CME Globex Notices: January 9, 2017

Topics in this issue include:

• Critical System Updates
  • Market By Order Market Data - January 22
  • Indicative Opening Enhancements - January 22
  • Trade Summary OrderID Opt-in Update - January 22
  • MDP 3.0 Schema - January 22
  • Streamlined SBE Market Data Protocol - January 22
  • New Market Segment for FX Futures and Options - January 22 ^Update
  • CME FX Futures Changes - February 26
  • SecurityAltID Update for Eris Exchange - March 12
• New Functionality
  • Settlement Enhancements - February 12
  • Triangulation Functionality for Australian Dollar - February 26 ^Update
  • Globex Risk Management Enhancements: Inline Credit Controls - Q1 2017
• Product Launches
  • Power Futures Calendar Spreads and Future Strips - January 22 ^Update
  • New Synthetic Products - Phase II - January 22
  • Bursa Malaysia Derivatives Berhad (BMD) Crude Palm Oil Futures Spreads - January 22
  • Ural and CPC Crude Oil Futures - January 22
  • Metro Area Housing Index Options - February 5 ^New
  • CME FX Futures Changes - February 26
  • Bursa Malaysia Derivatives Berhad (BMD) FX Futures - Q1 2017
• Product Changes
  • Delisting and Removal of Central Appalachian Coal Futures - This Week ^New
  • Delisting and Removal of Electricity Futures and Options - This Week ^New
  • E-mini S&P MidCap 400 Options Change - This Week
  • Change to Minimum Price Increment and Display Factor for Chilean Peso/USD - Futures and Spreads - January 22
• Events and Announcements
  • CME FX Futures Changes - February 26

 

Critical System Updates

Market By Order Market Data

Effective Sunday, January 22 (trade date Monday, January 23), to increase market transparency and customer choice, CME Group will continue the rollout Market by Order (MBO) for CME Globex markets.

Market Data Platform with MBO will feature:

• Ability to view individual queue position and size of individual orders at a price while remaining anonymous
• Existing channels enhanced to provide both MBO and MBP data on a single feed
• CME Direct support
• Exchange and asset class roll out model

The client impact assessment provides functionality and messaging information.

MBO is now available in New Release for customer testing. Please view the updated MBO rollout schedule for production.

With the introduction of MBO overall incremental feed bandwidth is expected to increase 30-40%. During peak times the number of incremental feed packets per millisecond may increase up to 40-50%.

The MBO certification suite is now available in AutoCert+ for customer testing. Customer systems who choose to process MBO via CME Globex must complete this certification.

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Indicative Opening Enhancements

Effective Sunday, January 22 (trade date Monday, January 23), CME Group continues implementing the enhancement to Indicative Opening behavior to increase transparency and provide market participants with Indicative Opening Quantity. With this enhancement, a new MDP3 Indicative Opening Quantity (IOQ) statistic will be sent with the Indicative Opening Price (IOP). The tag will represent the probable aggregated quantity of all orders executed during the opening. The IOQ will include max show and stop order quantity.

Along with this change, the logic for calculating the book quantity during the pre-open and reserve states will also be updated.

The client impact assessment provides dates, functionality and messaging information.

Indicative Opening Enhancements is now available in New Release for customer testing. Please view the Indicative Opening Enhancements Rollout Schedule for production launch dates.

Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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Trade Summary OrderID Opt-in Update

Effective Sunday, January 22 (trade date Monday, January 23), to increase transparency and simplify CME Globex functionality, all tag 37-OrderID values will be published in the Market Data Incremental Refresh Trade Summary messages.

With this release, iLink will no longer support FIX tag 1091-PreTradeAnonymity. CME Globex will not send tag 1091 to client systems, even when submitted on the original message.

Trade Summary OrderID Opt-in Release Schedule
Channel Number	Channel Name	Production Date
382	NYMEX Globex Crude & Crude Refined Futures	Sunday, January 22, 2017
383	NYMEX Globex Crude & Crude Refined Options
386	NYMEX Globex Nat Gas & other Non-Crude Energy Futures
387	NYMEX Globex Nat Gas & other Non-Crude Energy Options
410	CME Europe Globex Futures
411	CME Europe Globex Options
340	CBOT Globex Commodity Futures	Sunday, March 26, 2017
346	CBOT Globex Commodity Futures II
341	CBOT Globex Commodity Options
342	CBOT Globex Equity Index Futures
343	CBOT Globex Equity Index Options
344	CBOT Globex Interest Rate Futures
345	CBOT Globex Interest Rate Options
460	MGEX Globex Futures
461	MGEX Globex Options
310	CME Globex Equity Futures
311	CME Globex Equity Options
312	CME Globex Interest Rate Futures
313	CME Globex Interest Rate Options
318	CME Globex Equity Futures - excludes E-mini S&P 500
319	CME Globex Equity Options - excludes E-mini S&P 500
314	CME Globex FX Futures
315	CME Globex FX Options
316	CME Globex Commodity Futures
317	CME Globex Commodity Options
320	CME Globex FX Futures II
321	CME Globex FX Options II
430	BMD Globex Futures
431	BMD Globex Options
450	KRX Globex Futures

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MDP 3.0 Schema

Starting January 22 (trade date Monday, January 23), CME Group continues implementing new MDP 3.0 SBE schema files to support the upcoming Market by Order, Triangulation and Consolidated Fills initiatives on CME Globex. For more information regarding these initiatives, please see the CME Group Customer Forum. With the new MDP 3.0 SBE schema release, CME Group expects up to a 10% bandwidth increase per market data channel.

In order to ease customer development efforts, the new SBE schema files will support appended Template Extension. CME Group recommends that the new Schema file be downloaded and implemented on the production launch date for each channel.

Schema Channel Launch Schedule
Channels	Production	New Release
342 - CBOT Globex Equity Index Futures 343 - CBOT Globex Equity Index Options 344 - CBOT Globex Interest Rate Futures 345 - CBOT Globex Interest Rate Options	January 22, 2017	Available
430 - BMD Globex Futures 431 - BMD Globex Options 450 - KRX Globex Futures Administrative Messages for TCP Replay	January 22, 2017	Available

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Streamlined SBE Market Data Protocol

Effective Sunday, January 22, CME Group will continue implementing Streamlined Simple Binary Encoding (SBE) market data protocol. Streamlined SBE will replace the existing streamlined FIX/FAST market data protocol to align the market data protocol with MDP 3.0 encoding format.

Please refer to the table for the implementation schedule and client impact assessments.

Streamlined SBE Market Data Protocol
SBE Feed	Production	New Release	Client Impact Assessment Availability
Blocks	Available	Available	Blocks Streamlined Conversion to SBE
Equity Indices - S&P & Dow Jones	Available	Available	Equity Indices Streamlined Conversion to SBE
Eris	Available	Available	Eris Exchange Streamlined Conversion to SBE
OTC-EOD	Available	Available	OTC-EOD Streamlined Conversion to SBE
Equity Indices - Bloomberg	January 22	Available	Equity Indices Streamlined Conversion to SBE

A new SBE config.xml file for production is now available for customer download from CME Group FTP site.

The new Streamlined SBE schema is currently available in New Release.

Customer systems receiving market data via Streamlined SBE must complete a mandatory certification suite for each market type.

Streamlined FIX/FAST and ITC 2 Blocks Decommission

The following streamlined FIX/FAST and ITC 2 Blocks feeds will be decommissioned in the New Release and Production environments as follows:

Streamlined FIX/FAST and ITC 2 Blocks Decommission
SBE Feed	Production	New Release
FIX/FAST Equity Indices – Bloomberg, S&P & Dow Jones	January 20	January 20
FIX/FAST and ITC2 Blocks CME/CBOT/CME Europe	February 10	February 10
FIX/FAST OTC-EOD	February 10	February 10
FIX/FAST and ITC2 Blocks NYMEX/COMEX/DME	March 31	March 31
FIX/FAST Eris Exchange	April 21	April 21

Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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Update - New Market Segment for FX Futures and Options

† Denotes update to the article

Starting Sunday, January 22, CME Group will launch a new market segment for some CME FX futures and options markets to support the upcoming Triangulation initiative. For more information, please visit the CME Group Customer Forum page.

The market segment for FX futures and options markets will be changed as follows:

Market Segment Changes for FX Futures and Options
Product	MDP 3.0 Channel	Current Tag 1300- MarketSegmentID	New Tag 1300- MarketSegmentID	Production Launch	New Release Launch
CME Globex FX Options	315	52	88	January 22	Available
CME Globex FX Futures	314	62	88	February 5	Available

There will be no changes to MDP 3.0 functionality or messaging format associated with these market segment changes.

Please note: There are no market segment changes for CME Globex FX Futures II and CME Globex FX Options II on MDP 3.0 channel 320 and 321, respectively.

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for all User-Defined Spreads (UDS) on Market Segment ID 52 by the close on Friday, January 20. Any remaining GT orders on UDS will be cancelled by the CME Global Command Center (GCC). GT orders on CME FX outright options, futures and futures spreads will not be cancelled.

Drop Copy 4.0 will support this new market segment. As a reminder, customers must manage the relationship between Drop Copy 4.0 sessions and corresponding IP addresses and market segments within their risk management systems.

To ensure customers can access, trade and process market data for these market segment changes, CME Group will host a mock trading session on Saturday, January 21. All customers who support these market segments are strongly encouraged to participate. Customers are required to register in advance and join the conference bridge line on Saturday in order to participate in the new FX market segment mock trading session. For more information about the Mock Trading Sessions, please view the mock trading session script.

Config.xml Files

The new MDP 3.0, Market Segment Gateway, and Drop Copy 4.0 config.xml files will be available for customer download in the following environments as follows:

• New Release – Available
• Production – Available

To support the new config.xml files rollout, the CME FTP and SFTP site will be updated as follows:

Production FTP Site: ftp.cmegroup.com/SBEFix/Production/Configuration/ SFTP Site: sftpng.cmegroup.com/MSGW/Production/Configuration/
Configuration	CME Globex Platform	Directory Location	Current State	†January 15	†January 22	†February 5
Current	MDP 3.0	FTP Site	config.xml	config.xml (No Change)	config.xml (Updated with new Source IPs for channel 315)	config.xml (Updated with new Source IPs for channel 314)
	MSGW	SFTP Site	MSGW config.xml	MSGW config.xml (No Change)	MSGW config.xml (contains new Source IPs )	MSGW config.xml (No Change)
	Drop Copy 4.0	SFTP Site	DropCopy config.xml	DropCopy config.xml (No Change)	DropCopy config.xml (contains new Source IPs )	DropCopy config.xml (No Change)
New	MDP 3.0	FTP Site	config_20170107.xml	config_20170114.xml (contains new Source IPs for channel 314 and 315)	n/a	n/a
	MSGW	SFTP Site	MSGW config_20170107.xml	MSGW config_20170107.xml (No Change)	n/a	n/a
	Drop Copy 4.0	SFTP Site	DropCopy config_20170107.xml	DropCopy config_20170107.xml (No Change)	n/a	n/a

†The existing MDP 3.0 config_20170107.xml files will be removed at the close of business this Friday, January 13. The new MDP 3.0 config_20170114.xml files will contain new Source IPs for MDP 3.0 channels 314 and 315. If a firewall or network device is configured with the Source IP information, please correct your configuration to use the entire range of eligible addresses.

†Please note: The new MDP 3.0 config_20170114.xml files will contain new Source IPs for MDP 3.0 channels 314 and 315.

†Feed A :
205.209.221.53
205.209.223.54

†Feed B:
205.209.212.51
205.209.211.52

†Starting Sunday, January 22, all new config.xml files will be removed. The config.xml, MSGW config.xml, DropCopy config.xml files will be updated and only available for customer download.

†Customers who restrict market data flow via the source IPs must download and implement MDP 3.0 config.xml file on the production launch date prior to market open for each channel.

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CME FX Futures Changes

Effective Sunday, February 26 (trade date Monday, February 27), CME Globex will list monthly futures for the first three non-quarterly expiration months (in addition to current Quarterly expiration months)  on the following CME FX futures. With this launch, the SD calendar spread will have a reduced minimum tick for consecutive month calendar spreads while all other non-consecutive month spreads will align to minimum tick increments of existing quarterly spreads.

CCME FX Futures Changes
Product	Outright Minimum Tick (tag 969-MinPriceIncrement)	Consecutive Months SD Spreads	Non-Consecutive Months SD Spreads
Euro FX (6E)	0.5	0.1	0.5
Euro/British Pound (RP)	5	1	2.5
Japanese Yen (6J)	0.5	0.1	0.5
British Pound (6B)	1	0.1	1
Australian Dollar (6A)	1	0.1	0.5
Canadian Dollar (6C)	0.5	0.1	0.5

Only the quarterly months of March, June, September and December will be subject to the Messaging Efficiency Program calculations.

These changes will be available for customer testing in New Release on Tuesday, January 17.

These contracts are listed with, and subject to, the rules and regulations of CME.

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SecurityAltID Update for Eris Exchange

Effective Monday, March 12, the Eris Exchange SBE Streamlined feed will add tag 455-SecurityAltID support for the Market Data Security Definition (tag 35-MsgType=d) and Market Data Incremental Refresh (tag 35-MsgType=X) trade messages. The Eris Exchange SBE channel will also migrate to SBE schema version 6 to support this change.

Additional details are outlined in the Eris SBE migration client impact.

Tag 455-SecurityAltID is currently available in New Release for customer testing.

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New Functionality

Settlement Enhancements

Effective Sunday, February 12 (trade date Monday, February 13), new settlement information will be available on CME MDP 3.0.

• Tag 731-SettlePriceType (bits 1 and 2) will be fully supported to identify theoretical vs. actual and rounded vs. unrounded settlement prices
  •  Tag 731 is published on the Incremental Refresh, Security Definition and Snapshot Full Refresh messages (35=X, d or W)
• The Cabinet settlement price will be published in tag 270-MDEntryPx when tag 269-MDEntryType=6 messages for settlements
  • Currently, MDP 3.0 publishes a value of zero when an option settles to cabinet.

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

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Update - Triangulation Functionality for Australian Dollar

† Denotes update to the article

Effective Sunday, February 26 (trade date Monday, February 27), CME Group will enable Triangulation functionality for Australian Dollar futures and options listed for trading on CME Globex. Additional information on triangulation functionality is available in the Client Systems Wiki.

With this launch, CME Globex will implement functionality that provides liquidity between volatility-quoted options, premium-quoted options, and the related underlying futures market. The liquidity across these order books is supported by implied functionality and standard option pricing model calculations.

†Customer Testing

†Currently, Triangulation is available in New Release for customer testing. Market by Order (MBO) is disabled in New Release for the impacted MDP 3.0 channels, CME Globex FX Futures (314) and CME Globex FX Options (315). Starting Monday, January 30, Triangulation will migrate to the Certification environment for customer testing, and MBO functionality will be re-enabled in New Release.

Environment	Now through January 28			Effective January 30
	MBO on Channels 314 and 315	Triangulation	MBO on Channels 314 and 315	Triangulation
New Release	Not available	Available	Available	Not available
Certification	Not available	Not available	Not available	Available

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Globex Risk Management Enhancements: Inline Credit Controls

In Q1 2017, in addition to existing risk management controls, CME Group will offer optional, more granular pre-trade risk management capability through the In-Line Credit Control (ICC) tool.

The ICC tool allows Clearing Member Firms and Executing Firms to set daily position limits for CME Globex orders, per product, at the account level through Account Manager.

The new functionality will feature:

• Daily quantity position limits applied per product at the account level.
• Positions reset to flat at the end of the day. Good 'Til Cancel (GTC) and Good 'Til Date (GTD) orders will roll-over to be calculated in the next day’s working orders.
• No latency differential; all orders are subject to the same ICC processing.
• Both Clearing Member Firm and Executing Firm Risk Admins can register accounts and set limits.
  • The most restrictive limit applies.
  • Clearing Member Firm and Executing Firm Risk Admins can view each other's account limits.
  • Clearing Member Firms and Executing Firms cannot change the other's limit.
• Email alerts can be set up when pre-set threshold level breaches occur (for example, at 80%).

See more on Viewing and Managing Inline Credit Control Limits and Configuring Alerts and Policies for Inline Credit Controls.

For registered client systems, a new or cancel/replace order that violates specified position limits will be rejected. CME Globex will send a Session Level Reject (tag 35-MsgType=3) message including tag 58=<Reject Reason>.

Reject Reason	Tag 58-Text
Position Limit Violation	Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by CMF for Product Code: <Product Code>
	Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by EF for Product Code: <Product Code>
Account Policy Violation	Pre-Trade Registration Violation: Account: <Account> is not Registered for this Executing Firm
Product Policy Violation	Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade Product Code: <Product Code>
UDS Covereds Policy Violation	Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade UDS Covereds
Account Deactivation Violation	Pre-Trade Registration Violation: Account: <Account> has been Suspended from Trading by the CMF for this Executing Firm

This new functionality is currently available for customer testing in New Release.

Please contact your Global Account Manager with any questions on onboarding and testing In-line Credit Controls functionality in New Release in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

Please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

Please contact the Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010 with any production questions.

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Product Launches

Update - Power Futures Calendar Spreads and Future Strips

Effective Sunday, January 22 (trade date Monday, January 23), calendar spreads and strip spread will be listed for the following power futures:

† Denotes update to the article

Power Futures Calendar Spreads and Future Strips
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762-SecuritySubType	Contract Listing
PJM Western Hub Peak Calendar-Month Real-Time LMP Futures	AL1	ZZ	SP - Standard Calendar Spread †SA - Strip	Standard Calendar Spread: All combinations for the first 12 months †SA Strip: 2 Annual Strips 2 Jan:Feb strips 2 Mar:Apr strips 2 Jul:Aug strips 2 Q4 strips Balance of the year strips for 1st year
PJM AEP Dayton Hub 5MW Peak Calendar-Month Real-Time LMP Futures	AZ9	ZZ
PJM Northern Illinois Hub 5 MW Peak Calendar-Month Real-Time LMP Futures	AB3	ZZ
MISO Indiana Hub (formerly Cinergy Hub) 5 MW Peak Cal-Month Real-Time Futures	AH3	ZZ
ISO New England Mass Hub 5 MW Peak Calendar-Month Day-Ahead LMP Futures	AU6	ZZ

The spreads are currently available for customer testing in New Release.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

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New Synthetic Products Phase II

Starting Sunday, January 22 (trade date Monday, January 23), the following new synthetic products will be listed on CME Globex. These products are listed for purpose of CME Group internal testing only.

These products are not available for order entry and only Security Definition and Security Status (tag 35-MsgType=d, f) market data messages will be published.

New Synthetic Products Phase II
Product	MDP 3.0 tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel	Market Segment ID
Test Transco Zone 6 Natural Gas (Platts IFERC) Fixed Price	0XW	#I	999	74
Test Nikkei 225 (Yen)	0NI	#1	318	68
Test Eurodollar Option	0GG	$R	313	50
Test Gold	0GC	#8	360	76
Test Gold Option	0OG	#B	361	56
Test In Delivery Month European Union Allowance (EUA) Futures	0UL	$O	380	74
Test In Delivery Month European Union Allowance (EUA) Options	0CA	$V	381	74
Test Brent Last Day Financial Future	0CU	#7	382	80
Test Coal (API 2) CIF ARA (ARG/MC)	0TF	$N	386	78
Test Platinum Future	0CJ	$G	384	76
Test Brent Last Day Financial Option	0SX	#9	383	56
Test Platinum Option	0PO	#0	385	56
Test Coal (API 2) CIF ARA (ARG/MC)	0TO	#A	387	56

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Bursa Malaysia Derivatives Berhad (BMD) Crude Palm Oil Futures Spreads

Effective Sunday, January 22 (trade date Monday, January 23) to improve market efficiency, Bursa Malaysia Derivatives (BMD) will list Crude Palm Oil futures butterfly and condor spreads for trading on CME Globex.

Bursa Malaysia Derivatives Berhad (BMD) Crude Palm Oil Futures Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Listing Schedule (Starting January 2017)	Tag 762- SecuritySubType
Crude Palm Oil Futures	FCPO	BC	All serial month combinations of first 15 contract months	BF (Butterfly Spread) CF (Condor Spread)

These futures spreads are available for customer testing in New Release.

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Ural and CPC Crude Oil Futures

Effective Sunday, January 22 (trade date Monday, January 23), the following Ural and CPC crude oil futures will be listed for trading on CME Globex and for submission to clearing via CME ClearPort.

Ural and CPC Crude Oil Futures
Product	iLink: tag 1151-Security Group MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Urals Med (Platts) vs. Dated Brent (Platts) CFD Futures	UMD	CC
Urals North (Platts) vs. Dated Brent (Platts) CFD Futures	UNS	CC
CPC Blend CIF Med Cargoes (Platts) vs. Dated Brent (Platts) Futures	CPD	CC

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

Please see New Product Summary.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

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New – Metro Area Housing Index Options

Effective Sunday, February 5 (for trade date Monday, February 6), the following Metro area Housing Index options will be listed for trading on CME Globex and for submission for clearing on CME ClearPort.

Metro Area Housing Index Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group (UDS)
Options on Boston Housing Index Futures	BOS	A7	A8
Options on Denver Housing Index Futures	DEN	A7	A8
Options on Las Vegas Housing Index Futures	LAV	A7	A8
Options on Miami Housing Index Futures	MIA	A7	A8
Options on San Diego Housing Index Futures	SDG	A7	A8
Options on San Francisco Housing Index Futures	SFR	A7	A8
Options on Washington DC Housing Index Futures	WDC	A7	A8

These options will be available for customer testing in New Release on Monday, January 23.

These contracts are listed with, and subject to, the rules and regulations of CME.

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Bursa Malaysia Derivatives Berhad (BMD) FX Futures

Pending regulatory approvals, Bursa Malaysia Derivatives (BMD) will list the following FX futures for trading on CME Globex in Q1 2017.

Bursa Malaysia Derivatives Berhad (BMD) FX Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
BMD Mini CNH/MYR Futures	MFCM	BR
BMD Mini USD/MYR Futures	MFUM	BM

These are currently will be available for customer testing in New Release.

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Product Changes

New - Delisting and Removal of Central Appalachian Coal Futures

On Monday, January 9, the Central Appalachian Coal futures were delisted and on Friday, January 13, these futures will be removed from CME Globex at close of business.

Delisting and Removal of Central Appalachian Coal Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Central Appalachian Coal Futures	QLD	CO

The Central Appalachian Coal futures currently has no open interest.

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New - Delisting and Removal of Electricity Futures and Options

On Monday, January 9, the following Electricity futures and options were delisted and on Friday, January 13, these products will be removed from CME Globex at the close of business..

Delisting and Removal of Electricity Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
MISO Indiana Hub Real-Time Off-Peak Calendar-Month 5 MW Futures	FTQ	ZZ
NYISO Zone A Peak LBMP Futures	AKA	ZZ
NYISO Zone A Off-Peak LBMP Futures	AKB	ZZ
NYISO Zone G Peak LBMP Futures	AKG	ZZ
NYISO Zone G Off-Peak LBMP Futures	AKH	ZZ
PJM Northern Illinois Hub Off-Peak LMP Futures	AUO	ZZ
PJM 50 MW Calendar-Month LMP Option	PML	ET

These products currently have no open interest.

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E-mini S&P MidCap 400 Options Change

Effective this Sunday, January 15 (trade date Tuesday, January 17), the external name format in MDP 3.0 tag 55-Symbol and iLink tag 107-SecurityDesc for E-mini S&P MidCap 400 options on futures will be modified to support the full strike price. With this change, the strike price in MDP 3.0 tag 55 and iLink tag 107 will match the price reflected in tag 202-StrikePrice.

E-mini S&P MidCap 400 Options Change
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current iLink: tag 107-SecurityDesc MDP 3.0: tag 55-Symbol	New iLink: tag 107-SecurityDesc MDP 3.0: tag 55-Symbol
E-mini S&P MidCap 400 Options	EMD	MC	Examples: EMDZ6 C9550 EMDZ6 C1500 EMDZ6 C2500 EMDZ6 C2950	Examples: EMDZ6 C0955 EMDZ6 C1150 EMDZ6 C1250 EMDZ6 C1295

To facilitate this change, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted options after their close this Friday, January 13. After 16:00 CT on Friday, January 13, all remaining GTC and GTD orders for these options will be cancelled by the CME Group Global Command Center (GCC).

This is currently be available in New Release for customer testing.

This contract is listed with, and subject to, the rules and regulations of NYMEX.

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Change to Minimum Price Increment and Display Factor for Chilean Peso/USD - Futures and Spreads

Effective Sunday, January 22 (trade date Monday, January 23), the minimum price increment and display factor for the Chilean Peso/USD futures and spreads will be changed as follows.

Change to Minimum Price Increment and Display Factor for Chilean Peso/USD - Futures and Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 969-MinPriceIncrement (Current)	Tag 969-MinPriceIncrement (New)	Tag 9787-DisplayFactor (Current)	Tag 9787-DisplayFactor (New)
Chilean Peso/USD	CHP	CH	1	.1	0.0000001	0.000001

To facilitate this change, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for the impacted Futures and spreads after their close on Friday, January 20. After 16:00 CT on Friday, January 20, all remaining GTC and GTD orders for these Futures and Spreads will be cancelled by the CME Group Global Command Center (GCC).

This change is currently available for customer testing in New Release.

These contracts are listed with, and subject to, the rules and regulations of CME.

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