CME Globex Notices: October 22, 2018

Critical System Updates

Price Precision Extension - 2018

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. On Sunday, January 13, 2019 (trade date Monday, January 14), pending regulatory approval, the 2-Year Treasury Note futures, all 2-Year Treasury Future Spreads (including Calendar Spreads, Tail Spreads and Inter-Commodity Spreads with a 2-Year Treasury Future) along with the futures portion of covered options UDS, 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.

With this release, customer certification will be required for MDP 3.0 and Streamlined SBE.  The new Market Data templates are currently available in New Release and the AutoCert+ test suite is now available for certification.

On Sunday, November 18, a production test instrument for the 2-Year Treasury Note futures will be launched on CME Globex. This new test instrument will give customers the ability to confirm system readiness for the introduction of 8-digit decimal price precision. Upon the launch of this test instrument, clients whose systems are not yet prepared to handle 8 decimal precision must ensure their systems have the ability to ignore market data and iLink/Drop Copy execution reports on this new instrument.

Price Precision Timeline:

Please note: The production test instrument launch and the following schema releases have been rescheduled. For complete impacts, updated rollout information and dates, please refer to Key Events and Dates in the Client Impact Assessment.

Launch	Old Launch Date	New Launch Date
NYMEX/COMEX Schema Release – Phase 1	Sunday, November 4	Sunday, November 18
Production Test Instrument Launch	Sunday, November 4	Sunday, November 18
NYMEX/DME/KRX/BMD Schema Release – Phase 2	Sunday, November 18	Sunday, December 2

Please note: The referential data public settlement FTP file support timelines are now available in the Client Impact Assessment Referential Data Section.

The Client Impact Assessment includes additional information on the following:

• CME Globex iLink
• CME Globex MDP3 and Mandatory Certification
• Streamlined MDP and Mandatory Certification
• ITC
• CME Globex Drop Copy
• Referential Data
• Production Globex Test Instrument

Please watch the Price Precision Extension Technology video for a technical impact overview.

These changes are currently available in New Release for customer testing. The 2-Year Treasury Note futures are available in New Release with 1/8 of 1/32 tick.

On Monday, September 10, CME Group launched two additional Price Precision test instruments in the New Release environment. These instruments gives customers the ability to perform additional testing on 8 and 9 decimal prices. These instruments will only be available in the New Release environment and will not be launched in the Production and Certification environments.

Price Precision Test Instruments
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Price Precision	Market Data Channel
E-micro Japanese Yen/American Dollar Futures	099	#J	9-Decimal	314
E-micro Japanese Yen/American Dollar Futures	097	#J	8-Decimal	314

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Automated Port Closure for Drop Copy Sessions - November 18

Effective Sunday, November 18 (trade date Monday, November 19), CME Globex will implement Automated Port Closure on Drop Copy sessions to further protect CME Group markets and systems from potentially detrimental behavior. Currently, CME Globex Port Closure Policy applies only to iLink sessions.

With this implementation, CME Globex will automatically logout and close both the primary and backup ports for any Drop Copy session that exceeds 5 invalid Logon (tag 35=A) messages in 60 seconds. Logon messages may be invalid due to:

• Incorrect sequence number
• Invalid heartbeat interval
• Malformed message
• Required tag missing or sent with invalid value
• Invalid SenderCompID (tag 49)

Automated Port Closure on Drop Copy sessions can also be triggered by sending messages other than a Logon when the session has not yet been successfully logged in and by exceeding the Administrative Messaging Threshholds.

When triggered, the Drop Copy gateway will send a Logout message (tag 35=5) with tag 58-Text="(1000) CME Administered Port Closure Due to Invalid Number of Login Attempts Being Exceeded".

Sessions with active-active fault tolerance will receive the Logout message on both the primary and backup instances. Sessions without fault tolerance will only receive the Logout on the primary instance, but both the primary and backup ports will be closed.

An authorized Drop Copy contact must contact the Global Command Center directly to have a port re-opened. The GCC can be reached in U.S. at U.S. at +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

Automated Port Closure for Drop Copy is currently available for customer testing in New Release. To facilitate customer testing, the parameters in New Release will be 5 invalid Logon (tag 35=A) messages in 15 seconds.

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Messaging Controls for Drop Copy Sessions - November 18

Effective Sunday, November 18 (trade date Monday, November 19), Drop Copy sessions will be subject to Administrative Messaging Thresholds. The following administrative messaging thresholds will apply.

Messaging Controls for Drop Copy Sessions
Environment	Reject Threshold	Port Closure /Logout Threshold	Interval
New Release	401	501	Three-second window
Production	100	200	Three-second window

Detailed information on messaging controls is available in the Client Systems Wiki.

This change is currently available in New Release.

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iLink Convenience Gateways Behavior Harmonization - January 6, 2019

To simplify the iLink session behavior, effective Sunday, January 6, 2019 (trade date Monday, January 7). All Convenience Gateway (CGW) iLink sessions will move to MSGW-style Session Connection and Resend Request. The following CGW features will as a result match the MSGW current state.

iLink Convenience Gateways Behavior Harmonizations
Functionality	Current Behavior	New Behavior	Certification Required
Duplicate Session Connection Attempts	Accepted, then disconnected	Ignored	No
Resend behavior from CME Globex to Client System	No real-time messages are published until the customer’s resend request is satisfied	Real-time messages will be interleaved with resend responses CGW customers must be able to receive out-of-sequence during a resend response without triggering another resend request	Yes Please Note - A new CGW Resend Request certification test is currently available in Autocert+. Certification via AutoCert+ is mandatory for all iLink CGW customers.

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

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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UpdateUpdate - Consolidated iLink Fill Messages - February 3, 2019

† Denotes update to the article

Starting Sunday, February 3, 2019 (trade date Monday, February 4), CME Group will launch consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate Fill Execution Reports. Currently, when an aggressor order matches with multiple resting orders, CME Globex sends execution reports to the aggressor for each individual resting order.

The key client system impacts of consolidated iLink fill messages include:

• iLink Fill Behavior Change
• CME Group will not implement tag 9700-NumOrdersInMatchStep
• New repeating group for Fill Reason

All CME Group products will support Consolidated iLink Fill Messages, except the following products:

Product	MDP3.0 Security Definition message (tag 35-MsgType=d): tag 762- SecuritySubType
CBOT Treasury Invoice Swaps	IN
Invoice Swap Calendar Spread	SC
Invoice Swap Switch Spread	SW

Please review the Client Impact Assessment and view a brief explanatory video for additional information on Consolidated iLink Fill Messages.

† Consolidated iLink Fill Messages Frequently Asked Questions (FAQ) is now available.

Consolidated iLink Fill Messages Timeline
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
50 68	CME Eurodollar Options CBOT and CME Equity Futures excluding E-mini S&P	Monday, October 22, 2018	Sunday, February 3, 2019
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
54 64 72	CBOT and CME Equity Options CME E-mini S&P 500 Futures CBOT Commodity Futures	Monday, October 29, 2018	Sunday, February 24, 2019
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
52 60 70 74 82 88	CME Globex FX Futures and Options II CBOT and CME Commodity Options CME Commodity Futures Hosted Partner Exchange markets and NYMEX Emissions Futures CME Eurodollar Futures CME Globex FX Futures and Options	Monday, November 19, 2018	Sunday, March 3, 2019
56 58 76 78 80 84	NYMEX and COMEX Options CBOT Treasury Options NYMEX and COMEX Metals and Alternative Market Futures NYMEX Non-Crude Energy Futures NYMEX Crude Energy Futures CBOT Treasury Futures	Monday, January 14, 2019	Sunday, March 10, 2019

Certification is not required for Consolidated iLink Fill Messages.

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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New Functionality

iLink Enhancement for End-to-End Note Field - March 31, 2019

Effective Sunday, March 31, 2019 (trade date Monday, April 1), in response to customer requests, iLink order entry will launch a new FIX tag 5149-Memo. This new tag will allow customers to submit a free-form Note with orders to help facilitate with end-of-day trade reconciliation between trading and clearing firms.

When tag 5149-Memo is submitted on the iLink inbound messages, it will be returned on all associated iLink outbound messages. iLink tag 5149-Memo values will be passed through to Drop Copy and CME STP.

The new iLink tag 5149 can be submitted on the following messages:

• New Order (tag 35-MsgType=D)
• Order Cancel/Replace Request (tag 35-MsgType=G)
• Order Cancel Request (tag 35-MsgType=F)
• Order Mass Action Request (tag 35-MsgType=CA)
• Quote Request (tag 35-MsgType=R)
• Security Definition Request (tag 35-MsgType=c)
• New Order Cross (tag 35-MsgType=s)
• Mass Quote (tag 35-MsgType=i)
• Quote Cancel (tag 35-MsgType=Z)

Tag 5149 will be returned on the following iLink messages only when it is sent on the originating message:

• Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
• Execution Report: Order Cancel (tag 35-MsgType=8, OrdStatus=4)
• Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
• Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
• Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
• Order Cancel and Order Cancel/Replace Reject (tag 35-MsgType=9)
• Order Mass Action Report (tag 35-MsgType=BZ)
• Quote Acknowledgment (tag 35-MsgType=b)
• Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5)
• Security Definition (tag 35-MsgType=d)
• Business Level Reject (tag 35-MsgType=j)

tag 5149-Memo
Tag	FIX Name	Req	Valid Values	Format	Description
5149	Memo	N	--	String (75)	Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

If tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

Certification is not required for iLink and Drop Copy customers who wish to use the new tag 5149.

Tag 5149-Memo is currently available in New Release for customer testing.

 

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Product Launches

WTI Houston Crude Oil Futures and Options - November 4

Effective Sunday, November 4 (trade date Monday, November 5), pending completion of all regulatory review periods, WTI Houston Crude Oil futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

WTI Houston Crude Oil Futures and Option
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Gr	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
WTI Houston Crude Oil Futures	HCL	HC	--	382
WTI Houston Crude Oil Option	HCO	H3	1N	383

The WTI Houston Crude Oil futures and options will be available for customer testing in New Release on Monday, October 22.

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

 

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New New - JKM Half-Month Futures - November 18

Effective Sunday, November 18 (trade date Monday, November 19), pending completion of all regulatory review periods, JKM Half-Month futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

JKM Half-Month Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
LNG Japan/Korea Marker (Platts) Front Half Month Futures	JKF	GU	386
LNG Japan/Korea Marker (Platts) Back Half Month Futures	JKB	GU	386

The JKM Half-Month futures will be available for customer testing in New Release on Monday, October 29.

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

 

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New New - Palladium TAS - November 18

Effective Sunday, November 18 (trade date Monday, November 19), Palladium TAS will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Palladium TAS
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Palladium TAS	PAT	PX	384

This  Palladium TAS will be available for customer testing in New Release on Monday, October 29.

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

 

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Update Update -Eris Swap Futures on CME Globex - December 2

† Denotes update to the article

Effective Sunday, December 2 (trade date Monday, December 3), pending regulatory approval, CME Group will list Eris Swap futures on the CBOT designated contract market (DCM) for trading on CME Globex. Eris swap futures Block Trade transactions can also be submitted via CME Direct or CME ClearPort.

The Eris Swap futures will function similarly and trade alongside the MAC Swap Futures, bringing together the two leading interest rate swap futures on a single exchange venue.

Eris  Swap futures will be listed for quarterly IMM starting contracts, with fixed MAC coupons, and underlying tenors of 2, 3, 4, 5, 7, 10, 12, 15, 20, and 30-years.

The Client Impact Assessment includes information on the following:

• Order Entry Considerations
  • Pricing conventions
  • Trading Eligibility
• Market Data Considerations
  • Market Data Channels
  • Product Specifications
    • Eris Swap Futures Security Type
    • Eris Swap Futures Product Code
    • † On/Off The Run Convention
    • † Contract Month Convention
    • Standard Calendar Spreads (SP)
    • Changing Minimum Price Increment
  • Eris Swap Futures Market Data through CME DataMine.
  • Risk Management Services

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

Please Note: Effective end of day Friday, November 30, the streamlined SBE feed for the Eris Exchange will be decommissioned.

Streamlined SBE Feed	Channel
Eris Exchange	246

For existing current position holders of Eris USD Swap Futures which clear at CME Clearing, the migration of positions from the Eris Exchange will be performed by CME Group.

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Product Changes

Listing U.S. Midwest Busheling Ferrous Scrap (AMM) Futures Strips - This Week

Effective this Sunday, October 28 (trade date Monday, October 29), strip for 2 annuals, 4 semi-annuals and 8 quarterlies for the U.S. Midwest Busheling Ferrous Scrap (AMM) futures will be listed on CME Globex.

Listing U.S. Midwest Busheling Ferrous Scrap (AMM) Futures Strips
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	tag 762-SecuritySubType
U.S. Midwest Busheling Ferrous Scrap (AMM) Futures	BUS	ST	SA-Strip

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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Changes to Various Energy Options Matching Algorithm : Resting Order Eliminations - November 4

Effective Sunday, November 4 (trade date Monday, November 5), the match algorithm for Various Energy options will be changed from Configurable (tag 1142=K) to FIFO (tag 1142=F) on CME Globex.

Changes to Various Energy Options Matching Algorithm
Product	MDP 3.0: tag 6937- Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group (UDS)
To facilitate the change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for User-Defined Spreads (UDS) after the close on Friday, November 2. After 16:00 CT on Friday, November 2 all remaining GT orders on UDS for these options and spreads will be deleted by the CME Global Command Center (GCC).
Short-Term Crude Oil Option	C01 – C31	LO	1N
Short-Term Natural Gas Option	U01 – U31	GZ	G2
Brent Crude Oil Weekly Option	BW1 – BW5	OT	1T

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

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

 

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Changes to Contract Unit of Measure Quantity for Various Interest Rate Futures and Options - November 18

Effective Sunday, November 18 (trade date Monday, November 19), and pending completion of all regulatory review periods, the contract unit of measure quantity (fix tag 1147-UnitOfMeasureQty) will be updated for the following Interest Rate futures and options:

Changes to Contract Unit of Measure Quantity for Various Interest Rate Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151-Security Group	Current Tag 1147-UnitOfMeasureQty	New Tag 1147-UnitOfMeasureQty
Eurodollar Futures	GE	GE	1000000	2500
Eurodollar Options	GE	ZE	1000000	2500
Eurodollar Option 1 Yr MC Wk 1	E01	E0	1000000	2500
Eurodollar Option 1 Yr MC Wk 2	E02	E0	1000000	2500
Eurodollar Option 1 Yr MC Wk 3	E03	E0	1000000	2500
Eurodollar Option 1 Yr MC Wk 4	E04	E0	1000000	2500
Eurodollar Option 1 Yr MC Wk 5	E05	E0	1000000	2500
Eurodollar Options 2 Yr MC Wk 1	E21	E2	1000000	2500
Eurodollar Options 2 Yr MC Wk 2	E22	E2	1000000	2500
Eurodollar Options 2 Yr MC Wk 3	E23	E2	1000000	2500
Eurodollar Options 2 Yr MC Wk 4	E24	E2	1000000	2500
Eurodollar Options 2 Yr MC Wk 5	E25	E2	1000000	2500
Eurodollar Options 3 Yr MC Wk 1	E31	E3	1000000	2500
Eurodollar Options 3 Yr MC Wk 2	E32	E3	1000000	2500
Eurodollar Options 3 Yr MC Wk 3	E33	E3	1000000	2500
Eurodollar Options 3 Yr MC Wk 4	E34	E3	1000000	2500
Eurodollar Options 3 Yr MC Wk 5	E35	E3	1000000	2500
Eurodollar 1yr MC Options	GE0	E0	1000000	2500
Eurodollar 2yr MC Options	GE2	E2	1000000	2500
Eurodollar 3yr MC Options	GE3	E3	1000000	2500
Eurodollar 4yr MC Options	GE4	E4	1000000	2500
Eurodollar 5yr MC Options	GE5	E5	1000000	2500
Eurodollar Calendar Spread Options	SPO	8I	1000000	2500
Eurodollar 3-Month Mid-Curve Options	TE2	G3	1000000	2500
Eurodollar 6-Month Mid-Curve Options	TE3	G6	1000000	2500
Eurodollar 9-Month Mid-Curve Options	TE4	G4	1000000	2500
1 Month Eurodollar Futures	GLB	EM	3000000	2500
30 Day Federal Funds Futures	ZQ	ZQ	5000000	4167
30 Day Federal Funds Options	OZQ	CF	5000000	4167
30 Day Federal Funds 12 Month Midcurve Options	ZQ1	C7	5000000	4167
30 Day Federal Funds 6 Month Midcurve Options	ZQ6	C6	5000000	4167

Please Note: This change is administrative and does not alter in any way the trading characteristics or the economic values of these Interest Rate futures and options. Please review SER 8251 for additional details.

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

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

 

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New New - Change to Price Format for Fuel Oil Futures  - November 18

Effective Sunday, November 18 (trade date Monday, November 19), the price format for the following Fuel Oil futures will be changed as follows.

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Change to Price Format for Fuel Oil Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 9787-DisplayFactor	New tag 9787-DisplayFactor
Singapore Fuel Oil 380cst (Platts) vs. European 3.5%Fuel Oil Barges FOB Rdam (Platts) Futures	EVC	RFH	0.01	0.001
Mini Singapore Fuel Oil 380cst (Platts) vs. European 3.5%Fuel Oil Barges FOB Rdam (Platts) Futures	MSB	RF	0.01	0.001

These changes will be available for customer testing in New Release on Monday, November 5.

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

 

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New New - Listing Cycle Expansion for CME FX Link Spreads - November 18

Effective Sunday, November 18 (trade date Monday, November 19), the listing cycle for the following CME FX Link Spreads will be expanded on CME Globex.

Listing Cycle Expansion for CME FX Link Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Euro / US Dollar FX Link Spread	EURUSD	6E	Spreads between spot and the first 3 futures expiries. New expiries listed 10 days prior to front month expiration.	Spreads between spot and the first two quarterly and first two serial month expiries. New expiries listed 10 days prior to front month expiration.
US Dollar / Canadian Dollar FX Link Spread	USDCAD	6C	Spreads between spot and the first 3 futures expiries. New expiries listed 10 days prior to front month expiration.	Spreads between spot and the first two quarterly and first two serial month expiries. New expiries listed 10 days prior to front month expiration.
British Pound / US Dollar FX Link Spread	GBPUSD	6B	Spreads between spot and the first 3 futures expiries. New expiries listed 10 days prior to front month expiration.	Spreads between spot and the first two quarterly and first two serial month expiries. New expiries listed 10 days prior to front month expiration.

These spreads will be available for customer testing in New Release on Monday, November 5.

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

 

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New New - Listing Cycle Expansion for Aluminum Futures  - November 18

Effective Sunday, November 18 (trade date Monday, November 19), the listing cycle for the following Aluminum Futures will be expanded on CME Globex.

Listing Cycle Expansion for Aluminum 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
Alumina FOB Australia (Platts) Futures	ALA	ST	Monthly expiries for the current year and the next calendar year.	Monthly expiries for the current year and the next 2 calendar year.
Alumina FOB Australia (Metal Bulletin) Futures	ALB	ST	12 consecutive expiries.	Monthly expiries for the current year and the next 2 calendar year.

These changes will be available for customer testing in New Release on Monday, November 5.

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

 

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CME FX Option Changes  - June 9, 2019

Effective with the listing of the September 2019 quarterly options, these CME FX options will reflect the following changes:

• Expiration time will be 9:00 am Central Time (CT). Currently, these options expire at 2:00 pm CT.
• Exercise will use the 9:00 am CT fixing price instead of the 2:00 pm fixing price.

These changes will be in effect for all option instruments that expire after Sunday, June 9, 2019. Currently listed instruments, and any instruments that expire before June 9, 2019, will continue to use the 2:00 pm expiration and 2:00 pm fixing price for exercise.

Additional information on these changes including a two minute overview video can be found at cmegroup.com/10am.

The instrument last trade date and time 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.

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

• Tag 279- MDUpdateAction=0 (New)
• Tag 269-MDEntryType=W (Fixing Price)
• Tag 270-MDEntryPX = Price of the MD Entry (This value will contain the fixing price).
• Tag 5796-Trading Reference will display the date for which the fixing price was calculated.

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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