• CME Globex Notices: May 6, 2019

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20190506
      • Notice Date
      • 09 May 2019
    • For the latest roadmap of CME Group technology initiatives:
      See the Development Launch Schedule.

      Critical System Updates

      Consolidated iLink Fill Messages for BMD and KRX - June 2

      On Sunday, June 2 (trade date Tuesday, June 3), 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
      Consolidated iLink Fill Messages Timeline
      Market Segment ID Market Segment Description New Release Launch Production Launch
      74 BMD Futures and Options Available Sunday, June 2 (trade date Monday, June 3)
      KRX Futures Sunday, June 2 (trade date Monday, June 3)

      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.

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

      In late 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 Note: 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).

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

      Changes to User Defined Spreads Functionality
      Market Segment ID Market Segment Description New Release Launch Production Launch
      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
      Available Late 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
      DME Futures; NYMEX Crude and Crude Refined Energy Futures
      CME Interest Rate Futures
      CBOT Interest Rate Futures

      Available Late 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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      Decommission of Select ITC Market Data - November 1

      Effective at the close of business Friday, November 1, select ITC market data functions will be decommissioned in favor of an architecture that will support price decimals beyond 7 digits. As the result of the launch of SBE Settlements and Valuations and CME Reference Data API, many ITC data functions will become redundant and will be decommissioned.

      There will be a 6-month parallel period from the Settlements and Valuations production launch and decommission of select ITC market data. There will be the following ITC market data impacts:

      • NYMEX, COMEX and DME ITC channels will be eliminated
      • Futures and options settlements
      • Cleared volume and open interest
      • Cumulative volume
      • High/Low/Last prices
      • Fixing prices
      • Marker prices
      • Close prices
      • Net change
      • Lead month indicator
      • Contract specifications
      • Index prices

      Real-time trading floor data, such as trades, will continue to be disseminated on ITC channels for CME, CBOT, and MGEX.

      Please review the Client Impact Assessment for additional information and decommission schedules.

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      UpdateUpdate - iLink Mandatory Order Handling Flag  - November 17

      † Denotes update to the article

      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)

      Please Note: Tag 1031 will continue to be an optional tag on the New Order Cross (tag 35-MsgType=s)message.

      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 Cancel-Replace Reject (tag 35-MsgType=9)
      • 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:

      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)
      • Not present
      • Present, but contain an invalid value

      5
      0

      • Business Reject: Required Field Missing '1031 (CUST_ORDER_HANDLING_INST)'
      • tag CustOrderHandlingInst (1031) contains invalid value:  <>
      • Session Level Reject (tag 35-MsgType=3)
      • Present, but contain a null value

      N/A

      • 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, August 26.

      Certification is not required for iLink Mandatory Order Handling Flag.

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      New Functionality

      Inter-Commodity Ratio Spread: Henry Hub Natural Gas Futures - Postponed

      The launch of the new Inter-Commodity Ratio Spread scheduled for Sunday, June 2 (trade date Monday, June 3), has been postponed. New launch dates for production and New Release will be announced in future CME Globex notices.

      The inter-commodity ratio spread is the simultaneous purchase (sale) of 8 Henry Hub Natural Gas Futures (tag 6937-Asset=NG) and sale (purchase) of 1 Henry Hub Natural Gas Last Day Financial Futures (tag 6937=NN). With this change, the IS inter-commodity spreads will support either 1:1 or 8:1 quantity ratios. Today all IS inter-commodity spreads support the 1:1 quantity ratio.

      Inter-Commodity Ratio Spread: Henry Hub Natural Gas Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762- SecuritySubType Listing Schedule
      Henry Hub Natural Gas Futures (NG8:NN1) NG8 NC IS - Inter Commodity Spreads 24 consecutive months; all spreads are not implied

      Note: These inter-commodity ratio spread futures will NOT be implied.

      Construction: Buy8com1exp1 Sell1com2exp1
      Security Definition Example: NG8H9-NN1H9
      Quantity Ratio: 8:1

      Example: Buy the Spread

      Buy 8 March 2019 Henry Hub Natural Gas Futures
      Sell 1 March 2019 Henry Hub Natural Gas Last-day Financial Futures

      Example: Sell the Spread

      Sell 8 December 2019 Henry Hub Natural Gas Futures
      Buy 1 December 2019 Henry Hub Natural Gas Last-day Financial Futures

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

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      NewNew - CME iLink Reject Text Enhancements  - June 30

      Starting Sunday, June 30 (trade date Monday, July1), CME Group will begin implementing enhancements to CME iLink reject texts to more clearly communicate why the customer message was rejected. These enhancements will be reflected in tag 58-Text in:

      • Business Level Reject (tag 35-MsgType=j)
      • Session Level Reject (tag 35-MsgType=3) messages
      CME iLink Reject Text Enhancements
      Reject Reason Current Tag 58-Text New Tag 58-Text
      Invalid Tag 40 in New Order, Modify, Request for Cross, and Mass Order Cancel Required Field Missing 'Unhandled order type: '0' tag: 40' Required Field Missing 'Unsupported value for tag ORDER_TYPE(40): '0''
      Invalid Tag 54 in New Order, Modify and Request for Cross Required Field Missing 'Unhandled order side: '3' tag: 54' Required Field Missing 'Unsupported value for tag SIDE(54): '3'
      Invalid Tag 59 in New Order and Modify Required Field Missing 'Unhandled time in force: '2' tag: 59' Required Field Missing 'Unsupported value for tag TIME_IN_FORCE(59): '2''
      Invalid Tag 8000 in New Order and Modify Required Field Missing 'Unhandled SelfMatchPreventionInstruction: 'X' tag: 8000' Required Field Missing 'Unsupported value for tag SELF_MATCH_PREVENTION_INSTRUCTION(8000): 'X''
      Invalid Tag 549 in Request for Cross Required Field Missing 'Unhandled cross type: '0' Required Field Missing 'Unsupported value for tag CROSS_TYPE(549): '0''
      Invalid Tag 624 in Security Definition Request Required Field Missing 'LegSide not a valid FIX value: '3'' Required Field Missing 'Unsupported value for tag LEG_SIDE(624): '3''
      Invalid Tag 1017 in Security Definition Request Required Field Missing 'LegOptionDelta has too many digits past decimal: '1.0E-5'' Required Field Missing '1017 (LEG_OPTION_DELTA) not a valid decimal: Too many significant digits after the decimal point (max 2) .000
      Invalid Tag 54 in Mass Order Cancel Order Mass Action 'FIX field incorrect 'Unhandled order side: '3' tag: 54' Order Mass Action 'FIX field incorrect 'Unsupported value for tag SIDE(54): '3'''
      Invalid Tag 1374 in Mass Order Cancel Order Mass Action 'Invalid MASS_ACTION_SCOPE: '19'' Order Mass Action 'FIX field incorrect 'Unsupported value for tag MASS_ACTION_SCOPE(1374): '19'''
      Invalid Tag 6115 in Mass Order Cancel Order Mass Action 'Invalid MASS_CANCEL_REQUEST_TYPE: '200'' Order Mass Action 'FIX field incorrect 'Unsupported value for tag MASS_CANCEL_REQUEST_TYPE(6115): '200'''

      In internal testing, these enhancements improved performance more than 9% for options markets and minor performance improvement for futures markets, at the median.

      CME iLink Enhancements
      Tag 1300- Market Segment ID Market Segment Description Production Launch
      50
      68
      76
      CME Eurodollar Options
      CBOT and CME Equity Futures excluding E-mini S&P
      NYMEX and COMEX Metals and Alternative Market Futures
      Sunday, June 30, 2019
      56
      58
      60
      CME Eurodollar Options
      CBOT and CME Equity Futures excluding E-mini S&P
      NYMEX and COMEX Metals and Alternative Market Futures
      Sunday, July 14, 2019
      52
      54
      64
      72
      82
      CME Globex FX Futures and Options II
      CBOT and CME Equity Options
      CME E-mini S&P 500 Futures
      CBOT Commodity Futures
      CME Eurodollar Futures
      Sunday, July 21, 2019
      70
      74
      78
      80
      84
      88
      CME Commodity Futures
      KRX Futures; BMD Futures and Options; NYMEX SEF
      NYMEX Non-Crude Energy Futures
      NYMEX Crude Energy Futures
      CBOT Treasury Futures
      CME Globex FX Futures and Options
      Sunday, July 28, 2019

      These Reject Reason text changes will be available for customer testing in New Release on Monday, May 20.

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      Product Launches

      NewNew - Eris Swap Futures Inter-Commodity Spreads - June 2

      Effective Sunday, June 2 (trade date Monday, June 3), CME will add  Eris Swap Futures Inter-Commodity spreads on CME Globex.

      Eris Swap Futures Inter-Commodity Spreads
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762- SecuritySubType
      2-Year Eris Swap Future vs. 5-Year Eris Swap Future ETF EV IV - Implied Treasury Intercommodity Spread
      2-Year Eris Swap Future vs. 7-Year Eris Swap Future ETV EV IV - Implied Treasury Intercommodity Spread
      2-Year Eris Swap Future vs. 10-Year Eris Swap Future ETN EV IV - Implied Treasury Intercommodity Spread
      5-Year Eris Swap Future vs. 7-Year Eris Swap Future EFV EV IV - Implied Treasury Intercommodity Spread
      5-Year Eris Swap Future vs. 10-Year Eris Swap Future EFN EV IV - Implied Treasury Intercommodity Spread
      7-Year Eris Swap Future vs. 10-Year Eris Swap Future EVN EV IV - Implied Treasury Intercommodity Spread

      These spreads will be available for customer testing in New Release on Monday, May 20.

      Learn more on Eris Swap Futures Inter-Commodity spreads.

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

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      Product Changes

      Listing Cycle Expansion for Natural Gas TAS - May 19

      Effective Sunday, May 19 (trade date Monday, May 20), the listing cycle for the following Natural Gas TAS will be expanded on CME Globex.

      Listing Cycle Expansion for Natural Gas 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
      Natural Gas TAS NGT NA Monthly contracts listed for 7 consecutive months Monthly contracts listed for 12 consecutive months

      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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      Fixing Price for Rate Synthetic Futures  - May 19

      Effective Sunday, May 19 (trade date Monday, May 20), CME Group will begin disseminating the fixing price for the Rate Synthetic futures. The fixing price will be calculated Monday through Friday and will be disseminated at approximately 2:00 pm CT.

      Fixing Price for Rate Synthetic Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel
      Rate Synthetic Future 1 TR1 04 312
      Rate Synthetic Future 3 TR3 04 312
      Rate Synthetic Future 6 TR6 04 312

      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 will be set to 0 = New
      • Tag 269-MDEntryType will be set to W = Fixing Price
      • Tag 5796-Trading Reference will display the date for which the fixing price was calculated

      This change will be available in New Release for customer testing on Monday, May 13.

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      Listing Cycle Expansion for BTIC on S&P 500 Total Return Futures - May 19

      Effective Sunday, May 19 (trade date Monday, May 20), the listing cycle for BTIC on S&P 500 Total Return futures will be expanded on CME Globex.

      Listing Cycle Expansion for BTIC on S&P 500 Total Return 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
      BTIC on S&P 500 Total Return Futures TRB TB 13 quarterly contracts, Four (4) monthly contracts and Three (3) annual contracts 13 quarterly contracts, Four (4) monthly contracts and Four (4) annual contracts

      These futures will be available for customer testing in New Release on Monday, May 13.

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

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      NewNew - Changes to Non-Reviewable Ranges for USD-Denominated Ibovespa Index Futures - June 2

      Effective Sunday, June 2 (trade date Monday, June 3), the Non-Reviewable Ranges will be modified for USD-Denominated Ibovespa Index futures.

      Changes to Non-Reviewable Ranges for USD-Denominated Ibovespa Index Futures

      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Non-Reviewable Range New Non-Reviewable Range
      USD Denominated Ibovespa Index Futures IBV IB 300 500

      This change will be available for customer testing in New Release on Monday, May 20.

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

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      NewNew - Listing Cycle Expansion for Light Sweet Crude Oil Futures and Options - June 9

      Effective Sunday, June 9 (trade date Monday, June 10), the listing cycle for the following Light Sweet Crude Oil futures and options will be expanded as follows on CME Globex.

      Listing Cycle Expansion for Light Sweet Crude Oil Futures and Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule Tag 762-SecuritySubType
      Light Sweet Crude Oil Futures CL CL Monthly contracts listed for the current year and the next 8 calendar years and 2 additional contract months.

      Monthly contracts for a new calendar year and 2 additional contract months will be added following the termination of the December contract of the current year.
      Monthly contracts listed for the current year and the next 10 calendar years and 2 additional contract months.

      List monthly contracts for a new calendar year and 2 additional contract months following the termination of trading in the December contract of the current year.
      SP - Calendar Spreads
      Light Sweet Crude Oil Options LO LO Monthly contracts listed for the current year and the next 8 calendar years and 2 additional contract months.

      Monthly contracts for a new calendar year and 2 additional contract months will be added following the termination of the December contract of the current year.
      Monthly contracts listed for the current year and the next 10 calendar years and 2 additional contract months.

      List monthly contracts for a new calendar year and 2 additional contract months following the termination of trading in the December contract of the current year.
      SP - Calendar Spreads

      Implied months will not be expanded.

      These changes will be available for customer testing in New Release on Monday, June 3.

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

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      Extending Suspension of Three EUA Futures and Options - June 30

      Effective Sunday, June 30 (trade date Monday, July 1), beginning with the July 2019 contract the month, the European Union Allowance (EUA) futures and options will be made available for trading on CME Globex.

      Extending Suspension 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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      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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      Events and Announcements

      Synthetic Product Reminder 

      Synthetic products are listed on CME Globex for internal testing purposes only. As a reminder, these products are not eligible for customer order entry.

      Synthetic Product Reminder
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel Market Segment ID

      Test Transco Zone 6 Natural Gas (Platts IFERC) Fixed Price

      0XW

      #I

      999

      74

      Test Nikkei 225 (Yen)

      0NI

      #1

      318

      68

      Test Eurodollar Option

      0GG

      $R

      313

      50

      Test Gold

      0GC

      #8

      360

      76

      Test Gold Option

      0OG

      #B

      361

      56

      Test In Delivery Month European Union Allowance (EUA) Futures

      0UL

      $O

      380

      74

      Test In Delivery Month European Union Allowance (EUA) Options

      0CA

      $V

      381

      74

      Test Brent Last Day Financial Future

      0CU

      #7

      382

      80

      Test Coal (API 2) CIF ARA (ARG/MC)

      0TF

      $N

      386

      78

      Test Platinum Future

      0CJ

      $G

      384

      76

      Test Brent Last Day Financial Option

      0SX

      #9

      383

      56

      Test Platinum Option

      0PO

      #0

      385

      56

      Test Coal (API 2) CIF ARA (ARG/MC)

      0TO

      #A

      387

      56

      Test Corn Future

      00C

      #E

      340

      70

      Test Corn Option

      0OC

      $2

      341

      60

      Test E-Mini Dow ($5)

      0YM

      $W

      342

      66

      Test E-Mini Dow ($5)

      0OY

      #F

      343

      60

      Test 10-Year U.S. Treasury Note Future

      00N

      $T

      344

      84

      Test 10-Year U.S. Treasury Note Option

      0YN

      $U

      345

      58

      Test 30 Day Federal Funds Options

      OZQ

      #3

      348

      82

      Test Soybeans

      00S

      $S

      346

      72

      Test E-Mini S&P 500 Future

      0ES

      $E

      310

      64

      Test E-Mini S&P 500 Option

      0SO

      $Q

      311

      54

      Test Eurodollar Future

      0GE

      $D

      312

      82

      Test Eurodollar Option

      0GG

      $R

      313

      50

      Test AUD/USD

      0AU

      $F

      314

      62

      Test AUD/USD

      0AD

      $1

      315

      52

      Test Lean Hog Future

      0HE

      $K

      316

      70

      Test Lean Hog Option

      0HO

      $B

      317

      52

      Test Nikkei 225 (Yen)

      0NK

      #2

      319

      54

      Test EUR/USD American Future

      06E

      #C

      320

      62

      Test EUR/USD American Option

      00E

      #D

      321

      52

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      CME Globex Messaging Efficiency Program Billing Notification - June 3

      Effective Monday, June 3, all CME Globex Messaging Efficiency Program (MEP) related surcharges will be billed to the Registered Entity that is the administrative owner of the Globex Firm ID that incurred the surcharge(s).  These surcharges will be identified on the monthly billing statement with the code “MPS” (Messaging Efficiency Program Surcharge).

      Prior to this change, all MEP surcharges were billed through the clearing firm responsible for the Globex Firm ID that incurred the MEP surcharge.

      Please refer to the Notices and Surcharges section of the Messaging Efficiency Program for additional details.

      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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