Versions of BrokerTec notices dated March 23, 2023, and onward are available from the Notice Search page.
Archived BrokerTec notices dated July 2019 through March 9, 2023, are available from the BrokerTec Support Portal, which requires a separate login.
Critical System Information
3DES Cipher Deprecation for All Customer VPN Connections - August 2024
By the end of August 2024, as part of continued security measures and best practices to deprecate legacy security protocols and ciphers, CME Group will no longer support 3DES cipher. Please plan to move off of 3DES to keep the ability to connect via VPN.
To continue using IKEv1, please choose to move to another supported policy such as AES256+SHA256. This is the simplest and recommended method for existing connections.
If you wish to migrate your VPN to IKEv2, please contact Global Account Management to arrange a network engineering session for implementation.
For reference, please see supported VPN settings.
Upcoming Change to Risk Management System Designated Person Form Process - Q4 2024
In Q4 2024, the current nominated Risk Management System Designated Person (DP) for each BrokerTec participant will be migrated to BrokerTec Risk Management System users. This migration will happen automatically so long as each Risk DP has a valid CME Group Login that matches the email address on file in Service Cloud DP.
Each BrokerTec participant is recommended to:
- Review and update its current listing of Risk DPs as required
- Ensure that each Risk DP has a valid CME Group Login
For questions on how to make changes, information regarding the authorized persons or middle office managers for your firm, or any system support, contact CME Global Account Management.
New Process - Expected in Q4 2024
Starting in Q4 2024, BrokerTec will stop onboarding new Risk DPs. New users appointed by the firm’s Middle Office Managers will be onboarded as BrokerTec Risk Management System users and given BrokerTec risk system entitlements. The BrokerTec Risk Managers will be onboarded via this form.
The form must be submitted by a Middle Office Admin Manager who oversees the GFIDs they are requesting. If the firm does not have a Middle Office Manager, the firm will need to work with CME Global Account Management to have one set up by filling out the Self-Service form in Service Cloud.
Current Process
When a BrokerTec participant seeks to nominate a new Risk DP, an existing Risk DP for the participant must complete this form. In the event an existing Risk DP is no longer with the firm, an authorized person of the firm may contact EASE directly rather than completing the form.
When nominating a new Risk DP, only a written request by an authorized person of the firm is considered. As a reminder, BrokerTec participants should keep their Risk DPs current and should make any changes as soon as possible to avoid any delays in trading activity.
When nominating a new Risk DP, only a written request by an authorized person of the firm is considered. As a reminder, BrokerTec participants should keep their Risk DPs current and should make any changes as soon as possible to avoid any delays in trading activity.
If you have compliance questions contact US Compliance.
Advertised Routes Update for Google Cloud Access via Client-Managed Connectivity Solutions - October 12
To prepare for the upcoming migrations of CME STP and other CME Group services to Google Cloud, effective Saturday, October 12, the following Public IP Prefixes will be advertised on all CME Group for BrokerTec connectivity options. Clients should ensure their networking teams are aware of and prepared for this change to ensure no interruption of services.
| Production Ranges | New Release, Certification and CL2 Ranges |
|---|---|
| 167.204.72.0/25 - New to RNet connections only; already advertised on other connection types 208.112.148.0/24 208.112.149.0/24 208.112.150.0/24 208.112.151.0/24 208.112.164.0/24 208.112.165.0/24 208.112.166.0/24 208.112.167.0/24 208.112.180.0/24 208.112.181.0/24 208.112.182.0/24 208.112.183.0/24 208.112.244.0/24 208.112.245.0/24 208.112.246.0/24 208.112.247.0/24 |
208.112.212.0/24 208.112.213.0/24 208.112.214.0/24 208.112.215.0/24 208.112.228.0/24 208.112.229.0/24 208.112.230.0/24 208.112.231.0/24 |
Product Launches
Listing Austrian T-Bills for Cash and Repo Trading on BrokerTec CME Globex - This Week
Effective this Sunday, August 18 (trade date Monday, August 19) the following new Austrian T-Bill Cash Instruments, Repos, and GC Baskets will be listed on CME Globex.
| Listing New Austrian T-Bill Cash Instruments on BrokerTec | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | MDP 3.0 Tag 2714- Financial Instrument Full Name | MDP 3.0: TAG 1180-APPLID |
| AUSTRIAN BILLS | ATBBIL | EUBD | RATB_* | 492 |
| Listing New Austrian T-Bill Repo Instruments on BrokerTec | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | MDP 3.0 Tag 2714- Financial Instrument Full Name | MDP 3.0: TAG 1180-APPLID |
| Austrian Bilateral Repo Bills | ATBBLS | EBLS | BIL_RATB_* | 517 |
| Austrian CCP Repo Bills | ATBUSA | EUSA | SA_RATB_* | |
| Austrian ESTR Repo LCH SA Bills | ATBSTA | ESTA | SA_ESTR_RATB_* | |
| Listing New Austrian GC Baskets on BrokerTec | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | MDP 3.0 Tag 2714- Financial Instrument Full Name | MDP 3.0: TAG 1180-APPLID |
| AUSTRIA GC BIL INC BILL | ATGNB | EBGC | GC_BIL_AUSTRIA_INC_BILLS | 517 |
| AUSTRIA GC BIL SUB 10Y INC BILLS | ATGNB1 | EBGC | GC_BIL_AUSTRIA_SUB_10Y_+_BILLS | |
| AUSTRIA GC SA INC BILL | ATGSN | EUGA | GC_SA_AUSTRIA_INC_BILLS | |
| AUSTRIA GC SA SUB 10Y INC BILLS | ATGSN1 | EUGA | GC_SA_AUSTRIA_SUB_10Y_+_BILLS | |
These cash instruments, repos, and baskets are currently available for customer testing in New Release.
Product Changes
NewChange to BrokerTec US RV Curve and Butterfly Contract Leg Ratios - This Week
Effective this Sunday, August 18 (trade date Monday, August 19), the BrokerTec RV Curve and Butterfly contract leg ratios will be amended as follows:
| CHANGE TO BROKERTEC US RV CURVE AND BUTTERFLY CONTRACT RATIOS | |||
|---|---|---|---|
| PRODUCT | SYMBOL | CURRENT LONG NAME | NEW LONG NAME |
| UST 2YR vs 30YR RV Curve | UB2:30 | 2Y/30Y 8:1 Ratio – 8:1 |
2Y/30Y 9:1 Ratio – 9:1 |
| UST 3YR vs 20YR RV Curve | UB3:20 | 3Y/20Y 9:2 Ratio – 9:2 |
3Y/20Y 5:1 Ratio – 5:1 |
| UST 7YR vs 30YR RV Curve | UB7:30 | 7Y/30Y 5:2 Ratio – 5:2 |
7Y/30Y 3:1 Ratio – 3:1 |
| UST 10YR vs 20YR RV Curve | UB10:20 | 10Y/20Y 3:2 Ratio – 3:2 |
10Y/20Y 5:3 Ratio – 5:3 |
| BTUS-UST 2YR vs 5YR vs 10YR BFLY |
RB2510 | 2Y/5Y/10Y 8:7:2 Ratio – 8:7:2 |
2Y/5Y/10Y 5:4:1 Ratio – 5:4:1 |
| BTUS-UST 5YR vs 10YR vs 30YR BFLY |
R51030 |
5Y/10Y/30Y 7:8:2 Ratio – 7:8:2 |
5Y/10Y/30Y 4:4:1 Ratio – 4:4:1 |
This change is currently available for customer testing in New Release.
NewChanges to Price Bands for BrokerTec RV Curves and Butterflies - This Week
Effective this Sunday, August 18 (trade date Monday, August 19) the price bands for BrokerTec RV Curve and Butterflies will be changed as follows:
| Changes to Price Bands for BrokerTec RV Curves and Butterflies | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3:0: Tag6937 - Asset | Tag 762 - SecuritySubType | Current Price Bands | New Price Bands |
| UST 2YR vs 3YR RV Curve | UB2:03 | RV | 20 basis points | 5 basis points |
| UST 2YR vs 5YR RV Curve | UB2:05 | |||
| UST 2YR vs 7YR RV Curve | UB2:07 | |||
| UST 2YR vs 10YR RV Curve | UB2:10 | |||
| UST 2YR vs 20YR RV Curve | UB2:20 | |||
| UST 2YR vs 30YR RV Curve | UB2:30 | |||
| UST 3YR vs 5YR RV Curve | UB3:05 | |||
| UST 3YR vs 7YR RV Curve | UB3:07 | |||
| UST 3YR vs 10YR RV Curve | UB3:10 | |||
| UST 3YR vs 20YR RV Curve | UB3:20 | |||
| UST 3YR vs 30YR RV Curve | UB3:30 | |||
| UST 5YR vs 7YR RV Curve | UB5:07 | |||
| UST 5YR vs 10YR RV Curve | UB5:10 | |||
| UST 5YR vs 20YR RV Curve | UB5:20 | |||
| UST 5YR vs 30YR RV Curve | UB5:30 | |||
| UST 7YR vs 10YR RV Curve | UB7:10 | |||
| UST 7YR vs 20YR RV Curve | UB7:20 | |||
| UST 7YR vs 30YR RV Curve | UB7:30 | |||
| UST 10YR vs 20YR RV Curve | U10:20 | |||
| UST 10YR vs 30YR RV Curve | U10:30 | |||
| UST 20YR vs 30YR RV Curve | U20:30 | |||
| UST 2YR vs 3YR vs 5YR BFLY | RB235 | RB | ||
| UST 2YR vs 5YR vs 10YR BFLY | RB2510 | |||
| UST 3YR vs 5YR vs 7YR BFLY | RB357 | |||
| UST 3YR vs 7YR vs 10YR BFLY | RB3710 | |||
| UST 5YR vs 7YR vs 10YR BFLY | RB5710 | |||
| UST 5YR vs 10YR vs 30YR BFLY | R51030 | |||
| UST 7YR vs 10YR vs 20YR BFLY | R71020 | |||
| UST 10YR vs 20YR vs 30YR BFLY | RB123 | |||
The price band settings for every CME Globex product are defined in the CME Globex Product Reference.
Renaming Austrian GC Baskets on BrokerTec CME Globex - This Week
Effective this Sunday, August 18 (trade date Monday, August 19) the product name and long name for the following existing Austrian GC Baskets will be renamed to reflect the exclusion of newly listed T-Bills.
| Current PRODUCT NAME | NEW PRODUCT NAME | Current MDP 3.0 Tag 2714- Financial Instrument Full Name | New MDP 3.0 Tag 2714- Financial Instrument Full Name | MDP 3.0: TAG 6937-ASSET | MDP 3.0: TAG 1180-APPLID |
|---|---|---|---|---|---|
| AUSTRIA GC BIL | AUSTRIA GC BIL NO BILLS | GC_BIL_AUSTRIA | GC_BIL_AUSTRIA_NO_BILLS | ATGBI | 517 |
| AUSTRIA GC BIL SUB 10YR | AUSTRIA GC BIL SUB 10YR NO BILLS | GC_BIL_AUSTRIA_SUB_10YR | GC_BIL_AUSTRIA_SUB_10Y_NO_BILL | ATGB10 | |
| AUSTRIA GC SA | AUSTRIA GC SA NO BILLS | GC_SA_AUSTRIA | GC_SA_AUSTRIA_NO_BILLS | ATGSA | |
| AUSTRIA GC SA SUB 10YR | AUSTRIA GC SA SUB 10YR NO BILLS | GC_SA_AUSTRIA_SUB_10YR | GC_SA_AUSTRIA_SUB_10Y_NO_BILLS | ATGS10 |
These changes are currently available for customer testing in New Release.
