CME Globex Notices: October 23, 2017

Critical System Updates

Legacy FirmSoft Decommission  - This Week

Effective this Friday, October 27, at close of business, CME Group will retire the legacy FirmSoft order management tool. After this date, users will be required to use the new version of FirmSoft for all order search, cancellation and reporting needs. Existing FirmSoft users are strongly encouraged to begin using the new version of FirmSoft as soon as possible.

The new FirmSoft offers:

• a new look and feel
• ability to search and cancel by Market Segment Gateway ID
• mobile-friendly access from any internet-enabled device

After Friday, October 27, legacy FirmSoft will be used for administrative purposes only. Authorized FirmSoft administrators will continue to use the legacy FirmSoft tool only to manage entitlements for users.

For additional information about functionality, please review the FirmSoft Help.

If you have any questions, please email FirmSoftFeedback@cmegroup.com or contact your Global Account Manager.

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Changes in Timing and Frequency for Publishing VOI Messages - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), to provide more timely information, CME MDP 3.0 will publish preliminary Daily Cleared Volume and Open Interest (VOI) market data messages earlier. With this change, the redundant preliminary VOI messages will no longer be published.

Changes in Timing and Frequency for Publishing VOI Messages:

• First round of preliminary VOI messages will be published current calendar day (except Friday), after the trading session ends.
  • Between 6:30 pm – 6:45 pm Central time (CT) Monday – Thursday for COMEX, DME, and NYMEX.
  • Between 8:00 pm – 8:30 pm (CT) Monday – Thursday for CBOT and CME.
  • Friday’s preliminary VOI will be published on Sunday at 3:05 pm.
  • Currently, the first preliminary VOI message is published on the next calendar day (except Friday). Current publication times are available in the Client Systems Wiki.
• Second round of preliminary VOI messages will be eliminated.
• Final VOI messages will continue to be published the next calendar day (except Friday’s final VOI will continue to be published on Monday).
  • Between 8:00 am - 8:30 am Monday – Friday for all CME Group exchanges and DME.

Customers can determine the trading reference date by leveraging tag 5796-TradingReferenceDate in the cleared volume and open interest messages to identify the trading session date.

Please note: The publication timing and frequency of VOI messages for ITC messages, KRX Exchange, BMD Exchange and MGEX Exchange are not impacted by this change. MDP 3.0 VOI messages will be published significantly earlier than the ITC VOI messages.

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

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Streamlined MDP SBE Schema Update  - November 19

Starting Sunday, November 19, CME Group will update the schema for all streamlined SBE market data channels to support schema version 8 to ensure consistency between market data channels.  

Streamlined MDP SBE Schema Update
SBE Channel Type	SBE Channel	Production Schema		New Release Schema
		Current Version	Version 8	Current Version	Version 8
Eris Exchange	246	Version 8	Available	Version 8	Available
Block Trades	230, 231, 232, 233, 234	Version 4	November 19	Version 8	Available
OTC Daily	200, 201	Version 6	January 21	Version 6	Available
Equity Indices	210, 211, 212	Version 4	January 21	Version 4	Available
Bitcoin	213	Version 6	January 21	Version 6	Available

With this change, the schema file for Streamlined Market Data for Block Trades will be modified as follows:

• Template MDIncrementalRefreshTradeBlocks340 will migrate to MDIncrementalRefreshTradeBlocks349
  • Tag 60-TransactTime will support uInt64NULL datatype on template MDIncrementalRefreshTradeBlocks349
  • Tag 75-TradeDate will be added to template MDIncrementalRefreshTradeBlocks349
  • Tag 271-MDEntrySize will support Decimal64 datatype on template MDIncrementalRefreshTradeBlocks349

Please Note: With this schema update, there are no template format changes for Streamlined Market Data OTC Daily, Equity Indices, Eris Exchange or Bitcoin channels.

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Information Security Update - December 17

CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

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

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Market Segment Change and New Market Data Platform Channel Launch  - Q1 2018

Effective Q1 2018, the 30 Day Federal Funds futures and future spreads (MDP 3.0 tag 6937-Asset=ZQ) will be moved to a different Market Segment and market data will be published on a new MDP 3.0 channel. No new Market Segments are being introduced. There will be no changes to MDP 3.0 functionality or messaging format.

Product	Current		New
	MDP 3.0 Channel	Tag 1300-MarketSegmentID	MDP 3.0 Channel	Tag 1300-MarketSegmentID
30 Day Federal Funds futures and future spreads	344	84	348	82

Drop Copy 4.0 sessions will support this market segment change. 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.

The multicast address, source IPs, TCP address, and ports for the new MDP 3.0 channel 348 (CBOT Interest Rate Futures II) will be:

CBOT Interest Rate Futures II
Production Channel 348	Multicast/TCP Address	Port	Source IPs
Incremental A	224.0.31.71	14348	205.209.223.80 205.209.221.80
Incremental B	224.0.32.71	15348	205.209.211.80 205.209.212.80
Instrument Replay A	224.0.31.113	14348	205.209.222.85 205.209.222.73
Instrument Replay B	224.0.32.113	15348	205.209.214.48 205.209.213.48
MBP Snapshot A	224.0.31.92	14348	205.209.222.87 205.209.222.77
MBP Snapshot B	224.0.32.92	15348	205.209.214.52 205.209.213.52
MBO Snapshot A	233.72.75.39	23348	205.209.222.108 205.209.222.109
MBO Snapshot B	233.72.75.102	22348	205.209.214.64 205.209.213.64

 

CBOT Interest Rate Futures II
New Release Channel 348	Multicast/TCP Address	Port	Source IPs
Incremental A	224.0.28.29	14348	69.50.112.92
Incremental B	224.0.28.156	15348	69.50.112.92
Instrument Replay A	224.0.28.113	6348	69.50.112.85
Instrument Replay B	224.0.28.240	7348	69.50.112.85
MBP Snapshot A	224.0.28.71	6348	69.50.112.81
MBP Snapshot B	224.0.28.198	7348	69.50.112.81
MBO Snapshot A	233.119.149.29	21348	69.50.112.29
MBO Snapshot B	233.119.149.160	22348	69.50.112.29

 

CBOT Interest Rate Futures II
Certification Channel 348	Multicast/TCP Address	Port	Source IPs
Incremental A	233.158.8.29	14348	69.50.112.22
Incremental B	233.158.8.156	15348	69.50.112.22
Instrument Replay A	233.158.8.113	6348	69.50.112.69
Instrument Replay B	233.158.8.240	7348	69.50.112.69
MBP Snapshot A	233.158.8.71	6348	69.50.112.124
MBP Snapshot B	233.158.8.198	7348	69.50.112.124
MBO Snapshot A	224.0.25.69	21348	69.50.112.18
MBO Snapshot B	224.0.25.70	22348	69.50.112.18

The complete rollout schedule is as follows:

• October 29: Production
  • New MDP 3.0 channel start publishing heartbeats
  • Updated Config.xml file available
• November 19: Certification
  • New MDP 3.0 channel start publishing heartbeats
  • Updated Config.xml file available
• Q1 2018: Production and Certification
  • 30 Day Federal Funds futures and future spreads move to Market Segment 82
  • Market data published on new MDP channel
  • Config.xml files updated to include product

The new MDP channel and Market Segment move is currently available for customer testing in New Release.

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CME Globex API Secure Logon – iLink and Drop Copy  - Q1 2018

CME Group is committed to our customers’ information security. To ensure the highest levels of security, CME Group will continue hardening iLink and Drop Copy 4.0 session authentication at logon in Q1 2018 with the launch of CME Globex API Secure Logon.

In production, the new logon will be supported in parallel with the current model until Friday, April 27, 2018. After this date, iLink and Drop Copy 4.0 sessions will only be allowed to logon with the new Secure Logon process. Customers are strongly encouraged to make the change in advance of the cutoff to ensure no business interruption.

CME Globex API Secure Logon includes:

• Security credentials
• New logon procedure
• New iLink and Drop Copy message tags

The client impact assessment provides more detailed process and messaging information.

A new iLink and Drop Copy certification suite is currently available in AutoCert+. iLink and Drop Copy 4.0 customer systems must complete this mandatory certification.

The CME Globex API Secure Logon will be available for customer testing in New Release.

CME Globex API	New Release Launch Schedule	Production Launch Schedule	Legacy Logon Decommission
Drop Copy 4.0	Available	Sunday, January 7, 2018	COB Friday, April 27, 2018
iLink: Convenience Gateway Market Segment Gateway	Available	Sunday, January 21, 2018	COB Friday, April 27, 2018

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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iLink Convenience Gateways Fault Tolerance Changes  - February 4

To simplify the iLink Fault Tolerance, effective Sunday, February 4, 2018 (trade date Monday, February 5), all Convenience Gateway(CGW) iLink sessions will move to MSGW-style Application Level Fault Tolerance, with an enforced primary gateway. CGW session connectivity and login behavior will exactly match the MSGW current state.

Upon launch, all CGW iLink sessions will have a designated host that is primary and another that is designated backup. CGW customers must successfully logon to their designated primary IPs and ports before attempting to logon to the backup.

If the primary CGW fails, customers who logon without the fault tolerance must reestablish the connection to the newly promoted primary.  For customers who logon with the fault tolerance, the newly promoted primary will send a Heartbeat message with an Fault Tolerance Indicator (FTI) of ‘P’ in the tag 49-SenderCompID to notify the primary status of CGW connectivity.

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

A new CGW Fault Tolerance certification test suite will be available in Autocert+ on Monday, November 20, 2017.  Certification via AutoCert+ is optional.

Drop Copy is not impacted by this 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.

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New Functionality

CME Globex Execution Information Enhancements - This Week

On Sunday, October 29 (trade date Monday, October 30), CME Group will continue to implement 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
• Spread trade cancellation reporting for both the spread and legs via iLink and MDP 3.0 messages
  • Currently, CME Globex sends the iLink Execution Report - Trade Cancellation message (tag 35-MsgType=8, tag 39-OrdStatus=H) for legs only

CME Globex Execution Information Enhancements
Tag1300-MarketSegmentID	Market Segment	Launch Schedule
54	CME Equity options	Sunday, October 29
56	NYMEX and COMEX options	Sunday, October 29
58	CBOT Treasury options	Sunday, October 29
64	CME E-mini S&P 500 futures	Sunday, October 29
80	NYMEX Crude Energy futures	Sunday, October 29
84	CBOT Treasury futures	Sunday, October 29
88	CME Globex FX Futures and Options	Sunday, October 29
52	CME FX options	Sunday, November 19
60	CBOT Commodity and Equity options	Sunday, November 19
70	CME Commodity futures	Sunday, November 19
72	CBOT Commodity futures	Sunday, November 19
74	Hosted Partner Exchange markets and NYMEX Emissions futures	Sunday, November 19
82	CME Eurodollar futures	Sunday, November 19

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.

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User-Defined Spread Enhancement  - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), User-Defined Spreads (UDS) on CME Globex will support up to 40 outright instrument legs. Currently, UDS supports 26 outright legs. The Recursive UDS limit of 40 legs will be unchanged.

This change will apply to UDS Combos and UDS Covereds. UDS for futures already support 40 outright legs.

40 leg UDS functionality is currently available in New Release for customer testing.

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CME FX Link  - Q1 2018

In Q1 2018, CME Group is launching CME FX Link a new spot FX basis spread on CME Globex. CME FX Link will provide unique new capital, margin and operational benefits for the FX marketplace by efficiently linking trading activity in FX Futures and OTC Spot FX via CME Globex.

Spot FX basis spreads will be offered between OTC Spot FX and CME FX futures for the following six currency pairs:

• EUR/USD
• JPY/USD
• GBP/USD
• CAD/USD
• AUD/USD
• MXN/USD

Additional information CME Globex processing and messaging impacts for CME FX Link is available in the Client Impact Assessment.

CME STP will support trade confirmations.

The CME FX Link will be available for customer testing in New Release on Thursday, November 16.

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Product Launches

Nikkei/USD Futures vs. Nikkei/Yen Futures Implied Intercommodity Spread  - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), the Nikkei/USD futures vs. Nikkei/Yen futures implied intercommodity spread will be listed on CME Globex for the nearest four quarterly expirations with both legs having identical expiry months.

Nikkei/USD Futures vs. Nikkei/Yen Futures Implied Intercommodity Spread
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Nikkei/USD futures vs. Nikkei/Yen futures Intercommodity Spread	NKD	N1	IS

This spread will function as an implied intercommodity, where buying the spread buys the first leg (Nikkei/USD futures) and sells the second leg (Nikkei/Yen futures). The spread will have a 1:1 leg price ratio quantity as defined in FIX tag 623-LegRatioQty in the Security Definition (tag 35-MsgType=d) message.

This spread 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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Wednesday Premium and Volatility Quoted Options on Five Major FX Futures  - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), Wednesday Premium and Volatility Quoted Options on Five Major FX Futures (AUD/USD, GBP/USD, EUR/USD, CAD/USD, & JPY/USD) will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Wednesday Premium and Volatility Quoted Options on Five Major FX Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Wednesday Premium Quoted European Style Options on Australian Dollar/US Dollar Futures	WA1-WA5	XA
Wednesday European VQOs on Australian Dollar/US Dollar Futures	VA1-VA5	3A
Wednesday Premium Quoted European Style Options on British Pound/US Dollar Futures	WG1-WG5	YB
Wednesday European VQOs on British Pound/US Dollar Futures	VG1-VG5	B3
Wednesday Premium Quoted European Style Options on Canadian Dollar/US Dollar Futures	WD1-WD5	CD
Wednesday European VQOs on Canadian Dollar/US Dollar Futures	VC1-VC5	3C
Wednesday Premium Quoted European Style Options on Euro/US Dollar Futures	WE1-WE5	XE
Wednesday European VQOs on Euro/US Dollar Futures	VE1-VE5	3E
Wednesday Premium Quoted European Style Options on Japanese Yen/US Dollar Futures	WJ1-WJ5	QJ
Wednesday European VQOs on Japanese Yen/US Dollar Futures	VJ1-VJ5	3Y

These options are 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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European Utilities Strip Spreads - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), the following European Utility strips spreads will be listed on CME Globex.

European Utilities Strip Spreads
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	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
Coal (API 4) fob Richards Bay (Argus/McCloskey) Futures	MFF	CO	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
Iron Ore 62% Fe, CFR China (TSI) Futures	TIO	IO	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
Henry Hub TTF (ICIS Heren) Natural Gas Spread Futures	THD	HX	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads EU Season Strip Spreads US Season Strip Spreads WS - Unbalanced Strip: US Season Strip Spread
Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures	NYP	HX	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads EU Season Strip Spreads US Season Strip Spreads WS - Unbalanced Strip: US Season Strip Spread
German Power Baseload Calendar Month Futures	DEB	PW	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
German Power Peakload Calendar Month Futures	DEP	PW	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
Italian Power Baseload (GME) Calendar Month Futures	ITB	PW	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
Italian Power Peakload (GME) Calendar Month Futures	ITP	PW	SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads
LNG Japan/Korea Marker (Platts) Futures	JKM	GU	SA Strip: Calendar Year Strip Quarterly Month Strip SB - Balanced Strip: Calendar Year Strip Spreads Quarterly Strip Spreads EU Season Strip Spreads

These 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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Bursa Malaysia Derivatives Berhad (BMD) FX Futures

Pending regulatory approval, Bursa Malaysia Derivatives (BMD) will list the following FX futures contracts for trading on CME Globex. A new launch date will be announced in future CME Globex notices.

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 contracts are currently available for customer testing in New Release.

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Product Changes

New New - Changes to E-mini S&P MidCap 400 Options on Futures - This Week

Effective Sunday, October 22, 2017 (for trade date Monday, October 23), the non-quarterly expirations for E-mini S&P MidCap 400 options on futures (MDP3 tag 6937-Asset=EMD) were removed from the CME Globex platform and the listing rules were updated such that only the four months in the March Quarterly Cycle will be available for trading.

Effective Sunday, November 19 (for trade date Monday, November 20), new European-style E-mini S&P MidCap 400 options on futures will be listed for the two nearest non-quarterly months, expiring on the 3rd Friday.

European-style E-mini S&P 400 Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
E-mini S&P 400 Week 3 Options	ME3	MC

The new European-style E-mini S&P MidCap 400 options will be available for customer testing this Monday, October 30.

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Listing Cycle Expansion for European Utilities Futures on NYMEX - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), the listing cycle will be expanded for the following European Utility futures and strip spreads listed on CME Globex.

Listing Cycle Expansion for European Utilities Futures on NYMEX
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Coal (API2) CIF ARA (ARGUS-McCloskey) Futures	MTF	CO	Outrights Monthlies for 5 years listed yearly SA Strip: 2 calendar year strips 3 calendar quarterly strips for Q1, Q2, Q3, Q4	Outrights Monthlies for 5 years listed yearly SA Strip: 4 calendar year strips 3 calendar quarterly strips for Q1, Q2, Q3, Q4
Coal (API4) FOB Richards Bay (ARGUS-McCloskey) Futures	MFF	CO	Outrights Monthlies for 5 years listed yearly SA Strip: 2 calendar year strips	Outrights Monthlies for 5 years listed yearly SA Strip: 4 calendar year strips

These changes 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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Change to Globex Trading Hours for USD-Denominated Ibovespa Index Futures - This Week

Effective this Sunday, October 29 (trade date Monday, October 30), USD-Denominated Ibovespa Index futures trading hours will be changed on CME Globex as follows:

Change to Globex Trading Hours for USD-Denominated Ibovespa Index Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Globex Trading Hours	New Globex Trading Hours
USD-Denominated Ibovespa Index Futures	IBV	IB	Monday – Friday, 7:15 am – 4:00 pm, Central Time	Sunday – Friday, 5:00 pm – 4:00 pm, Central Time

These futures are 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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New New - Listing Cycle Change for Platts Natural Gas Products  - This Week

Effective this Tuesday, October 31 (trade date Wednesday, November 1), the listing cycle will be reduced for the following Platts Natural Gas products:

Listing Cycle Change for Platts Natural Gas 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 (as of November 1)
Columbia Gulf, Mainline Natural Gas (Platts IFERC) Basis Futures	5ZN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
OneOk, Oklahoma Natural Gas (Platts IFERC) Basis Futures	8XN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Southern Star, Tx.-Okla.-Kan. Natural Gas (Platts IFERC) Basis Futures	8ZN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Texas Gas, Zone 1 Natural Gas (Platts IFERC) Basis Futures	9FN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
San Juan Natural Gas (Platts IFERC) Pipe Option	APJ	C2	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Panhandle Natural Gas (Platts IFERC) Pipe Option	APU	C2	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Rockies Natural Gas (Platts IFERC) Pipe Option	AZR	C2	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Algonquin City-Gates Natural Gas (Platts IFERC) Basis Futures	B4N	FD	Monthly expiries for 36 months	Monthly contract listed through and including October, 2020
CIG Rockies Natural Gas (Platts IFERC) Basis Futures	CIN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Transco Zone 3 Natural Gas (Platts IFERC) Basis Futures	CZN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Dominion, South Point Natural Gas (Platts Gas Daily/Platts IFERC) Index Futures	DIH	FD	Monthly expiries for 36 months	Monthly contract listed through and including October, 2020
Sumas Natural Gas (Platts IFERC) Fixed Price Futures	DVS	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Columbia Gulf, Louisiana Natural Gas (Platts IFERC) Basis Futures	GL	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Henry Hub Natural Gas (Platts IFERC) Basis Futures	HB	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Henry Hub Natural Gas (Platts Gas Daily/Platts IFERC) Index Futures	IN	FD	Monthly expiries for 36 months	Monthly contract listed through and including October, 2020
ANR, Oklahoma Natural Gas (Platts IFERC) Basis Futures	NEN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
MichCon Natural Gas (Platts IFERC) Basis Futures	NFN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Houston Ship Channel Natural Gas (Platts IFERC) Basis Futures	NHN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
San Juan Natural Gas (Platts IFERC) Basis Futures	NJ	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Sumas Natural Gas (Platts IFERC) Basis Futures	NKN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
NGPL Mid-Con Natural Gas (Platts IFERC) Basis Futures	NL	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Tennessee Zone 0 Natural Gas (Platts IFERC) Basis Futures	NQN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Rockies Natural Gas (Platts IFERC) Basis Futures	NR	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Waha Natural Gas (Platts IFERC) Basis Futures	NW	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Texas Eastern Zone M-3 Natural Gas (Platts IFERC) Basis Futures	NX	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Transco Zone 6 Natural Gas (Platts IFERC) Basis Futures	NZN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
NGPL TexOk Natural Gas (Platts IFERC) Basis Futures	PD	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Demarc Natural Gas (Platts IFERC) Basis Futures	PE	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Ventura Natural Gas (Platts IFERC) Basis Futures	PF	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Dominion, South Point Natural Gas (Platts IFERC) Basis Futures	PGN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Panhandle Natural Gas (Platts IFERC) Basis Futures	PH	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Permian Natural Gas (Platts IFERC) Basis Futures	PM	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Enable Natural Gas (Platts IFERC) Basis Futures	PW	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Southern Natural, Louisiana Natural Gas (Platts IFERC) Basis Futures	SZN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Columbia Gas TCO (Platts IFERC) Basis Futures	TC	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Transco Zone 4 Natural Gas (Platts IFERC) Basis Futures	TRZ	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
TETCO STX Natural Gas (Platts IFERC) Basis Futures	TXN	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Transco Zone 6 Non-N.Y. Natural Gas (Platts IFERC) Basis Futures	TZ6	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Panhandle Natural Gas (Platts IFERC) Fixed Price Futures	XH	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
CIG Rockies Natural Gas (Platts IFERC) Fixed Price Futures	XIC	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
Rockies Natural Gas (Platts IFERC) Fixed Price Futures	XR	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021
San Juan Natural Gas (Platts IFERC) Fixed Price Futures	XX	FD	Monthly expiries for the current year and the next 5 years	Monthly contract listed through and including December, 2021

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

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Daily Settlement Procedure for Energy Futures  - November 5

Effective Sunday, November 5 (trade date Monday, November 6), the daily settlement procedure for energy futures will be harmonized to provide a standardized methodology and to improve transparency. The new standardized methodology will use:

• A volume weighted average price for the derivation of the active expiration.
• All other expirations will use volume weighted average calendar spread prices as the Tier 1 criterion for the derivation of settlements.
• Any remaining expirations will use active and actionable calendar spread bids and offers as the Tier 2 criterion for the derivation of settlement prices.

New Daily Settlement Procedure for Energy Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Crude Oil Futures	CL	CL
NY Harbor ULSD Futures	HO	CL
RBOBGasoline Futures	RB	CL

Additional information and examples are available in the Client Systems Wiki.

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New New - Listing Cycle Expansion for Natural Gas Options and Combos  - November 12

Effective Sunday, November 12 (trade date Monday, November 13), the listing cycle for the following Natural Gas Options and Combos will be expanded on CME Globex.

Listing Cycle Expansion for Natural Gas Options and Combos
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Natural Gas Option on Calendar Futures Strip	A6J	GZ	5 consecutive Calendar Strips	11 consecutive Calendar Strips
Natural Gas Option on Calendar Futures Strip Combo	U8P	08	5 consecutive Calendar Strips	11 consecutive Calendar Strips
Natural Gas Option on Summer Futures Strip	A4D	GZ	5 consecutive Summer Strips	10 consecutive Summer Strips
Natural Gas Option on Summer Futures Strip Combo	U8R	08	5 consecutive Summer Strips	10 consecutive Summer Strips
Natural Gas Option on Winter Futures Strip	A6I	GZ	5 consecutive Winter Strips	10 consecutive Winter Strips
Natural Gas Option on Winter Futures Strip Combo	H8U	08	5 consecutive Winter Strips	10 consecutive Winter Strips

These options and combos  will be available for customer testing in New Release on Monday, November 6.

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

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New New - Extend Agency Cross (A-Cross) for all NYMEX and COMEX Energy and Metals Products  - November 19

Effective Sunday, November 19 (trade date Monday, November 20), CME Group will extend Agency Cross capability to include all NYMEX and COMEX energy and metals contracts on CME Globex.

Currently, the A-Cross functionality is only available in eligible NYMEX and COMEX futures and options products.

The A-Cross functionality for these products will be available in New Release for customer testing on Monday, November 6.

Certification is mandatory for all customers who intend to leverage the cross functionality on futures and options contracts.

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American-Style Mexican Peso Options to European-Style - January 2

Effective Tuesday, January 2, 2018, the full conversion from American-style to European-style exercise will occur and the Security Definition messages and Referential files will reflect European-style exercise. Product Symbols are not changing.

American-Style Mexican Peso Options to European-Style
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures	6M	MO
Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures - Week 1-5	1M-5M	MO

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

The change will be available in New Release for customer testing on Monday, November 8.

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Events and Announcements

New New - Risk Management Tools Update: Inline Credit Controls

In August, CME Group completed the launch of our latest risk management tool for CME Globex, Inline Credit Controls (ICC). Learn more about this tool from experts across CME Clearing, Global Market Solutions, and Services and Technology teams.

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