CME Globex Notices: February 11, 2019

Critical System Updates

New New - No Instruments on NYMEX Globex Emissions Options MDP 3.0 Group 381

Please note that following the removal of NYMEX Emission Options, CME Group will only publish heartbeats (tag 35-MsgType=0) on all channels under the MDP 3.0 market data group 381-NYMEX Emission Options until further notice.

Channel Name	Description	Market Segment
381	NYMEX Globex Emissions Options	56

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Consolidated iLink Fill Messages - February 24

On Sunday, February 24 (trade date Monday, February 25), CME Group will continue to 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.

As a result of fewer consolidated fill execution reports being disseminated, MDP 3.0 Trade Summary Messages (tag 35-MsgType=X, tag 269-MDEntryType=2) will be published up to 80 microseconds faster than today, in internal testing.

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

• iLink Fill Behavior Change
• 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
54 64 72	CBOT and CME Equity Options CME E-mini S&P 500 Futures CBOT Commodity Futures	Available	Sunday, February 24, 2019
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
52 60 70 82 88	CME Globex FX Futures and Options II CBOT and CME Commodity Options CME Commodity Futures CME Eurodollar Futures CME Globex FX Futures and Options	Available	Sunday, March 3, 2019
56 58 74 76 78 80 84	NYMEX and COMEX Options CBOT Treasury Options BMD Futures and Options; NYMEX SEF NYMEX and COMEX Metals and Alternative Market Futures NYMEX Non-Crude Energy Futures NYMEX Crude Energy Futures CBOT Treasury Futures	Available	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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SenderSubID Validation on iLink Messages - March 31

Pending all relevant CFTC regulatory review periods, effective Sunday, March 31, CME Globex will validate iLink FIX tag 50-SenderSubID on all iLink messages.

All Tag 50 IDs must meet the following criteria:

• at least 2 bytes (characters) in length
• include alpha and/or numeric characters
• may include only the following non-alpha numeric characters
  • _ underscore
  • - dash
  • : colon
  • @ (commercial) at
  • . period

Any iLink message submitted with an invalid  tag 50 value will be rejected. CME Globex will send a Session Level Reject (tag 35-MsgType=3) message including tag 58=<Reject Reason>.

Reject Reason	Tag 58-Text
Invalid length	Business Reject: Other '50 (SENDER_SUB_ID) length: 1 min: 2'
Invalid character	tag SenderSubID (50) can contain only alphanumeric values

This validation is now available for customer testing in New Release.

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Changes to User Defined Spreads Functionality: Resting Order Eliminations  - Q2 2019

In Q2 2019, CME Group will implement the following changes to User Defined Spreads (UDS) functionality on CME Globex:

• Performance changes
• Improved spread recognition logic
• Extended timing for UDS creation
• Effects of UDS creation in non-Open Market states
• Changes to tag 5979-RequestTime value
• Harmonization of SecurityID Source values

Please review the Client Impact Assessment for additional information and updated New Release launch schedule.

Changes to User Defined Spreads Functionality
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for User-Defined Spreads (UDS) only for the affected products by the close on Friday before the production launch. After 16:00 CT on specified Friday, any remaining GT orders on UDS will be cancelled or deleted by the CME Global Command Center (GCC).
50 52 68 70 72 76 78 88	CME Interest Rate Options CME Globex FX Futures and Options II CME Equity Futures II; CBOT Equity Futures CME, CBOT and MGEX Commodity Futures CBOT Commodity Futures II NYMEX and COMEX Metals and Alternative Market Futures NYMEX Emissions and Non-Crude Energy Futures CME Globex FX Futures and Options	Monday, February 25, 2019	Q2 2019
Market Segment ID	Market Segment Description	New Release Launch	Production Launch
54 56 58 60 64 74 80 82 84	CBOT and CME Equity Options NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options CBOT Interest Rate Options CME, CBOT and MGEX Commodity Options CME Equity Futures - E-mini S&P KRX Futures; BMD Futures and Options; NYMEX SEF DME Futures; NYMEX Crude and Crude Refined Energy Futures CME Interest Rate Futures CBOT Interest Rate Futures	Monday, March 4, 2019	Q2 2019

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 New - iLink Mandatory Order Handling Flag  - November 17

Effective Sunday, November 17, 2019 (trade date Monday, November 18), in conjunction with the Futures Industry Association (FIA) Execution Code Schema initiative, CME Globex will require the current iLink FIX tag 1031-CustOrderHandlingInst on the following iLink messages.

Tag 1031 must be submitted on the following messages:

• New Order (tag 35-MsgType=D)
• Order Cancel/Replace Request (tag 35-MsgType=G)
• Mass Quote (tag 35-MsgType=i)

Tag 1031 will be returned on the following iLink messages:

• Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
• Execution Report - Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
• Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
• Execution Report - Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=C, tag 150-ExecType=F) 
• Quote Acknowledgment (tag 35-MsgType=b)
• Business Level Reject (tag 35-MsgType=j)
• Session Level Reject (tag 35=3)

All tag 1031 must be populated by the following valid values:

• W - Desk
• Y - Electronic (Default)
• C - Vendor-provided Platform billed by Executing Broker
• G - Sponsored Access via Exchange API or FIX provided by Executing Broker
• H - Premium Algorithmic Trading Provider billed by Executing Broker
• D - Other, including Other-provided Screen

Learn more on the FIA guidelines on how to identify the source of any order :

• Press Release
• Summary
• White paper

With this launch, CME Globex will validate tag 1031 on iLink messages.   Any iLink message submitted with an invalid  tag 1031 value will be rejected. CME Globex will send a reject message including the following tag 58=<Reject Reason>.

Message Type	Reject Message Type	Reject Reason	Reject Code (tag 380-BusinessRejectReason)	Tag 58-Text
New Order (tag 35-MsgType=D) Order Cancel/Replace Request (tag 35-MsgType=G)	Session Level Reject (tag 35-MsgType=3)	Not present Present, but contain a null value Present, but contain an invalid value	N/A	Required Field Missing 'Missing field: 'CustOrderHandlingInst (1031)'' Invalid FIX Field: 1031=<null> tag CustOrderHandlingInst (1031) contains invalid value:  <>
Mass Quote (tag 35-MsgType=i)	Business Level Reject (tag 35-MsgType=j) Session Level Reject (tag 35-MsgType=3)	Not present Present, but contain an invalid value Present, but contain a null value	5 0 N/A	Business Reject: Required Field Missing '1031 (CUST_ORDER_HANDLING_INST)' tag CustOrderHandlingInst (1031) contains invalid value:  <> Invalid FIX Field: 1031=<null>

To facilitate migration to the mandatory iLink tag 1031, customers can implement this change in advance of the effective date.

Tag 1031 will be available in New Release for customer testing on Monday, March 18.

Certification is not required for iLink Mandatory Order Handling Flag.

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New Functionality

UpdateUpdate - 3-Month SOFR Futures Exchange-Defined Spread - March 10

† Denotes update to the article

Effective Sunday, March 10 (trade date Monday, March 11), a new exchange-defined Averaged Price Bundle futures spread (FIX tag 762-SecuritySubType=AB) for the 3 Month SOFR futures will launch on CME Globex. The AB spread type will allow customers to trade the 3-Month SOFR quarterly futures contracts with leg price sensitivity to the underlying market.

Averaged Price Bundle Futures Spread – 3 Month SOFR Futures
Product Name	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0: tag 1151 - Security Group	762-SecuritySubType
3-Month SOFR Futures	SR3	SS	AB

This strategy is available as a futures Exchange-Defined Spread only.

Averaged Price Bundle spread has:

• One product
• Minimum of four legs
• Maximum of 40 legs
• Expiration of all the legs must be consecutive quarterly outright futures
• Quantity/side ratio +1:+1:+1:+1:…+1

Example:

• Instrument Symbol = SR3: AB
• Leg1 fair market price = xxxx
• Leg2 fair market price = xxxx
• Leg3 fair market price = xxxx
• Leg4 fair market price = xxxx

Please Note:The fair market price can be either the most recent available prices from outright markets; trade, best bid/best offer, or Indicative Opening Price.

Pricing:

• The Averaged Price Bundle spread trade price is = (Leg1+Leg2+…LegN)/total number of legs
• Leg price assignment:
  • Any fair market eligible .25 tick legs are rounded up to .50 tick
  • The difference between the total spread trade price (multiplying the trade price by the number of legs) and the sum of the spread fair market price is calculated:
    • [(Trade price * number of legs) – (Sum of the legs’ fair market price)]
  • The average differential from step 2 is applied to each leg’s fair market price
    • Legs may be adjusted to equal spread trade price
• Any adjustment of the outright leg prices due to remainder will be assigned according to the Averaged Price Bundle leg pricing assignment rules.  The remainder will be applied in .50 increments starting with most deferred leg.

Pricing Example – Equal Distribution:

Averaged Price Bundle trades at 9705.0

• Leg1 fair market price = 9706.5
• Leg2 fair market price = 9705.5
• Leg3 fair market price = 9703.5
• Leg4 fair market price = 9702.5
• Total spread trade price – Sum of fair market price
  • 38820.0000 – 38818.0000 = 2
• Apply average differential to each leg:
  • Leg1 = 9707.0
  • Leg2 = 9706.0
  • Leg3 = 9704.0
  • Leg4 = 9703.0

Pricing Example – Unequal Distribution:

Averaged Price Bundle trades at 9700.0

• Leg1 fair market price = 9706.0
• Leg2 fair market price = 9705.5
• Leg3 fair market price = 9703.5
• Leg4 fair market price = 9702.5
• Total spread trade price – Sum of fair market price
  • 38800.0 – 38817.5 = -17.5
• Averaged Price Bundle remainder leg pricing assignment rules applied
• Apply average differential to each leg
• Apply remainder starting with most deferred leg
• The legs are adjusted as follows:
  • Leg1 = 9702.0
  • Leg2 = 9701.0
  • Leg3 = 9699.0
  • Leg4 = 9698.0

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

The spread is currently available for customer testing in New Release. †FIX tag 9787-DisplayFactor for the 3-Month SOFR Futures Exchange-Defined spread will change from 1 to .01 to be more aligned with the Display Factor of the outright legs. This change will be available for customer testing on Tuesday, February 19.

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

Effective Sunday, March 31 (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)
  • For Request for Cross (“RFC”) order, customers can submit tag 5149 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag 5149 value from the correct buy and sell repeating group.
• 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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iLink Enhancement for Clearing Instructions - March 31

Effective Sunday, March 31 (trade date Monday, April 1), iLink order entry will support new FIX tags to instruct CME Clearing House to clear CME Globex trades in a particular way. Currently, special characters in tag 1-Account are used to signal post-trade instructions. With this launch, the following new FIX tags will be used for post-trade clearing instructions on customer orders:

• Tag 819-AvgPxIndicator and tag 1731-AvgPxGroupID will be added to iLink messages to allow customers to group their trades so that they can be calculated and processed as average price trades for Clearing.
  • Set tag 819=1 and provide tag 1731-AvgPxGroupID values to group trades based on account number.
• Tag 1598 - ClearingTradePriceType will be added to iLink messages to indicate whether the front month leg of the Single Line Entry Differential Spreads (SLEDS) should clear at the market price where they were matched or to clear at the prior day’s settlement price

Please note: Both new clearing instruction tag and special character in tag 1-Account will be supported until further notice.  If both tags are submitted, new clearing instruction tag will take precedence.

When these new tags are submitted on the iLink inbound messages, it will be returned on all associated iLink outbound messages.

Drop Copy will also support these new tags at launch.

These new tags can be submitted on the following messages:

• New Order (tag 35-MsgType=D)
• Order Cancel/Replace Request (tag 35-MsgType=G)
• New Order Cross (tag 35-MsgType=s)
  • For Request for Cross (“RFC”) order, customers can submit tag 819, tag 1731, and tag 1598 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag values from the correct buy and sell repeating group.
• Mass Quote (tag 35-MsgType=i)

These new tags 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)
• Quote Acknowledgment (tag 35-MsgType=b)

Clearing Instruction
Tag	FIX Name	Req	Valid Values	Format	Description
819	AvgPXIndicator	N	0 – No Average Pricing (Default) 1 – Trade is part of an Average Price Group Identified by the AvgPxGroupID 3 - Notional Value Average Pricing with Average Price Group Identified by the AvgPxGroupID	String (3)	Indicates if the resulting trade is to be average priced or not. This tag is also used to indicate type of average price grouping.
1731	AvgPxGroupID	N	--	String (20)	Used to identify account numbers or orders for grouping trades together for average price calculations. If incoming value is greater than max length, iLink will return the right most twenty bytes.
1598	ClearingTrade PriceType	N	0 – Trade Clearing at Execution Price 1 – Trade Clearing at Alternate Clearing Price	String (1)	Indicates whether spread differential trade is clearing at execution price (Tag 31-LastPx) or alternate clearing price (i.e. previous day’s settlement price).

Certification is not required for iLink and Drop Copy customers who wish to use these new tags.

The new clearing instruction tags are currently available in New Release for customer testing.

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Product Launches

BTICs on Nikkei Futures - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), pending completion of all regulatory review periods, BTIC’s on the Nikkei/USD futures and Nikkei/Yen futures products will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Customers trading BTIC on Nikkei futures using the same session to trade multiple products should be prepared to:

• manage Fill Notice Execution Reports with different trade dates
• ensure correct trade date is selected in any User Interface (UIs), including CME Direct and CME FirmSoft

CME Group recommends customers thoroughly test this behavior in New Release.

BTICs on Nikkei Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
BTIC on the Nikkei/USD Futures	NKT	ND	318
BTIC on the Nikkei/Yen Futures	NIT	N6	318

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

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

BTIC on Nikkei futures Trading Hours

Sunday – Friday as follows:

• Sunday Pre-Open 4:00 pm Central Time (CT)
• Trading starts on Sunday at 5:00 pm (CT) and stops on Monday at 12:00 am CT/1:00 am Central Daylight Time CDT (3:00 pm Japan Standard Time JST)
• Monday – Friday trading stops and market close at 12:00 am CT/1:00 am CDT (3:00 pm JST), ALL day orders eliminated
• Monday – Thursday Pre-Open 10:30 am (CT)
• Monday – Thursday trades from 11:00 am (CT) – 12:00 am CT/1:00 am CDT (3:00 pm JST), next business day
• Monday – Thursday Market Halt occurs at 4:00 pm – 5:00 pm (CT) - CME Globex Maintenance Period NO day orders eliminated
• Monday – Thursday Pre-Open 4:45 pm (CT)
• Monday – Thursday trades from 5:00 pm (CT) –  12:00 am CT/1:00 am CDT (3:00 pm JST) next business day
• No trading allowed after 12:00 am CT/1:00 am CDT (3:00 pm JST) on Friday, ALL day orders eliminated

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FX Link Spreads for Swiss Franc and New Zealand Dollar - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), two new CME FX Link spreads will be available for trading on CME Globex.

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

Spread Name	Inverted/ Non-Inverted	MDP 3.0 tag 6937-Asset	iLink tag 55-Symbol MDP3.0 tag 1151-SecurityGroup	MDP3.0 tag 762-SecuritySub  Type	MDP 3.0 Channel
US Dollar/Swiss Franc Spot FX Basis Spread	Inverted	USDCHF	6S	YF	314
New Zealand Dollar/US Dollar Spot FX Basis Spread	Non-Inverted	NZDUSD	6F	XF	320

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

FX Spot Leg CME Globex Tag Summary

The following table is an overview of the iLink and MDP3 tags associated with the OTC FX Spot leg.

Spread Name	MDP 3.0 tag 6937-Asset	iLink tag 55-Symbol MDP3.0 tag 1151-SecurityGroup	MDP 3.0 tag 969-MinPrice Increment	MDP 3.0 Channel
US Dollar/Swiss Franc Spot FX	USDCHF	01 (Zero-1)	1	314
New Zealand Dollar/US Dollar Spot FX	NZDUSD	02 (Zero-2)	1	320

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

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UpdateUpdate - WTI Houston Financial Futures and Options - This Week

† Denotes update to the article

Effective this Sunday, February 17 (trade date Tuesday, February 19), pending completion of all regulatory review periods, WTI Houston Financial futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

WTI Houston Financial Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
WTI Trade Month Futures	TCS	CC	382
WTI Houston Trade Month Futures	†HTE	CC	382
WTI Houston Calendar Month Futures	HTC	CC	382
WTI Houston vs. WTI Trade Month Futures	HTI	CC	382
WTI Houston vs. WTI Calendar Month Futures	HTM	CC	382
WTI Houston vs. Brent Trade Month Futures	HBR	CC	382
WTI Houston vs. Brent Calendar Month Futures	HBC	CC	382
WTI vs. Dated Brent (Platts) Calendar Month Futures	CLD	CC	382
WTI Houston vs. Dated Brent (Platts) Calendar Month Futures	HDB	CC	382
WTI Houston Trade Month Average Price Option	HCA	EF (UDS-EX)	387
WTI Houston Calendar Month Average Price Option	HCC	EF (UDS-EX)	387
WTI Houston vs. WTI Trade Month Average Price Option	HAP	EF (UDS-EX)	387
WTI Houston vs. WTI Calendar Month Average Price Option	HPO	EF (UDS-EX)	387
WTI Houston vs. Brent Trade Month Average Price Option	HCB	EF (UDS-EX)	387
WTI Houston vs. Brent Calendar Month Average Price Option	HCR	EF (UDS-EX)	387
WTI vs. Dated Brent (Platts) Average Price Option	CLR	EF (UDS-EX)	387
WTI Houston vs. Dated Brent (Platts) Average Price Option	HCD	EF (UDS-EX)	387

These WTI Houston Financial futures and options 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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Tanker Freight Futures - This Week

Effective Sunday, February 17 (trade date Tuesday, February 19), pending completion of all regulatory review periods, the following Tanker Freight futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Tanker Freight Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
USGC to China (Platts) Dirty Freight Futures	USC	FT	386
USGC to UK Continent (Platts) Dirty Freight Futures	USE	FT	386

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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Aluminum MW U.S. Transaction Premium Platts (25MT) Average Price Option  - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), pending completion of all regulatory review periods, the Aluminum MW U.S. Transaction Premium Platts (25MT) Average Price option will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Aluminum MW U.S. Transaction Premium Platts (25MT) Average Price Option
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)	Market Data Channel
Aluminum MW U.S. Transaction Premium Platts (25MT) Average Price Option	ALO	AB	AC	361

This option 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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Copper London TAM - February 24

Effective Sunday, February 24 (trade date Monday, February 25), Copper London Trader at Marker (TAM) will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Copper London TAM
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Copper London TAM	HGF	TR	360

The Copper London TAM 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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Product Changes

New New - Delisting and Removal of Daily European Union Allowance (EUA) Futures  

On Thursday, February 7, the Daily European Union Allowance (EUA) futures were delisted, and effective close of business Friday, February 8 these futures will be removed from CME Globex.

Delisting and Removal of Daily European Union Allowance (EUA) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Daily European Union Allowance (EUA) Futures	EUL	VE

These utures currently have no open interest.

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New New - Temporary Suspension of Trading of Three EUA Futures and Options

On Thursday, February 7, the following European Union Allowance (EAU) futures and options were suspended, and effective close of business Friday, February 8, were removed from CME Globex.

Effective Sunday, April 28 (trade date Tuesday, April 30), beginning with the May 2019 contact the monthly European Union Allowance (EUA) futures and options will be made available for trading on CME Globex

Temporary Suspension of Trading of Three EUA Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
In Delivery Month European Union Allowance (EUA) Futures	EAF	VX
In Delivery Month European Union Allowance (EUA) Options	EAX	GY
In Delivery Month European Union Allowance (EUA) Serial Options	9G	GY

These products currently have no open interest.

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Listing Cycle Expansion for WTI Houston Crude Oil Futures - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), the listing cycle for the following WTI Houston Crude Oil Futures will be expanded on CME Globex.

WTI Houston Crude Oil 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
WTI Houston Crude Oil Futures	HCL	HC	Monthly contracts listed for the current year and the next 3 calendar years.  Monthly contracts for a new calendar year will be added following the termination of trading in the December contract of the current year.	Monthly contracts listed for the current year and the next 3 calendar years plus 2 months. List monthly contracts for a new calendar year plus 2 months following the termination of trading in the December contract of the current year.

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

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

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Listing Cycle Expansion for Nikkei Futures - This Week

Effective this Sunday, February 17(trade date Tuesday, February 19), the listing cycle for the Nikkei/USD futures and Nikkei/Yen futures will be expanded as follows:

Listing Cycle Expansion for Nikkei 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
Nikkei/USD Futures	NKD	NK	Four nearest quarterly March cycle	12 Quarterlies, and 3 additional December contract months
Nikkei/Yen Futures	NIY	N1	Twelve months in March Quarterly Cycle and 3 serials	Three Serial Months, 12 Quarterlies, and 3 additional December contract months

These changes 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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Listing Cycle Expansion for Metals TAS - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), the listing cycle for the following Metals Trading at Settlement (TAS) products and spreads will be expanded on CME Globex.

Listing Cycle Expansion Metals TAS
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Gold TAS	GCT	TG	Nearest 3 active months of February, April, June, August, and December	Nearest 4 active months of February, April, June, August, and December
Silver TAS	SIT	MT	Nearest 3 active months of March, May, July, September, and December	Nearest 4 active months of March, May, July, September, and December
Copper TAS	HGT	HT	Nearest 3 active months of March, May, July, September, and December	Nearest 4 active months of March, May, July, September, and December

These changes are 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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Listing Cycle Changes to Platinum TAS Spreads - This Week

Effective this Sunday, February 17 (trade date Tuesday, February 19), Platinum Trading at Settlement (TAS) spreads for the first 2 active months will be listed on CME Globex. With this change the listing cycle for the Platinum TAS will be expanded from the nearest active month to the nearest 2 active months of January, April, July and October.

Listing Cycle Changes to Platinum TAS Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Platinum TAS	PLT	PE	EC – TAS Calendar Spread

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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New New - Delisting and Removal of Iron Ore Futures and Option - This Week

On Monday, February 11, the following Iron Ore Futures and Option were delisted, and effective close of business this Friday, February 15, these products will be removed from CME Globex.

Delisting and Removal of Iron Ore Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Iron Ore 62% Fe, CFR North China (Platts) Futures	PIO	ST
Iron Ore 62% Fe, CFR North China (Platts) Average Price Option	ICP	I1 (UDS I2)

These products currently have no open interest.

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Fix Tag Changes to Henry Hub Natural Gas Last Day Financial Option: Resting Order Elimination - February 24

Effective Sunday, February 24 (trade date Monday, February 25), the values in the following FIX tags will be changed for the Henry Hub Natural Gas Last Day Financial options:

• iLink: tag 55-Symbol
• MDP 3.0 tag 1151-SecurityGroup
• tag 969 – MinPriceIncrement
• 9850-MinCabPrice

Changes to Henry Hub Natural Gas Last Day Financial Option: Resting Order Elimination
Product	MDP 3.0: tag 6937-Asset	Current iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	New iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 969 - MinPriceIncrement	New tag 969 - MinPriceIncrement	Current tag 9850-MinCabPrice	New tag 9850-MinCabPrice
To facilitate the change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on Friday, February 22. After 16:00 CT on Friday, February 22, all remaining GT orders for this future will be cancelled or deleted by the CME Global Command Center (GCC).
Henry Hub Natural Gas Last Day Financial Option	AE7	GZ (UDS: G2)	LG (UDS: 1T)	1.000000000	10.0000000	1.0000000	10.0000000

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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Fix Tag Changes to Short-Term Natural Gas Option: Resting Order Elimination - February 24

Effective Sunday, February 24 (trade date Monday, February 25), the values in the following FIX tags and the price format will be changed for the Short-Term Natural Gas options.

• iLink: tag 55-Symbol
• MDP 3.0 tag 1151-SecurityGroup.
• tag 9787-Display Factor

Fix Tag Changes to Short-Term Natural Gas Option: Resting Order Elimination
Product	MDP 3.0: tag 6937-Asset	Current iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	New iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 9787-Display Factor	New tag 9787-Display Factor
To facilitate the change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on Friday, February 22. After 16:00 CT on Friday, February 22, all remaining GT orders for this future will be cancelled or deleted by the CME Global Command Center (GCC).
Short-Term Natural Gas Option	U01-U31	GZ (UDS: G2)	ON (UDS: 1T)	0.0001	0.001

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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UpdateUpdate - Changes to FX Australian and Canadian Dollar Options - February 24

† Denotes update to the article

Effective Sunday, February 24 (trade date Monday, February 25), the Strike Price Listing Rule will be changed for Australian and Canadian Dollar options to include 0.0025 strike increments. †New strikes added in 0.0025 increments will be displayed as below in strike format in FIX tags iLink: tag 107-SecurityDesc and MDP 3.0: tag 55-Symbol where the last digit is implied as 0 or 5.

Changes to FX Australian and Canadian Dollar Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Strike Price Listing Rule	New Strike Price Listing Rule	† iLink: tag 107-SecurityDesc  MDP 3.0: tag 55-Symbol
Australian Dollar/US Dollar Options (AUD/USD)	ADU	XA	ATM ± 21 Strikes in 0.0050 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments for nearest Quarterly/Serial month   ATM ± 10 Strikes in 0.0050 increments plus an additional 10 strikes in 0.0100 increments for all other months	ADUH9 C0710  ADUH9 C0712 – New  (Actual Strike = 0.7125) ADUH9 C0715 ADUH9 C0717 – New (Actual Strike = 0.7175) ADUH9 C0720
Australian Dollar/US Dollar (AUD/USD) Weekly Friday Options	1AD – 5AD	XA	ATM ± 21 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	1ADH9 C0710 1ADH9 C0712 – New (Actual Strike = 0.7125) 1ADH9 C0715 1ADH9 C0717 – New (Actual Strike = 0.7175) 1ADH9 C0720
Australian Dollar/US Dollar (AUD/USD) Weekly Wednesday Options	WA1– WA5	XA	ATM ± 21 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	WA1H9 C0710 WA1H9 C0712 – New (Actual Strike = 0.7125) WA1H9 C0715 WA1H9 C0717 – New (Actual Strike = 0.7175) WA1H9 C0720
Vol-Quoted Australian Dollar/US Dollar Options (AUD/USD)	VXA	3A	ATM ± 21 Strikes in 0.0050 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments for nearest Quarterly/Serial month   ATM ± 10 Strikes in 0.0050 increments plus an additional 10 strikes in 0.0100 increments for all other months	VXAH9 C0710 VXAH9 C0712 – New (Actual Strike = 0.7125) VXAH9 C0715 VXAH9 C0717 – New (Actual Strike = 0.7175) VXAH9 C0720
Vol-Quoted Australian Dollar/US Dollar (AUD/USD) Weekly Friday Options	VAA – VAE	3A	ATM ± 21 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	VAAH9 C0710 VAAH9 C0712 – New (Actual Strike = 0.7125) VAAH9 C0715 VAAH9 C0717 – New (Actual Strike = 0.7175) VAAH9 C0720
Vol-Quoted Australian Dollar/US Dollar (AUD/USD) Weekly Wednesday Options	VA1– VA5	3A	ATM ± 21 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	VA1H9 C0710 VA1H9 C0712 – New (Actual Strike = 0.7125) VA1H9 C0715 VA1H9 C0717 – New (Actual Strike = 0.7175) VA1H9 C0720
Canadian Dollar/US Dollar Options (CAD/USD)	CAU	CD	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments for nearest Quarterly/Serial month   ATM ± 10 Strikes in 0.0050 increments plus an additional 10 strikes in 0.0100 increments for all other months	CAUH9 C0750 CAUH9 C0752 – New (Actual Strike = 0.7525) CAUH9 C0755 CAUH9 C0757 – New (Actual Strike = 0.7575) CAUH9 C0760
Canadian Dollar/US Dollar (CAD/USD) Weekly Friday Options	1CD – 5CD	CD	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	1CDH9 C0750 1CDH9 C0752 – New (Actual Strike = 0.7525) 1CDH9 C0755 1CDH9 C0757 – New (Actual Strike = 0.7575) 1CDH9 C0760
Canadian Dollar/US Dollar (CAD/USD) Weekly Wednesday Options	WD1– WD5	CD	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	WD1H9 C0750 WD1H9 C0752 – New (Actual Strike = 0.7525) WD1H9 C0755  WD1H9 C0757 – New (Actual Strike = 0.7575) WD1H9 C0760
Vol-Quoted Canadian Dollar/US Dollar Options (CAD/USD)	VXC	3C	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments for nearest Quarterly/Serial month   ATM ± 10 Strikes in 0.0050 increments plus an additional 10 strikes in 0.0100 increments for all other months	VXCH9 C0750 VXCH9 C0752 – New (Actual Strike = 0.7525) VXCH9 C0755 VXCH9 C0757 – New (Actual Strike = 0.7575) VXCH9 C0760
Vol-Quoted Canadian Dollar/US Dollar (CAD/USD) Weekly Friday Options	VCA – VCE	3C	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	VCAH9 C0750 VCAH9 C0752 – New (Actual Strike = 0.7525) VCAH9 C0755 VCAH9 C0757 – New (Actual Strike = 0.7575) VCAH9 C0760
Vol-Quoted Canadian Dollar/US Dollar (CAD/USD) Weekly Wednesday Options	VC1– VC5	3C	ATM ± 24 Strikes in 0.005 increments	ATM ± 8 Strikes in 0.0025 increments plus an additional 8 strikes in 0.0050 increments	VC1H9 C0750 VC1H9 C0752 – New (Actual Strike = 0.7525) VC1H9 C0755 VC1H9 C0757 – New (Actual Strike = 0.7575) VC1H9 C0760

†These changes will be available for customer testing in New Release on Tuesday, February 19.

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

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Changes to Price Format for Palladium TAS - February 24

Effective Sunday, February 24 (trade date Monday, February 25), the price format for the Palladium Trade at Settlement (TAS) will be changed as follows:

Changes to Price Format for Palladium TAS
Product	MDP 3.0 tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151-SecurityGroup	Current Tag 969-MinPriceIncrement	New Tag 969-MinPriceIncrement	Current Tag 9787-DisplayFactor	New Tag 9787-DisplayFactor
Palladium TAS	PAT	PX	10.000000000	1.0000000	0.010000000	1.0000000

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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Listing Henry Hub Natural Gas Condor Spreads - February 24

Effective Sunday, February 24 (trade date Monday, February 25), condor spreads for 12 months listed for Henry Hub Natural Gas futures on CME Globex.

Listing Henry Hub Natural Gas Condor Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Henry Hub Natural Gas Futures	NG	NG	CF

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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New New - Circuit Breaker Changes for Bitcoin Futures - March 10

Effective Sunday, March 10 (trade date Monday, March 11), and pending all relevant CFTC regulatory review periods, circuit breaker values will be modified for Bitcoin futures.

Circuit Breaker Changes for Bitcoin Futures
Product	iLink: tag 1151-Security Group MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Circuit Breaker Settings (Limit Up/Down)	New Circuit Breaker Settings
Bitcoin Futures	BTC	BF	Level 1: 7% of Reference Price Level 2: 13% of Reference Price Level 3: 20% of Reference Price	10% of Dynamically Calculated Reference Price

Please Note: The current 5-tier static price limit settings will be changed to a percentage of the prior trading day’s settlement price applied in rolling 60 minutes look-back periods.

For additional information, please refer to Special Executive Report SER-8331.

The overview of the Dynamic Circuit Breakers  video and Frequently Asked Questions (FAQ) are now available.

This change will be available for customer testing in New Release on Monday, February 25.

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New New - Changes to Various S&P 500 and E-mini S&P 500 Options - March 17

Effective Sunday, March 17 (trade date Monday, March 18), the strike price listing rules will be changed for the following various S&P 500 Options and E-mini S&P 500 options.

Changes to Various S&P 500 and E-mini S&P 500 Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Strike Price Listing Rule	New Strike Price Listing Rule
S&P 500 Quarterly Options	SP	OS	ATM ± 50% of Exercise Reference Price in 25 Index points intervals   ATM ± 20% of Exercise Reference Price in 10 Index Points Interval ATM ± 10% of Exercise Reference Price in 5 Index Points Interval for nearest	ATM +30% and ATM -50% in 100 Index points intervals   ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals for nearest 2 Quarterly months ATM +5% and ATM -15% in 5 Index points intervals for nearest Quarterly 35 days prior to its expiry
S&P 500 End of the Month Options	EV	OS	ATM ± 50% of Exercise Reference Price in 25 Index points intervals   ATM ± 20% of Exercise Reference Price in 10 Index Points Interval ATM ± 10% of Exercise Reference Price in 5 Index Points Interval for nearest	ATM +30% and ATM -50% in 100 Index points intervals   ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals for nearest expiring month 35 days prior to its expiry
S&P 500 (3rd Friday) Non-Quarterly Options	EV3	OS
S&P 500 Friday Weekly (Non-3rd Friday) Options	EV1 – EV4	OS	ATM +15% and ATM -35% in 25 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals	ATM +30% and ATM -50% in 100 Index points intervals ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals
S&P 500 Monday Weekly Options	S1A – S5A	OS
S&P 500 Wednesday Weekly Options	S1C – S5C	OS
E-mini S&P 500 Quarterly Options	ES	EW	ATM ± 50% of Exercise Reference Price in 25 Index points intervals   ATM ± 20% of Exercise Reference Price in 10 Index Points Interval ATM ± 10% of Exercise Reference Price in 5 Index Points Interval for nearest	ATM +30% and ATM -50% in 100 Index points intervals   ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals for nearest 2 Quarterly months ATM +5% and ATM -15% in 5 Index points intervals for nearest Quarterly 35 days prior to its expiry
E-mini S&P 500 End of the Month Options	EW	EW	ATM ± 50% of Exercise Reference Price in 25 Index points intervals   ATM ± 20% of Exercise Reference Price in 10 Index Points Interval ATM ± 10% of Exercise Reference Price in 5 Index Points Interval for nearest	ATM +30% and ATM -50% in 100 Index points intervals ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals for nearest expiring month 35 days prior to its expiry
E-mini S&P 500 (3rd Friday) Non-Quarterly Options	EW3	EW
E-mini S&P 500 Friday Weekly (Non-3rd Friday) Options	EW1 – EW4	EW	ATM +15% and ATM -35% in 25 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals	ATM +30% and ATM -50% in 100 Index points intervals ATM +20% and ATM -40% in 50 Index points intervals ATM +10% and ATM -25% in 10 Index points intervals ATM +5% and ATM -15% in 5 Index points intervals
E-mini S&P 500 Monday Weekly Options	E1A – E5A	EW
E-mini S&P 500 Wednesday Weekly Options	E1C – E5C	EW

These changes will be available for customer testing in New Release on Monday, March 4.

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

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CME FX Option Changes  - June 9

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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