CME Globex Notices: March 12, 2018

Critical System Updates

UpdateUpdate - New Source IPs for ftp.cmegroup.com

† Denotes update to the article

† The planned change to source IPs for all ftp.cmegroup.com content has been postponed. The new effective date will be announced in future CME Globex Notices.

Please update all firewall and network devices to accept content from these IPs immediately to ensure seamless access to the information.

• 52.7.201.185
• 34.199.179.189
• 13.57.174.25
• 13.57.171.25

This change only affects the public ftp site; there is no impact to the secure sFTP content.

Connect now to ftp://betaftp.cmegroup.com to verify your ability to receive content from the new Source IPs.

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

† Denotes update to the article

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.

The new Secure Logon is in production and will be supported in parallel with the current model without surcharges until Friday, April 27. Customers are strongly encouraged to make the change before the end of April to ensure no business interruption. Any iLink or Drop Copy Target sessions that connect using plain text password after April 27 will be subject to surcharges as follows:

• Sunday April 29 – Friday June 1: $100/session/month
• Sunday June 3 – Friday June 29: $500/session/month

Only Secure Logons will be supported starting Sunday, July 1.

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.

† CME Group will offer a CME Globex API Secure Login mock trading session on Saturday, April 7 for iLink and Drop Copy. This mock trading session will offer customers the opportunity to interact with the system and experience the new logon procedure in the CME Globex production environment. You will need to reset your Message Sequence number to “1” for the mock trading session and again prior to the beginning of week logon. If you experience any issues during the mock, please contact the Global Command Center (GCC) for assistance at +1 800 438 8616. For a general status during the mock there will be a bridge line open for regular updates +1 877 979 3898 Access code: 6485475.

Please note that customers are required to register in advance in order to participate in the iLink mock trading session. Registration is now open.

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 is now available for customer testing in New Release.

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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TCP Recovery Performance Improvement for CME Globex and Streamlined Production Environments - April 20

CME Group implemented load balancing for MDP 3.0 and Streamlined TCP Recovery to improve performance during high utilization periods. To support this change, new Historical Replay IPs and ports were introduced for MDP 3.0 for CME Globex and Streamlined production environments.

The new IPs and ports for Historical Replay are currently available in the config_20180422.xml file for customer download. The legacy IP and ports will continue to be available in parallel until close of business on Friday, April 20. 

On Sunday, April 22 (trade date Monday, April 23), the new IP and ports will be added to the production config.xml file.

Please note: Backup IP addresses will be eliminated.

TCP Recovery Performance Improvement for CME Globex and Streamlined Production Environments
Feed	Legacy IP and Port	New IP and Port
CME Globex	205.209.220.72:10000 205.209.222.72:10000	205.209.218.10:10000
Streamlined	205.209.222.61:9000 205.209.220.61:9000	205.209.218.10:9000

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UpdateUpdate - Price Precision Extension - 2018

† Denotes update to the article

CME Group is implementing end-to-end technology changes to support increased price granularity. Currently, CME Group systems support a maximum of 7 decimals. With this initiative, products with up to 9 decimals may be listed and traded. In Q4 2018, pending regulatory approval, the 2 Year Treasury Note futures and spreads will move from 7 decimals to 8 to support trading at 1/8 of 1/32.

† Customers are encouraged to move to support 9 decimals now; but there are no plans to list a product that uses the 9th decimal at this time.

† Starting Sunday, August 12, the price precision extension rollout will begin with MDP 3.0.

† The Client Impact Assessment includes key dates and 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 starting Monday, April 22.

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New Functionality

CME FX Link  - March 25

On Sunday, March 25 (for trade date Monday, March 26), CME Group is launching CME FX Link, which is 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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Covered UDS Enhancement for CBOT Treasury Products - April 8

Effective Sunday, April 8 (trade date Monday, April 9), to better facilitate delta-neutral option spread trading on CME Globex, clients will be able to create Covered User-Defined Spreads (UDS) with future legs from more than one Security Group (FIX tag 1151-SecurityGroup). Any combination of the following futures can be used for a CBOT Treasury Covered UDS:

• 5-Year T-Note futures (tag 6937-Asset=ZF)
• 10-Year T-Note futures (6937=ZN)
• Ultra 10-Year U.S. Treasury Note futures (6937=TN)
• U.S. Treasury Bond futures (6937=ZB)
• Ultra U.S. Treasury Bond futures (6937=UB)

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

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UpdateUpdate - CME SOFR Futures and Spreads  - May 6

† Denotes update to the article

Effective Sunday, May 6 (trade date Monday, May 7), the following CME SOFR futures and standard intra-commodity spreads will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.   

SOFR Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	MDP 3.0 Market Data Channel
3-Month SOFR Futures	SR3	SS	312
1-Month SOFR Futures	SR1	SS	312

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

Customers should note the named month (e.g., SR3K8) in the external name in MDP 3.0 tag 55-Symbol and iLink tag 107-SecurityDesc does not reflect the last trade date. The instrument last trade date can be found by leveraging FIX tags 865=7 (Last eligible trade date) and 1145-EventTime in the Security Definition (tag 35-MsgType=d) message. As a reminder, CME Group does not recommend parsing the external instrument name to determine instrument characteristics.

†The following inter-exchange and inter-commodity spreads will also be listed for trading on CME Globex.

†SOFR Inter-Commodity Futures Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Future Tag 762-SecuritySubType	MDP 3.0 Market Data Channel
Eurodollar vs 3-Month SOFR Inter-Commodity Spread	†SR3	SS	IS	312
1-Month SOFR  vs 30-Day Fed Funds future Inter-Exchange Spread	SR1	SY	IS	312

†Strategy type IS supports inter- and intra-exchanges and products.

†These spreads will be available for customer testing in New Release on Monday, March 19.

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Implied Functionality on Eurodollar Serial Months - May 6

Effective Sunday, May 6 (trade date Monday, May 7), implied functionality will be enabled for all serial Eurodollar futures and calendar spreads on CME Globex.

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

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

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Product Launches

Net Energy Canadian Crude APOs  - March 25

Effective Sunday, March 25 (trade date Monday, March 26), Net Energy Canadian Crude APOs will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Net Energy Canadian Crude APOs
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Light Sweet Oil (Net Energy) Monthly Index Average Price Option	SWO	P2
Synthetic Sweet Oil (Net Energy) Monthly Index Average Price Option	SSO	P2
Canadian C5+ Condensate Monthly Index (Net Energy) Average Price Option	CCO	P2

These  Net Energy Canadian Crude APOs will be available for customer testing in New Release on Monday, March 12.

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

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Update Update - Basis Trade at Index Close (“BTIC”) Eligibility on CME Globex and Listing Cycle Expansion for Certain CME and CBOT Equity Index Futures - March 25

† Denotes update to the article

Effective Sunday, March 25 (trade date Monday, March 26), BTICs on E-mini S&P Select Sector Futures, BTICs on E-mini Nasdaq Biotechnology Futures, and BTICs on Dow Jones U.S. Real Estate Index Futures will be listed for trading on CME Globex. Currently, these products are available for submission for clearing via CME ClearPort, only.

Basis Trade at Index Close (“BTIC”) Eligibility on CME Globex and Listing Listing Cycle Expansion for Certain CME and CBOT Equity Index Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel	Current Listing Schedule	New Listing Schedule
E-mini Consumer Discretionary Select Sector Futures	XAY	XN	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Consumer Discretionary Select Sector Futures	XYT	TC	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Consumer Staples Select Sector Futures	XAP	XP	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Consumer Staples Select Sector Futures	XPT	TY	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Energy Select Sector Futures	XAE	XY	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Energy Select Sector Futures	XET	TK	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Financial Select Sector Futures	XAF	XF	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Financial Select Sector Futures	XFT	TF	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Health Care Select Sector Futures	XAV	XL	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Health Care Select Sector Futures	XVT	TL	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Industrial Select Sector Futures	XAI	XO	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Industrial Select Sector Futures	XIT	TN	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Material Select Sector Futures	XAB	XM	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Material Select Sector Futures	XBT	TU	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Technology Select Sector Futures	XAK	XG	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Technology Select Sector Futures	XKT	TV	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Utilities Select Sector Futures	XAU	XU	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Utilities Select Sector Futures	XUT	TZ	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini Real Estate Select Sector Futures	XAR	XR	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini Real Estate Select Sector Futures	XRT	T2	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
E-mini NASDAQ Biotechnology Index Futures	BQ	†BQ	318	CME Globex  & CME ClearPort : 2 March Quarterly Months	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on E-mini NASDAQ Biotechnology Index Futures	BIT	TQ	318	CME ClearPort : 2 March Quarterly Months CME Globex : Not Listed	CME Globex  & CME ClearPort : 5 March Quarterly Months
BTIC on Dow Jones U.S. Real Estate Index Futures	REX	TO	342	4 March quarterly months	Unchanged

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 and CBOT.

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New New - Wet Freight BALMO Products - April 8

Effective Sunday, April 8 (trade date Monday, April 9), the wet freight BALMO products will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Wet Freight BALMO Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Freight Route TC2 (Baltic) BALMO Futures	TMB	FT	386
Freight Route TC6 (Baltic) BALMO Futures	T6B	FT	386
Freight Route TC9 (Baltic) BALMO Futures	T9B	FT	386
Freight Route TC12 (Baltic) BALMO Futures	TB2	FT	386
Freight Route TC14 (Baltic) BALMO Futures	T4B	FT	386
Freight Route TC15 (Baltic) BALMO Futures	T5B	FT	386
Freight Route TD3C (Baltic) BALMO Futures	TLB	FT	386
Freight Route TD7 (Baltic) BALMO Futures	TKB	FT	386
Freight Route TD8 (Baltic) BALMO Futures	T8B	FT	386
Freight Route TD20 (Baltic) BALMO Futures	T2B	FT	386
Freight Route Liquid Petroleum Gas (Baltic) BALMO Futures	FLB	FT	386

These wet freight BALMO products will be available for customer testing in New Release on Monday, March 26.

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 - Listing Cycle Changes and Delisting of Premium-Quoted European 9 AM FX Options - This Week

On Monday, March 12, previously-listed contract months without open-interest for the following premium-quoted European 9 am FX options were delisted.  Following the expiration of the last available contract months, these FX options will be delisted and removed from CME Globex.

Please note: The existing premium-quoted European 2 pm weekly, monthly, and quarterly options on the same foreign currency futures contracts that terminate trading and expire on their last trade date based upon the 2 pm CT daily settlement prices of the same corresponding underlying futures contracts shall remain unchanged and continue to be listed on the CME trading floor, CME Globex, and CME ClearPort.

Premium-Quoted European 9 AM FX Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol	Current Listing Schedule	Immediately Delisted Contract Months with Zero Open Interest as of March 12, 2018	Last Available Contract Month for Trading and Clearing
Options on Canadian Dollar/US Dollar Futures (9AM Fix)	XD	CD	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	April 2018, May 2018, July 2018, September 2018, and December 2018.	June 2018.
Options on Canadian Dollar/US Dollar Futures Weekly (9AM Fix)	XD1 – XD5	CD	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2.	Contract Delisted Entirely – No listed Contract Months.
Options on British Pound/US Dollar Futures (9AM Fix)	XB	YB	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	May 2018 and July 2018.	April 2018, June 2018, September 2018, and December 2018.
Options on British Pound/US Dollar Futures Weekly (9AM Fix)	XB1 – XB5	YB	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2	Contract Delisted Entirely – No listed Contract Months
Options on Euro/US Dollar Futures (9AM Fix)	XT	XE	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	July 2018.	April 2018, May 2018, June 2018, September 2018, and December 2018.
Options on Euro/US Dollar Futures Weekly (9AM Fix)	1Q – 5Q	XE	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2.	Contract Delisted Entirely – No listed Contract Months.
Options on Australian Dollar/US Dollar Futures (9AM Fix)	XAD	XA	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	April 2018, May 2018, June 2018, July 2018, September 2018, and December 2018.	Contracts Delisted Entirely – No Listed Contract Months.
Options on Australian Dollar/US Dollar Futures Weekly (9AM Fix)	XA1 – XA5	XA	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2.	Contract Delisted Entirely – No listed Contract Months.
Options on Japanese Yen/US Dollar Futures (9AM Fix)	XJ	QJ	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	April 2018, May 2018, June 2018, July 2018, September 2018, and December 2018.	Contracts Delisted Entirely – No Listed Contract Months.
Options on Japanese Yen/US Dollar Futures Weekly (9AM Fix)	1O – 5O	QJ	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2.	Contract Delisted Entirely – No listed Contract Months.
Options on Swiss Franc/US Dollar Futures (9AM Fix)	XS	YS	Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months	April 2018, May 2018, June 2018, July 2018, September 2018, and December 2018.	Contracts Delisted Entirely – No Listed Contract Months.
Options on Swiss Franc/US Dollar Futures Weekly (9AM Fix)	XS1 – XS5	YS	4 Weeklies	March 2018 Week 3, March 2018 Week 4, March 2018 Week 5, and April 2018 Week 2.	Contract Delisted Entirely – No listed Contract Months.

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

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Changes to Non-Reviewable Ranges and Velocity Logic Parameters for European Natural Gas  - March 18

Effective Sunday, March 18 (trade date Monday, March 19), the Non-Reviewable Ranges and Velocity Logic (VL) will be modified for following products.

European Natural Gas
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
Dutch TTF Natural Gas Calendar Month Futures	TTF	FD	2000	1000

 

European Natural Gas
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Velocity Logic	New Velocity Logic
UK NBP Natural Gas Calendar Month Futures	UKG	FD	Outright, SA, SB, WS-250 SP-125	Outright, SA, SB, WS-750 SP-375
Dutch TTF Natural Gas Calendar Month Futures	TTF	FD	Outright, SA, SB, WS-250 SP-125	Outright, SA, SB, WS-750 SP-375
Dutch TTF Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures	TTE	HX	Outright, SA, SB, WS-75 SP-38	Outright, SA, SB, WS-225 SP-113
UK NBP Natural Gas (USD/MMBtu) (ICIS Heren) Front Month Futures	NBP	HX	Outright, SA, SB, WS-50 SP-25	Outright, SA, SB, WS-150 SP-75
Henry Hub NBP (ICIS Heren) Natural Gas Spread Futures	NYP	HX	Outright, SA, SB, WS-100	Outright, SA, SB, WS-300

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 Changes and Delisting of E-mini Nifty 50 Index Futures  - June 28

On Monday, February 26, the E-mini Nifty 50 Index futures September 2018 and December 2018 contract months were removed from CME Globex.  With this change, the June 2018 contract will be last available contract month listed for trading. Following the expiration of the June 2018 contract month, on Thursday, June 28, E-mini Nifty 50 Index futures will be delisted and removed from CME Globex at the close of business.

Listing Cycle Changes and Delisting of E-mini Nifty 50 Index 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
E-mini Nifty 50 Index Futures	MNF	FN	Four months in the March Quarterly Cycle and two nearest serial months	Monthly contracts listed up to and including June 2018

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

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