Topics in this issue include:
Effective this 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:
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.
Effective this 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.
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:
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.
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.
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.
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:
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.
† Denotes update to the article
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.
†CME Group is supporting telnet tests to the new CGW IPs and ports on Saturday, May 20, and Saturday, June 3, 9:00 – 10:30 am Central Time (CT). TCP connectivity will not be supported during the test. Contact your Global Account Manager with iLink session information by Thursday, May 18, to participate.
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.
Triangulation functionality will be enabled for the following CME FX products:
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.
Effective Sunday, May 21 (trade date Monday, May 22), more granular settlement identifiers will be available on CME MDP 3.0.
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.
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.
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:
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.
In Q3 2017, CME Group will offer customers the following CME Globex execution information enhancements:
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.
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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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 |
| Natural Gas (Henry Hub) Last-day Financial Futures vs. NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month | HH | HX | IS |
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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 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.
Effective Sunday, June 4 (trade date Monday, June 5), European Gasoline-Naphtha Spread Future and Equivalent BALMO will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| European Gasoline-Naphtha Spread Future and Equivalent BALMO | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| European Gasoline-Naphtha Spread Future and Equivalent BALMO Product Gasoline Euro-bob Oxy NWE Barges (Argus) vs European Naphtha CIF NWE (Platts) Futures | EGN | CP |
| Gasoline Euro-bob Oxy NWE Barges (Argus) vs European Naphtha CIF NWE (Platts) BALMO Futures | EGB | CP |
These futures will be available for customer testing in New Release on Monday, May 22.
Please see New Product Summary.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Effective Sunday, June 4 (trade date Monday, June 5), Brent Crude Oil vs. Dubai Crude Oil (Platts) BALMO futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Brent Crude Oil vs. Dubai Crude Oil (Platts) BALMO Futures | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| Brent Crude Oil vs. Dubai Crude Oil (Platts) BALMO Futures | BDB | BB |
These futures will be available for customer testing in New Release on Monday, May 22.
Please see New Product Summary.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
† Denotes update to the article
Effective Sunday, June 4 (trade date Monday, June 5), †Weekly Wednesday Options on Treasury futures will be listed for trading on CME Globex, CBOT trading floor and for submission for clearing via CME ClearPort.
| Weekly Wednesday Options on Treasury Futures | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| 2-Year Treasury Note Wednesday Weekly Options | WT1-WT5 | N2 |
| 5-Year Treasury Note Wednesday Weekly Options | WF1-WF5 | 0N |
| 10-Year Treasury Note Wednesday Weekly Options | WY1-WY5 | TE |
| Ultra 10-Year Treasury Note Wednesday Weekly Options | WX1-WX5 | T1 |
| U.S. Treasury Bond Wednesday Weekly Options | WB1-WB5 | UZ |
| Ultra Treasury Bond Wednesday Weekly Options | WU1-WU5 | UB |
These options will be available for customer testing in New Release on Monday, May 22.
Please see †New Product Summary.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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:
These contracts are listed with, and subject to, the rules and regulations of CME.
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.
On Wednesday, May 10, CME Europe suspended the trading of the CME Europe FX July 2017 contract from trading on CME Globex. This suspension is required to support the orderly wind down of the CME Europe Exchange. Additional information regarding this change can be found in the CME Europe Ltd Exchange Advisory Notice.
Please note: the May 2017 and June 2017 contract months will remain available for trading.
| Suspension of CME Europe FX July 17 Contract | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
EUR/USD Futures |
EUS | JE |
| GBP/USD Futures | GBP | JP |
These contracts are listed with, and subject to, the rules and regulations of CME Europe.
Effective this 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.
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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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:
|
| Coal (API 4) fob Richards Bay (Argus/McCloskey) Futures | MFF | CO | SA Strip:
|
The strips are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Effective Sunday, May 28 (trade date Tuesday, May 30), Non-Reviewable Ranges will be modified for the following non-implied calendar spreads.
Please review the complete list of impacted products for additional information.
Please note for implied eligible inter-commodity and calendar spreads each leg will continue to be evaluated as an outright.
The Non-Reviewable Range settings for every CME Globex product is defined in the CME Globex Product Reference Sheet.
These contracts are listed with, and subject to, the rules and regulations of CME, CBOT, NYMEX, and COMEX.
Effective Sunday, June 4 (trade date Monday, June 5), Circuit Breaker values and group code changes will be made for the following NYMEX and COMEX Metals futures.
| Group Code Changes and the Addition of Circuit Breakers for NYMEX and COMEX Metals Futures | |||||
|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset |
Current iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
New iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Circuit Breaker Settings |
New Circuit Breaker Settings |
U.S Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures |
HRC | ST | HR | None | Level 1: $90 Level 2: $180 Level 3: $270 Level 4: $360 |
| Iron Ore 62% Fe, CFR China (TSI) Futures | TIO | ST | IO (eye oh) | None | Level 1: $12 Level 2: $24 Level 3: $36 Level 4: $48 |
| Aluminum Futures | ALI | ST | AL | None | Level 1: $200 Level 2: $400 Level 3: $600 Level 4: $800 |
For the group changes, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close June 2. After 4:00 pm CT on June 2 all remaining GT orders for these futures will be cancelled or deleted by the CME Global Command Center (GCC).
The settings for all CME Globex products are in the GCC product reference spreadsheet.
These futures will be available for customer testing in New Release on Monday, May 22.
These contracts are listed on, and subject to, the rules and regulations of NYMEX and COMEX.
Effective Sunday, June 4 (trade date Monday, June 5), the NYMEX Metal Options group codes will change for the following products:
| Group Code Change for NYMEX Metal Options | |||||
|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset |
Current MDP 3.0 tag 1151 - Security Group |
New MDP 3.0 tag 1151 - Security Group |
Current MDP 3.0 tag 1151 - Security Group (UDS) |
New MDP 3.0 tag 1151 - Security Group (UDS) |
U.S Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average |
HRO | I1 (eye 1) | H1 | I2 (eye 2) (UDS) |
H2 (UDS) |
Iron Ore 62% Fe, CFR China (TSI) Average Price Option |
ICT | I1 (eye 1) | I5 (eye 5) | I2 (eye 2) (UDS) |
I6 (eye 6) (UDS) |
To facilitate this change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on June 2 After 4:00 pm CT on June 2 all remaining GT orders for these options will be cancelled or deleted by the CME Global Command Center (GCC).
These options will be available for customer testing in New Release on Monday, May 22.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Effective Sunday, June 4 (trade date Monday, June 5), the Price Bands and Non-Reviewable Ranges for COMEX Metals futures will be changed as follows:
| Change to Price Bands and Non-Reviewable Range for COMEX Metals Futures | ||||||
|---|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset |
iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Price Bands |
New Price Bands |
Current Non-Reviewable Range |
New Non-Reviewable Range |
Alumina FOB Australia (Platts) Futures |
ALA | ST | 400 | 1000 | 400 | 500 |
| Alumina FOB Australia (Metal Bulletin) Futures | ALB | ST | 400 | 1000 | 400 | 500 |
| Aluminum Japan Premium (Platts) Futures | MJP | ST | 500 | 2000 | 500 | 2000 |
| Zinc Futures | ZNC | ST | N/A | N/A | 500 | 5000 |
The price band settings for every CME Globex product are defined in the CME Globex Product Reference.
These futures will be available for customer testing in New Release on Monday, May 22.
These contracts are listed with, and subject to, the rules and regulations of COMEX.
Effective Sunday, June 4 (trade date Monday, June 5), the listing cycle for the following petroleum futures calendar strips will be expanded on CME Globex to list four 12-legged yearly strips. Currently, there are only three 12-legged yearly strips listed.
| Listing Cycle Expansion for Petroleum Futures Calendar Strips | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| WTI-Brent Financial Futures | BK | CC |
| WTI Financial Futures | CSX | CC |
| Brent Financial Futures | CY | CC |
These changes will be available for customer testing in New Release on Monday, May 22.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
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.