CME Globex Notices: May 1, 2017

Critical System Updates

NewNew - Changes to Tag 142-SenderLocationID Description for Point of Order Origination - This Week

Effective this Sunday, May 7 (trade date Monday, May 8), the iLink tag 142-SenderLocationID description for Point of Order Origination will be updated as follows:

• ISO identifier of message originator's location (i.e., geographic location and/or desk).
  • The first two bytes as per ISO 3166-1, identifying only the country (for example, "JP" for Japan or "CN" for China).
  • The following three bytes indicate a comma-delimited state or province code (for example, "CA,QC").
• Please note: Market Regulation requires only the submission of the two first characters of tag 142 – SenderLocationID for all countries with the exception of Canada. For Canada, the five bytes including the province code must be submitted.

ISO Country of Origin‎ codes are available at ftp.cmegroup.com/fix/coo.

If you have any questions, 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.

Back to Top

 

UpdateUpdate - Market By Order Market Data  - May 14

† Denotes update to the article

Effective †Sunday, May 14 (trade date Monday, May 15), 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 MBO rollout schedule for the new production dates.

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.

Back to Top

 

UpdateUpdate - ITC Market Data IP Change  - May 14

† Denotes update to the article

Effective †Sunday, May 14 (trade date Monday, May 15), the customer-facing IP addresses for all ITC market data channels will change. A new network configuration file named config_20170506.xml with the new IPs is available for customer download.

Customers will be able to test these changes on Saturday, †May 13 between 7:00 am and 5:00 pm Central Time by listening for heartbeats. Heartbeats will be published once a minute.

ITC Market Data IP Change
Market Data Channel Description	ITC Market Data Channels
CME Open Outcry	3
CBOT Open Outcry	100
MGEX Open Outcry New	104
DME Non-Globex	229
NYMEX Open Outcry	244
COMEX Open Outcry	245

Customers must download and implement the ITC config.xml file on the production launch date prior to market open for each channel.

Back to Top

 

UpdateUpdate - Market Segment Changes for CME and CBOT Products  - May 21

† Denotes update to the article

Beginning Sunday, May 21 (Monday, May 22), the following instruments will be moved to different Market Segments and different MDP 3.0 Incremental feed Source IPs. No new Market Segments are being introduced.

Market Segment Changes for CME and CBOT Products
Products	MDP 3.0 Channel	Current Tag 1300-MarketSegmentID	New Tag 1300-MarketSegmentID	New Release Launch	Production Launch
CME Globex Commodity Options	317	52	60	Thursday, April 27	Sunday, May 21
CME Globex FX Futures II	320	62	52		Sunday, June 4
CBOT Globex Equity Index Futures	342	66	68		Sunday, June 25
CBOT Globex Equity Index Options	343	60	54

†As a result of these changes, Market Segment Gateway 62 will be decommissioned on Sunday, June 4. Market Segment Gateway 66 will be decommissioned Sunday, June 25. Attempts to connect to these gateways following decommission will be ignored. The Market Segment configuration files will be updated prior to the open for each change.

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

Drop Copy 4.0 sessions will support these market segment changes. 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.

Config.xml Files

The new MDP 3.0 config.xml files are available for customer download:

• New Release
  • all changes reflected in "20170426" files
• Production
  • Changes for channels 317 and 345 reflected in "20170520" file
  • Changes for channel 320 reflected in "20170603" file
  • Changes for channels 342 and 343 reflected in "20170624" file

To facilitate these changes, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for User-Defined Spreads (UDS) only for the affected markets by the close on the Friday before launch. Any remaining GT orders on UDS will be cancelled by the CME Global Command Center (GCC). GT orders on outright options, futures and futures spreads will not be impacted.

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.

Back to Top

 

Source IP Change for CBOT Globex Interest Rate Options Market Data - May 21

Effective Sunday, May 21 (trade date Monday, May 22), the production Incremental feed market data Source IPs for all instruments on MDP 3.0 channel 345 - CBOT Globex Interest Rate Options will be changed. A new config.xml files named config_20170520.xml is now available on the ftp.cmegroup.com/SBEFix/.

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. 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.

These changes are currently available for customer testing.

Back to Top

 

Streamlined FIX/FAST Decommission  - June 23

Blocks market data is now available on the streamlined SBE feed. The following streamlined FIX/FAST feed will be decommissioned in the New Release and Production environments as follows:

Streamlined FIX/FAST Decommission
Streamlined FIX/FAST and ITC 2	Production	New Release	Client Impact Assessment
FIX/FAST Eris Exchange	June 23	June 23	Eris Exchange Streamlined Conversion to SBE

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.

Back to Top

 

UpdateUpdate - Eris Exchange Streamlined SBE Enhancements - June 25

† Denotes update to the article

Effective Sunday, June 25 (trade date Monday, June 26), the Eris Exchange will launch enhancements with new functionality for the Streamlined SBE feed.

The streamlined Market Data enhancements will feature:

• Theoretical update book processing
• New daily statistics and reference data
• Expanded instruments

The client impact assessment provides functionality and messaging information.

The enhancements and new functionality is available in New Release for customer testing.

The Eris streamlined SBE enhancements certification suite will be available in AutoCert+ for customer testing on †Monday, May 15. Customer systems who choose to process Eris exchange streamlined SBE market data must complete this certification.

Back to Top

 

New IPs and Ports for iLink Convenience Gateways  - June 25

Following the successful launch of Market Segment Gateway (MSGW), CME Group is introducing improvements to the Convenience Gateway (CGW) architecture. These changes include a hardware upgrade and are designed to reduce CGW IP management needs. There should be no performance change for iLink CGW sessions.

Effective Sunday, June 25 (trade date Monday, June 26), all CGW iLink sessions will use new IPs and ports. The new IP ranges will be available on the Client Systems Wiki by May 1. Your Global Account Manager will provide the new IP and port mapping for your sessions by the end of the month.

All CGW iLink sessions must migrate to the new IPs and Ports in order to access CME Globex markets. The current IPs will be disabled after the close on Friday, June 23. A connectivity mock will be held Saturday, June 24.

An optional migration on Sunday, June 18, is also available. Customer must register with their Global Account Manager no later than Friday, June 2, to migrate on June 18. A connectivity mock will be held for those migrating early on Saturday, June 17.

Please note: Later this year, CGW sessions will move to the MSGW-style Application Level Fault Tolerance, with an enforced primary gateway. To minimize impact when this change is implemented customers must use their designated Primary IPs and Ports upon launch.

Drop Copy is not impacted by this change, but some iLink source sessions may be moved to different target sessions. The IPs and ports for Drop Copy sessions will not change.

If you have any questions or concerns, please contact your Global Account Manager  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.

Back to Top

 

New Functionality

Mass Quote Cancel Enhancements  - This Week

Effective this Sunday, May 7 (trade date Monday, May 8), in addition to the current Mass Quote Cancel functionality, CME Group will offer customers the ability to cancel their Mass Quotes based on the Quote Set ID.

Cancel by Quote Set enhancements support cancellation of quote sets with a single Quote Cancel (tag 35-MsgType=Z) message as follows:

• Cancel a designated quote set by Quote Set ID; client system provided unique identifier.
• Cancel a side (Buy/Sell) of the designated Quote Set ID.

The client impact assessment provides functionality and messaging information.

Certification for Cancel by Quote Set is not mandatory for client systems already certified for the Mass Quote test suite.

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

Please note: Mass Quotes submitted with a Quote Set ID value greater than 3 characters in length will be rejected. CME Globex will send a Business Level Reject (tag 35-MsgType=j) message including tag 58=<Reject Reason>.

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.

Back to Top

 

UpdateUpdate - Triangulation Functionality for Additional CME FX Products - May 21

† Denotes update to the article

Triangulation functionality will be enabled for the following CME FX products:

• †Sunday, May 21 (trade date Monday, May 22)
  • Japanese Yen
    • Futures: tag 6937=6J
    • Premium-Quoted Options: tag 6937=JPU, 1JY-5JY
    • Volatility-Quoted Options: tag 6937=VXJ, VJA-VJE
  • British Pound
    • Futures: tag 6937=6B
    • Premium-Quoted Options: tag 6937=GBU, 1BP-5BP
    • Volatility-Quoted Options: tag 6937=VXB, VBA-VBE
  • Swiss Franc
    • Futures: tag 6937=6S
    • Premium-Quoted Options: tag 6937=CHU, 1SF-5SF
    • Volatility-Quoted Options: tag 6937=VXS, VSA-VSE
• Sunday, June 18 (trade date Monday, June 19)
  • Canadian Dollar
    • Futures: tag 6937=6C
    • Premium-Quoted Options: tag 6937=CAU, 1CD-5CD
    • Volatility-Quoted Options: tag 6937=VXC, VCA-VCE
  • Euro FX
    • Futures: tag 6937=6E
    • Premium-Quoted Options: tag 6937=EUU, 1EU-5EU
    • Volatility-Quoted Options: tag 6937=VXT, VTA-VTE

The Swiss Franc, British Pound and Canadian Dollar markets will use a minimum quantity requirement of 10 lots to trigger a Triangulation execution. Japanese Yen and Euro FX will use 20 lot minimum for Triangulation execution. All Volatility-Quoted Options have a 20-lot minimum order size. These minimums are designed to mitigate the risk of a VQO or Triangulated execution without an assigned future.

In internal testing, triangulation functionality increased incremental feed bandwidth up to 25% on the CME Globex FX Options MDP 3.0 channels 315 and 321.

Triangulation functionality for the Japanese Yen, British Pound and Swiss France is currently available for customer testing; Canadian Dollar and Euro FX will be available Monday, May 8.

Back to Top

 

Settlement Enhancements - May 21

Effective Sunday, May 21 (trade date Monday, May 22), more granular settlement identifiers will be available on CME MDP 3.0.

• Tag 731-SettlePriceType (bits 1 and 2) will be fully supported to accurately 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)
    • Please Note: Theoretical settlement prices are only published on Security Definition (tag 35-MsgType=d) messages for instruments with no Open Interest or Volume. Incremental Refresh settlement messages are not distributed for these instruments.

With this change, the following settlement types will be published for instruments listed on CME Globex:

Settlement Messages Published on Incremental Refresh
Instrument	Preliminary, Rounded	Preliminary, Unrounded	Final, Rounded	Final, Unrounded
Subject to rounding with open interest	X	X	X
Not subject to rounding with open interest		X		X
No open interest

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

Back to Top

 

MDP 3.0 Enhancement for Settled at Cabinet Options - May 21

Effective Sunday, May 21 (trade date Monday, May 22), to provide better insight into actual settlement prices, when an option instrument is settled at Cabinet, the Cabinet settlement price will be published in tag 270-MDEntryPx when tag 269-MDEntryType=6. Currently, MDP 3.0 publishes tag 270=0 when an option settles to cabinet.

Back to Top

 

Globex Risk Management Enhancements: Inline Credit Controls - Q2 2017

In Q2 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, 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.

Back to Top

 

UpdateUpdate - CME Globex Execution Information Enhancements - Q3 2017

† Denotes update to the article

In Q3 2017, CME Group will offer customers the following CME Globex execution information enhancements:

• Updated STP function - new Common Trade ID automatically traces each individual execution across CME Globex and through clearing
  • iLink tag 37711-MDTradeEntryID
  • MDP 3.0 tag 37711-MDTradeEntryID
  • CME STP and CME STP FIX MDTrdEntrID
• Real-time trade price adjustments reporting to participating traders and market as a whole via iLink and MDP 3.0 messages
  • Currently, trade price adjustments are only available via Clearing systems

Please review the client impact assessment for information on functionality and messaging impacts and complete rollout schedule.

†These enhancements are now available in New Release for customer testing.

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.

Back to Top

 

Product Launches

Fuel Oil Spread Futures and Equivalent BALMO - This Week

Effective this Sunday, May 7 (trade date Monday, May 8), 3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) Futures and 3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) BALMO Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Fuel Oil Spread Futures and Equivalent BALMO
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) Futures	CMF	CP
3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) BALMO Futures	CMB	CP

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.

Back to Top

 

NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures - This Week

Effective this Sunday, May 7 (trade date Monday, May 8), NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD BALMO Futures	JTB	RF

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.

Back to Top

 

Listing Platinum Futures TAS - May 21

Effective Sunday, May 21 (trade date Monday, May 22), Platinum futures TAS will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Listing Platinum Futures TAS
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Platinum Futures TAS	PLT	PE

These futures will be available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

NBP and TTF Natural Gas Financial Futures - May 21

Effective Sunday, May 21 (trade date Monday, May 22),  NBP and TTF Natural Gas Financial Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

NBP and TTF Natural Gas Financial Futures

Product

MDP 3.0: tag 6937-Asset

iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group

Tag 762-SecuritySub Type

UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures

NBP

HX

--

Dutch TTF Natural Gas (USD/MMBtu)(ICIS Heren) Front Month Futures

TTE

HX

--

Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures

NYP

HX

--

NYMEX Henry Hub TTF (ICIS Heren) Natural Gas Spread Futures

THD

HX

--

Natural Gas (Henry Hub) Last-day Financial Futures vs. UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures

HH

HX

IS (Inter-Commodity Spread)

Natural Gas (Henry Hub) Last-day Financial Futures vs. NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month

HH

HX

IS (Inter-Commodity Spread)

These  futures will be available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

NewNew - PJM Average Price Options and PJM Futures - May 21

Effective Sunday, May 21 (trade date Monday, May 22),  PJM Average Price Options and PJM Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

PJM Average Price Options and PJM Futures

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

PJM Western Hub Real-Time Peak Average Price Monthly Futures 5 MW

SRT

PW

N/A

PJM Western Hub Real-Time Peak Average Price Option 5 MW

PRT

ET

E9

PJM Western Hub Day-Ahead Peak Average Price Monthly Futures 5 MW

SDD

PW

N/A

PJM Western Hub Day-Ahead Peak Average Price Option 5 MW

PDA

ET

E9

These NYMEX Futures will be available for customer testing in New Release on Monday, May 8.

Please see New Product Summary.

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

Back to Top

 

E-mini Russell 2000 Index Futures and Options  - July 9

Effective Sunday, July 9 (trade date Monday, July 10), the following E-mini Russell 2000 Index futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

E-mini Russell 2000 Index Futures and 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
E-mini Russell 2000 Index Futures	RTY	RY	N/A
BTIC on E-mini Russell 2000	RLT	RT	N/A
E-mini Russell 2000 Growth Index	R2G	RA	N/A
BTIC on E-mini Russell 2000 Growth Index Futures	2GT	RB	N/A
E-mini Russell 2000 Value Index Futures	R2V	RC	N/A
BTIC on E-mini Russell 2000 Value Index Futures	2VT	RD	N/A
E-mini Russell 2000 Options	RTO	R4	R5
E-mini Russell 2000 Weekly Options	R1E R2E R3E R4E	R4	R5
E-mini Russell 2000 EOM Options	RTM	R4	R5

Please see New Product Summary.

With this launch, the Fixing Price for the E-mini Russell 2000 Index futures will be disseminated. The fixing price will be calculated Monday through Friday from 2:59:30 pm to 3:00:00 pm CT.

Fixing Price data blocks are sent in the MDP 3.0 Market Data Incremental Refresh (tag 35-MsgType=X) with the following attributes:

• Tag 279- MDUpdateAction will be set to 0 = New.
• Tag 269-MDEntryType will be set to W = Fixing Price.
• Tag 5796-Trading Reference will display the date for which the fixing price was calculated.
• These futures and options will be available for customer testing in New Release on Monday, June 5.

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

Back to Top

 

Bursa Malaysia Derivatives Berhad (BMD) FX Futures - Q2 2017

Pending regulatory approvals, Bursa Malaysia Derivatives (BMD) will list the following FX futures for trading on CME Globex in late Q2 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 available for customer testing in New Release.

Back to Top

 

Product Changes

NewNew - Strip Type Change for NYMEX Futures  - This Week

The Strip types for the following NYMEX energy futures will be changed from FS Strip to SA Strip. With this change, strips in these markets will be priced as the average of all legs and the Spread Trade Price will be assigned to each outright futures leg.

• This Friday, May 5, the FS Strips (tag 762-SecuritySubType=FS) on the following NYMEX futures will be removed from all CME Globex environments at the close of business.
• This Sunday, May 7, the SA Strips will be listed on all CME Globex environments. These SA Strips will be tradable in production effective trade date Wednesday, May 10.

NYMEX Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
WTI Midland (Argus) vs. WTI Trade Month Futures	WTT	CC
WTI Midland (Argus) vs. WTI Financial Futures	AFF	CC
WTI Houston (Argus) vs. WTI Trade Month Futures	HTT	CC
WTI Houston (Argus) vs. WTI Financial Futures	HIL	CC
Mars (Argus) vs. WTI Trade Month Futures	AYV	CC
Mars (Argus) vs. WTI Financial Futures	AYX	CC
Argus LLS vs. WTI (Argus) Trade Month Futures	AE5	CC
LLS (Argus) vs. WTI Financial Futures	AWJ	CC
LLS (Argus) vs. WTI Crude Oil Average Price Option	WJO	EF
LOOP Gulf Coast Sour Crude Oil Futures	MB	OP
LOOP Crude Oil Storage Futures	LPS	BB
Western Canadian Select Oil (Net Energy) Monthly Index Futures	WCW	BB
Synthetic Sweet Oil (Net Energy) Monthly Index Futures	SSW	BB
Light Sweet Oil (Net Energy) Monthly Index Futures	LSW	BB
Clearbrook Bakken Sweet Crude Oil Index (Net Energy) Futures	CSW	BB
Guernsey Light Sweet Crude Oil Index (Net Energy) Futures	GSW	BB
Canadian C5+ Condensate Index (Net Energy) Futures	CC5	BB
Canadian Light Sweet Oil (Net Energy) Index Futures	CIL	BB
Canadian Heavy Crude Oil Index (Net Energy) Futures	WCC	BB
WTS (Argus) vs. WTI Trade Month Futures	AFH	CC
WTI-Brent Financial Futures	BK	CC
WTI-Brent Bullet Futures	ABY	CC
WTI Financial Futures	CSX	WS
Brent Financial Futures	CY	CC
Argus Sour Crude Index (ASCI) vs. WTI Diff Spread Calendar Month Futures	38	CC

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

Back to Top

 

Strike Price Listing Rules Change for CME and CBOT Options  - May 14

Effective Sunday, May 14 (trade date Monday, May 15), the minimum strike price listing rules for the following CME and CBOT options will be modified to extend minimum strike price listings to additional series.

Strike Price Listing Rules Change for CME and CBOT Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Strike Price Listing Rule	New Strike Price Listing Rule
Live Cattle Options	LE	L0	1 intervals listed for the first two months in the bi-monthly February series and one serial	1 intervals listed for the first three months in the bi-monthly February series and one serial
Feeder Cattle Options	GF	F0	10 intervals listed for the first two contract months	10 intervals listed for the first three contract months
Feeder Cattle Options	GF	F0	5 intervals listed on the first business day of the expiring contract month	5 intervals listed when the contract month becomes the nearest month to expiration
Lean Hog Options	HE	0H	1 intervals listed for the first two contract months	1 intervals listed for the first three contract months
Soybean Meal Options	OZM	ML	5 intervals listed for all months, if the strike price is less than $200 per short ton; 5 intervals listed for the first listed month, if the strike price is greater than or equal to $200 per short ton. 10 intervals listed for all other months.	5 intervals listed for all months, if the strike price is less than $200 per short ton; 5 intervals listed for the first three standard months and any serial month, if the strike price is greater than or equal to $200 per short ton. 10 intervals listed for all other months.

These options will be available for customer testing in New Release on Monday, May 1.

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

Back to Top

 

Listing Cycle Expansion for European Referenced BALMO Futures  - May 21

Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle for European Referenced BALMO futures will be expanded on CME Globex.

These futures will be available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

Listing Cycle Expansion for LNG Japan/Korea Marker (Platts) Futures  - May 21

Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle for LNG Japan/Korea Marker (Platts) futures will be expanded on CME Globex.

Listing Cycle Expansion for LNG Japan/Korea Marker (Platts) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
LNG Japan/Korea Marker (Platts) Futures	JKM	GU	12 consecutive months	Monthly contracts listed for the current year and the next two (2) calendar years. A new calendar year will be added following the termination of trading in the December contract of the current year.

These Futures will be available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

Listing Cycle Expansion and New Spreads for NYMEX Energy TAS Eligible Products  - May 21

Effective Sunday, May 21 (trade date Monday, May 22), the listing cycle will be expanded for the following NYMEX Energy TAS eligible products. In addition, TAS calendar spreads will be listed for Brent Crude Oil Last Day Financial futures (Trading At Settlement).

Listing Cycle Expansion and New Spreads for NYMEX Energy TAS Eligible Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule	Tag 762- SecuritySubType
Brent Crude Oil Last Day Financial Futures (Trading At Settlement)	BZT	CT	Spot, 2 and 3 contract months	Spot, 2, 3 and 4 contract months	EC(TAS Calendar Spread)
Henry Hub Natural Gas Futures Trading At Settlement (TAS)	NGT	NA	First four months	First seven months	N/A
Light Sweet Crude Oil Futures Trading At Settlement (TAS)	CLT	CT	First four months	First seven months	N/A
NY Harbor ULSD Futures Trading At Settlement (TAS)	HOT	CT	First four months	First seven months	N/A
RBOB Gasoline Futures Trading At Settlement (TAS)	RBT	CT	First four months	First seven months	N/A

These futures and spreads will be available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

Listing Quarterly and Calendar Strips to NYMEX Coal Futures (MFF & MTF) - May 21

Effective Sunday, May 21 (trade date Monday, May 22), the CME Group will add Quarterly and Calendar Strips to NYMEX Coal futures (MFF & MTF) on CME Globex.

Quarterly and Calendar Strips to NYMEX Coal Futures (MFF & MTF)
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Coal (API 2) cif ARA (Argus/McCloskey)  Futures	MTF	CO	SA Strip:   2 Annual Strips 3 Q1 Strips 3 Q2 Strips 3 Q3 Strips 3 Q4 Strips
Coal (API 4) fob Richards Bay (Argus/McCloskey)  Futures	MFF	CO	SA Strip:   2 Annual Strips 3 Q1 Strips 3 Q2 Strips 3 Q3 Strips 3 Q4 Strips

The strips will be made available for customer testing in New Release on Monday, May 8.

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

Back to Top

 

Decommission of MexDer Order Routing Offering - August 25

Effective end of day Friday, August 25, Globex order routing and market data for MexDer products will no longer be available via the CME Globex platform. Existing order routing customers to MexDer markets and customers wishing to pursue market access to MexDer should contact Laura Vazquez at lvazquez@grupobmv.com.mx or +(52 55) 53 42 9840. Customers wishing to pursue market access to CME Group markets should contact Global Account Management in the U.S. at 312-634-8700, in Europe at 44 203 379 3754, or in Asia at 65 6593 5505.

Back to Top