• CME Globex Notices: May 3, 2021

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      • CME Globex and Market Data Customers
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      • Global Market Solutions & Services (GMSS)
      • #
      • 20210503
      • Notice Date
      • 06 May 2021
    • For the latest roadmap of CME Group technology initiatives:
      See the Development Launch Schedule.

      Critical System Updates

      UpdateUpdate - GLink Network Infrastructure Rebalance at Aurora Co-Location Facility 

      † Denotes update to the article

      †The GLink network infrastructure at the CME Group Co-Location Facility in Aurora, IL, for futures and options markets has been upgraded.  On Saturday, May 22, a 12th switch pair will be put into service.  Select customer GLink ports will be moved from the existing 11 switch pairs to the new pair of switches.  Impacted customers will be contacted ahead of the rebalance. 

      †The client impact assessment provides additional details about the upgraded GLink architecture and additional information about the GLink rebalancing plan.

      Please contact your Global Account Manager for additional information.

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      UpdateUpdate - iLink 3 SBE Schema Update - May 12

      † Denotes update to the article

      †On Sunday, March 28, CME Group completed the launch of iLink 3 SBE Schema version 7 on all Futures and Options on Futures market segments. CME Globex is now only sending version 7 messages for all Futures and Options on Futures markets.

      †Client systems can send iLink 3 messages using version 5 or 7 until the following dates; after which only version 7 messages will be accepted.

      †Environments †Date
      New Release and Certification Noon Wednesday, May 12
      Production End of day Friday, May 14

      Please Note: BrokerTec on CME Globex will remain on iLink 3 schema version 5.

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      CME Globex Performance Enhancements - Starting June 6

      Starting Sunday, June 6, CME Group will implement the following enhancement to futures and options markets on the CME Globex platform. In internal testing, these enhancements improved performance on CME Globex more than 20%.

      MARKET SEGMENT DESCRIPTION MARKET SEGMENT ID PERFORMACE ENHANCEMENT DATE
      CME Globex Commodity Futures 60 June 6
      CBOT Globex Commodity Futures
      MGEX Globex Futures
      CME Globex FX Futures II 52 June 27
      CME Globex FX Options II
      DME Globex Options 56 June 27
      NYMEX Globex Crude & Crude Refined Options
      NYMEX Globex Nat Gas & other Non-Crude Energy Options
      NYMEX Globex Metals, Softs & Alternative Markets Options
      COMEX Globex Options
      CME Globex Equity Futures excluding ES 68 June 27
      CBOT Globex Equity Index Futures
      CME Globex Equity Options excluding ES        72 June 27
      CBOT Globex Equity Index Options
      NYMEX Globex Emissions Futures 78 June 27
      NYMEX Globex Nat Gas & other Non-Crude Energy Futures
      CME Globex Equity Options (ES) 54 July 11
      CME Globex Equity Options - Micro E-mini 
      CME Equity Futures 64 July 11
      CME Globex Commodity Futures 70 July 11
      CBOT Globex Commodity Futures
      MGEX Globex Futures
      CME Globex Interest Rate Futures 82 July 11
      CBOT Interest Rate Futures II 
      CME Globex FX Futures 88 July 11
      CME Globex FX Options
      CBOT Interest Rate Options 58 July 25
      CME Globex Commodity Options 60 July 25
      CBOT Globex Commodity Options
      MGEX Globex Options
      BMD Globex Futures 74 July 25
      BMD Globex Options
      DME Globex Futures 80 July 25
      NYMEX Globex Crude & Crude Refined Futurse
      CBOT Interest Rate Futures 84 July 25

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      Product Launches

      E-mini S&P Europe 350 ESG Index Futures - May 23

      Effective Sunday, May 23 (trade date Monday, May 24), pending completion of all regulatory review periods, E-mini S&P Europe 350 ESG Index futures and spreads will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      E-mini S&P Europe 350 ESG Index Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel ITC Code
      E-mini S&P Europe 350 ESG Index Futures E3G EU 318 N/A
      BTIC on E-mini S&P Europe 350 ESG Index Futures E3T EQ 318 N/A

      Please note: E-mini S&P Europe 350 ESG Index futures will feature RT-Reduced Tick Spreads. The spread structure and leg assignment details are available on the Client Systems Wiki.

      These futures 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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      Mexican Funding TIIE (Monthly Contracts) Futures - May 23

      Effective Sunday, May 23 (trade date Monday, May 24), pending completion of all regulatory review periods, Mexican Funding TIIE (Monthly Contracts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Mexican Funding TIIE (Monthly Contracts) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Market Data Channel ITC Code
      Mexican Funding TIIE (Monthly Contracts) Futures TIE MI 312 N/A

      These futures 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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      MGEX Corporate Tax Futures - May 23

      Effective SundayMay 23 (trade date Monday, May 24), Corporate Tax futures and calendar spreads will be listed for trading on CME Globex pending regulatory approval.  The Corporate Tax futures will trade based on a new Corporate Tax Rate Index that tracks the yearly taxable income of corporations imposed by the U.S. Federal government.

      MGEX Corporate Tax Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      FUTURE TAG 762-SECURITYSUBTYPE Market Data Channel
      Corporate Tax Futures TAX MD SP
      (Calendar Spread)
      460

      These futures will be available for customer testing in New Release on Monday, May 10.

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

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      Product Changes

      NewNew - Delisting and Removal of Platts Gasoline and Argus Naphtha Futures - May 3

      On Monday, May 3, the following Platts Gasoline and Argus Naphtha futures were delisted, and effective close of business Friday, May 7 these futures will be removed from CME Globex.

      Delisting and Removal of Platts Gasoline and Argus Naphtha Futures

      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Gulf Coast CBOB Gasoline A1 (Platts) vs. RBOB Gasoline Futures CBA CP
      Gulf Coast CBOB Gasoline A1 (Platts) Futures CBO CP
      Gulf Coast CBOB Gasoline A1 (Platts) Crack Spread Futures CBC CP
      Mini Naphtha Cargoes CIF NWE (Argus) Futures NCF RF
      Mini Naphtha Cargoes CIF NWE (Argus) Crack Spread (100MT) Futures NCC RF

      These futures currently have no open interest.

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      NewNew - Delisting and Removal of Iron Ore 58% Fe, Low Alumina, CFR China (TSI) Futures - May 3

      On Monday, May 3, the following Iron Ore 58% Fe, Low Alumina, CFR China (TSI) futures were delisted, and effective close of business Friday, May 7 these futures will be removed from CME Globex.

      Delisting and Removal of Iron Ore 58% Fe, Low Alumina, CFR China (TSI) Futures

      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Iron Ore 58% Fe, Low Alumina, CFR China (TSI) Futures TIC ST

      These futures currently have no open interest.

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      Listing Cycle Expansion for EUR/USD Monthly Volatility-Quoted Options and JPY/USD Monthly Volatility-Quoted Options - May 16

      Effective Sunday, May 16 (trade date Monday, May 17), the listing cycle for the following EUR/USD Monthly Volatility-Quoted options and JPY/USD Monthly Volatility-Quoted options will be expanded on CME Globex and Trading Floor.

      Listing Cycle Expansion for EUR/USD Monthly Volatility-Quoted Options and JPY/USD Monthly Volatility-Quoted 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
      EUR/USD Monthly Volatility-Quoted Options VXT 3E 4 Quarterlies, 8 Serials 8 Quarterlies, 8 Serials
      JPY/USD Monthly Volatility-Quoted Options VXJ 3Y 4 Quarterlies, 8 Serials 8 Quarterlies, 8 Serials

      This change will be 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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