• CME Globex Notices: October 21, 2019

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20191021
      • Notice Date
      • 24 October 2019
    • For the latest roadmap of CME Group technology initiatives:
      See the Development Launch Schedule.

      Critical System Updates

      UpdateUpdate - Changes to User Defined Spreads Functionality: Resting Order Eliminations  - November 3

      † Denotes update to the article

      On †Sunday, November 3 (trade date Monday, November 4), CME Group will continue implementing 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 canceled 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
      52 CME FX Futures and Options II Available Available

      50
      78
      84
      88

      CME Interest Rate Options
      NYMEX Emissions and Non-Crude Energy Futures
      CBOT Interest Rate Futures
      CME FX Futures and Options

      Available November 3
      54
      56

       

      58
      60
      64
      68
      70
      72
      74
      76

      80
      82

      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, CBOT and MGEX Commodity Options
      CME Equity Futures II; CBOT Equity Futures
      CME, CBOT and MGEX Commodity Futures
      CBOT Commodity Futures II
      KRX Futures; BMD Futures and Options
      NYMEX Metals, Softs and Alternative Markets Futures; COMEX Futures

      DME Futures; NYMEX Crude and Crude Refined Energy Futures
      CME Interest Rate Futures

       

      Available November 17

      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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      Enhancement to CBOT Interest Rate Tail User Defined Spreads Max Order Quantity - November 3

      Effective Sunday, November 3 (trade date Monday, November 4), the maximum order quantity logic for CBOT Treasury Futures Tail User Defined Spreads (UDS) will be enhanced on CME Globex.

      The maximum order quantity for all instruments can be found in the Security Definition message (tag 35-MsgType=d) in tag 1140-MaxTradeVol.

      Currently, CBOT Treasury Futures Tail UDS have a maximum order quantity equal to the smallest quantity of any underlying leg.

      With this enhancement, the Tail spread will always have the same maximum order size as the underlying calendar spread.

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

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      iLink Enhancements for Order Status Request Acknowledgment - November 17

      On Sunday, November 17 (trade date Monday, November 18), CME Group will implement the following iLink enhancements to the Execution Report - Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) message. This message is sent in acknowledgment of the Order Status Request message or for each requested order status in response to an Order Mass Status Request.

      • Tag 48-SecurityID value from the requested order will be returned on the Execution Report - Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) message.
        • Currently, tag 48-SecurityID is only returned only when it is submitted by the client system in the Order Status Request and Order Mass Status Request messages.
      • Execution Report - Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) message will echo back tag 57-TargetSubID and tag 1028-ManualOrderIndicator values from tag 50-SenderSubID and tag 1028 submitted by the client system in the corresponding order message.
        • Currently, CME Globex returns tag 57 and 1028 values from tag 50-SenderSubID and tag 1028 submitted by the client system in the Order Status Request (tag 35-MsgType=H) and Order Mass Status Request (tag 35-MsgType=AF) messages.

      These enhancements will be available for customer testing in New Release on Tuesday, October 1.

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      Mandatory Order Handling Flag for iLink 2.x: Tag 1031 - 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 applicable CME iLink 2.x order entry messages. With this change, in-scope CME iLink messages without tag 1031-CustOrderHandlingInst or with an invalid value in the tag will be rejected.

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

      If you have any questions on tag 1031 values, please contact your clearing firm to determine which value to use.

      Customers are encouraged to implement their changes to CME iLink as soon as possible to facilitate migration. This is a forward-compatible change.

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

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      Original Client Order ID Change on Cancel Request - Q4 2019

      Effective Q4 2019, to better align with FIX Protocol standards, CME Globex will remove FIX tag 41-OrigClOrdID validation from the Order Cancel Request (tag 35-MsgType=F) message. With this change, tag 41-OrigClOrdID will no longer be required on Order Cancel Request messages. If the tag is present on the Request, CME Globex will return it on the Execution Report (tag35=8, 39=4).

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

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      CME Globex Market Segment Gateway Enhancements  - January 26, 2020

      Starting Sunday, January 26, 2020 (trade date Monday, January 27), CME Group will introduce the following Market Segment Gateway (MSGW) enhancements to further safeguard CME Globex infrastructure.

      With this enhancement, if a Market Segment Gateway (MSGW) iLink session sends a network packet with an incomplete message, that session will be subject to additional processing to ensure the stability of the platform. This processing results in at least 3 microseconds before the message(s) can be sent to the trading engine.

      iLink messages impacted by this enhancement will be flagged in the corresponding Acknowledgment sent from CME Globex.

      Customers are strongly encouraged to ensure all messages are contained within a single network packet by the following methods:

      • Ensure any packet sent to CME group contains only complete messages
      • Limit the number of quote entries in a mass quote message that fits within a single TCP packet
      • Disable nagling, an algorithm that concatenates a number of small buffer messages to decrease the number of sent packets, on your order routing systems

      As a reminder, conduct that disrupts, delays, or overloads the systems or operations of the exchange may be deemed to violate Rule 575 (“Disruptive Practices Prohibited”) or other rules, including Rule 432.Q. (“General Offenses – to commit an act which is detrimental to the interest or welfare of the Exchange or to engage in any conduct which tends to impair the dignity or good name of the Exchange”). Rule 575 further provides that it is a violation to enter or cause to be entered an order where the intent at the time of order entry is to cancel the order before execution. It is also a violation of Rule 575 to intentionally or recklessly enter or cause to be entered an actionable or non-actionable message that may cause an adverse impact on the orderliness of the markets.

      Customers interested in finding out how MSGW enhancements would impact their iLink sessions should contact their 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.

      In internal testing, iLink round trip times at the 75th percentile and above increased at least 10%.

      Please review the Client Impact Assessment for additional information on these Market Segment Gateway enhancements.

      Staring on Monday, November 4, the CME Globex MSGW Enhancements will be available for customer testing in New Release. In addition, the new FIX tags for this enhancement will be available for customer testing in CME AutoCert+ Test Suite - MSGW Protection Enhancements. Certification is not required for these MSGW enhancements.

      Mock Trading Session:

      CME Group will offer two customer mock trading sessions on Saturday, December 14, 2019 and Saturday, January 25, 2020, to support customer experience with the MSGW enhancements in the CME Globex production environment. Customers are required to register in advance in order to participate in this mock trading session. The mock trading session script will be announced in future CME Globex Notices.

      MSGW Enhancements Timeline
      Market Segment ID Market Segment Description Production Launch
      50
      76
      CME Interest Rate Options
      NYMEX Metals, Softs and Alternative Markets Futures; COMEX Futures

      Sunday, January 26, 2020

      54
      68
      72
      88

      CME and CBOT Equity Options
      CME Equity Futures II; CBOT Equity Futures
      CBOT Commodity Futures II
      CME FX Futures and Options

      Sunday, February 9, 2020
      52
      58
      60
      64
      70
      78
      CME FX Futures and Options II
      CBOT Interest Rate Options
      CME, CBOT and MGEX Commodity Options
      CME Equity Futures - E-mini S&P
      CME, CBOT and MGEX Commodity Futures
      NYMEX Emissions and Non-Crude Energy Futures
      Sunday, February 23, 2020

      56
       

      74
      80
      82
      84

      NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options

      BMD Futures and Options; NYMEX SEF
      DME Futures; NYMEX Crude and Crude Refined Energy Futures
      CME Interest Rate Futures
      CBOT Interest Rate Futures

      Sunday, March 8, 2020

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      Decommission of Select ITC Market Data - November 22

      Effective at the close of business Friday, November 22, 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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      Mandatory iLink3 Binary Order Entry Protocol for MSGW - Q2 2020

      CME Group is introducing iLink 3, a new order entry protocol for trading futures, options, and BrokerTec products on CME Globex. The iLink 3 protocol is currently available in New Release and with new production parallel channels for futures and options beginning in March 2020. All customers connected via Market Segment Gateway (MSGW) will need to migrate to the iLink 3 by Q4 2020.

      iLink 3 includes:

      • Simple Binary Encoding (SBE);delivers faster encoding/decoding
      • FIX Performance (FIXP) protocol; very simple, lightweight, point-to-point session layer
      • More efficient iLink FIX messaging
      • Standard message size, fixed positions, and fixed length fields
      • Consistent encoding method for order entry and market data

      iLink 3 will only support iLink MSGW sessions. The Client Impact Assessment is available and provides detailed functionality and messaging information.

      A new iLink certification suite will be available in AutoCert+ in November 2019; certification is required for all client systems on MSGWs.

      • August 26, 2019 – iLink 3 available in New Release environment for core functionality for futures and options
      • November 2019 – Complete iLink 3 functionality in New Release; Autocert+ certification for futures and options;
      • March – April  2020 –  Production launch of iLink 3
      • Q4 2020 – Elimination of iLink 2 for MSGW

      Further information on the production launch deployment schedule, and mock trading sessions will be published in upcoming CME Globex Notices.

      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 Functionality

      Cloud Based Market Data via CME Smart Stream on Google Cloud Platform (GCP) - November 17

      On Sunday, November 17, 2019 (trade date Monday, November 18), CME Group will launch CME Smart Stream on Google Cloud Platform (GCP).  CME Smart Stream will offer CME Group market data through Google Cloud Platform (GCP). With the launch of CME Smart Stream, client systems will be able to access data and run operational processes in a cloud-based environment, with the cost-to-access measured in dollars per day.

      CME Smart Stream will offer the following Simple Binary Encoded (SBE) market data:

      • Globex MDP 3.0
      • Data Insights - Settlement and Valuations
      • Streamlined - Block Trades
      • Streamlined - OTC Daily
      • Streamlined - CME CF Cryptocurrency Indices
      • Streamlined - Equity Indices
      • Streamlined - OTC Daily
      • BrokerTec U.S. Treasury Data

      Please review the Client Impact Assessment for additional information.

      CME Smart Stream is currently available for customer testing in the New Release environment. Certification via Autocert+ is required for all client systems that will support CME Smart Stream on GCP. The AutoCert+ test suite is now available for certification.

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      Product Launches

      U.S. Midwest Shredded Scrap (Platts) Futures - November 10

      Effective Sunday, November 10 (trade date Monday, November 11), pending completion of all regulatory review periods, U.S. Midwest Shredded Scrap (Platts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      U.S. Midwest Shredded Scrap (Platts) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel
      U.S. Midwest Shredded Scrap (Platts) Futures SHR ST 360

      These U.S. Midwest Shredded Scrap (Platts) futures 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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      Bursa Malaysia Derivatives (BMD) USD RBD Palm Olein Options - November 17

      Effective Sunday, November 17 (trade date Monday, November 18), and pending final regulatory approval, Bursa Malaysia Derivatives (BMD) USD RBD Palm Olein options will be made available for trading on CME Globex.

      Bursa Malaysia Derivatives (BMD) USD RBD Palm Olein Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel
      USD RBD Palm Olein options OPOL B8 (UDS: B9) 431

      These options will be available for customer testing in New Release on Monday, October 21.

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      MGEX SPIKES ™ Volatility Index Futures and Spreads - November 17

      Effective Sunday, November 17 (trade date Monday, November 18), SPIKES™  Volatility Index futures and spreads will be listed for pre-open purposes on CME Globex pending regulatory approval.  The product will open for initial trading on Monday, November 18.  For additional information on spread definitions and examples refer to Spreads and Combinations available on CME Globex.

      SPIKES ™ Volatility Index Futures and Spreads
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762-SecuritySubType Market Data Channel
      SPIKES™  Volatility Index Futures SPK MX RT
      (Reduced Tick Spread)
      460
      SPIKES™  Volatility Index Futures TAS SPT MV EC
      (TAS Calendar Spread)
      460

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

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

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      NewNew - Listing Freight Futures Spreads on CME Globex - November 17

      Effective Sunday, November 17 (trade date Monday, November 18), the following Freight futures spreads will be listed for trading on CME Globex.

      Listing Freight Futures Spreads
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Tag 762- SecuritySubType
      Freight Route TC5 (Platts) Futures TH FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TC2 (Baltic) Futures TM FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TC14 (Baltic) Futures FRC FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TC6 (Baltic) Futures TC6 FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TC9 (Baltic) Futures TC9 FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SB - Balanced Strip: All Quarter strip spread combinations for 24 months and a single yearly strip spread
      Freight Route TC12 (Baltic) Futures FRS FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TC15 (Baltic) Futures T5C FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SB - Balanced Strip: All Quarter strip spread combinations for 24 months and a single yearly strip spread
      Freight Route TD3C (Baltic) Futures TL FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TD20 (Baltic) Futures T2D FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SB - Balanced Strip: All Quarter strip spread combinations for 24 months and a single yearly strip spread
      Freight Route TD8 (Baltic) Futures TD8 FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SB - Balanced Strip: All Quarter strip spread combinations for 24 months and a single yearly strip spread
      Freight Route TD3C (Platts) Futures TD3 FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TD7 (Baltic) Futures TK FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TD22 (Baltic) Futures ACB FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      Freight Route TD25 (Baltic) Futures AEB FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      USGC to UK Continent (Platts) Dirty Freight Futures USE FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread
      USGC to China (Platts) Dirty Freight Futures USC FT SP - Standard Calendar Spread: All Calendar Month Spreads for the front 24 outright months with Implication
      SA - Energy Strip: Quarter’s for 24 months and 2 yearly strips
      SB - Balanced Strip: All Quarter strip spread combinations and a single yearly strip spread

      These spreads will be available for customer testing in New Release on Monday, November 4.

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

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      UpdateUpdate - Three-Month SOFR Futures Options - January 5, 2020

      † Denotes update to the article

      Effective Sunday, January 5, 2020 (trade date Monday, January 6), pending completion of all regulatory review periods, Options on Three-Month SOFR futures will be listed for trading on CME Globex and the CME Trading floor, and for submission for clearing via CME ClearPort.

      Three-Month SOFR Futures Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel New Release Availability
      Standard SR3 JE, UDS-U$ 313 †November 4
      One-Year Mid-Curve S0
      (“S ZERO”)
      J1, UDS - U$ 313
      Two-Year Mid-Curve S2 J2, UDS - U$ 313
      Three-Year Mid-Curve S3 J3, UDS - U$ 313
      Four-Year Mid-Curve S4 J4, UDS - U$ 313
      Five-Year Mid-Curve S5 J5, UDS - U$ 313
      Three-Month Mid-Curve TS2 JT, UDS - U$ 313
      Six-Month Mid-Curve TS3 J6, UDS - U$ 313
      Nine-Month Mid-Curve TS4 J9, UDS - U$ 313
      Weekly One-Year Mid-Curve S01, S02, S03, S04, S05
      (“S ZERO 1” ...)
      J1, UDS - U$ 313 †November 11
      Weekly Two-Year Mid-Curve S21, S22, S23, S24, S25 J2, UDS - U$ 313
      Weekly Three-Year Mid-Curve S31, S32, S33, S34, S35 J3, UDS - U$ 313

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

      These contracts are listed for trading on, and subject to, the rules and regulations of CME.

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      Product Changes

      Strike Price Listing Expansion for U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average Price Option - November 3

      Effective Sunday, November 3 (trade date Monday, November 4), the listing cycle for U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average Price options will be expanded on CME Globex.

      Strike Price Listing Expansion for U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average Price Option
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Current Listing Schedule New Listing Schedule
      U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average Price Option HRO

       

      H1

       

      3 strikes above and below the at the money strike at $5.00 plus the dynamic strikes at $5.00 above and below the highest and lowest pre-listed strikes 30 strikes above and below the at the money strike at $5.00 plus dynamic strikes at $5.00 above and below the highest and lowest pre-listed strikes for months 1 to 24. Dynamic strikes only at $5.00 for months 25+.

      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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      Enable R-Cross Functionally for MGEX Products - November 24

      Effective Sunday, November 24, (trade date Monday, November 25), Request for Cross (R-Cross) functionality will be enabled for MGEX agriculture futures, options and calendar spread options (CSOs) on CME Globex, pending any regulatory approval.

      Enable R-Cross Functionally for MGEX Products
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      National Corn Index Futures IC IC
      MGEX National Corn Index Options OIC O1
      MGEX Hard Red Winter Index Futures IH IH
      MGEX Hard Red Winter Index Options OIH O4
      MGEX Hard Red Spring Wheat Index Futures IP IP
      MGEX Hard Red Spring Wheat Index Options OIP O5
      MGEX National Soybean Index Futures IS IS
      MGEX National Soybean Index Options OIS O2
      MGEX Soft Red Winter Wheat Index Futures IW IW
      MGEX Soft Red Winter Wheat Index  Options OIW O3
      Non-Consecutive CSO (JUL-DEC) MP1 O7
      Non-Consecutive CSO (JUL-MAR) MP2 O7
      Non-Consecutive CSO (JUL-MAY) MP3 O7
      Non-Consecutive CSO (SEP-MAR) MP4 O7
      Non-Consecutive CSO (SEP-MAY) MP5 O7
      Non-Consecutive CSO (SEP-JUL) MP6 O7
      Non-Consecutive CSO (DEC-MAY) MP7 O7
      Non-Consecutive CSO (DEC-JUL) MP8 O7
      Non-Consecutive CSO (DEC-SEP) MP9 O7
      Consecutive Hard Wheat CSO MU1 O7
      Annual Hard Wheat CSO (SEP-SEP) MU2 O7
      Annual Hard Wheat CSO (DEC-DEC) MU3 O7
      Non-Consecutive CSO (MAR-JUL) MU4 O7
      Non-Consecutive CSO (MAR-SEP) MU5 O7
      Non-Consecutive CSO (MAR-DEC) MU6 O7
      Non-Consecutive CSO (MAY-SEP) MU7 O7
      Non-Consecutive CSO (MAY-DEC) MU8 O7
      Non-Consecutive CSO (MAY-MAR) MU9 O7
      MGEX Hard Red Spring Wheat Futures MWE MW
      MGEX Hard Red Spring Wheat Options OMW O6

      These changes will available in New Release for customer testing on Monday, October 28.

      Customer systems must be certified to leverage the R-Cross Functionality.

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

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      Temporary Suspension of Three EUA Futures and Options  - February 2, 2020

      The temporary suspension of the European Union Allowance (EUA) futures and options has been extended. Effective Sunday, February 2, 2020 (trade date Monday, February 3), beginning with the February 2020 contract 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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      Events and Announcements

      Disaster Recovery (DR) Testing - This Week

      CME Group is committed to the protection of its members, employees and stakeholders and has a long history of successfully managing risk. In keeping with those traditions, CME Group has a comprehensive business continuity program in place. To ensure customer readiness, CME Group will offer CME Globex & Clearing Disaster Recovery (DR) Failover testing, in conjunction with the Futures Industry Association (FIA) test this Saturday, October 26.

      The CME Globex & Clearing DR Failover test is designed to ensure customers can successfully failover to the CME Globex & Clearing DR environment, send orders and fallback to the production environment in case of an emergency.

      A detailed time line and testing script is available on the FIA's website.

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