• CME ClearPort Notices: August 21, 2018

      • To
      • CME ClearPort GUI Customers
      • From
      • Global Market Solutions and Services
      • #
      • 20180821gui
      • Notice Date
      • 21 August 2018

    • Topics in this issue include:

      New - EFR and EFP Trade Support for TAS and TAM Pricing

      Effective Sunday, August 26 (trade date Monday, August 27), pending all relevant CFTC regulatory review periods and in accordance with the applicable MRAN, CME ClearPort will support Trade at Settlement (TAS) and Trade at Marker (TAM) pricing for Trade Types: Exchange for Physical (EFP) and Exchange for Risk (EFR) on TAS/TAM eligible products.

      Spreads and combinations may be executed at TAS/TAM pricing provided all the legs are eligible.

      This enhancement is currently available in the New Release for customer testing.

      Back to Top

      Price Precision Extension

      CME Group is implementing end-to-end technology changes to support increased price granularity. Currently, CME Group systems support a maximum of 7 decimals. With this initiative, products with up to 9 decimals may be listed and traded. Effective Sunday, January 13 (trade date Monday, January 14), pending regulatory approval, the 2 Year Treasury Note futures and spreads will move from 7 decimals to 8 to support trading at 1/8 of 1/32.

      Customers are encouraged to move to support 9 decimals now; but there are no plans to list a product that uses the 9th decimal at this time.

      For more on impacted products and CME Globex, iLink messaging, Drop Copy and Market Data impacts, view the CME Globex Client Impact Assessment.

      These enhancements are currently available for testing in New Release.

      Back to Top

       

CME Group is the world’s leading 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.

© 2025 CME Group Inc. All rights reserved.