Effective Sunday, June 14 (trade date Monday, June 15), pending regulatory review, TAS (Trading at Settlement) futures and calendar spreads will be listed for trading on CME Globex for Agricultural futures.
|Trading at Settlement (TAS) for Agricultural Futures|
|Product||FIX/FAST and iLink: tag 1151-SecurityGroup
MDP 3.0: tag 6937-Asset
|FIX/FAST and iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security Group
|Soybean Oil TAS||ZLT||TA|
|Soybean Meal TAS||ZMT||TA|
|Chicago SRW Wheat TAS||ZWT||TW|
|KC HRW Wheat TAS||KET||TW|
|Live Cattle TAS||LET||TH|
|Feeder Cattle TAS||GFT||TH|
|Lean Hogs TAS||HET||TH|
Customers must use a Phase 1 MSGW iLink session to enter TAS orders during the first five minutes of the pre-open; after the first five minutes all iLink sessions can enter orders. Please contact your Clearing Firm to request a Phase 1 MSGW session.
Please note: these products and spreads are not cabinet price eligible, but the outright futures will contain a non-zero value in the FIX/FAST Security Definition messages (tag 35=d), tag 9850-MinCabPrice. MDP 3.0 Security Definition messages will correctly reflect cabinet ineligibility in tag 9850.
These TAS products will be available in New Release for customer testing on Monday, June 1.
These contracts are listed with, and subject to, the rules of CME and CBOT.
Additional information on TAS Agricultural futures is available at cmegroup.com/agtas.
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.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.