• CME ClearPort Notices: January 19, 2023

      • To
      • CME ClearPort API Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20230119
      • Notice Date
      • 19 January 2023

    • Topics in this issue include:

      Changes to Price Format for EUR/USD Futures

      Effective this Sunday, January 22, 2023 (trade date Monday, January 23, 2023), pending completion of all regulatory review periods, to accommodate enabling BTIC on EUR/USD futures on CME Clearport, the minimum price increment for Euro/US Dollar (EUR/USD) futures will be amended from 0.00001 to 0.000010.

      For additional information, please refer to Special Executive Report SER-9096.

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

      Back to Top

      NewNew - Increase of Block Trade Minimum Thresholds for all Three-Month SOFR Futures and Options Contracts - This Week

      This Sunday, January 22 (trade date Monday, January 23), pending completion of all regulatory review periods, the block trade minimum threshold will be increased for all 3-Month SOFR futures and options contracts for trades submitted for clearing via CME ClearPort.

      Increase of Block Trade Minimum Thresholds for all Three-Month SOFR Futures and Options Contracts
      product Product Code Current Minimum Block Quantity (MBQ) New Minimum Block Quantity (MBQ)
      Three-Month SOFR Futures

       

      SR3

      RTH: 1000
      ETH: 500
      ATH: 250

      RTH: 2000
      ETH: 1000
      ATH: 500
      One-Year Mid-Curve Options on Three-Month SOFR Futures

       

      		 S0

       

      		 RTH: 2500
      ETH: 1250
      ATH: 625

       

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Weekly One-Year Mid-Curve Options on Three-Month SOFR Futures - Week 1 - Week 5

      S01-S05 (S0W)

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Two-Year Mid-Curve Options on Three-Month SOFR Futures

      S2

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Weekly Two-Year Mid-Curve Options on Three-Month SOFR Futures - Week 1 - Week 5

      S21-S25 (S2W)

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Three-Year Mid-Curve Options on Three-Month SOFR Futures

      S3

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Weekly Three-Year Mid-Curve Options on Three-Month SOFR Futures - Week 1 - Week 5

      S31-S35 (S3W)

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Four-Year Mid-Curve Options on Three-Month SOFR Futures

      S4

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Five-Year Mid-Curve Options on Three-Month SOFR Futures

      S5

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Options on Three-Month SOFR Futures

      SR3

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Three-Month Mid-Curve Options on Three-Month SOFR Futures

      TS2

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Six-Month Mid-Curve Options on Three-Month SOFR Futures

      TS3

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      Nine-Month Mid-Curve Options on Three-Month SOFR Futures

      TS4

      RTH: 2500
      ETH: 1250
      ATH: 625

      RTH: 5000
      ETH: 2500
      ATH: 1250

      These changes are currently available for customer 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.