CME Globex Notices: November 27, 2017

Critical System Updates

NewNew - MDP 3 TCP Recovery IPs and Ports for New Release and Certification Environments - December 4

Effective Monday, December 4, CME Group will migrate to new IPs and ports for MDP 3.0 TCP Recovery in the New Release and Certification environments.

The current IP and ports will be decommissioned at the close of business on Friday, February 2.

MDP 3 TCP Recovery IPs and Ports for New Release and Certification Environments
New Release		Certification
Current IP and Port	New IP and Port	Current IP and Port	New IP and Port
69.50.112.160:9000	69.50.112.159:9000	69.50.112.121:9001	69.50.112.159:9001

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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  - January 21

Effective Sunday, January 21, (trade date Monday, January 22), 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
• January 21: 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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UpdateUpdate - Streamlined MDP SBE Schema Update  - January 21

† Denotes update to the article

On Sunday, January 21, CME Group will continue to 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	†Version 8
OTC Daily	200, 201	Version 6	January 21	Available
Equity Indices	210, 211, 212	Version 4	January 21	Available
Bitcoin	213	Version 6	January 21	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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NewNew - Energy Futures Inter-commodity Calendar Spread - January 21

Effective Sunday, January 21 (trade date Monday, January 22), CME Globex will launch new an Inter-commodity Calendar Spread for Henry Hub Natural Gas futures vs Henry Hub Natural Gas Look-Alike Last-Day Financial futures for the nearest 6 monthly expiries. This calendar spread will utilize a new strategy type (tag 762-SecuritySubType=IP).

Energy Futures Inter-commodity Calendar Spread
Product	MDP 3.0: tag 6947-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762-SecuritySubType
Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Look-Alike Last-Day Financial Futures (NG:HH)	NG	NG	IP

Construction:  Buy1com1exp1 Sell1com2exp1 Sell1com1exp2 Buy1com2exp2

Security Definition Example: NGZ7-HHF8

Example: Buy the Spread

Buy 1 December 2017 Henry Hub Natural Gas (NG)
Sell 1 December 2017 Henry Hub Natural Gas Last Day Financial Future (HH)
Sell 1 January 2018 Henry Hub Natural Gas (NG)
Buy 1 January 2018 Henry Hub Natural Gas Last Day Financial Future (HH)

Example: Sell the Spread

Sell 1 December 2017 Henry Hub Natural Gas (NG)
Buy 1 December 2017 Henry Hub Natural Gas Last Day Financial Future (HH)
Buy 1 January 2018 Henry Hub Natural Gas (NG)
Sell 1 January 2018 Henry Hub Natural Gas Last Day Financial Future (HH)

These spreads will be available for customer testing in New Release on Monday, December 18.

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NewNew - Reduced Tick Inter-Commodity Spread (RI) - January 21

Effective Sunday, January 21 (trade date Monday, January 22), CME Globex will launch a new Reduced Tick Inter-commodity Spread (RI) spread tag (762-SecuritySubType= RI). This new spread will allow a difference in tick size between the underlying instrument and the spread, where the underlying instrument trades at a larger tick size than the spread market. With this launch, the following energy Reduced Tick spreads (RT) will be converted to the new Reduced Tick Inter-commodity Spread (RI) type.

Reduced Tick Inter-Commodity Spread (RI)
Product	MDP 3.0: tag 6947-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Tag 762-SecuritySubType	Future Tag 762-SecuritySubType
Natural Gas (Henry Hub) Penultimate Financial Futures vs Henry Hub Natural Gas Futures (HP:NG)	HP	HX	RT	RI
Henry Hub Natural Gas Penultimate Financial Futures vs Per Month Henry Hub Futures (NP:NNE)	NPG	HX	RT	RI
Natural Gas (Henry Hub) Penultimate Financial Futures vs Natural Gas (Henry Hub) Last-day Financial Futures (HP:HH)	HP	HX	RT	RI
Henry Hub Natural Gas Futures vs Natural Gas (Henry Hub) Last-day Financial Futures (NG:HH)	HP	HX	RT	RI

Please note: No additional changes will be made to these spreads, and all GT orders will remain in the order book during the conversion.

In addition, 2 new Reduced Tick Inter-commodity Spread (RI) spreads for Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Last Day Financial Futures and Natural Gas (Henry Hub) Last-day Financial Futures vs Henry Hub Natural Gas Last Day Financial will be listed for trading on CME Globex.

Reduced Tick Inter-Commodity Spread (RI)
Product	MDP 3.0: tag 6947-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Future Tag 762-SecuritySubType
Henry Hub Natural Gas Futures vs Henry Hub Natural Gas Last Day Financial Futures (NG:NN)	NG	NG	RI
Natural Gas (Henry Hub) Last-day Financial Futures vs Henry Hub Natural Gas Last Day Financial Futures (HH:NN)	HH	NG	RI

Construction:  Buy1com1exp1 Sell1com2exp1

Security Definition Example: HPH8-NGH8

Example: Buy the Spread

Buy 1 March 2018 Natural Gas (Henry Hub) Penultimate Financial Futures
Sell 1 March 2018 Natural Gas (Henry Hub) Last-day Financial Futures

Example: Sell the Spread

Sell 1 December 2018 Natural Gas (Henry Hub) Penultimate Financial Futures
Buy 1 December 2018 Natural Gas (Henry Hub) Last-day Financial Futures

These spreads will be available for customer testing in New Release on Monday, December 18.

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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, (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 a 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 is currently available in Autocert+. 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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NewNew - Price Precision Extension - 2018

In the second half of 2018, the supported decimal price precision for CME Globex and streamlined blocks SBE market data will be increased from 7 to 9 decimals to provide greater price granularity for future launches.

In Q4 2018, in conjunction with the price precision update, pending regulatory approval, the minimum price increment (MPI) for the 2 Year Treasury Note futures, future spreads and inter-commodity spreads will be reduced from 1/4th of 1/32nd (0.0078125) to 1/8th of 1/32nd (0.00390625). As a result, the maximum price precision will increase from 7 to 8 decimals.

The Client impact assessment includes additional information on the following:

• CME Globex iLink
• CME Globex MDP3
• Streamlined MDP
• ITC
• CME Globex Drop Copy
• Referential Data

These changes will be available in New Release for customer testing first half of 2018.

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New Functionality

Mass Quote Protections Enhancements for Triangulation  - This Week

Effective this Sunday, December 3 (trade date Monday, December 4), to prevent over-filling across resting mass quotes in multiple Volatility-Quoted Options (VQO) and Premium-Quoted Options (PQO) strike prices, Mass Quote Protections(MQPs) will be evaluated inter-event for a Triangulation implied trade originating from an aggressing futures order.

With this release, there will be a change to the MQP Thresholds – Execution (Y) for Triangulation implied trades that occur in the futures order book. There are no MQP calculation changes to Triangulation implied trades that occur in the VQO and PQO order book.

• Execution (Y) 
  • The number of executions will increment only once per an aggressor order. Currently, the number of executions increments each time a fill occurs.
• Delta (D) 
  • The VQO delta MQP will not be incremented for triangulation implied trades that occur in the futures order book. The PQO delta MQP will continue to be incremented.

Additional information and examples on MQPs for Triangulation are available in the Client Systems Wiki.

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

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User-Defined Spreads for Natural Gas Futures  - January 7

Effective Sunday, January 7 (trade date Monday, January 8), User-Defined Spreads (UDS) will be supported in the following Natural Gas futures markets. Only the Generic strategy type will be available (tag 762-SecuritySubType=:GN).

• E-mini Natural Gas (tag 6937-Asset=QG)
• Henry Hub Natural Gas(tag 6937=NG)
• Henry Hub Natural Gas Last Day Financial (tag 6937=NN)
• Henry Hub Natural Gas Last Day Financial in Units per Month (tag 6937=NNE)
• Henry Hub Natural Gas Last Day Physical (tag 6937=MNG)
• Henry Hub Natural Gas Look-Alike Last Day Financial (tag 6937=HH)

UDS are custom multilegged instruments, created real-time by clients on CME Globex and immediately available for trading.

UDS for Natural Gas futures will be available for customer testing in New Release on Monday, December 4.

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CME FX Link  - February 25

On Sunday, February 25 (for trade date Monday, February 26), 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 and CME STP FIX will support trade confirmations.

The CME FX Link is currently available for customer testing in New Release.

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Product Launches

UpdateUpdate - Black Sea Wheat and Corn Futures  - December 17

† Denotes update to the article

Effective Sunday, December 17 (trade date Monday, December 18), Black Sea Wheat and Corn Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

The Half Month futures will include the settlement period to distinguish them from the standard monthly futures; e.g., BWHZ7## and BCHZ7##, where †“Z” is the contract month code, “7” is the last digit of the year, and “##” is the settlement period.

Black Sea Wheat and Corn Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Black Sea Wheat FOB (Platts) Futures	BWF	WP
Black Sea Wheat Financially Settled (Platts) Half Month Futures	BWH	WP
Black Sea Corn FOB (Platts) Futures	BCF	CS
Black Sea Corn Financially Settled (Platts) Half Month Futures	BCH	CS

Customers should note actual LTD for the Half Month products will not always align with the external name in MDP 3.0 tag 55-Symbol or iLink tag 107-SecurityDesc; the actual LTD for these products will be the last business day of the †settlement period. Should the 15 not fall on the last business day of the settlement period, the LTD will be the last business day preceding the 15th. The instrument LTD can be found by leveraging fix tags 865=7 (Last eligible trade date) and 1145-EventTime in the Security Definition message. As a reminder, CME Group does not recommend parsing the external instrument name to determine instrument characteristics.

Contract specifications for the products can be found here.

Example: Black Sea Wheat and Corn Futures Half Month LTD
Product	Product Type	MDP 3.0: Tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151-Security Group	External Name: iLink: 107-SecurityDesc	LTD
Black Sea Wheat Financially Settled (Platts) Half Month Futures	1H Monthly	BWH	WP	BCHZ715	December 15
Black Sea Wheat Financially Settled (Platts) Half Month Futures	1H Monthly	BWH	WP	BCHJ815	April 13
Black Sea Corn Financially Settled (Platts) Half Month Futures	2H Monthly	BCH	CS	BCHZ731	December 29

These futures will be available for customer testing in New Release on Monday, December 4.

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

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WTI vs. Dubai Crude Oil (Platts) Futures  - December 17

Effective Sunday, December 17 (trade date Monday, December 18), WTI vs. Dubai Crude Oil (Platts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

WTI vs. Dubai Crude Oil (Platts) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
WTI vs. Dubai Crude Oil (Platts)Futures	DCW	BB

The WTI vs. Dubai Crude Oil (Platts) futures will be available for customer testing in New Release on Monday, December 4.

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

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Bitcoin Futures  - Q4 2017

In Q4 2017, pending regulatory review and certification, Bitcoin futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

The Bitcoin futures are based on the underlying CME CF Bitcoin Reference Rate (BRR) value.

Bitcoin Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel	Channel Number
Bitcoin Futures	BTC	BF	CME Globex Equity Futures - excludes E-mini S&P 500	318

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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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

Renaming Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures  - This Week

Effective this Sunday, December 3 (trade date Monday, December 4), the Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) futures will be renamed as Singapore Gasoil (Platts) vs. Singapore Gasoil 500 ppm (Platts) futures.

Renaming Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures
Current Product Name	New Product Name	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Singapore Gasoil 10 ppm (Platts) vs. Singapore Gasoil (Platts) Futures	Singapore Gasoil (Platts) vs. Singapore Gasoil 500 ppm (Platts) Futures	STT	RF

In addition, on Sunday, December 3 the listing cycle will resume on CME Globex. With this resumption, the previously removed contract months beyond December 2017 will be relisted as “Monthly contracts listed for the current year plus next two calendar years”.

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.

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Singapore Gasoil Futures - This Week

Effective this Sunday, December 3 (trade date Monday, December 4), the following Singapore Gasoil futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Singapore Gasoil Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Singapore Gasoil 500 ppm (Platts) Futures	GHS	CP
Singapore Gasoil 500 ppm (Platts) BALMO Futures	GHB	CP
Mini Singapore Gasoil 500 ppm (Platts) Futures	MGO	CP
Singapore Gasoil 500 ppm (Platts) vs. Low Sulphur Gasoil Futures	SGG	CP
Singapore Jet Kerosene (Platts) vs. Gasoil 500 ppm (Platts) Futures	RHS	CP
Singapore Jet Kerosene (Platts) vs. Gasoil 500 ppm (Platts) BALMO Futures	RHB	CP
Singapore Gasoil 500 ppm (Platts) Dubai (Platts) Crack Spread Futures	GDH	CP
Singapore Gasoil (Platts) Dubai (Platts) Crack Spread Futures	GDL	CP

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.

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Change to Minimum Price Increment and Strategy Type for 5-Year USD MAC Swap Futures  - This Week

Effective this Sunday, December 3 (trade date Monday, December 4), the minimum price increment tag 969-MinPriceIncrement will be changed for the following MAC Swap futures and spreads. With this change, the spread type (tag 762-SecuritySubType) will change from Futures – Reduced Tick (RT) to Futures – Standard Calendar Spread (SP). The minimum price increment for the calendar spread will be unchanged.

5-Year USD MAC Swap Futures Minimum Price Increment Change
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 969 - MinPriceIncrement	New tag 969 - MinPriceIncrement
5-Year USD MAC Swap Futures	F1U	SF	0.0156250	0.0078125
5-Year MAC Swap vs. 10-Year MAC Swap	FNU	IV	0.0156250	0.0078125

 

5-Year USD MAC Swap Futures Strategy Type Change
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 762 - SecuritySubType	New tag 762 - SecuritySubType
5-Year USD MAC Swap Futures	F1U	SF	RT	SP

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 CBOT.

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Changes to Non-Reviewable Ranges for Equity BTIC Futures  - December 10

Effective Sunday, December 10 (trade date Monday, December 11), the Non-Reviewable Ranges will be modified for following Basis Trade at Index Close (“BTIC”) equity futures.

Equity BTIC Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Non-Reviewable Range	New Non-Reviewable Range
BTIC on E-mini Nasdaq-100 Futures	NQT	NB	1200	300
BTIC on E-mini S&P 500 Futures	EST	SB	600	150
BTIC on E-mini S&P MidCap 400 Futures	EMT	PB	400	100
BTIC on E-mini Russell 1000 Index Futures	R1T	R1	400	100
BTIC on E-mini Russell 1000 Growth Index Futures	RGT	R2	400	100
BTIC on E-mini Russell 1000 Value Index Futures	RVT	R3	400	100
BTIC on E-mini® IPOX US Index Futures	IPT	IT	4000	1000
BTIC on E-mini Russell 2000	RLT	RT	400	100
BTIC on E-mini Russell 2000 Growth Index Futures	2GT	RB	400	100
BTIC on E-mini Russell 2000 Value Index Futures	2VT	RD	400	100
BTIC on S&P MLP Total Return Index Futures	SLT	MR	2400	600
BTIC on S&P 500 Total Return Futures	TRB	TB	1200	300
BTIC on S&P 500 Carry-Adjusted Total Return Futures	CTB	CA	1200	300
BTIC on E-mini DJIA Futures	YMT	DB	60	15
BTIC on E-mini FTSE 100 Index Futures	FTT	FU	3000	750
BTIC on E-mini USD Denominated FTSE 100 Index Futures	FTB	FU	600	150
BTIC on E-mini FTSE China 50 Index Futures	FTC	C1	60	15
BTIC on E-mini® FTSE® Emerging Index Futures	EIT	ED	300	75
BTIC on E-mini® FTSE® Developed Europe Index Futures	DVT	DT	300	75

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

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Change to Minimum Price Increment for European Low Sulphur Gasoil (100mt) Bullet Futures  - December 17

Effective Sunday, December 17 (trade date Monday, December 18), the minimum price increment tag 969-MinPriceIncrement will be changed for the following.

European Low Sulphur Gasoil (100mt) Bullet Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 969 - MinPriceIncrement	New tag 969 - MinPriceIncrement
European Low Sulphur Gasoil (100mt) Bullet Futures	GLI	OP	5.0000000	25.0000000

This Futures will be available for customer testing in New Release on Monday, December 4.

To facilitate the change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on December 15. After 16:00 CT on December 15, all remaining GT orders for this future will be cancelled or deleted by the CME Global Command Center (GCC).

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

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Renaming and Listing Cycle Resumption Freight Route TD3 (Baltic) Average Price Options  - December 17

Effective Sunday, December 17 (trade date Monday, December 18), the Freight Route TD3 (Baltic) Average Price Options will be renamed as Freight Route TD3C (Baltic) Average Price Options. With this change, the listing cycle will resume on CME Globex and the previously removed expiration beyond December 2017 will be relisted as “Monthly contracts listed for the current year plus next one (1) calendar year”.

Renaming and Listing Cycle Resumption Freight Route TD3 (Baltic) Average Price Options
Current Product Name	New Product Name	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Freight Route TD3 (Baltic) Average Price Options	Freight Route TD3C (Baltic) Average Price Options	TDT	FA

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.

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Listing Cycle Expansion for Henry Hub Natural Gas Look-Alike Last Day Financial Futures and Strips  - December 17

Effective Sunday, December 17 (trade date Monday, December 18), the listing cycle for the following Henry Hub Natural Gas Look-Alike Last Day Financial products will be expanded on CME Globex.

Henry Hub Natural Gas Look-Alike Last Day Financial Futures and Strips
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Henry Hub Natural Gas Look-Alike Last Day Financial Futures	HH	NG	Current year and the next 5 consecutive years	Monthly contracts listed for the current year and the next 12 calendar years.  List monthly contracts for a new calendar year following the termination of trading in the December contract of the current year.
Henry Hub Natural Gas Look-Alike Last Day Financial Futures Calendar Strip	HH-HH	NG	6 Years	13 Years
Henry Hub Natural Gas Look-Alike Last Day Financial Futures Balanced Calendar Strip	HHSS	NG	4 Years	12 Years

These futures and strips will be available for customer testing in New Release on Monday, December 4.

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

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Listing Cycle Expansion for Crude and Refined Calendar Spread Options  - December 17

Effective Sunday, December 17 (trade date Monday, December 18), the listing cycle for the following Crude and Refined Calendar Spread options will be expanded on CME Globex.

Listing Cycle Expansion for Crude and Refined Calendar Spread Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Crude Oil Financial Calendar Spread Option - 1 Month	B7A	LO	Monthly contracts listed for 60 consecutive months.	1-Month spreads listed for the current year and next 5 calendar years.
Crude Oil Financial Calendar Spread Option - 2 Month	7B	LO	Monthly contracts listed for 2 consecutive months	2-Month spreads listed for 12 consecutive months
Crude Oil Financial Calendar Spread Option - 3 Month	7C	LO	Annual contracts listed for 1 year.	3-Month spreads listed for 12 consecutive months
Crude Oil Financial Calendar Spread Option - 6 Month	7M	LO	Semi-annual contracts listed for 6 consecutive years.	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads
Crude Oil Financial Calendar Spread Option - 12 Month	7Z	LO	Monthly contracts listed for 13 consecutive months.	12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads
Brent Crude Oil Last Day Financial Calendar Spread Option - 1 Month	9C	OT	Monthly contracts listed for 12 consecutive months.	1-Month spreads listed for the current year and next 5 calendar years.
Brent Crude Oil Last Day Financial Calendar Spread Option - 2 Month	9B	OT	Monthly contracts listed for 2 consecutive months.	2-Month spreads listed for 12 consecutive months
Brent Crude Oil Last Day Financial Calendar Spread Option - 3 Month	9D	OT	Monthly contracts listed for 1 month.	3-Month spreads listed for 12 consecutive months
Brent Crude Oil Last Day Financial Calendar Spread Option - 6 Month	9L	OT	Semi-annual contracts listed for year	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads
Brent Crude Oil Last Day Financial Calendar Spread Option - 12 Month	9Y	OT	Annual contracts listed for 1 year	12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads
Brent Calendar Spread Option - 1 Month	AA	OT	Monthly contracts listed for 12 consecutive months.	1-Month spreads listed for the current year and next 5 calendar years.
Brent Calendar Spread Option - 2 Month	AB	OT	Monthly contracts listed for 2 consecutive months.	2-Month spreads listed for 12 consecutive months
Brent Calendar Spread Option - 3 Month	AC	OT	Monthly contracts listed for 1 month.	3-Month spreads listed for 12 consecutive months
Brent Calendar Spread Option - 6 Month	AM	OT	Semi-annual contracts listed for 1 year	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads
Brent Calendar Spread Option - 12 Month	AZ	OT	Annual contracts listed for 1 year	12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads
WTI Calendar Spread Option - 1 Month	WAY	LO	Monthly contracts listed for 60 consecutive months.	1-Month spreads listed for the current year and next 5 calendar years.
WTI Calendar Spread Option - 2 Month	WB	LO	Monthly contracts listed for 3 consecutive months.	2-Month spreads listed for 12 consecutive months
WTI Calendar Spread Option - 3 Month	WC	LO	Monthly contracts listed for 2 consecutive months.	3-Month spreads listed for 12 consecutive months
WTI Calendar Spread Option - 6 Month	AWM	LO	Monthly contracts listed for 11 consecutive months.	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads
WTI Calendar Spread Option - 12 Month	AWZ	LO	Monthly contracts listed for:  1 February; 4 March, June and September cycle, and 4 December	12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads
NY Harbor ULSD Calendar Spread Option - 1 Month	FAY	XZ	Monthly contracts listed for 35 consecutive months.	1-Month spreads listed for the current year and next 3 calendar years.
NY Harbor ULSD Calendar Spread Option - 2 Month	FB	PC	Monthly contracts listed for 2 consecutive months.	2-Month spreads listed for 12 consecutive months
NY Harbor ULSD Calendar Spread Option - 3 Month	FC	PC	Monthly contracts listed for 2 consecutive months.	3-Month spreads listed for 12 consecutive months
NY Harbor ULSD Calendar Spread Option - 6 Month	FM	PC	Semi-annual contracts listed for 1 year.	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads
NY Harbor ULSD Calendar Spread Option - 12 Month	AFZ	PC	Annual contracts listed for 1 year.	12-Month spreads listed for 13 consecutive months and the next 2 March, 2 June, 2 September and 2 December spreads
RBOB Gasoline Calendar Spread Option - 1 Month	ZAY	XZ	Monthly contracts listed for 35 consecutive months.	1-Month spreads listed for the current year and next 3 calendar years.
RBOB Gasoline Calendar Spread Option - 2 Month	AZB	PC	Monthly contracts listed for 10 consecutive months.	2-Month spreads listed for 12 consecutive months
RBOB Gasoline Calendar Spread Option - 3 Month	AZC	PC	Monthly contracts listed for 9 consecutive months.	3-Month spreads listed for 12 consecutive months
RBOB Gasoline Calendar Spread Option - 6 Month	AZM	PC	Monthly contracts listed for 6 consecutive months.	6-Month spreads listed for 13 consecutive months and the next 2 June and 2 December spreads

These options will be available for customer testing in New Release on Monday, December 4.

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

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

Effective Tuesday, January 2, 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.

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

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Delisting and Removal of Singapore Gasoil Futures  - January 2

Effective Tuesday, January 2, the following Singapore Gasoil futures will be permanently delisted when the last contract month, December 2017, expires. These futures will be removed from CME Globex on Friday, December 29 at the close of business.

Delisting and Removal of Singapore Gasoil Futures Contracts
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Singapore Gasoil 10 ppm (Platts) BALMO Futures	STL	CP
Singapore Gasoil 10 ppm (Platts) Futures	ATF	CP

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Extend Cross Functionally and Permit Block Trading for CME and CBOT Products  - January 7

Effective Sunday, January 7, (trade date Monday, January 8), and pending all relevant regulatory review periods, CME Group will make the following changes on CME Globex.

• Permit block trading in all Agricultural futures, options, outrights, spreads and combinations.
• Extend R-Cross capability to include all CME and CBOT futures and CBOT options.
• Extend G-Cross capability to include all CBOT Agricultural futures.

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

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

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