Topics in this issue include:

• CME Reference Data API Launch - Available
• Price Precision Extension - Janaury 13, 2019

CME Reference Data API Launch

CME Group has launched CME Reference Data API, a real-time solution for accessing information on every instrument and product at CME Group.

Embed the CME Reference Data API in your system’s product matrices and databases to automate product reference data for all CME Group and hosted partner exchange markets.

CME Reference Data API includes:

• Contract specifications
• Product codes and symbols
• Trade and order type eligibility
• Instrument life cycle dates: first and last trade date, notices, delivery and settlement

Key Benefits:

• Reduce the risk of errors with automated definitions
• Machine-readable API delivers product and instrument information without human intervention
• Access CME Group markets and products faster
• A cost-effective solution to accessing product data

Request Access:

Contact Global Account Management to obtain access to the Reference Data API:

U.S.: +1 312 634 8700
Europe: +44 20 3379 3754
Asia: +65 6593 5505

Additional Resources:

• CME Reference Data API Specifications
• CME Reference Data API webpage
• Subscribe to receive notices about the latest technology updates for Reference Data API.

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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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