CME Globex Notices: April 25, 2022

Critical System Updates

Equity Options Market Data Source IP Update - This Week

Effective close of business Friday, April 29, CME Group will change the MDP MBO recovery source/host IPs for CME Globex Equity Options (311) and CME Globex Equity Options - excludes E-mini S&P 500 (319) as follows:

Channel Name	Channel IDs	Feed Type	Host	Current Source IP Addresses	New Source IP Addresses
CME Globex Equity Options	311 & 319	MBO Recovery	Primary	205.209.222.114 205.209.222.115	205.209.222.142 205.209.222.143
CME Globex Equity Options - excludes E-mini S&P 500			Backup	205.209.214.67 205.209.213.67	205.209.213.70 205.209.213.71

A new config.xml file will be available for customer download Saturday, April 30. See additional information on SFTP - MDP Configuration.

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UpdateUpdate - Cryptocurrency Market Data Channel Launch and Market Segment Update - This Week

† Denotes update to the article

This Sunday, May 1, to support increased client demand for cryptocurrency futures and options products, CME Group will launch two new dedicated cryptocurrency market data channels on CME Globex. In conjunction with the cryptocurrency channel migration the market segment ID will update for MDP 3.0, MSGW iLink and MSGW Drop Copy. This update will not impact data licensing and entitlement requirements. With the launch, the following cryptocurrency products and associated spreads will be migrated to the new channels:

• Bitcoin Futures
• Ether Futures
• Micro Bitcoin Futures
• Micro Ether Futures
• BTIC on Bitcoin Futures
• BTIC on Ether Futures
• BTIC on Micro Bitcoin Futures
• BTIC on Micro Ether Futures
• Options on Bitcoin Futures
• † Options on Micro Ether Futures
• † Options on Micro Ether Options

† For the migration, impacted UDS option GTC/GTD orders will be canceled end of day Friday, April 29.

Please review the Client Impact Assessment for additional details.

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

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Dynamic Circuit Breakers for CME FX Futures and Cross Rates - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), dynamic circuit breakers will be introduced to the following CME FX futures and cross rates on CME Globex.

Dynamic Circuit Breakers for CME FX Futures and Cross Rates
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Dynamic Circuit Breaker Settings
Mexican Peso Futures	6M	6M	4% of dynamically calculated reference price
Brazilian Real Futures	6L	6L
Chinese Renminbi Futures	CNH	RM
U.S. Dollar/South African Rand Futures	ZAR	6Z
Chilean Peso Futures	CHP	CH
Turkish Lira Futures	TRL	6T
Russian Ruble Futures	6R	UO
Hungarian Forint Futures	HUF	FH
Polish Zloty Futures	PLN	PN
Korean Won Futures	KRW	6K
Indian Rupee Futures	SIR	6P
Israeli Shekel Futures	ILS	IO
Czech Koruna Futures	CZK	CK
Chinese Yuan Futures	RMB	F8
Micro INR/USD Future	MIR	6P
Micro USD/CNH Futures	MNH	RM
South African Rand Futures	RA	EF
Aus Dollar/Cad Dollar	ACD	F2
Aus Dollar/Japanese Yen	AJY	F3
Aus Dollar/ New Zealand Dollar	ANE	F4
Cad Dollar/Japanese Yen	CJY	F7
Swiss Franc/Japanese Yen	SJY	FY
Euro/Aus Dollar	EAD	FK
Euro/Cad Dollar	ECD	FG
Euro/Swiss Franc	RF	8C
Euro/British Pound	RP	FB
Euro/Japanese Yen	RY	8H
Euro/Norwegian Krone	ENK	FM
Euro/Swedish Krone	ESK	FS
British Pound/Japanese Yen	PJY	F5
British Pound/Swiss Franc	PSF	F6
`Chinese Yuan/Euro	RME	F9
Czech Koruna/Euro	ECK	FQ
Hungarian Forint/Euro	EHF	NU
Polish Zloty/Euro	EPZ	FP
US Dollars/Chilean Peso Futures	CHL	6H

The settings for all CME Globex products are defined in the CME Globex Product Reference.

This change is 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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UpdateUpdate - Three-Month SOFR Futures vs Eurodollar Futures Inter-Commodity Pack Spreads on CME Globex - May 22

† Denotes update to the article

Effective † Sunday, May 22 (trade date Monday, May 23), the following futures pack spread will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.  This futures pack spread will be traded as a single outright future contract that represents four quarterly Inter-Commodity spreads between the Three-Month SOFR futures vs Eurodollar futures.

Please Note:

• The Three-Month SOFR Futures vs Eurodollar futures Inter-Commodity Pack spreads follow the product definition conventions of the SED spread.
• Implieds will NOT be enabled.

Three-Month SOFR Futures vs Eurodollar Futures Inter-Commodity Pack Spreads on CME Globex
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 167 - SecurityType Tag 167	Tag 969 - Minpriceincrement	MDP 3.0 Channel
Three-Month SOFR Futures (SR3) vs Eurodollar Futures (GE)	SEP	SS	FUT	0.001	312

When buying the SEP future, the trade will be decomposed in Clearing as buying of four Three-Month SOFR futures and sell of four Eurodollar futures.

Security Definition Example: SEPU3

Example:  Buying the Sep 2023 SEP Future
Buy the Sep 2023 SED spread → Buy Sep 2023 SOFR future, sell Sep 2023 ED future
Buy the Dec 2023 SED spread → Buy Dec 2023 SOFR future, sell Dec 2023 ED future
Buy the Mar 2024 SED spread → Buy Mar 2024 SOFR future, sell Mar 2024 ED future
Buy the Jun 2024 SED spread → Buy Jun 2024 SOFR future, sell Jun 2024 ED future

The Three-Month SOFR futures (Clearing product code SR3) vs Eurodollar (Clearing product code ED) futures traded as SEP will be cleared as outright legs and will be priced as follows:

• The ED price will be determined as prior-day settlement.
• The SR3 price will be determined as the prior-day Eurodollar settlement price, plus ISDA (International Swaps and Derivatives Association) spread adjustment rounded to four decimals (0.2616), plus the SEP futures trade price.

Clients can retrieve additional product and instrument information from the Reference Data API.

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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Derived Block Support on Streamlined Market Data for Block Trades - May 22

Effective Sunday, May 22 (trade date Monday, May 23), Streamlined Market Data for Block Trades will publish derived blocks for CME E-mini S&P select sector futures and CBOT Dow Jones US Real Estate Index futures.  The derived blocks will allow block liquidity providers to privately negotiate a basis with their client, agree on the hedge execution algorithm, execute the hedge and submit the derived block for clearing once the actual price is determined based on the hedges. To support derived blocks new value, 102 = Derived Price, will be added to tag 423-PriceType on the incremental message (tag 35-MsgType=X).  This update will not impact the Streamlined Simple Binary Encoding (SBE) schema.

Tag	Name	Type	Valid Values	Description
423	→PriceType	Int	2 = Contract Units 102 = Derived Price	Valid price types for intraday trade.

The derived blocks support on Streamlined Market Data for Block Trades is currently available for testing in New Release.

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Exchange-Recognized Eurodollar Options vs Three-Month SOFR Options UDS: Resting Order Eliminations  - June 5

Effective Sunday, June 5 (trade date Monday, June 6), a new exchange-recognized Eurodollar options vs Three-Month SOFR options User Defined Spread (UDS) will be available for trading on CME Globex. The new spread type will utilize a new strategy type code (LS) and trade at a reduced tick. The new spread will utilize a new strategy type (LS).

The LS spread is the simultaneous purchase(sale) of a Eurodollar options and a Three-Month SOFR options contract. 

To facilitate this change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders on UDS in the U$ group after the close on Friday, June 3. After 16:00 CT on Friday, June 3, all remaining orders for UDS in the U$ group will be cancelled or deleted by the CME Global Command Center (GCC).

Please review the Client Impact Assessment for detailed spread construction and pricing examples.

These spreads 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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CME Benchmark Administration Premium SBE Schema Update - July

In July, CME Group will launch a new Simple Binary Encoding (SBE) schema on CME Benchmark Administration Premium channel ID 261. The new SBE incremental schema will be sent on:

• CME Benchmark Administration Premium - SBE UDP Multicast
• CME Benchmark Administration Premium - GCP SBE  

Please review the Client Impact Assessment for additional details.

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

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CVOL Live Streaming Launch and SBE Template Migration - July

In July, CME Group will launch CME Group Volatility Index (CVOL™), Live Streaming and migrate all current CVOL messaging to a new Simple Binary Encoding (SBE) template.

The CVOL indicator market data messages will be sent on:

• CME Benchmark Administration Premium - SBE UDP Multicast 
• CME Benchmark Administration Premium - GCP SBE

Please review the Client Impact Assessment for additional details.

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

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Event-Based Contracts

At a launch date to be announced, event-based options contracts will be listed for trading on CME Globex, pending completion of all regulatory review periods. Event-based contracts are daily-expiring, cash settled, European Style, options on futures contracts. Event-based contracts will provide access to some of our most recognized global products, including metals, energy, equities, and foreign currencies. Additionally, non-tradable underlying futures will be listed to support the new event-based options. Event-based contracts will be listed on a new MDP 3.0 channel (329 - Event-Based Contracts).  

Please review the Client Impact Assessment for additional details.

The event-based contracts are currently available for customer testing in New Release.

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

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Product Launches

Additional CME CF Cryptocurrency Pricing Data - This Week

On Monday, April 25, CME Group and CF Benchmarks (CFB) launched additional cryptocurrency pricing products designed to provide clients with transparent, robust, reliable reference rates and real time pricing.

The pricing data will be disseminated via the streamlined CME CF Cryptocurrency Pricing Market Data feed on channel 213 and through DataMine.

The feed will publish the following:

• Standardized reference rates in U.S. dollars shortly after 4 p.m. London time each day including weekends and bank holidays.
• Real time index pricing data (in U.S. Dollars), published approximately once every second.

Cryptocurrency Reference Rate and Real Time Index	Ticker
CME CF Algorand – Dollar Reference Rate	ALGOUSD_RR
CME CF Algorand – Dollar Real Time Index	ALGOUSD_RTI
CME CF Bitcoin Cash – Dollar Reference Rate	BCHUSD_RR
CME CF Bitcoin Cash – Dollar Real Time Index	BCHUSD_RTI
CME CF Cardano – Dollar Reference Rate	ADAUSD_RR
CME CF Cardano – Dollar Real Time Index	ADAUSD_RTI
CME CF Cosmos – Dollar Reference Rate	ATOMUSD_RR
CME CF Cosmos – Dollar Real Time Index	ATOMUSD_RTI
CME CF Chainlink – Dollar Reference Rate	LINKUSD_RR
CME CF Chainlink – Dollar Real Time Index	LINKUSD_RTI
CME CF Litecoin – Dollar Reference Rate	LTCUSD_RR
CME CF Litecoin – Dollar Real Time Index	LTCUSD_RTI
CME CF Polkadot – Dollar Reference Rate	DOTUSD_RR
CME CF Polkadot – Dollar Real Time Index	DOTUSD_RTI
CME CF Polygon – Dollar Reference Rate	MATICUSD_RR
CME CF Polygon – Dollar Real Time Index	MATICUSD_RTI
CME CF Solana – Dollar Reference Rate	SOLUSD_RR
CME CF Solana – Dollar Real Time Index	SOLUSD_RTI
CME CF Stellar Lumens – Dollar Reference Rate	XLMUSD_RR
CME CF Stellar Lumens – Dollar Real Time Index	XLMUSD_RTI
CME CF Uniswap – Dollar Reference Rate	UNIUSD_RR
CME CF Uniswap – Dollar Real Time Index	UNIUSD_RTI

The additional cryptocurrency pricing data is currently available for testing in New Release. Certification is not required.

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Monday and Wednesday Weekly Metals Options - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), pending completion of all regulatory review periods, Monday and Wednesday Weekly Metals options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Monday and Wednesday Weekly Metals Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Gold Weekly Monday Option	G1M - G5M	OG	361
Gold Weekly Wednesday Option	G1W – G5W
Silver Weekly Monday Option	M1S – M5S	SO
Silver Weekly Wednesday Option	W1S – W5S
Copper Weekly Monday Option	H1M – H5M	1U
Copper Weekly Wednesday Option	H1W – H5W

These Monday and Wednesday Weekly Metals options 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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Micro Copper Futures - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), pending completion of all regulatory review periods, Micro Copper futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Micro Copper Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Micro Copper Futures	MHG	HG	360

These Micro Copper 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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Treasury Bond Futures Implied Inter-Commodity Ratio Spreads - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), the following Treasury Bond Futures Implied Inter-Commodity Ratio spreads will be listed for trading on CME Globex with a 3:2 ratio.

Listing Additional Treasury Bond Futures Implied Inter-Commodity Ratio Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	TAG 762- SECURITYSUBTYPE	ILINK: TAG 107-SECURITYDESC MDP 3.0 TAG 55-SYMBOL
Treasury Bond vs. Ultra Treasury Bond Futures Implied Inter-Commodity	BIB	IV	IV	BIB 03-02 M2

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

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

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North European Hot-Rolled Coil Steel (Argus) Average Price Options - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), pending completion of all regulatory review periods, North European Hot-Rolled Coil Steel (Argus) Average Price options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

North European Hot-Rolled Coil Steel (Argus) Average Price Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
North European Hot-Rolled Coil Steel (Argus) Average Price Options	EHO	AD	361

These North European Hot-Rolled Coil Steel (Argus) Average Price options 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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UpdateUpdate - Three-Month SOFR Futures vs Eurodollar Futures Inter-Commodity Pack Spreads on CME Globex - May 22

† Denotes update to the article

Effective † Sunday, May 22 (trade date Monday, May 23), the following futures pack spread will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.  This futures pack spread will be traded as a single outright future contract that represents four quarterly Inter-Commodity spreads between the Three-Month SOFR futures vs Eurodollar futures.

Please Note:

• The Three-Month SOFR Futures vs Eurodollar futures Inter-Commodity Pack spreads follow the product definition conventions of the SED spread.
• Implieds will NOT be enabled.

Three-Month SOFR Futures vs Eurodollar Futures Inter-Commodity Pack Spreads on CME Globex
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 167 - SecurityType Tag 167	Tag 969 - Minpriceincrement	MDP 3.0 Channel
Three-Month SOFR Futures (SR3) vs Eurodollar Futures (GE)	SEP	SS	FUT	0.001	312

When buying the SEP future, the trade will be decomposed in Clearing as buying of four Three-Month SOFR futures and sell of four Eurodollar futures.

Security Definition Example: SEPU3

Example:  Buying the Sep 2023 SEP Future
Buy the Sep 2023 SED spread → Buy Sep 2023 SOFR future, sell Sep 2023 ED future
Buy the Dec 2023 SED spread → Buy Dec 2023 SOFR future, sell Dec 2023 ED future
Buy the Mar 2024 SED spread → Buy Mar 2024 SOFR future, sell Mar 2024 ED future
Buy the Jun 2024 SED spread → Buy Jun 2024 SOFR future, sell Jun 2024 ED future

The Three-Month SOFR futures (Clearing product code SR3) vs Eurodollar (Clearing product code ED) futures traded as SEP will be cleared as outright legs and will be priced as follows:

• The ED price will be determined as prior-day settlement,
• The SR3 price will be determined as the prior-day Eurodollar settlement price, plus ISDA (International Swaps and Derivatives Association) spread adjustment rounded to four decimals (0.2616), plus the SEP futures trade price.

Clients can retrieve additional product and instrument information from the Reference Data API.

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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NewNew - Aluminum Options - May 22

Effective Sunday, May 22 (trade date Monday, May 23), pending completion of all regulatory review periods, Aluminum options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Aluminum Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Aluminum Options	AX	A7 (UDS A8)	361

These Aluminum options will be available for customer testing in New Release on Monday, May 2.

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

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Eris BSBY Swaps Inter-Commodity Spreads - June 5

Effective Sunday, June 5 (trade date Monday, June 6), the following Eris BSBY Swaps Inter-commodity spreads will be listed on CME Globex.

Eris BSBY Swaps Inter-commodity Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType	Spread Ratio
1-Year Eris BSBY Swap Futures vs 2-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXA-KXT	BY	IV	1:1
1-Year Eris BSBY Swap Futures vs 3-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXA-KXC	BY	IV	1:1
2-Year Eris BSBY Swap Futures vs 3-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXT-KXC	BY	IV	1:1
2-Year Eris BSBY Swap Futures vs 5-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXT-KXW	BY	IV	5:2
3-Year Eris BSBY Swap Futures vs 4-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXC-KXD	BY	IV	1:1
3-Year Eris BSBY Swap Futures vs 5-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXC-KXW	BY	IV	5:3
4-Year Eris BSBY Swap Futures vs 5-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXD-KXW	BY	IV	1:1
5-Year Eris BSBY Swap Futures vs 10-Year Eris BSBY Swap Futures Intercommodity Ratio Spread	KXW-KXY	BY	IV	2:1
1-Year Eris BSBY Swap Futures vs 1-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXA-YIA	BY	IS	1:1
2-Year Eris BSBY Swap Futures vs 2-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXT-YIT	BY	IS	1:1
3-Year Eris BSBY Swap Futures vs 3-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXC-YIC	BY	IV	1:1
4-Year Eris BSBY Swap Futures vs 4-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXD-YID	BY	IS	1:1
5-Year Eris BSBY Swap Futures vs 5-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXW-YIW	BY	IS	1:1
7-Year Eris BSBY Swap Futures vs 7-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXB-YIB	BY	IS	1:1
10-Year Eris BSBY Swap Futures vs 10-Year Eris SOFR Swap Futures Intercommodity Ratio Spread	KXY-YIY	BY	IS	1:1
4-Year Eris BSBY Swap Futures vs 4-Year Eris US Dollar Swap Futures Intercommodity Ratio Spread	KXD-LID	BY	IS	1:1
5-Year Eris BSBY Swap Futures vs 5-Year Eris US Dollar Swap Futures Intercommodity Ratio Spread	KXW-LIW	BY	IS	1:1
7-Year Eris BSBY Swap Futures vs 7-Year Eris US Dollar Swap Futures Intercommodity Ratio Spread	KXB-LIB	BY	IS	1:1
10-Year Eris BSBY Swap Futures vs 10-Year Eris US Dollar Swap Futures Intercommodity Ratio Spread	KXY-LIY	BY	IS	1:1

These spreads will be available for customer testing in New Release on Monday, May 23.

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

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Exchange-Recognized Eurodollar Options vs Three-Month SOFR Options UDS: Resting Order Eliminations - June 5

Effective Sunday, June 5 (trade date Monday, June 6), a new exchange-recognized Eurodollar options vs Three-Month SOFR options User Defined Spread (UDS) will be available for trading on CME Globex. The new spread type will utilize a new strategy type code (LS) and trade at a reduced tick. The new spread will utilize a new strategy type (LS).

The LS spread is the simultaneous purchase(sale) of a Eurodollar options and a Three-Month SOFR options contract. 

To facilitate this change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders on UDS in the U$ group after the close on Friday, June 3. After 16:00 CT on Friday, June 3, all remaining orders for UDS in the U$ group will be cancelled or deleted by the CME Global Command Center (GCC).

Please review the Client Impact Assessment for detailed spread construction and pricing examples.

These spreads 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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NewNew - Bursa Malaysia Derivatives (BMD) Crude Palm Oil vs East Malaysia Crude Palm Oil Inter-Commodity Futures Spreads - July 24

Effective Sunday, July 24 (trade date Monday, July 25), and pending final regulatory approval, inter-commodity spreads between Bursa Malaysia Derivatives (BMD)’s Crude Palm Oil vs BMD East Malaysia Crude Palm Oil futures will be made available for trading on CME Globex.

BURSA MALAYSIA DERIVATIVES (BMD) CRUDE PALM OIL VS EAST MALAYSIA CRUDE PALM OIL INTER-COMMODITY FUTURES 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
Crude Palm Oil vs East Malaysia Crude Palm Oil Futures	FCPO-FEPO	BC	IS	430

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

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

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Event-Based Contracts

At a launch date to be announced, event-based options contracts will be listed for trading on CME Globex, pending completion of all regulatory review periods. Event-based contracts are daily-expiring, cash settled, European Style, options on futures contracts. Event-based contracts will provide access to some of our most recognized global products, including metals, energy, equities, and foreign currencies. Additionally, non-tradable underlying futures will be listed to support the new event-based options. Event-based contracts will be listed on a new MDP 3.0 channel (329 - Event-Based Contracts).

Please review the Client Impact Assessment for additional details.

The event-based contracts are currently available for customer testing in New Release.

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

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Product Changes

Renaming Gold, Silver and Copper Weekly Options - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), the Gold, Silver and Copper Weekly options will be renamed to Friday Weekly options.

Renaming Gold, Silver and Copper Weekly Options
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
Gold Weekly Option	Gold Weekly Friday Option	OG1, OG2, OG3, OG4, OG5	OG
Silver Weekly Option	Silver Weekly Friday Option	SO1, SO2, SO3, SO4, SO5	SO
Copper Weekly Option	Copper Weekly Friday Option	H1E, H2E, H3E, H4E, H5E	1U

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

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Change to BTIC on Micro Ether Futures - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), tag 6937-Asset on the Security Definition (tag 35-MsgType=d) message of the BTIC on Micro Ether futures will be updated as follows:

Change to BTIC on Micro Ether Futures
Product	Current MDP 3.0: tag 6937-Asset	New MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
BTIC on Micro Ether Futures	MRB	EMB	RJ	†326

Please Note: These futures currently have no open interest.

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

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

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Change to Minimum Price Increment for Swiss Franc/U.S. Dollar (CHF/USD) Futures - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), pending the completion of all regulatory review periods, tag 969-MinimumPriceIncrement for Swiss Franc/U.S. Dollar (CHF/USD) futures will change as follows:

Changes to Minimum Price Increment for Swiss Franc/U.S. Dollar (CHF/USD) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	CURRENT TAG 969-MINPRICEINCREMENT	NEW TAG 969-MINPRICEINCREMENT
Swiss Franc/U.S. Dollar (CHF/USD) Futures	6S	6S	1.000000000	0.500000000

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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Listing Cycle Expansion for BTIC on Adjusted Interest Rate S&P 500 Total Return Index Futures: Resting Order Eliminations  - This Week

Effective this Sunday, May 1 (trade date Monday, May 2), the listing cycle for the following BTIC on Adjusted Interest Rate S&P 500 Total Return Index futures will be expanded on CME Globex. With this change, CME Globex will support a 2-byte year for maturities listed beyond the first four December quarterly contracts in the external instrument name, tag 55-Symbol in MDP 3.0. The 2-byte year will remain through the life cycle of the contract.

Listing Cycle Expansion and Resting Order Eliminations for BTIC on Adjusted Interest Rate S&P 500 Total Return Index 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
To facilitate this change, customers are asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders after the close on Friday, April 29. After 16:00 CT on Friday, April 29, all remaining GT orders for these futures and spreads will be cancelled or deleted by the CME Global Command Center (GCC).
BTIC on Adjusted Interest Rate S&P 500 Total Return Index Futures	AST	BV	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 13 consecutive quarters and 4 additional Dec quarterly contracts	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 13 consecutive quarters, 1 nearest January contract, and 7 additional Dec quarterly contracts

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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Increase of Maximum Order Quantity for Select Micro Cryptocurrency Futures and Options - May 8

Effective Sunday, May 8 (trade date Monday, May 9), the maximum order quantity, tag 1140-MaxTradeVol, in the Security Definition (tag 35=d) message for select Micro Cryptocurrency futures and options will be increased as follows:

Increase of Maximum Order Quantity for Select Micro Cryptocurrency Futures and Options
Product	MDP 3.0: tag 6937-Asset	TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	CURRENT TAG 1140-MAXTRADEVOL	NEW TAG 1140-MAXTRADEVOL
Monday Weekly Options on Micro Bitcoin Futures Weeks 1-5	W1A-W5A	B1 (Outrights) B5 (UDS)	100	500
Wednesday Weekly Options on Micro Bitcoin Futures Weeks 1-5	W1C-W5C	B1 (Outrights) B5 (UDS)	100	500
Friday Weekly Options on Micro Bitcoin Futures Weeks 1-4	W1E-W4E	B1 (Outrights) B5 (UDS)	100	500
Monthly Options on Micro Bitcoin Futures	WM	B1 (Outrights) B5 (UDS)	100	500
Monday Weekly Options on Micro Ether Futures Weeks 1-5	V1A-V5A	T5 (Outrights) T6 (UDS)	100	1000
Wednesday Weekly Options on Micro Ether Futures Weeks 1-5	V1C-V5C	T5 (Outrights) T6 (UDS)	100	1000
Friday Weekly Options on Micro Ether Futures Weeks 1-4	V1E-V4E	T5 (Outrights) T6 (UDS)	100	1000
Monthly Options on Micro Ether Futures	VM	T5 (Outrights) T6 (UDS)	100	1000
Micro Ether Futures	MET	EZ	500	1000

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

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NewNew - Listing Cycle Expansion for E-mini Nasdaq-100 Products - May 22

Effective Sunday, May 22 (trade date Monday, May 23), the listing cycle for the following E-mini Nasdaq-100 products will be expanded on CME Globex.

Listing Cycle Expansion for E-mini Nasdaq-100 Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
E-mini Nasdaq 100 Index Futures	NQ	NQ	5 quarterly months	5 quarterly months and 4 additional December contract months
Options on E-mini Nasdaq 100 Index Futures	NQ	QZ	4 quarterly months	5 quarterly months and 4 additional December contract months
BTIC on E-mini Nasdaq 100 Index Futures	NQT	NB	5 quarterly months	5 quarterly months and 4 additional December contract months
TACO on E-mini Nasdaq 100 Index Futures	NQQ	NT	5 quarterly months	5 quarterly months and 4 additional December contract months

These products will be available for customer testing in New Release on Monday, May 9.

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

Changes to Lead Month Roll Procedure for E-mini S&P 500 and Micro E-mini S&P 500 Futures - June 12

Effective Sunday, June 12 (trade date Monday, June 13), the lead month roll procedure for E-mini S&P 500 and Micro E-mini S&P 500 futures will be amended on CME Globex as follows:

Changes to Lead Month Roll Procedure for E-mini S&P 500 and Micro E-mini S&P 500 Futures
Product Name	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Lead Month Roll Procedure	New Lead Month Roll Procedure
E-mini Standard & Poor’s 500 Stock Price Index Futures	ES	ES	Lead month rolls quarterly effective on the Thursday one week prior to expiration	Lead month rolls quarterly effective on the Monday of the week of expiration
Micro E-mini Standard & Poor’s 500 Stock Price Index Futures	MES	EO

Please Note: This change will be implemented for the June 2022 roll, making the March 2022 contracts the final roll using the existing procedure.

For example, the June 2022 quarterly contracts expire on Friday, June 17, 2022. Prior to the June quarterly contract expiration, the lead month will switch from the June contract to the September contract on Sunday, June 12, 2022, for trade date Monday, June 13, 2022, as opposed to Thursday, June 9, 2022, under the existing procedure.

This change will reflect the current observed trading patterns around roll dates and align the lead month roll for the contracts with the balance of the Exchange’s U.S. Equity Products.

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Events and Announcements

LMAX Joins CME CF Cryptocurrency Indices - May 3

On Tuesday, May 3, at 11:00 am London time (5:00 am Chicago time), LMAX Digital market data will be included in the CME CF Reference Rates and Real Time Indices for both Bitcoin and Ether. The CME CF Reference Rates are used to settle CME cryptocurrency futures. CF Benchmarks, the leading cryptocurrency index provider, is the Administrator for the CME CF Cryptocurrency Indices.

For more information, please visit the CME CF Cryptocurrency Indices webpage.

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