CME Globex Notices: November 18, 2019

Critical System Updates

Decommission of Select ITC Market Data - This Friday

Starting 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.

Effective at the close of business Friday, November 22, the following indexes will be decommissioned:

• VIX Indexes
• Major Market Index
• Bloomberg RLL Select Index

There is currently a parallel period from the Settlements and Valuations production launch and decommission of select ITC market data. In Q1 2020, the following ITC market data impacts will be implemented:

• 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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NewNew - Leg Security Description Change on iLink Security Definition Request - March 8, 2020

On Sunday, March 8 (trade date Monday, March 9), to better align with iLink 3 Binary Order Entry Protocol, CME Globex will change FIX tag 620-LegSecurityDesc validation for the Security Definition Request (tag 35-MsgType=c) message.   Currently, CME Globex validate tag 620-LegSecurityDec in Security Definition Request, and the message is rejected if this tag is not included.  With this change, if the tag 620-LegSecurityDesc is not present, but the Security Definition Request contains tag 602-LegSecurityID, CME Globex will accept the message.

The Security Definition Request will be rejected with a Business Level Reject (35=j) message if the Security Definition Request:

• does not contain both tag 620-LegSecurityDesc and tag 602-LegSecurityID, the reject message will include the following tag 58-Text=<Business Reject: Required Fields Missing 'Missing fields: LEG_SECURITY_DESC (620) and LEG_SECURITY_ID (602)'>.  
• does not contain tag 620-LegSecurityDesc, but contains an invalid value for tag 602-LegSecurityID, the reject message will include the following tag 58-Text=< Business Reject: Required Fields Invalid 'Invalid fields: LEG_SECURITY_DESC (620) and LEG_SECURITY_ID (602)’>

This change will be available for customer testing in New Release starting this Monday, November, 25.

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Mandatory iLink3 Binary Order Entry Protocol for MSGW - Starting March 29, 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 starting March 29, 2020 through May 17, 2020, over 4 launch weekends. 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.

Starting Wednesday, November 6, 2019, CME Group will update the schema for iLink 3 to support the following message enhancements for BrokerTec markets. The New Release launch information for BrokerTec markets is now available.

• Remove old template IDs for the following messages:
  • 541 - Security Definition Request
  • 542 - Security Definition Response
• Add new template IDs for the following messages:
  • 560 - Security Definition Request
  • 561 - Security Definition Response
  • 539 - Execution Ack
• Add new repeating group for MIFID reporting to the following messages:
  • 518 - Party Details Definition Request 
  • 519 - Party Details Definition Request Acknowledgment
  • 538 - Party Details List Report
• Add tag 9765-PossRetransFlag to the following messages:
  • 545 - Mass Quote Acknowledgment
  • 547 - Quote Cancel Acknowledgment
  • 558 - Order Mass Action Report
  • 546 - Request for Quote Acknowledgment
• Add null value to the following data types:
  • uInt64NULL
  • Decimal64NULL

The new version 2 schema is currently available in New Release for customer testing.

Please note: Templates are backward compatible for iLink 3 massages sent from Client system to CME Globex; however CME Globex will only send messages using the latest version of a message schema.

A new iLink certification suite will be available in AutoCert+ in January 2020; certification is required for all client systems on MSGWs.

• Available Now – iLink 3 available in New Release environment for core functionality for futures and options
• November 25, 2019 – Complete iLink 3 functionality for futures and options in New Release
• March 28, 2020 through May 17, 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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Drop Copy Impact: iLink3 Binary Order Entry Protocol for MSGW - Starting March 29, 2020

Starting Sunday, March 29, 2020, CME Group will introduce iLink 3, a new order entry protocol on CME Globex. When source sessions for Drop Copy migrate to iLink 3, the encoded payload messages sent on Drop Copy will be in ASCII format but will reflect the following changes:

• Deprecated message tags
• Change to FIX Type for Tag 548-CrossID
• Additional Enumeration for Tag 59-TimeInForce

The Client Impact Assessment is available and provides detailed information on the changes to the encoded iLink 3 messages.
Certification of client systems leveraging Drop Copy Market Segment Gateway (MSGW) is not required. 

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

CME Group strongly recommends Drop Copy clients thoroughly test these changes to the encoded iLink messages before migration.
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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CME Globex Market Segment Gateway Enhancements  - May 17, 2020

The previously announced mock trading sessions and launches of CME Globex Market Segment Gateway (MSGW) Enhancements have been postponed.  The new production launch schedule will start on Sunday, May 17, 2020.

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 Wednesday, February 12, 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 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, April 18, 2020 and Saturday, May 2, 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, May 17, 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, May 31, 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, June 7, 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, June 21, 2020

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Product Launches

Listing Portland and Tokyo Weather Products - This Week

Effective this Sunday, November 24 (trade date Monday, November 25), pending completion of all regulatory review periods, Portland Weather Futures and Tokyo Weather Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Listing Portland and Tokyo Weather Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
CME Degree Days Index Futures - Portland HDD	H7	HW	316
CME Seasonal Strip Degree Days Index Futures - Portland HDD Nov	H7X	HW	316
CME Seasonal Strip Degree Days Index Futures - Portland HDD Dec	H7Z	HW	316
CME Degree Days Index Futures - Portland CDD	K7	HW	316
CME Seasonal Strip Degree Days Index Futures - Portland CDD May	K7K	HW	316
CME Seasonal Strip Degree Days Index Futures - Portland CDD Jul	K7N	HW	316
Pacific Rim Index Futures - Tokyo CAT	G6	HW	316
Pacific Rim Seasonal Strip Index Futures - Tokyo CAT May	G6K	HW	316
Pacific Rim Seasonal Strip Index Futures - Tokyo CAT Jul	G6N	HW	316
Pacific Rim Seasonal Strip Index Futures - Tokyo CAT Nov	G6X	HW	316
Pacific Rim Seasonal Strip Index Futures - Tokyo CAT Dec	G6Z	HW	316

These futures are currently available for customer testing.

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

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Listing Gulf Coast LNG Export Futures vs Henry Hub Natural Gas Futures Inter-Commodity Spread - This Week

Effective this Sunday, November 24 (trade date Monday, November 25), the  Gulf Coast LNG Export futures vs. Henry Hub Natural Gas Futures Inter-Commodity spreads will be listed for 24 months on CME Globex.

Listing Gulf Coast LNG Export Futures vs. Henry Hub Natural Gas Futures Inter-Commodity Spread
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Gulf Coast LNG Export Futures vs. Henry Hub Natural Gas Futures	LNG	LN	IS

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

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

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NewNew - Options on Bitcoin Futures - January 12, 2020

Effective Sunday, January 12 (trade date Monday, January 13), pending completion of all regulatory review periods, options on Bitcoin futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Options on Bitcoin Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Options on Bitcoin Futures	BTC	B2; B4 – UDS	319

These options will be available for customer testing in New Release on Monday, December 9.

CME Group recommends all system providers use FIX tag-202 Strike Price in the Security Definition (tag 35-MsgType=d) message to determine strike price.

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

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UpdateUpdate - Bursa Malaysia Derivatives (BMD) USD RBD Palm Olein Options - Q1 2020 

† Denotes update to the article

Effective †Q1 2020, 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 are currently available for customer testing in New Release.

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Product Changes

Enable R-Cross Functionally for MGEX Products - This Week

Effective this 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 are currently available in New Release for customer testing.

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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Listing Cycle Expansion for Japan Crude Cocktail (Detailed) Futures - This Week

Effective this Sunday, November 24 (trade date Monday, November 25), the listing cycle for the Japan Crude Cocktail (Detailed) futures will be expanded on CME Globex.

Listing Cycle Expansion for Japan Crude Cocktail (Detailed) 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
Japan Crude Cocktail (Detailed) Futures	JCC	GU	Monthly contracts listed for the current year and the next 2 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 4 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.

The Japan Crude Cocktail (Detailed) futures is 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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NewNew - Delisting and Removal of Black Sea Half Month Futures - This Week

On Monday, November 18, the following Black Sea Half Month Futures were delisted, and effective close of business Friday, November 22, these futures will be removed from CME Globex.

Delisting and Removal of Black Sea Half Month Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Black Sea Corn Financially Settled (Platts) Half Month Futures	BCH	CS
Black Sea Wheat Financially Settled (Platts) Half Month Futures	BWH	WP

These futures currently have no open interest.

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NewNew - Renaming Twelve (12) European Gasoil and Diesel Futures  - This Week

Effective this Sunday, November 24 (trade date Monday, November 25), the Product line will be renamed to the noted below.

Renaming Twelve (12) European Gasoil and Diesel Futures
Current Product Name	New Product Name	iLink: tag 1151-Security Group MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Gasoil 0.1% Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil BALMO Futures	Gasoil 0.1% Barges FOB ARA (Platts) vs. Low Sulphur Gasoil BALMO Futures	A6V	CP
Gasoil 0.1% Barges FOB Rdam (Platts) BALMO Futures	Gasoil 0.1% Barges FOB ARA (Platts) BALMO Futures	B8	CP
Diesel 10ppm Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil BALMO Futures	Diesel 10ppm Barges FOB ARA (Platts) vs. Low Sulphur Gasoil BALMO Futures	7X	CP
Diesel 10ppm Barges FOB Rdam (Platts) BALMO Futures	Diesel 10ppm Barges FOB ARA (Platts) BALMO Futures	U7	CP
Gasoil 0.1% Barges FOB Rdam (Platts) Futures	Gasoil 0.1% Barges FOB ARA (Platts) Futures	AVL	RF
Gasoil 0.1% Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil Futures	Gasoil 0.1% Barges FOB ARA (Platts) vs. Low Sulphur Gasoil Futures	AWQ	RF
Micro Gasoil 0.1% Barges FOB Rdam (Platts) Futures	Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures	M1B	RF
European Diesel 10 ppm Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil Futures	European Diesel 10 ppm Barges FOB ARA (Platts) vs. Low Sulphur Gasoil Futures	AET	EE
European Diesel 10 ppm Barges FOB Rdam (Platts) Futures	European Diesel 10 ppm Barges FOB ARA (Platts) Futures	AGT	RF
Mini European Diesel 10 ppm Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil Futures	Mini European Diesel 10 ppm Barges FOB ARA (Platts) vs. Low Sulphur Gasoil Futures	MUD	CP
Mini Gasoil 0.1% Barges FOB Rdam (Platts) vs. Low Sulphur Gasoil Futures	Mini Gasoil 0.1% Barges FOB ARA (Platts) vs. Low Sulphur Gasoil Futures	MGB	CP
European Diesel 10ppm Barges FOB Rdam (Platts) vs. NY Harbor ULSD Futures	European Diesel 10ppm Barges FOB ARA (Platts) vs. NY Harbor ULSD Futures	EL1	PT

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

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Change to Maximum Order Quantity for E-mini Russell 2000 Index Futures - December 15

Effective Sunday, December 15 (trade date Monday, December 16), the maximum order quantity for E-mini Russell 2000 Index futures and BTICs will be changed as follows:

Change to Maximum Order Quantity for E-mini Russell 2000 Index Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current tag 1140-MaxTradeVol	New tag 1140-MaxTradeVol
E-mini Russell 2000 Index Futures	RTY	RY	500	1000
BTIC on E-mini Russell 2000 Index Futures	RLT	RT	500	1000

This change will be made available for customer testing in New Release on Monday, December 2.

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

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NewNew - Listing Cycle Expansion for Bitcoin Futures - December 15

Effective Sunday, December 15 (trade date Monday, December 16), the listing cycle for Bitcoin futures will be expanded on CME Globex.

Listing Cycle Expansion for Bitcoin 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
Bitcoin Futures	BTC	BF	Two quarterly and two serial months	Six consecutive months and *two additional December contract months *If December is one of the six monthly contracts, only one additional December contract will be listed

These futures will be available for customer testing in New Release on Monday, November 25.

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

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NewNew - Listing Cycle Expansion for Copper Futures - December 15

Effective Sunday, December 15 (trade date Monday, December 16), the listing cycle for the following Copper futures  will be expanded on CME Globex.

Listing Cycle Expansion for Bitcoin 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
Copper Futures	HG	HG	Monthly contracts listed 24 consecutive months and any March, May, July, September, and December in the nearest 60 Months	Monthly contracts listed 24 consecutive months and any March, May, July, September, and December in the nearest 63 Months

These futures will be available for customer testing in New Release on Monday, December 2.

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

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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

Amendments to the CME Globex Messaging Policy - This Friday

Effective Friday, November 22, 2019, (pending CFTC regulatory review) Chicago Mercantile Exchange Inc. (“CME”), The Board of Trade of the City of Chicago, Inc. (“CBOT”), New York Mercantile Exchange, Inc. (“NYMEX”) and Commodity Exchange, Inc. (“COMEX”) (collectively, the “Exchanges”) will amend the CME Globex Messaging Policy (the “Policy) to clarify the applicability of the Policy and to provide additional flexibility to the Exchanges in executing the Policy.  The amended Policy may be viewed here.

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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NewNew - Streamlined Market Data Dissemination Schedule for S&P Indices and Dow Jones Indices  

As a reminder, customers can view the market data dissemination schedule for S&P Indices and Dow Jones Indices on the Client System Wiki.

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CME Globex Hub Traffic Shaping Change - December 14

On Saturday, December 14, 2019, CME Group will modify traffic shaping from 1Gbps to 2Gbps at CME Globex Hubs in Hong Kong, Kuala Lumpur, Seoul, Singapore and Tokyo. Billing for customers with active 10Gbps interfaces at these locations will change to full price, $2,000 USD per month on Saturday, December 14, 2019.

As previously announced in late 2018, CME Group advised CME Globex Hub customers that traffic shaping in the APAC region would be modified from 1Gbps to 2Gbps at a later date with CME Group providing 4 weeks advance notice of the scheduled change.

For any questions, please contact your Global Account Manager.

Global Account Management:
U.S.: +1 312 634 8700 gam@cmegroup.com
Europe: +44 20 3379 3754 gamemea@cmegroup.com
Asia: +65 6593 5505 gamasia@cmegroup.com

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