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CME Globex Notices: January 16, 2023
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- To
- CME Globex and Market Data Customers
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- From
- Global Market Solutions & Services (GMSS)
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- #
- 20230116
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- Notice Date
- 19 January 2023
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Topics in this issue include:
- Critical Updates
- Update to Request for Quote Functionality (RFQ) - This Week
- iLink 3 Cancel On Behalf Functionality - February 12
- Product Launches
- New Crop Corn and Soybean Weekly Options - This Week
- Additional CME CF Benchmark Products – Metaverse Tokens Pricing Data - January 30
- Enable Trading At Settlement (TAS) Functionality for Bitcoin and Micro Bitcoin Futures Contracts - February 5
- BTIC and BTIC+ on EUR/USD Futures - February 5
- New - Listing Additional Micro E-mini Equity Options - February 12 New
- New - Listing LNG Japan/Korea Marker (Platts) Futures Spreads - February 12 New
- Product Changes
- Listing Cycle Amendment for Russian Ruble/US Dollar (RUB/USD) Futures - This Week
- Update - Change to Strike Price Listing for Equity Options - This Week Update
- Change to Strike Price Listing for Event Contracts - February 5
- Migration of Open Interest and Delisting of E-mini S&P 500 Quarterly PM Options - February 10
- New - Listing Cycle Expansion for Brent Crack Spread Futures - February 12 New
- New - Listing Cycle Expansion for Micro E-mini S&P 500 and Nasdaq-100 Weekly Options - February 12 New
- Delisting and Removal of E-mini S&P 500 Quarterly PM Options - February 13
- Enable Implied Functionality for CME FX Futures - April 2
- Events and Announcements
- Critical Updates
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For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.Critical Updates
Update to Request for Quote Functionality (RFQ) - This Week
Starting this Sunday, January 22 (trade date Monday, January 23), CME Globex will update the RFQ tag formats for MDP3.0 tag 131-QuoteReqID, and iLink 2 and iLink 3 tag 9770-ExchangeQuoteRefId, to contain only numeric string values. The data types for these tags will not change. This notice is informational only. Clients should not parse these tags for reference information.
New Release and Production release dates are outlined below.
Market Segment ID
Description
MDP Channel(s)
New Release Launch
Production Launch
68
CME Equity Futures II; CBOT Equity Futures
318 - CME Globex Equity Futures excluding ES
Available
Sunday, January 22
342 - CBOT Globex Equity Index Futures
76
NYMEX Metals, Softs and Alternative Markets Futures; COMEX Futures
384 - NYMEX Globex Metals, Softs & Alternative Markets Futures
Available
Sunday, January 22
360 - COMEX Globex Futures
50
CME Interest Rate Options
313 - CME Globex Interest Rate Options
Available
Sunday, January 22
56
NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options
441 - DME Globex Options
Available
Sunday, February 5
383 - NYMEX Globex Crude & Crude Refined Options
387 - NYMEX Globex Nat Gas & other Non-Crude Energy Options
385 - NYMEX Globex Metals, Softs & Alternative Markets Options
361 - COMEX Globex Options
58
CBOT Interest Rate Options
345 - CBOT Globex Interest Rate Options
Available
Sunday, February 5
52
CME FX Futures and Options II
320 - CME Globex FX Futures II
Available
Sunday, February 5
321 - CME Globex FX Options II
54
CME Equity Options - S&P Options
311 - CME Globex Equity Options (ES)
Available
Sunday, February 5
323 - CME Globex Equity Options - Micro E-mini
72
CBOT and CME Equity Options; excluding S&P
319 - CME Globex Equity Options excluding ES
Available
Sunday, February 5
343 - CBOT Globex Equity Index Options
88
CME FX Futures and Options
314 - CME Globex FX Futures
Available
Sunday, February 5
315 -CME Globex FX Options
74
CME Crypto Futures and Options; Event Contracts
310 - ES Synthetic Future
Available
Sunday, February 12
318 - E-mini Nasdaq and E-mini Russel Synthetic Future
320- Euro/USD Synthetic Future
329 - Event Contracts
342 - E-mini DJIA Synthetic Future
360 - COMEX Synthetic Futures
382 - NYMEX Synthetic Futures
326- CME Crypto Futures
327 - CME Crypto Options
64
CME Equity Futures - E-mini S&P
310 - CME Globex Equity Futures (ES)
Available
Sunday, February 12
78
NYMEX Emissions and Non-Crude Energy Futures
380 - NYMEX Globex Emissions Futures
Available
Sunday, February 12
386 - NYMEX Globex Nat Gas & other Non-Crude Energy Futures
80
DME Futures; NYMEX Crude and Crude Refined Energy Futures
440 - DME Globex Futures
Available
Sunday, February 12
382 - NYMEX Globex Crude & Crude Refined Futures
82
CME and CBOT Interest Rate Futures
312 - CME Globex Interest Rate Futures
Available
Sunday, February 12
348 - CBOT Interest Rate Futures II
84
CBOT Interest Rate Futures
344 - CBOT Globex Interest Rate Futures
Available
Sunday, February 12
70
CME, CBOT and MGEX Commodity Futures
316 - CME Globex Commodity Futures
Available
Sunday, February 12
340 - CBOT Globex Commodity Futures
460 - MGEX Globex Futures
60
CME, CBOT and MGEX Commodity Options
Bursa Malaysia Futures and Options
431 - BMD Globex Options
Available Sunday, February 12
317 - CME Globex Commodity Options
341 - CBOT Globex Commodity Options
430 - BMD Globex Futures
461 - MGEX Globex Options
iLink 3 Cancel On Behalf Functionality - February 12
Starting Sunday, February 12 (trade date Monday, February 13), CME Group will launch a new Cancel On Behalf functionality that allows iLink 3 sessions to cancel orders and quotes from different iLink 3 sessions under the same CME Globex Firm ID (GFID). This functionality 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 schema version 8. Cancel On Behalf is not allowed on iLink2 orders and quotes.
In addition to the new Cancel On Behalf functionality, CME Group will allow client systems to block future mass quotes submissions from a different iLink 3 session under the same GFID via Quote Cancel (tag 35-MsgType=Z) message using a new tag 9182-QuoteEntryOpen = 0. The original session will have the ability to remove this block by submitting a Mass Quote (tag 35-MsgType=i) message with tag 9182-QuoteEntryOpen = 1.
Please review the Client Impact Assessment for full technical details and launch schedule.
This change is currently available in New Release for customer testing.
Certification in AutoCert+ is required to utilize the new Cancel On Behalf functionality. The new AutoCert+ test suite is currently available for customer certification.
Product Launches
New Crop Corn and Soybean Weekly Options - This Week
Effective this Sunday, January 22 (trade date Monday, January 23), pending completion of all regulatory review periods, New Crop Corn and Soybean weekly options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
New Crop Corn and Soybean Weekly Options Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupiLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security Group (UDS)Market Data Channel New Crop Corn Weekly Options CN1-CN5
OC CY 341 New Crop Soybean Weekly Options SN1-SN5
SQ
†PZ 341 These Weekly options are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
Additional CME CF Benchmark Products – Metaverse Tokens Pricing Data - January 30
Starting Monday, January 30, shortly after 10 a.m. GMT, pending completion of all regulatory review periods, CME Group and CF Benchmarks will launch additional cryptocurrency benchmarks designed to provide clients with transparent, robust, reliable reference rates and real-time pricing in the growing Metaverse Token space.
The pricing data will be disseminated via the streamlined CME CF Cryptocurrency Pricing Market Data feed on channel 213 and through CME DataMine.
The feed will publish the following:
- Standardized reference rates, in US dollars, published shortly after 4 p.m. GMT each day including weekends and bank holidays
- Real-time index pricing data, in US dollars, published approximately once every second
Reference Rate and Real-Time Index Ticker CME CF Axie Infinity – Dollar Reference Rate AXSUSD_RR CME CF Axie Infinity – Dollar Real-time Index AXSUSD_RTI CME CF Chiliz – Dollar Reference Rate CHZUSD_RR CME CF Chiliz – Dollar Real-time Index CHZUSD_RTI CME CF Decentraland – Dollar Reference Rate MANAUSD_RR CME CF Decentraland – Dollar Real-time Index MANAUSD_RTI The additional cryptocurrency pricing data is currently available for testing in New Release.
Certification is not required.
Enable Trading At Settlement (TAS) Functionality for Bitcoin and Micro Bitcoin Futures Contracts - February 5
Effective Sunday, February 5 (trade date Monday, February 6), pending completion of all regulatory review periods, the trading at settlement (TAS) functionality will be enabled for the following cryptocurrency products on CME Globex.
Enable Trading At Settlement (TAS) Functionality for Bitcoin and Micro Bitcoin Futures PRODUCT MDP 3.0: TAG 6937-ASSET ILINK: TAG 55-SYMBOL
MDP 3.0 TAG 1151 - SECURITY GROUPMARKET DATA CHANNEL TAS on Bitcoin Futures
TBT
CI
326
TAS on Micro Bitcoin Futures
TBM
CI
326
These changes will be available for customer testing in New Release on Monday, January 23.
These contracts are listed with, and subject to, the rules and regulations of CME.
BTIC and BTIC+ on EUR/USD Futures - February 5
Effective Sunday, February 5 (trade date Monday, February 6), pending completion of all regulatory review periods BTIC and BTIC+ on EUR/USD futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
BTIC and BTIC+ on EUR/USD Futures PRODUCT MDP 3.0: TAG 6937-ASSET ILINK: TAG 55-SYMBOL
MDP 3.0 TAG 1151 - SECURITY GROUPMARKET DATA CHANNEL BTIC on EUR/USD Futures
6EB
6D
314
Nearby BTIC+ on EUR/USD Futures
6EP
6X
314
Please Note: Participants would execute a basis trade between the official WM/Refinitiv 16:00 GMT FX spot closing rate and a CME FX futures contract to hedge and manage their fixing risk more precisely.
The price format on the MDP 3.0 Security Definition (tag 35-MsgType=d) for the underlying EUR/USD futures will remain unchanged on CME Globex and CME ClearPort.
For additional information, please refer to Special Executive Report SER-9096.
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.
NewNew - Listing Additional Micro E-mini Equity Options - February 12
Effective Sunday, February 12 (trade date Monday, February 13), pending completion of all regulatory review periods, additional Micro E-mini Equity options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
Listing additional Micro E-mini Equity Options Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupMarket Data Channel Monday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) X1A, X2A, X3A, X4A, X5A
Outrights: EO, Strategies: EN 323
Tuesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) X1B, X2B, X3B, X4B, X5B
Outrights: EO, Strategies: EN 323
Wednesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)
X1C, X2C, X3C, X4C, X5C
Outrights: EO, Strategies: EN 323
Thursday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)
X1D, X2D, X3D, X4D, X5D
Outrights: EO, Strategies: EN 323
Monday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
D1A, D2A, D3A, D4A, D5A
Outrights: NE, Strategies: NF 319
Tuesday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
D1B, D2B, D3B, D4B, D5B
Outrights: NE, Strategies: NF 319
Wednesday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
D1C, D2C, D3C, D4C, D5C
Outrights: NE, Strategies: NF 319
Thursday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
D1D, D2D, D3D, D4D, D5D
Outrights: NE, Strategies: NF 319
These options will be available for customer testing in New Release on Monday, February 6.
These contracts are listed with, and subject to, the rules and regulations of CME.
NewNew - Listing LNG Japan/Korea Marker (Platts) Futures Spreads - February 12
Effective Sunday, February 12 (trade date Monday, February 13), the following LNG Japan/Korea Marker (Platts) futures spreads for the current year and the next 2 calendar years will be available for trading on CME Globex.
Listing LNG Japan/Korea Marker (Platts) Futures Spreads Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupTag 762-
SecuritySubTypeLNG Japan/Korea Marker (Platts) Futures/LNG North West Europe Marker (Platts) Futures JKM-NWM GU IS (Intercommodity Spread),
XS (Intercommodity Spread)These spreads will be available for customer testing in New Release on Monday, February 6.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Product Changes
Listing Cycle Amendment for Russian Ruble/US Dollar (RUB/USD) Futures - This Week
Effective this Sunday, January 22 (trade date Monday, January 23), the listing cycle for the following Russian Ruble/US Dollar (RUB/USD) futures will be amended on CME Globex.
Listing Cycle Amendment for Russian Ruble/U.S. Dollar (RUB/USD) Futures Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupCurrent Listing Schedule New Listing Schedule Russian Ruble/US Dollar (RUB/USD) Futures
6R
6R
Monthly contacts listed for twelve (12) consecutive months and sixteen (16) quarterly contracts (Mar, Jun, Sep, Dec)
Four (4) quarterly contracts (Mar, Jun, Sep, Dec)
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.
UpdateUpdate - Change to Strike Price Listing for Equity Options - This Week
† Denotes update to the article
Effective this Sunday, January 22 (trade date Monday, January 23), the strike price listing rule will be changed for the below Equity options on CME Globex and for submission for clearing via CME ClearPort.
CHANGE TO STRIKE PRICE LISTING FOR EQUITY OPTIONS
Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupCURRENT STRIKE PRICE LISTING SCHEDULE † NEW LISTING STRIKE PRICE LISTING SCHEDULE E-mini S&P 500 Options
ES
EW
100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 Days to Expiration [DTE])
10-point increment: -20% - +10% (<126 DTE)
5-point increment: -10% - +5% (<14 DTE)100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 DTE)
10-point increment: -20% - +10% (<96 DTE)
5-point increment: -10% - +5% (<10 DTE)E-mini S&P 500 End-of-Month Options
EW
EW
E-mini S&P 500 Monday Weekly Options - Week 1-5
E1A-E5A
EW
E-mini S&P 500 Tuesday Weekly Options - Week 1-5
E1B-E5B
EW
E-mini S&P 500 Wednesday Weekly Options - Week 1-5
E1C-E5C
EW
E-mini S&P 500 Thursday Weekly Options - Week 1-5
E1D-E5D
EW
E-mini S&P 500 Friday Weekly Options - Week 1-4
EW1-EW4
EW
100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 DTE)
10-point increment: -20% - +10% (<126 DTE)
5-point increment: -10% - +5% (<14 DTE)100, 1100, 2100, 3100, 4100, 5100, 6100, 7100, 8100, 9100 strikes (in EW3, when listed)
100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 DTE)
10-point increment: -20% - +10% (<96 DTE)
5-point increment: -10% - +5% (<10 DTE)Micro S&P 500 Options
MES
EO
100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 DTE)
10-point increment: -20% - +10% (<126 DTE)
5-point increment: -10% - +5% (<14 DTE)100-point increment: -80% - +30% (when listed)
50-point increment: -40% - +15% (<366 DTE)
10-point increment: -20% - +10% (<96 DTE)
5-point increment: -10% - +5% (<10 DTE)Micro S&P 500 End-of-Month Options
EX
EO
Micro S&P 500 Friday Weekly Options - Week 1-4
EX1-EX4
EO
E-mini Nasdaq-100 Options
NQ
QZ
500-point increment: -80% - +30% (when listed)
100-point increment: -40% - +20% (<96 DTE)
50-point increment: -20% - +10% (<35 DTE)
10-point increment: -10% - +5% (<14 DTE)500-point increment: -80% - +30% (when listed)
250-point increment: -40% - +20% (<96 DTE)
100-point increment: -30% - +15% (<66 DTE)
50-point increment: -20% - +10% (<35 DTE)
10-point increment: -10% - +5% (<5 DTE)E-mini Nasdaq-100 End-of-Month Options
QNE
NW
E-mini Nasdaq-100 Monday Weekly Options - Week 1-5
Q1A-Q5A
NW
E-mini Nasdaq-100 Tuesday Weekly Options - Week 1-5
Q1B-Q5B
QZ
E-mini Nasdaq-100 Wednesday Weekly Options - Week 1-5
Q1C-Q5C
NW
E-mini Nasdaq-100 Thursday Weekly Options - Week 1-5
Q1D-Q5D
QZ
E-mini Nasdaq-100 Weekly Options - Week 1-4
QN1-QN4
NW
Micro E-mini Nasdaq-100 Index Options
MNQ
NE
500-point increment: -80% - +30% (when listed)
100-point increment: -40% - +20% (<96 DTE)
50-point increment: -20% - +10% (<35 DTE)
10-point increment: -10% - +5% (<14 DTE)500-point increment: -80% - +30% (when listed)
250-point increment: -40% - +20% (<96 DTE)
100-point increment: -30% - +15% (<66 DTE)
50-point increment: -20% - +10% (<35 DTE)
10-point increment: -10% - +5% (<5 DTE)Micro E-mini Nasdaq-100 Index EOM Options
MQE
NE
Micro E-mini Nasdaq-100 Friday Weekly Options - Week 1-4
MQ1-MQ4
NE
E-mini Russell 2000 Options
RTO
R4
100-point increment: -80% - + 30% (when listed)
50-point increment: -50% - +30% (<96 DTE)
10-point increment: -20% - +10% (<66 DTE)
5-point increment: -10% - +5% (<14 DTE)100-point increment: -80% - + 30% (when listed)
50-point increment: -40% - +20% (<96 DTE)
10-point increment: -15% - +10% (<35 DTE)
5-point increment: -10% - +5% (<10 DTE)E-mini Russell 2000 End-of-Month Options
RTM
RW
E-mini Russell 2000 Monday Weekly Options - Week 1-5
R1A-R5A
RW
E-mini Russell 2000 Wednesday Weekly Options - Week 1-5
R1C-R5C
RW
E-mini Russell 2000 Friday Weekly Options - Week 1-4
R1E-R4E
R4
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.
Change to Strike Price Listing for Event Contracts - February 5
Effective Sunday, February 5 (trade date Monday, February 6), the strike price listing rules will be changed for the following Event contracts on CME Globex.
Change to Strike Price Listing for Event Contracts Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupCurrent Strike Price Listing Rule New Strike Price Listing Rule Event Contracts on E-mini Standard and Poor’s 500 Stock Price Index Futures
ECES
VE
2 strikes at $25.00 strike increment above and below the at-the-money strike then 4 strikes at $50.00 strike increment above and below the highest and lowest $25.00 increment strike.
5 strikes in $10.00 increments above and below the at-the-money strike, then 1 strike at $25.00 increment above and below the highest and lowest $10.00 increment strike, then 1 strike at $50.00 increment above and below the highest and lowest $25.00 increment strike.
Event Contracts on E-mini Nasdaq-100 Index Futures
ECNQ
VN
1 strike at $100.00 strike increment above and below the at-the-money strike then 3 strikes at $250.00 strike increment above and below the highest and lowest $100.00 increment strike.
5 strikes in $50.00 increments above and below the at-the-money strike, then 1 strike at $100.00 increment above and below the highest and lowest $50.00 increment strike, then 1 strike at $250.00 increment above and below the highest and lowest $100.00 increment strike.
Event Contracts on E-mini Russell 2000 Index Futures
ECRTY
VR
1 strike at $10.00 strike increment above and below the at-the-money strike then 3 strikes at $25.00 strike increment above and below the highest and lowest $10.00 increment strike.
5 strikes in $10.00 increments above and below the at-the-money strike, then 1 strike at $25.00 increment above and below the highest and lowest $10.00 increment strike, then 1 strike at $50.00 increment above and below the highest and lowest $25.00 increment strike.
Event Contracts on E-mini Dow Jones Industrial Average Index Futures
ECYM
VM
1 strike at $250.00 strike increment above and below the at-the-money strike then 3 strikes at $500.00 strike increment above and below the highest and lowest $250.00 increment strike.
5 strikes in $100.00 increments above and below the at-the-money strike, then 1 strike at $250.00 increment above and below the highest and lowest $100.00 increment strike, then 1 strike at $500.00 increment above and below the highest and lowest $250.00 increment strike.
Event Contracts on Gold Futures
ECGC
VG
4 strikes at $10.00 strike increment above and below the at-the-money strike then 4 strikes at $25.00 strike increment above and below the highest and lowest $10.00 increment strike.
4 strikes in $5.00 increments above and below the at-the-money strike, then 2 strikes in $10.00 increments above and below the highest and lowest $5.00 increment strike, then 4 strikes in $25.00 increments above and below the highest and lowest $10.00 increment strike.
Event Contracts on Silver Futures
ECSI
VS
4 strikes at $0.50 strike increment above and below the at-the-money strike then 4 strikes at $1.00 strike increment above and below the highest and lowest $0.50 increment strike.
4 strikes in $0.05 increments above and below the at-the-money strike, then 2 strikes in $0.10 increments above and below the highest and lowest $0.05 increment strike, then 2 strikes in $0.25 increments above and below the highest and lowest $0.10 increment strike, then 2 strikes in $0.50 increments above and below the highest and lowest $0.25 increment strike.
Event Contracts on Copper Futures
ECHG
VH
4 strikes at $0.05 strike increment above and below the at-the-money strike then 4 strikes at $0.10 strike increment above and below the highest and lowest $0.05 increment strike.
4 strikes in $0.01 increments above and below the at-the-money strike, then 2 strikes in $0.05 increments above and below the highest and lowest $0.01 increment strike, then 4 strikes in $0.10 increments above and below the highest and lowest $0.05 increment strike.
Event Contracts on Light Sweet Crude Oil Futures
ECCL
VC
4 strikes at $1.00 increments on the nearest $1.00 interval above and below the at-the-money strike, then 4 strikes in $2.50 increments on the nearest $2.50 interval above and below the highest and lowest $1.00 increment strike.
4 strikes in $0.50 increments above and below the at-the-money strike, then 3 strikes in $1.00 increments above and below the highest and lowest $0.50 increment strike, then 3 strikes in $2.50 increments above and below the highest and lowest $1.00 increment strike.
Event Contracts on Henry Hub Natural Gas Futures
ECNG
VA
4 strikes at $0.10 increments on the nearest $0.10 interval above and below the at-the-money strike, then 4 strikes in $0.50 increments on the nearest $0.50 interval above and below the highest and lowest $0.10 increment strike.
4 strikes in $0.10 increments above and below the at-the-money strike, then 4 strikes in $0.50 increment above and below the highest and lowest $0.10 increment strike, then 2 strikes in $1.00 increments above and below the highest and lowest $0.50 increment strike.
These changes will be available for customer testing in New Release on Monday, January 23.
These contracts are listed with, and subject to, the rules and regulations of NYMEX, COMEX, CBOT, and CME.
Migration of Open Interest and Delisting of E-mini S&P 500 Quarterly PM Options - February 10
Effective close of business on Friday, February 10, and pending all relevant CFTC regulatory review periods, a rule amendment will be introduced to facilitate the conversion of unexpired open positions in the E-mini S&P 500 Quarterly PM options (EYC) into E-mini S&P 500 Weekly options - Week 3 (tag 6937=EW3) with the same strike, expiration date and time. Following completion of the conversion process on February 12, 2023, there will be zero (0) open interest in the E-mini S&P 500 Quarterly PM options and it will be immediately delisted.
To support this change, effective Sunday, February 12 (trade date Monday, February 13), the listing cycle of E-mini S&P 500 Week 3 Friday options will be extended to 13 consecutive weekly contracts (including quarterly months).
Please note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for E-mini S&P 500 Quarterly PM options contracts, by the close on Friday, February 10. After 16:00 CT on Friday, February 10, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC). Migration of Open Interest and Delisting of E-mini S&P 500 Quarterly PM Options
PRODUCT MDP 3.0: TAG 6937-ASSET ILINK: TAG 55-SYMBOL
MDP 3.0 TAG 1151 - SECURITY GROUPCurrent Listing
ScheduleExpanded Listing Schedule E-mini S&P 500 Weekly Options - Week 3
EW3
EW
9 non-consecutive weekly contracts (excluding quarterly months)
13 consecutive weekly contracts (including quarterly months)
Please see the Special Executive Report and the Clearing House Advisory for additional information.
These contracts are listed with, and subject to, the rules and regulations of CME.
NewNew - Listing Cycle Expansion for Brent Crack Spread Futures - February 12
Effective Sunday, February 12 (trade date Monday, February 13), the listing cycle for the following Brent Crack Spread futures will be expanded on CME Globex.
Listing Cycle Expansion for Brent Crack Spread Futures Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupCurrent Listing Schedule New Listing Schedule NY Harbor ULSD Brent Crack Spread Futures HOB
RF
Monthly contracts listed for 36 consecutive months. Monthly contracts listed for the current year and the next 3 calendar years. List monthly contracts for a new calendar year following the termination of trading in the December contract of the current year. RBOB Gasoline Brent Crack Spread Futures RBB
PT
Monthly contracts listed for 36 consecutive months. Monthly contracts listed for the current year and the next 3 calendar years. List monthly contracts for a new calendar year following the termination of trading in the December contract of the current year. These changes will be available for customer testing in New Release on Monday, January 30.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
NewNew - Listing Cycle Expansion for Micro E-mini S&P 500 and Nasdaq-100 Weekly Options - February 12
Effective Sunday, February 12 (trade date Monday, February 13), the listing cycle for the following Micro E-mini options will be expanded on CME Globex.
Listing Cycle Expansion for Micro E-mini S&P 500 and Nasdaq-100 Weekly Options Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security GroupCurrent Listing Schedule New Listing Schedule Weekly Options on Micro E-mini S&P 500 Stock Price Index Futures - Week 3 EX3
EO
Weekly contracts (EX1, EX2, EX4) listed for 3 weeks and 2 weeks of EX3; do not list EX3 March Quarterly contract months Weekly contracts (EX1, EX2, EX4) listed for 3 weeks and 6 weeks of EX3, inclusive of March Quarterly expiries Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 3 MQ3
NE
3 weekly contracts of Week 1, Week 2 and Week 4. 2 weekly contracts of Week 3; Week 3 contracts will not be listed on March Quarterly contract months Weekly contracts (MQ1, MQ2, MQ4) listed for 3 weeks and 3 weeks of MQ3; MQ3 contracts will not be listed on March Quarterly contract months These options are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CME.
Delisting and Removal of E-mini S&P 500 Quarterly PM Options - February 13
On Monday, February 13 the E-mini S&P 500 Quarterly PM options will be delisted, and effective close of business Friday, February 10 these options will be removed from CME Globex.
Delisting and Removal of E-mini S&P 500 Quarterly PM Options PRODUCT
MDP 3.0: TAG 6937-ASSET
ILINK: TAG 55-SYMBOL
MDP 3.0 TAG 1151 - SECURITY GROUPE-mini S&P 500 Quarterly PM Options
EYC
CM
Enable Implied Functionality for CME FX Futures - April 2
Effective Sunday, April 2 (trade date Monday, April 3), pending completion of all regulatory review periods, implied functionality for the following CME FX futures will be enabled for all outright contracts and calendar spread combinations for the first twelve consecutive contract months on CME Globex.
Enable Implied Functionality for CME FX Futures
PRODUCT
MDP 3.0: TAG 6947-ASSET
ILINK: TAG 55-SYMBOL
MDP 3.0 TAG 1151 - SECURITY GROUPBritish Pound Sterling/U.S. Dollar (GBP/USD) Futures
6B
6B
Canadian Dollar/U.S. Dollar (CAD/USD) Futures
6C
6C
Japanese Yen/U.S. Dollar (JPY/USD) Futures
6J
6J
Australian Dollar/U.S. Dollar (AUD/USD) Futures
6A
6A
Euro/U.S. Dollar (EUR/USD) Futures
6E
6E
Please note: The Non-Reviewable Range of each leg spread will be evaluated as an outright. Implied eligible instruments, are identified in the MDP 3.0 Security Definition (tag 35-MsgType=d), in repeating group tag 871-InstAttribType:
- tag 872-InstAttribValue= 19: Implied Matching Eligibility
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.
Events and Announcements
Save the Date: CME Group Backup Datacenter Migration and Test - March 4
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 backup clearing systems, and we are now focused on CME Globex and supporting systems. To help ensure customers can connect to our new backup datacenter, CME Group will hold mock disaster recovery testing on Saturday, March 4, 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. To participate in the disaster recovery exercise, register here.
Cessation of Eurodollar CVOL Indices - March 6
On Monday, March 6, the calculation and publication of the following three Eurodollar CVOL benchmarks and associated derivative indicators, which use Eurodollar futures and options as input data, will permanently cease as approved by the CVOL Oversight Committee.
- Eurodollar 90-day CVOL
- Eurodollar 1-year Mid-curve 90-day CVOL
- Eurodollar 2-year Mid-curve 90-day CVOL
Additional information on this change is available on the CVOL webpage.
Any comments or queries regarding the cessation of the three Eurodollar CVOLs should be sent to benchmark@cmegroup.com.
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