Topics in this issue include:

• Support for Non-Consecutive Month CSOs - November 18 ^New
• Price Precision Extension - 2018

New - Support for Non-Consecutive Month CSOs

Effective Sunday, November 18 (trade date Monday, November 19), to simplify the submission of trade entry reports, CME ClearPort will support trade entry for Calendar Spread Options (CSOs) on products, typically Agricultural, that do not list consecutive monthly contracts.

This enhancement will be available in New Release for custmer testing on Wednesday, November 7.

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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, 2019 (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.

The attributes listed below will be impacted.

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

Trade Capture Reports and Acknowledgements

Price will be impacted at the Trade Capture Report and Trade Instrument Leg Group levels.

Reference Data

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

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