIC”) Eligibility on CME Globex and Listing Listing Cycle Expansion for Certain CME and CBOT Equity Index Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel Current Listing Schedule New Listing Schedule
      E-mini Consumer Discretionary Select Sector Futures XAY XN 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Consumer Discretionary Select Sector Futures XYT TC 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Consumer Staples Select Sector Futures XAP XP 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Consumer Staples Select Sector Futures XPT TY 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Energy Select Sector Futures XAE XY 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Energy Select Sector Futures XET TK 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Financial Select Sector Futures XAF XF 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Financial Select Sector Futures XFT TF 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Health Care Select Sector Futures XAV XL 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Health Care Select Sector Futures XVT TL 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Industrial Select Sector Futures XAI XO 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Industrial Select Sector Futures XIT TN 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Material Select Sector Futures XAB XM 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Material Select Sector Futures XBT TU 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Technology Select Sector Futures XAK XG 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Technology Select Sector Futures XKT TV 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Utilities Select Sector Futures XAU XU 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Utilities Select Sector Futures XUT TZ 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini Real Estate Select Sector Futures XAR XR 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini Real Estate Select Sector Futures XRT T2 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      E-mini NASDAQ Biotechnology Index Futures BQ 09 318 CME Globex  & CME ClearPort : 2 March Quarterly Months CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on E-mini NASDAQ Biotechnology Index Futures BIT TQ 318 CME ClearPort : 2 March Quarterly Months
      CME Globex : Not Listed
      CME Globex  & CME ClearPort : 5 March Quarterly Months
      BTIC on Dow Jones U.S. Real Estate Index Futures REX TO 342 4 March quarterly months Unchanged

      These  futures will be available for customer testing in New Release on Monday, March 12.

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

      Back to Top

       

      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.

      Back to Top

       

      Product Changes

      Listing Cycle Expansion for CPC Blend CIF Med Cargoes (Platts) vs. Dated Brent (Platts) Futures - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), the listing cycle for the following CPC Blend CIF Med Cargoes (Platts) vs. Dated Brent (Platts) futures will be expanded on CME Globex.

      Listing Cycle Expansion for CPC Blend CIF Med Cargoes (Platts) vs. Dated Brent (Platts) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      CPC Blend CIF Med Cargoes (Platts) vs. Dated Brent (Platts) Futures CPD CC Monthly contracts listed for 6 consecutive months Monthly contracts listed for 12 consecutive months

      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.

      Back to Top

       

      Implied Functionality for Energy Futures Inter-commodity Calendar Spreads - This Week

      Effective this Sunday, March 11 (trade date Monday, March 12), implied functionality will be enabled for the Inter-commodity Calendar Spread for Henry Hub Natural Gas futures vs Henry Hub Natural Gas Look-Alike Last-Day Financial futures. Implied functionality utilizes bids and offers in both spreads and their outright contracts to provide the most liquid possible markets with the best possible prices.  

      Energy Futures Inter-commodity Calendar Spread Implied Functionality Support
      Product MDP 3.0: tag 6937-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

      Implied-enabled instruments are identified in tag 872-InstAttrbValue, bit 19-Implied Matching Eligible =1 in the MDP 3.0 Security Definition message (tag 35-MsgType=d).

      Implied functionality is currently available in the New Release environment for customer testing.

      Back to Top

       

      Changes to Non-Reviewable Ranges and Velocity Logic Parameters for European Natural Gas  - March 18

      Effective Sunday, March 18 (trade date Monday, March 19), the Non-Reviewable Ranges and Velocity Logic (VL) will be modified for following products.

      European Natural Gas
      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
      Dutch TTF Natural Gas Calendar Month Futures TTF FD 2000 1000

       

      European Natural Gas
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Velocity Logic New Velocity Logic
      UK NBP Natural Gas Calendar Month Futures UKG FD Outright, SA, SB, WS-250
      SP-125
      Outright, SA, SB, WS-750
      SP-375
      Dutch TTF Natural Gas Calendar Month Futures TTF FD Outright, SA, SB, WS-250
      SP-125
      Outright, SA, SB, WS-750
      SP-375
      Dutch TTF Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures TTE HX Outright, SA, SB, WS-75
      SP-38
      Outright, SA, SB, WS-225
      SP-113
      UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures NBP HX Outright, SA, SB, WS-50
      SP-25
      Outright, SA, SB, WS-150
      SP-75
      Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures NYP HX Outright, SA, SB, WS-100 Outright, SA, SB, WS-300

      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.

      Back to Top

       

      NewNew - Implied Functionality on Eurodollar Serial Months - May 6

      Effective Sunday, May 6 (trade date Monday, May 7), implied functionality will be enabled for all serial Eurodollar futures and calendar spreads on CME Globex.

      This change will be available for customer testing in New Release on Monday, March 12.

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

      Back to Top

       

      Listing Cycle Changes and Delisting of E-mini Nifty 50 Index Futures  - June 28

      On Monday, February 26, the E-mini Nifty 50 Index futures September 2018 and December 2018 contract months were removed from CME Globex.  With this change, the June 2018 contract will be last available contract month listed for trading. Following the expiration of the June 2018 contract month, on Thursday, June 28, E-mini Nifty 50 Index futures will be delisted and removed from CME Globex at the close of business.

      Listing Cycle Changes and Delisting of E-mini Nifty 50 Index Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      E-mini Nifty 50 Index Futures MNF FN Four months in the March Quarterly Cycle and two nearest serial months Monthly contracts listed up to and including June 2018

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

      Back to Top