• CME Globex Notices: May 10, 2021

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20210510
      • Notice Date
      • 13 May 2021
    • For the latest roadmap of CME Group technology initiatives:
      See the Development Launch Schedule.

      Critical System Updates

      GLink Network Infrastructure Rebalance at Aurora Co-Location Facility  - May 22

      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.

      Back to Top

      iLink 3 SBE Schema Update - May 14

      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.

      Back to Top

      UpdateUpdate - CME Globex Performance Enhancements - Starting June 6

      † 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

      Back to Top

      NewNew - Launch of AIR TRF Funding Values on CME Data Insights: Settlements and Valuations - June 6

      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

      • h = Daily Financing Rate
      • i = Accrued Financing Rate

      Market Data Entry Type.

      731

      SettlPriceType

      • 00000000 = Preliminary
      • 00000001 = Final

      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.

      Back to Top

      NewNew - Future Spreads Launching on CME Smart Stream on GCP JSON - June 6

      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 attributenamedsecurityType” 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.

      Back to Top

      NewNew - CME FX Link Enhancements: New Zealand Dollar/US Dollar Spot FX Impact - June 27

      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:

      • Change to tag 1151-Security Group
      • Differentiated tag 75-TradeDate and tag 64-SettleDate(Value date) roll schedules between the New Zealand Dollar futures and it’s untradeable OTC Spot FX leg instrument published in the Security Definition (35=d) message.
      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.

      Back to Top

      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.

      Back to Top

      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.

      Back to Top

      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 are currently available for customer testing in New Release.

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

      Back to Top

      NewNew - Adjusted Interest Rate FTSE-100 Total Return Index Futures - June 6

      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.

      Back to Top

      NewNew Ethylene Futures - June 6

      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.

      Back to Top

      Product Changes

      Listing Cycle Expansion for EUR/USD Monthly Volatility-Quoted Options and JPY/USD Monthly Volatility-Quoted Options - This Week

      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.

      Back to Top

      NewNew - Renaming External Alias for SOFR 3 Month Strip Spreads  - May 20

      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.

      Back to Top

      NewNew - Listing Cycle Expansion for Cobalt Metal (Fastmarkets) Futures - June 6

      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.

      Back to Top