CME Globex Notices: July 25, 2022

Critical Updates

CME Benchmark Administration Premium SBE Schema Update - August 7

Effective Sunday, August 7 (trade date Monday, August 8), CME Group will launch a new Simple Binary Encoding (SBE) schema on CME Benchmark Administration Premium channel ID 261. With the introduction of the new SBE schema and streaming CVOL, messaging is expected to increase up to 100 packets per second. 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.

Back to Top

CVOL Live Streaming Launch and SBE Template Migration - August 7

Effective Sunday, August 7 (trade date Monday, August 8), 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. With this launch, messaging is expected to increase up to 100 packets per second. A new republish methodology section has been added to the Client Impact Assessment.

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.

Back to Top

iLink 3 SBE Schema Update - August 28

To support the upcoming CME Globex enhancements, the iLink 3 SBE schema will be updated to version 8 starting Sunday, August 28. More information regarding these enhancements will be published in the future CME Globex Notices. The overview of iLink 3 schema updates is now available. 

In order to ease customer development efforts, the new SBE schema files will support Template Extension for iLink 3 messages sent from client systems to CME Globex until the end of day Friday, November 18. Client systems can send iLink 3 messages using schema version 7 or 8; however CME Globex will only send messages using schema version 8.

Futures and Options on Futures - Production Rollout

DATE	MESSAGES FROM CLIENT	MESSAGES FROM CME GLOBEX
Currently	V7	V7
August 28 through October 2: Phased launch	V7 or V8 for market segments that support V8	V8 for market segments that support 8
October 2	V7 or V8 for all segments	V8 only
November 20	V8 only	V8 only

Effective Sunday, November 20, version 8 schema will be the only version supported in production. Client systems can only send version 8 messages.

The new version 8 schema is currently available in New Release for customer testing.

To support the new iLink 3 schema rollout the CME SFTP site will be updated as follows:

NEW RELEASE: /MSGW/PRODUCTION/TEMPLATES
SCHEMA VERSION	CURRENT STATE	July 5
V7	ilinkbinary.xml	iLinkbinary_v7.xml
V8	n/a	ilinkbinary.xml
PRODUCTION: /MSGW/PRODUCTION/TEMPLATES
SCHEMA VERSION	CURRENT STATE	August 28
V7	ilinkbinary.xml	iLinkbinary_v7.xml
V8	n/a	ilinkbinary.xml

Back to Top

Event Contracts - September 18

Effective Sunday, September 18 (trade date Monday, September 19), event options contracts will be listed for trading on CME Globex, pending completion of all regulatory review periods. Event contracts are daily-expiring, cash settled, European Style, options on futures contracts. Event 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 options. Event contracts will be listed on a new MDP 3.0 channel (329 - Event Contracts).  

Please review the Client Impact Assessment for additional details.

The event 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.

Back to Top

NewNew - iLink 3 Order Cancel and Cancel/Replace Requests by ClOrdID - October 2

Starting Sunday, October 2 (trade date Monday, October 3), CME Group will begin launching a new risk management feature that allows clients to cancel and modify resting orders using FIX tag 11-ClOrdID, without providing tag 37-OrderID. This feature will be enabled for all CME Group futures and options on futures on CME Globex. It is only available on iLink 3 sessions using the v8 schema. However, iLink 2 sessions are also impacted by this launch.

Prior to each launch weekend, clients must ensure all resting Good Till Cancel (GTC) and Good Till Date (GTD) orders have a unique tag 11-ClOrdID value per SenderComp and market segment. On each launch weekend, any resting GTC/GTD orders will be evaluated for duplicative ClOrdID values per SenderComp and market segment. Orders with duplicate values will be eliminated prior to the open.

Please review the Client Impact Assessment for full technical details and launch schedule.

Certification in AutoCert+ is required to utilize the new Order Cancel and Cancel/Replace Requests by ClOrdID functionality. This change and the new AutoCert+ test suite will be available in New Release for customer testing and certification effective Monday, August 15.

Back to Top

Product Launches

UpdateUpdate - Enable Trading At Settlement (TAS) Functionality for Micro Crude Oil Futures - August 7

† Denotes update to the article

Effective †Sunday, August 7 (trade date Monday, August 8), pending completion of all regulatory review periods, Micro Crude Oil TAS will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Enable Trading At Settlement (TAS) Functionality for Micro Crude Oil Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Micro Crude Oil TAS	MCT	CT	382

This Micro Crude Oil TAS is currently available for customer testing in New Release.

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

Back to Top

S&P Select Industry and PHLX Semiconductor Sector Futures - August 7

Effective Sunday, August 7 (trade date Monday, August 8), pending completion of all regulatory review periods, S&P Select Industry and PHLX Semiconductor Sector futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

S&P Select Industry and PHLX Semiconductor Sector Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
E-mini S&P Regional Banks Select Industry Futures	SXB	X3	318
BTIC on E-mini S&P Regional Banks Select Industry Futures	RKT	H4
E-mini S&P Insurance Select Industry Futures	SXI	X4
BTIC on E-mini S&P Insurance Select Industry Futures	IST	H5
E-mini S&P Biotechnology Select Industry Futures	SXT	X5
BTIC on E-mini S&P Biotechnology Select Industry Futures	BOT	H6
E-mini S&P Oil & Gas Exploration & Production Select Industry Futures	SXO	X6
BTIC on E-mini S&P Oil & Gas Exploration & Production Select Industry Futures	SWT	H7
E-mini S&P Retail Select Industry Futures	SXR	X7
BTIC on E-mini S&P Retail Select Industry Futures	RET	H8
E-mini PHLX Semiconductor Sector Futures	SOX	X9
BTIC on E-mini PHLX Semiconductor Sector Futures	SOT	H9

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

Listing Cobalt Metal (Fastmarkets) Futures Spreads - August 7

Effective Sunday, August 7 (trade date Monday, August 8), the CME will add Cobalt Metal (Fastmarkets) futures spreads for the first 6 contract months on CME Globex.

Listing Cobalt Metal (Fastmarkets) Futures Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Cobalt Metal (Fastmarkets) Futures	COB	CA	SP (Standard Calendar Spreads)

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

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

Back to Top

Financially Settled TTF Futures and Options - August 7

Effective Sunday, August 7 (trade date Monday, August 8), pending completion of all regulatory review periods, Financially Settled TTF futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Financially Settled TTF Futures and Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Dutch TTF Natural Gas (USD/MMBtu) Futures	TFU	FD	386
Dutch TTF Natural Gas (USD/MMBtu) Futures-Style Margined Average Price Option	TFF	T7- OUTS T8- UDS	387
Dutch TTF Natural Gas (USD/MMBtu) Average Price Option	TFP

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

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

Back to Top

CBL Carbon Offset Trailing Futures - August 7

Effective Sunday, August 7 (trade date Monday, August 8), pending completion of all regulatory review periods, CBL Carbon Offset trailing futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

CBL Carbon Offset Trailing Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
CBL Core Global Emissions Offset Trailing (C-GEO-TR) Futures	COT	VX	380
CBL Nature-Based Global Emissions Offset Trailing (N-GEO-TR) Futures	NOT	VX	380

These CBL Carbon Offset trailing futures are currently available for customer testing in New Release.

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

Back to Top

Lumber Futures and Options on Lumber Futures - August 7

Effective Sunday, August 7 (trade date Monday, August 8), pending completion of all regulatory review periods, Lumber Futures and Options on Lumber futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Lumber Futures and Options on Lumber Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Lumber Futures	LBR	LU	316
Options on Lumber Futures	LBR	W3	317

These contracts 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

UpdateUpdate - Listing Spreads on 3-Month SOFR Futures: Resting Order Eliminations - August 28

† Denotes update to the article

Effective Sunday, August 28 (trade date Monday, August 29), †spreads on 3-Month SOFR futures for 1-year average priced bundle future spreads (tag 762-SecuritySubtype=SB) will be listed for trading on CME Globex. With this listing:

• †1-Year SB spreads will be listed with the external instrument name, tag 55-Symbol in MDP 3.0 on specific balanced SB spreads for example 1-Year AB vs. 1-Year AB spreads reflecting PK for example, SR3:SB PK to support non-consecutive 1-Year SB spreads based upon the two nearest quarterly months to expiration.

To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for existing 1-year average priced bundle future spreads, by the close on Friday, August 26. After 16:00 CT on Friday, August 26, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Listing Spreads on 3-Month SOFR Futures: Resting Order Eliminations
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	TAG 762-SECURITYSUBTYPE	TAG 969 - MINPRICEINCREMENT	MDP 3.0 CHANNEL
†3-Month SOFR Strip Spread	SR3	SS	†SB (Balanced Strip Spread)	0.100000000	312

These spreads will be available for customer testing in New Release on Monday, August 1.

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

Back to Top

Event Contracts - September 18

Effective Sunday, September 18 (trade date Monday, September 19), event options contracts will be listed for trading on CME Globex, pending completion of all regulatory review periods. Event contracts are daily-expiring, cash settled, European Style, options on futures contracts. Event 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 options. Event contracts will be listed on a new MDP 3.0 channel (329 - Event Contracts).  

Please review the Client Impact Assessment for additional details.

The event 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.

Back to Top

Bursa Malaysia Derivatives (BMD) Crude Palm Oil vs East Malaysia Crude Palm Oil Inter-Commodity Futures Spreads - October 2

Effective Sunday, October 2 (trade date Monday, October 3), 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	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.

Back to Top

30-Year Uniform Mortgage-Backed Security (UMBS) To-Be-Announced (TBA) Futures - October 2

Effective Sunday, October 2 (trade date Monday, October 3), pending completion of all regulatory review periods, 30-Year Uniform Mortgage-Backed Security (UMBS) To-Be-Announced (TBA) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

30-Year Uniform Mortgage-Backed Security (UMBS) To-Be-Announced (TBA) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
30-Year UMBS TBA Futures - 2.0% Coupon	20U	BM	344
30-Year UMBS TBA Futures - 2.5% Coupon	25U
30-Year UMBS TBA Futures - 3.0% Coupon	30U
30-Year UMBS TBA Futures - 3.5% Coupon	35U
30-Year UMBS TBA Futures - 4.0% Coupon	40U
30-Year UMBS TBA Futures - 4.5% Coupon	45U
30-Year UMBS TBA Futures - 5.0% Coupon	50U

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

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

Back to Top

Product Changes

Change to Price Format for Dow Jones Real Estate Futures: Resting Order Eliminations - August 7

Effective Sunday, August 7 (trade date Monday, August 8), the price format for Dow Jones Real Estate futures will be changed as follows:

Please Note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for these contracts, by the close on Friday, August 5. After 16:00 CT on Friday, August 5, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Change to Price Format for Dow Jones Real Estate Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	CURRENT TAG 9787-DISPLAYFACTOR	NEW TAG 9787-DISPLAYFACTOR	CURRENT TAG 969 - MINPRICEINCREMENT	NEW TAG 969 - MINPRICEINCREMENT
Dow Jones Real Estate Futures	RX	RX	0.100000000	0.010000000	1	10

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

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

Back to Top

Changes to Silver and Copper Weekly Monday and Wednesday Options: Resting Order Eliminations - August 7

Effective Sunday, August 7 (trade date Monday, August 8), pending regulatory approval, the match algorithm for silver and copper weekly Monday and Wednesday options will be amended as follows:

Please Note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for these contracts, by the close on Friday, August 5. After 16:00 CT on Friday, August 5, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Changes Silver and Copper Weekly Monday and Wednesday Options: Resting Order Eliminations
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	CURRENT TAG 1142-MATCHALGORITHM	NEW TAG 1142-MATCHALGORITHM
Silver Weekly Monday Option	M1S - M5S	SO (UDS: S1)	K-Split FIFO and C-Pro Rata	F-FIFO
Copper Weekly Monday Option	H1M - H5M	1U (UDS: 2U)
Silver Weekly Wednesday Option	W1S-W5S	SO (UDS: S1)
Copper Weekly Wednesday Option	H1W - H5W	1U (UDS: 2U)

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

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

Back to Top

Change to Strike Price Listing for Options on Equity Index Futures - August 21

Effective Sunday, August 21 (trade date Monday, August 22), the strike price listing rule will be changed for multiple options on Equity Futures on CME Globex and for submission for clearing via CME ClearPort.

Change to Strike Price Listing for Options on Equity Index Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Strike Price Listing	New Strike Price Listing
Options on E-mini Standard and Poor's 500 Stock Price Index Futuress	ES	EW	100 index point integer multiples, when listed:  +30% to -50% of the prior day’s settlement price on the underlying future contract. 50 index point integer multiples, 366 days prior to expiry (1 calendar year):  +20% to -40% of the prior day’s settlement price on the underlying future contract. 10 index point integer multiples, 186 days prior to expiry (6-months prior to expiration):  +10% to -25% of the prior day’s settlement price on the underlying future contract. 5 index point integer multiples, 35 days prior to expiry (or 5 Weeks):  +5% to -15% of the prior day’s settlement price on the underlying future contract.  Dynamic strike allowed at 5.	Strikes listed 30% of the underlying settlement price above and 80% below the at-the-money strike at 100 index point strike increment when listed. Strikes listed 15% above and 40% below the at-the-money strike at 50 index point strike increment within 366 days to expiration. Strikes listed 10% above and 20% below the at-the-money strike at 10 index point strike increment within 126 days to expiration. Strikes listed 5% above and 10% below the at-the-money strike at 5 index point strike increment within 14 days to expiration. Dynamic strikes in 5 index point strike increments.
Monday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1A-E5A	EW
Tuesday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1B-E5B	EW
Wednesday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1C-E5C	EW
Thursday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1D-E5D	EW
Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	EW1-EW4	EW
Options on E-mini Standard and Poor's 500 Stock Price Index Futures - End-of-Month (European-Style)	EW	EW
Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Quarterly PM (European-Style)	EYC	CM	Strikes of 100, 200, 1100, 2100, 2200, 3100, 4100, 4200, 5100, 6100, 7100 and 8100 available for each contract month, and in addition permit additional strikes to be created by special request at a multiple of 100 index points	Strikes listed at 100, 200, 1100, 2100, 2200, 3100 ,4100, 4200, 5100, 6100, 7100, and 8100 index points. Dynamic strikes allowed at 100 index point strike increments.
Options on Micro E-mini Standard and Poor’s 500 Stock Price Index Futures	MES	EO	100 index point integer multiples, when listed:  +30% to -50% of the prior day’s settlement price on the underlying future contract.  50 index point integer multiples, when listed:  +20% to -40% of the prior day’s settlement price on the underlying future contract. 10 index point integer multiples, when the underlying future is the second closest contract:  +10% to -25% of the prior day’s settlement price on the underlying future contract.  5 index point integer multiples, 35 days prior to expiry (or 5 Weeks):  +5% to -15% of the prior day’s settlement price on the underlying future contract.	Strikes listed 30% of the underlying settlement price above and 80% below the at-the-money strike at 100 index point strike increment when listed. Strikes listed 15% above and 40% below the at-the-money strike at 50 index point strike increment within 366 days to expiration. Strikes listed 10% above and 20% below the at-the-money strike at 10 index point strike increment within 126 days to expiration. Strikes listed 5% above and 10% below the at-the-money strike at 5 index point strike increment within 14 days to expiration. Dynamic strikes in 5 index point strike increments.
Weekly Options on Micro E-mini Standard and Poor’s 500 Stock Price Index Futures - Week 1-4 (European-Style)	EX1-EX4	EO
Options on Micro E-mini Standard and Poor’s 500 Stock Price Index Futures - End-of-Month (European-Style)	EX	EO
Options on E-mini Standard & Poor's MidCap 400 Stock Price Index Futures	EMD	MC	5-point intervals within ± 20% previous day’s settlement price of the underlying futures. Once the contract becomes the second nearest cycle month contract, 2.5-point intervals within ± 15 Index points of previous day’s settlement price of the underlying futures. Exercise prices for serial options shall be identical to the exercise prices that are listed for the March quarterly options on the same underlying futures contract.	Strikes listed 15% of the underlying settlement price above and 25% below the at-the-money strike at 100 index point strike increment when listed. Additional strikes listed for 5% of the underlying settlement price above and 10% below the at-the-money strike at 10 index point increment within 14 days to expiration. Dynamic strikes allowed at 5 index point increment.
Weekly Options on E-mini Standard & Poor's MidCap 400 Stock Price Index Futures	ME3	MC
Options on E-mini Nasdaq-100 Index Futures	NQ	QZ	500 index point integer multiples, when listed: +30% to -50% of the prior day’s settlement price on the underlying future contract. 100 index point integer multiples, 186 days prior to expiry: +20% to -40% of the prior day’s settlement price on the underlying future contract. 50 index point integer multiples, 96 days prior to expiry: +10% to -25% of the prior day’s settlement price on the underlying future contract. 10 index point integer multiples, 35 days prior to expiry (or 5 Weeks): +5% to -10% of the prior day’s settlement price on the underlying future contract. Dynamic strike allowed at 10.	Strikes listed 30% of the underlying settlement price above and 80% below the at-the-money strike at 500 index point strike increments when listed. Strikes listed 20% of the underlying settlement price above and 40% below the at-the-money strike at 100 index point strike increments within 96 days to expiration. Strikes listed 10% of the underlying settlement price above and 20% below the at-the-money strike at 50 index point strike increments within 35 days to expiration. Strikes listed 5% of the underlying settlement price above and 10% below the at-the-money strike at 10 index point strike increments within 14 days to expiration. Dynamic strikes allowed at 10 index point strike increment.
Monday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)	Q1A-Q5A	NW
Wednesday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)	Q1C-Q5C	NW
Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-4 (European-Style)	QN1-QN4	NW
Options on E-mini Nasdaq-100 Index Futures - End-of-Month (European-Style)	QNE	NW
Options on Micro E-mini Nasdaq-100 Index Futures	MNQ	NE	100 index point integer multiples, when listed:  +30% to -50% of the prior day’s settlement price on the underlying future contract 10 index point integer multiples, when the underlying future is the closest contract:  +10% to -20% of the prior day’s settlement price on the underlying future contract	Strikes listed 30% of the underlying settlement price above and 80% below the at-the-money strike at 500 index point strike increments when listed. Strikes listed 20% of the underlying settlement price above and 40% below the at-the-money strike at 100 index point strike increments within 96 days to expiration. Strikes listed 10% of the underlying settlement price above and 20% below the at-the-money strike at 50 index point strike increments within 35 days to expiration. Strikes listed 5% of the underlying settlement price above and 10% below the at-the-money strike at 10 index point strike increments within 14 days to expiration. Dynamic strikes allowed at 10 index point strike increment.
Weekly Options on Micro E-mini Nasdaq-100 Index Futures  - Week 1-4 (European-Style)	MQ1-MQ4	NE
Options on Micro E-mini Nasdaq-100 Index Futures - End-of-Month (European-Style)	MQE	NE
Options on E-mini® Russell 2000® Index Futures	RTO	R4	50 index point integer multiples, when listed:  -50% to +30% of the prior day’s settlement price on the underlying future contract. 10 index point integer multiples, 186 days prior to expiry:  -25% to +10% of the prior day’s settlement price on the underlying future contract. 5 index point integer multiples, 35 days prior to expiry (or 5 Weeks):  -15% to +5% of the prior day’s settlement price on the underlying future contract.	Strikes listed 30% of the underlying settlement price above and 80% below the at-the-money strike at 100 index point strike increment when listed. Strikes listed 30% above and 50% below the at-the-money strike at 50 index point strike increment within 96 days to expiration. Strikes listed 10% above and 20% below the at-the-money strike at 10 index point strike increment within 66 days to expiration. Strikes listed 5% above and 10% below the at-the-money strike at 5 index point strike increment within 14 days to expiration. Dynamic strikes in 5 index point strike increments.
Monday Weekly Options on E-mini® Russell 2000® Index Futures - Week 1-5 (European-Style)	R1A-R5A	R4
Wednesday Weekly Options on E-mini® Russell 2000® Index Futures - Week 1-5 (European-Style)	R1C-R5C	R4
Weekly Options on E-mini Russell 2000 Index Futures	R1E-R4E	R4
Options on E-mini® Russell 2000® Index Futures - End-of-Month	RTM	R4
Options on E-mini S&P SmallCap 600 Stock Price Index Futures	SMC	7S	Deferred month: 5-point intervals. Once the contract becomes the second nearest contract, 2.5-point intervals will be available.	Dynamic strikes permitted at 5 index point increments.
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Futures Options	OYM	C9	500-point intervals within ± 50% pervious day's settlement price of the underlying futures. 100- point intervals within ± 20% previous day's settlement price of the underlying futures. 50- point intervals within ± 10% previous day's settlement price of the underlying futures for the two nearest quarterly cycle month options.	Strikes listed for 30% of the underlying settlement price above and 50% below the at-the-money strike at 1000 point strike increments when listed. Strikes listed for 10% of the underlying settlement price above and 20% below the at-the-money strike at 100 point strike increments within 35 days to expiration. Strikes listed for 5% of the underlying settlement price and 10% below the at-the-money strike at 50 point strike increments within 14 days to expiration. Dynamic strikes permitted at 50 index point increments.
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Weekly Option - week 1-4	YM1-YM4	OL
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) End-of-Month Option	EYM	OL

These  options will be available for customer testing in New Release on Monday, August 8.

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

Back to Top

NewNew - Changes to Bursa Malaysia Derivatives (BMD) Gold Futures - September 18

Effective Sunday, September 18 (trade date Monday, September 19), and pending final regulatory approval, the Bursa Malaysia Derivatives (BMD) Gold futures security definition (tag 35-MsgType=d) message will be amended as follows:

• Change to tag 996-UnitOfMeasure
• Change to tag 1147-UnitOfMeasureQty
• Change to tag 969-MinPriceIncrement
• Afternoon Trading Session Hours

Changes to Bursa Malaysia Derivatives (BMD) Gold Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	CURRENT Tag 996-Unitofmeasure	NEW Tag 996-Unitofmeasure	CURRENT Tag 1147-UnitofmeasureQty	NEW Tag 1147-UnitofmeasureQty	CURRENT Tag 969-Minpriceincrement	NEW Tag 969-Minpriceincrement
Bursa Malaysia Derivatives Gold Futures	FGLD	BG	GRAMS	TRYOZ	100	40	.05	.10

New Afternoon Trading Session
	Current Monday - Friday Afternoon Trading Session	New Monday – Friday Afternoon Trading Session
Afternoon Trading Session Hours	1430 hours – 1830 hours (Malaysia time)	1430 hours – 1730 hours (Malaysia time)

This change will be made available for customer testing in New Release on Monday, August 1.

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

Back to Top

Events and Announcements

UpdateUpdate - CME Group DR Datacenter Migration and Test

† Denotes update to the article

CME Group is pleased to announce the move and upgrade of our backup datacenter as part of our commitment to the protection of our customers. Last year, we completed the migration of our Disaster Recovery clearing systems, and we are now focused on CME Globex and supporting systems. To ensure customer can connect to our new backup datacenter, CME Group will be holding mock disaster recovery testing on Saturday, September 10, †at 9 a.m. Eastern Time (ET).

Please Note: Customers do not need to test from Disaster Recovery – please plan to stay in your production environment.

Customers must register in advance to participate. Please review the mock trading script for additional details.

Back to Top