Topics in this issue include:
For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
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.
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 | Available |
Production | End of day Friday, May 14 |
Please Note: BrokerTec on CME Globex will remain on iLink 3 schema version 5.
† Denotes update to the article
Starting Sunday, June 6, CME Group will implement †infrastructure and hardware upgrades to futures and options markets on the CME Globex platform. In internal testing, these enhancements improved performance on CME Globex more than 20% † for both iLink 2 and iLink 3 order entry and MDP 3.0.
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 |
Effective Sunday, June 6 (for trade date Monday, June 7), CME Group will launch Adjusted Interest Rate (AIR) TRF Funding Values. The messages will be sent on the Data Insights: Settlements and Valuations channel id 251, via SBE template MDIncrementalRefreshSettle401. The Daily Financing Rate will be denoted as 269-MDEntryType=h and the Accrued Financing Rate will be denoted as 269-MDEntryType=i. The applicable trade date for the Values will be included in tag 5796-TradingReferenceDate.
Tag | FIX Name | New Vaild Values | Description |
---|---|---|---|
269 |
MDEntryType |
|
Market Data Entry Type. |
731 |
SettlPriceType |
|
A Bitmap indicator which specifies whether these are the final or preliminary air Funding Status values for the specified business date. Bit 0: (least significant bit):0=Preliminary 1=Final |
The Funding Values will be sent according to the following approximate schedule:
Value | Sending Time (Central time) | Tag 269-MDEntryType | Tag 731-SettlPriceType |
---|---|---|---|
Final Daily Funding Values for British Pound-denominated contracts | 0430 | h | 00000001 |
Final Accrued Funding Value for British Pound-denominated contracts | 0430 | i | 00000001
|
Final Daily Funding Values for USD-denominated contracts | 0830 | h | 00000001 |
Final Accrued Funding Value for USD-denominated contracts | 0830 | i | 00000001 |
Preliminary Daily Funding Value for GBP-denominated contracts | 1045 | h | 00000000
|
Preliminary Accrued Funding Value for British Pound-denominated contracts | 1045 | i | 00000000
|
Preliminary Daily Funding Values for USD-denominated contracts | 1600 1640 (republish) |
h | 00000000
|
Preliminary Accrued Funding Value for USD-denominated contracts | 1600 1640 (republish) |
h | 00000000
|
The AIR TRF Funding Values will be available for customer testing in New Release on Monday, May 24.
Effective Sunday, June 6 (trade date Monday, June 7), CME Smart Stream on Google Cloud Platform (GCP) JSON will launch support for future spreads trades. To support this change, a new CME MDP attributenamed “securityType” will be added with the values of either FUT_OUTRIGHT or FUT_SPREAD.
Please Note: This update is for trades only, and will not impact book and statistic messages.
Future spreads on CME Smart Stream on GCP JSON will be available for customer testing in New Release on Monday, May 24.
Effective Sunday, June 27 (trade date Monday, June 28), to align spreads trading between CME FX Futures and the OTC FX market for the New Zealand Dollar (NZD) Futures, CME Group will update the following features:
CME FX Link Enhancements: New Zealand Dollar/US Dollar Spot FX Impact | |||
---|---|---|---|
Product | MDP 3.0: tag 6937-Asset | Current iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
New iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
New Zealand Dollar/US Dollar Spot FX | NZDUSD | 02 (Zero-2) | 10 |
Additional information on Trade and Value Date processing is available on Client System Wiki.
These changes will be available for customer testing in New Release on Monday May 26.
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.
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.
Effective Sunday, May 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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of MGEX.
Effective Sunday, June 6 (trade date Monday, June 7), pending completion of all regulatory review periods, Adjusted Interest Rate FTSE-100 Total Return Index futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
The AIR TRF Funding Values for these instruments will be available in the CME Reference Data API and CME Data Insights: Settlements and Valuations.
Adjusted Interest Rate FTSE-100 Total Return 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 |
Adjusted Interest Rate FTSE-100 Total Return Index Futures | AFR | FL | 318 | N/A |
BTIC on Adjusted Interest Rate FTSE-100 Total Return Index Futures | AFT | FI | 318 | N/A |
These futures will be available for customer testing in New Release on Monday, May 17.
These contracts are listed with, and subject to, the rules and regulations of CME.
Effective Sunday, June 6 (trade date Monday, June 7), pending completion of all regulatory review periods, Ethylene futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
New Ethylene Futures | |||
---|---|---|---|
Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Market Data Channel |
Mont Belvieu Ethylene EPC (OPIS PCW) Futures | MBH | ZZ | 386 |
Mont Belvieu Ethylene EPC (OPIS PCW) BALMO Futures | MBJ | ZZ | 386 |
These futures will be available for customer testing in New Release on Monday, May 24.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Effective this 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.
Effective Sunday, May 30 (trade date Monday, May 31), the external alias for the SOFR 3 Month Strip Spreads will be changed as follows:
Renaming External Alias for SOFR 3 Month Strip Spreads | ||||
---|---|---|---|---|
Product | iLink: tag 1151-Security Group MDP 3.0: tag 6937-Asset |
iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current External Alias Format | New External Alias Format |
SOFR 3 Month Futures | SR3:SB | SS | SR3:SB 2YH1-2YH3 | SR3:SB 2Y H1-H3 |
This change will be available for customers testing in New Release on Monday, May 17.
These contracts are listed with, and subject to, the rules and regulations of CME.
Effective Sunday, June 6 (trade date Monday, June 7), the listing cycle for the following Cobalt Metal (Fastmarkets) Futures will be expanded on CME Globex.
Listing Cycle Expansion for Cobalt Metal (Fastmarkets) 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 |
Cobalt Metal (Fastmarkets) Futures | COB | CA | Monthly contracts listed for the current year and the next calendar year. | Monthly contracts listed for the current year and the next 2 calendar years. |
These futures will be available for customer testing in New Release on Monday, May 24.
These contracts are listed with, and subject to, the rules and regulations of COMEX.