CME Globex Notices: May 9, 2022

Critical System Updates

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	†0.100000000	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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NewNew - Disable Triangulation Functionality for FX Futures and Options - June 5

Effective Sunday, June 5 (trade date Monday, June 6), triangulation functionality that provides liquidity between premium-quoted options (PQO), volatility-quoted options (VQO), and the related underlying futures market will be disabled on CME Globex.

• Japanese Yen
  • Futures: tag 6937=6J
  • Premium-Quoted Options: tag 6937=JPU, 1JY-5JY
  • Volatility-Quoted Options: tag 6937=VXJ, VJA-VJE

• British Pound
  • Futures: tag 6937=6B
  • Premium-Quoted Options: tag 6937=GBU, 1BP-5BP
  • Volatility-Quoted Options: tag 6937=VXB, VBA-VBE
• Swiss Franc
  • Futures: tag 6937=6S
  • Premium-Quoted Options: tag 6937=CHU, 1SF-5SF
  • Volatility-Quoted Options: tag 6937=VXS, VSA-VSE
• Canadian Dollar
  • Futures: tag 6937=6C
  • Premium-Quoted Options: tag 6937=CAU, 1CD-5CD
  • Volatility-Quoted Options: tag 6937=VXC, VCA-VCE
• Euro FX
  • Futures: tag 6937=6E
  • Premium-Quoted Options: tag 6937=EUU, 1EU-5EU
  • Volatility-Quoted Options: tag 6937=VXT, VTA-VTE

• Australian Dollar
  • Futures: tag 6937=6A
  • Premium-Quoted Options: tag 6937=ADU, 1AD-5AD
  • Volatility-Quoted Options: tag 6937=VXA, VAA-VAE, VA1-VA5

This change will be available for customer testing in New Release on Monday, May 23.

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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

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	† 0.100000000	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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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 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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NewNew - Listing Japan Crude Cocktail (Detailed) Futures Spreads - June 5

Effective Sunday, June 5 (trade date Monday, June 6), the following strips, calendar spreads, and Inter-commodity spreads on Japan Crude Cocktail (Detailed) futures will be listed on CME Globex.

Listing Japan Crude Cocktail (Detailed) 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
Japan Crude Cocktail (Detailed) Futures	JCC	GU	SP, SA, SB	382
Japan Crude Cocktail (Detailed) Futures vs Brent Financial Futures	JCC-CY	CC	XS	382

These products 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 NYMEX.

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Micro WTI Crude Oil Options - June 5

Effective Sunday, June 5 (trade date Monday, June 6), pending completion of all regulatory review periods, Micro WTI Crude Oil options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Micro WTI Crude Oil Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Micro WTI Crude Oil Options	MCO	M8 (UDS: M9)	383
Micro WTI Crude Oil Weekly Option	MW1-MW5	M8 (UDS: M9)	383

These Micro WTI Crude Oil options 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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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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Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) Futures - June 12

Effective Sunday, June 12 (trade date Monday, June 13), and pending completion of all regulatory review periods, Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) Futures	CWR	CR	340

These Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) futures will be available for customer testing in New Release on Monday, June 6.

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

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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 is currently available for customer testing in New Release.

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

NewNew - Suspension of Trading of Russian Ruble (RUB/USD) Futures and Options - May 9

On Monday, May 9 the following Russian Ruble (RUB/USD) futures and options were suspended from trading.

Please Note: The first 4 quarterlies futures remain available for trading.

Suspension of Trading of Russian Ruble (RUB/USD) Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Russian Ruble (RUB/USD)Futures	6R	6R
Russian Ruble (RUB/USD) Options	6R	UO

These products currently have no open interest.

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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 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 - Changes to Japan Crude Cocktail (Detailed) Futures and Spreads: Resting Order Eliminations - June 5

Effective Sunday, June 5 (trade date Monday, June 6), Japan Crude Cocktail (Detailed) futures will be migrated from their MDP 3.0 current security group and market data channel to a new MDP 3.0 security group and market data channel.

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

CHANGES TO JAPAN CRUDE COCKTAIL (DETAILED) FUTURES AND SPREADS: RESTING ORDER ELIMINATIONS
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	CURRENT MARKET DATA CHANNEL	NEW MARKET DATA CHANNEL
Japan Crude Cocktail (Detailed) Futures	JCC	GU	CC	386	382

These changes 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 NYMEX.

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NewNew - Sunsetting Eurodollar Options  - June 12

Effective Sunday, June 12 (trade date Monday, June 13), Eurodollar and Mid Curve option quarterlies will be sunset, and no additional contracts expiring after June 16, 2023 will be listed.

Additionally, serial and weekly Eurodollar options expiring prior to the June 2023 expiration will continue to be listed per product listing rules.

Please Note: all currently listed expirations will remain listed and continue to trade. 

Sunsetting Eurodollar Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	LISTING RULE
Options on Three-Month Eurodollar Futures	GE	GE	16 quarterlies and 4 serials
One-Year Mid-Curve Eurodollar Options	GE0	E0	5 quarterlies and 4 serials
Two-Year Mid-Curve Eurodollar Options	GE2	E2
Three-Year Mid-Curve Eurodollar Options	GE3	E3
Four-Year Mid-Curve Eurodollar Options	GE4	E4
Five-Year Mid-Curve Eurodollar Options	GE5	E5
Weekly One-Year Mid-Curve Eurodollar Options - Week 1	E01	E2	2 weeklies
Weekly One-Year Mid-Curve Eurodollar Options - Week 2	E02	E1
Weekly One-Year Mid-Curve Eurodollar Options - Week 3	E03	E0
Weekly One-Year Mid-Curve Eurodollar Options - Week 4	E04
Weekly One-Year Mid-Curve Eurodollar Options - Week 5	E05
Weekly Two-Year Mid-Curve Eurodollar Options - Week 1	E21	E2
Weekly Two-Year Mid-Curve Eurodollar Options - Week 2	E22
Weekly Two-Year Mid-Curve Eurodollar Options - Week 3	E23
Weekly Two-Year Mid-Curve Eurodollar Options - Week 4	E24
Weekly Two-Year Mid-Curve Eurodollar Options - Week 5	E25
Weekly Three-Year Mid-Curve Eurodollar Options - Week 1	E31	E3
Weekly Three-Year Mid-Curve Eurodollar Options - Week 2	E32	E4
Weekly Three-Year Mid-Curve Eurodollar Options - Week 3	E33	E5
Weekly Three-Year Mid-Curve Eurodollar Options - Week 4	E34	E6
Weekly Three-Year Mid-Curve Eurodollar Options - Week 5	E35	E7
Eurodollar Calendar Spread Options	SPO	8I	4 1-year calendar spreads
Three-Month Mid-Curve Eurodollar Options	TE2	G3	1 month of Mar, Jun, Sep, Dec. 2 month of Jan, Feb, Apr, May, Jul, Aug, Oct, Nov
Six-Month Mid-Curve Eurodollar Options	TE3	G6
Nine-Month Mid-Curve Eurodollar Options	TE4	G4

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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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