For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.

Critical Updates

iLink Mass Order Cancel Change - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the maximum number of individual cancelled orders listed in one Order Mass Action Report on CME Globex will be reduced to 75. Currently, the maximum number of cancelled orders listed in one Order Mass Action Report is 125.

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

More information about Mass Order Cancel functionality is available in the Client Systems Wiki.

Additional CVOL Indices on Benchmark Administration Premium - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the following CME Group Volatility Index (CVOL) products will be listed on Benchmark Administration Premium UDP Multicast and GCP SBE.

ADDITIONAL CVOL INDICES ON BENCHMARK ADMINISTRATION PREMIUM
PRODUCT NAME	TAG 55 - SYMBOL	TAG 37500 - CLEARINGPRODUCTCODE	TENOR SELECTION	MULTICAST CHANNEL & GCP SBE CHANNEL NUMBER
Feeder Cattle	GFVL	62/GF	Tenor Selection 6	261
Platinum	POVL	PL/PL	Tenor Selection 2
Aluminum	ALVL	ALI/ALI	Tenor Selection 2

Clear Product Code Mapping

CONTRACT	CVOL GROUP	CVOL SYMBOL	UP VAR SYMBOL	DOWN VAR SYMBOL	SKEW SYMBOL	ATM VOL SYMBOL	CONVEXITY SYMBOL
Feeder Cattle	Tenor Selection 6	GFVL	GFUP	GFDN	GFSK	GFAM	GFCV
Platinum	Tenor Selection 2	POVL	POUP	PODN	POSK	POAM	POCV
Aluminum	Tenor Selection 2	ALVL	ALUP	ALDN	ALSK	ALAM	ALCV

Additional product and instrument information are defined in Reference Data API.

The CVOL Indexes are currently available in New Release for customer testing.

CME Benchmark Administration Premium SBE Schema and RFR Benchmark Launch - November 12

Effective Sunday, November 12 (trade date Monday, November 13), CME Group will launch new Simple Binary Encoding (SBE) schemas on all CME Benchmark Administration Premium channel 261.

Additionally with this release, CME Benchmark Administration Premium will launch RepoFunds Rate (RFR) Benchmarks with this update comprising of RFR Euro (including the 10 underlying countries), RFR Sterling and RFR JBOND Benchmarks. These Benchmarks are available to license under Schedule 7 Appendix D of the Information License Agreement.

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

Term Secured Overnight Financing Rate (SOFR) Reference Rates on MDP Channel 312 - January 8

Effective Sunday, January 8, 2024 (trade date Monday, January 9), Term SOFR Reference Rates will only be available on the CME Benchmark Administration Premium MDP and GCP channels and will no longer be published on the CME Globex MDP channel 312.

Clients are strongly encouraged to migrate to the CME Benchmark Administration Premium channels for Term SOFR Reference Rates as soon as possible.

Currently, Term SOFR Reference Rates are available on both CME Benchmark Administration Premium channel 261 and CME Globex Interest Rate futures channel 312.

Term SOFR Rates
RATES	MDP 3.0: TAG 6937-ASSET	MDP 3.0 TAG 1151 - SECURITY GROUP
Term SOFR 1-Month	TR1	04
Term SOFR 3-Month	TR3	04
Term SOFR 6-Month	TR6	04
Term SOFR 12-Month	T1Y	04

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

GLink Network Infrastructure Upgrade in Aurora - Q1 2024

The GLink Network Infrastructure Upgrade in Aurora will be delayed to Q1 2024. This network upgrade consists of:

• Replacement of the existing end of life (EOL) Juniper switches with new Arista switches which will use new customer ports and new CME IPs
• Assignment of new GLink SiteIDs and IPs by CME Group
• Introduction of a new GLink Demarc Cable providing customers with equidistant connectivity to any rack unit (RU) in their cabinet

To ensure stability for our customers prior to launch, CME Group instituted a provisioning freeze for GLinks on the Juniper network effective August 30, 2023. Customers will be able to place orders for new GLinks on the Arista network during the freeze, however these will be provisioned and activated after launch. Juniper GLinks can no longer be ordered.

The new GLink switches will provide expanded capacity to support future growth. In addition, the new GLink Demarc Cable will allow customers to optimize their CME Co-Location Licensed Space.  

Please Note: As a result of the new Q1 2024 launch date, new details will be announced in future CME Globex notices and in an updated Client System Impact.  

For questions or to discuss available migration options, please contact Global Account Management. 

Mandatory Migration - iLink 3 Binary Order Entry Protocol for CGW - January 28

CME Group is introducing iLink 3 on Convenience Gateways (CGW) for trading futures and options on CME Globex. The iLink 3 protocol will launch on the existing CGWs on Sunday, January 28, 2024 (trade date Monday, January 29). All customers connected via CGW will need to migrate to iLink 3 by December 31, 2024.

iLink 3 includes:

• Simple Binary Encoding (SBE) for faster message encoding and decoding
• A simple, lightweight, point-to-point session layer protocol using FIX Performance (FIXP)
• More efficient iLink FIX messaging
• Standard message size, fixed positions, and fixed length fields
• A consistent encoding method for order entry and market data

The Client Impact Assessment is available and provides detailed functionality and messaging information.

Based on customer feedback and to better align with iLink 2 CGW, Cancel on Disconnect (COD) will be optional functionality for all iLink 3 CGW sessions. Customers will be able to request COD functionality to be disabled or enabled in:

• New Release – Now available
• Production – October 23, 2023

Please note that all iLink 3 CGW sessions will be created with COD enabled. Clearing Firm Administrators can disable COD functionality by entering the change request via Firm Admin Dashboard (FADB).

iLink 3 on CGW is currently available in New Release for customer testing.

AutoCert+ certification is required for all client systems using CGWs.

• Now Available – iLink 3 CGW functionality available in New Release and AutoCert+ certification  
• January 28, 2024 –  Production launch of iLink 3 on CGW
• December 31, 2024 – Deadline for customer migration
• January 31, 2025 - iLink 2 on CGW Decommission 

Further information on the production launch deployment schedule, and mock trading sessions will be published in upcoming CME Globex Notices.

Please contact your Global Account Manager for additional information.

Drop Copy Impacts - Mandatory iLink 3 Binary Order Entry Protocol for Convenience Gateway - January 28, 2024

On Sunday, January 28, 2024 (trade date Monday, January 29), CME Group will launch the iLink 3 protocol on existing Convenience Gateways (CGW) for trading futures and options on CME Globex. All customers connected via Convenient Gateway (CGW) are encouraged to migrate to iLink 3 as early as possible prior to the iLink 2 decommission. Key events and dates are available.

Impacts of mandatory iLink 3 Binary Order Entry protocol for Convenience Gateway on Drop Copy Convenience Gateway target sessions.

• Message encoding: The Drop Copy encapsulated XML Non-Fix (tag 35-MsgType=n) Message payload sent from iLink 3 source sessions will be in ASCII format.
  • Message payload mapping conforming to the iLink 3 formats and encoding will feature deprecated message tags, additional tags and enumerations for order entry, clearing and regulatory compliance messaging specifications.
  • A summary of ASCII encoded tags with their equivalent values in Simple Binary Encoding tags and enumerations is available.
• Target Session: Current Drop Copy CGW target session users do not need to request new target sessions although upon requesting the mandatory iLink 3 source session, a new target session may be automatically created to accommodate iLink order entry infrastructure load balancing and optimization considerations. Customers are requested to check for new automatically generated Drop Copy CGW target sessions.
• Parallel period: During the parallel period which runs until December 31, 2024, CME Globex will support Drop Copy target sessions connected to both iLink 2 and iLink 3 CGW sessions. When iLink 2 is decommissioned on December 31, 2024, any Drop Copy target sessions with iLink 2 sessions only will be removed from the platform.
• AutoCert+ Certification: Certification is not required for existing Drop Copy CGW session users.

Please review Mandatory iLink 3 Binary Order Entry Protocol for CGW for additional details.

Product Launches

Cobalt Hydroxide CIF China (Fastmarkets) Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), pending completion of all regulatory review periods, Cobalt Hydroxide CIF China (Fastmarkets) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Cobalt Hydroxide CIF China (Fastmarkets) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Cobalt Hydroxide CIF China (FastmarketsFutures	COH	CA	360

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

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

Listing Ether/Bitcoin Ratio Futures Spreads - October 22

Effective Sunday, October 22 (trade date Monday, October 23), Ether/Bitcoin Ratio futures spreads will be available for all maturities on CME Globex.

Listing Ether/Bitcoin Ratio Futures Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Ether/Bitcoin Ratio Futures Spreads	EBR	E3	EQ

These spreads will be available for customer testing in New Release on Monday, October 9.

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

UpdateListing Eris vs. Treasury Futures Implied Intercommodity Spreads- October 22

† Denotes update to the article

Effective Sunday, October 22 (trade date Monday, October 23), the following † Eris vs. Treasury futures Implied Inter-commodity spreads will be listed on CME Globex.

LISTING TREASURY VS. ERIS FUTURES IMPLIED INTERCOMMODITY SPREADS
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	TAG 762- SECURITYSUBTYPE	TAG 5770-PRICERATIO	LEG QUANTITY RATIO
† 5-Year Eris SOFR Swap Futures (YIW) - 5-Year T-Note Futures (ZF)	EWF	IV	IV - Implied Treasury Inter-commodity Spread	1.000000000	1:1
† 7-Year Eris SOFR Swap Futures (YIB) - 10-Year T-Note Futures (ZN)	EBN	IV		1.000000000	1:1
† 10-Year Eris SOFR Swap Futures (YIY) - Ultra 10-Year T-Note Futures (TN)	EYN	IV		1.000000000	1:1

These spreads will be available for customer testing in New Release on Monday, October 9.

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

NewMonday Weekly Treasury Options - October 29

Effective Sunday, October 29 (trade date Monday, October 30), pending completion of all regulatory review periods, Monday Weekly Treasury options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Monday Weekly Treasury Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP (UDS)	Market Data Channel
2-Year Treasury Note Monday Weekly Options - Week 1-5	VT1-VT5	N2	T$	345
5-Year Treasury Note Monday Weekly Options - Week 1-5	VF1-VF5	0N	T$	345
10-Year Treasury Note Monday Weekly Options - Week 1-5	VY1-VY5	TE	T$	345
Ultra 10-Year Treasury Note Monday Weekly Options - Week 1-5	VX1-VX5	T1	T$	345
U.S. Treasury Bond Monday Weekly Options - Week 1-5	VB1-VB5	UZ	T$	345
Ultra U.S. Treasury Bond Monday Weekly Options - Week 1-5	VU1-VU5	UB	T$	345

These options will be available for customer testing in New Release on Monday, October 16.

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

UpdateMicro Henry Hub Natural Gas Futures and Options - November 5

† Denotes update to the article

Effective Sunday, November 5 (trade date Monday, November 6), pending completion of all regulatory review periods, Micro Henry Hub Natural Gas futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

† Micro Henry Hub Natural Gas Futures and Options
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	MARKET DATA CHANNEL
Micro Henry Hub Natural Gas Futures	MNG	NG	386
Micro Henry Hub Natural Gas Options	MNO	NM	387
Micro Henry Hub Natural Gas Friday Weekly Options	MN1-MN5	NM	387

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

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

Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) Futures  - December 3

Effective Sunday, December 3 (trade date Monday, December 4), and pending final regulatory approval, Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) futures and spreads will be made available for trading on CME Globex.

Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) futures	FCNH	B6	430

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

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

Product Changes

Change to Strike Price Listing for Certain Event Contracts - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the strike price listing rules for the below Event Contracts will be amended on CME Globex.

Event Contracts
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current	New
Event Contracts on Henry Hub Natural Gas Futures	ECNG	VA	4 strikes at $0.10 increment above and below the at-the-money strike, then 4 strikes at $0.50 increment above and below the highest and lowest $0.10 increment strike, then 2 strikes at $1.00 increment above and below the highest and lowest $0.50 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $0.10 increment.	4 strikes at $0.05 increment above and below the at-the-money strike, then 4 strikes at $0.10 increment above and below the highest and lowest $0.05 strike, then 6 strikes at $0.50 increment above and below the highest and lowest $0.10 increment strike, then 2 strikes at $1.00 increment above and below the highest and lowest $0.50 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $0.05 increment.
Event Contracts on Bitcoin Futures	ECBTC	VB	10 strikes at $250.00 increment above and below the at-the-money strike, then 10 strikes at $500.00 increment above and below the highest and lowest $250.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $250.00 increments.	20 strikes at $250.00 increment above and below the at-the-money strike, then 10 strikes at $500.00 increment above and below the highest and lowest $250.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $250.00 increments.
Event Contracts on Gold Futures	ECGC	VG	4 strikes at $5.00 increment above and below the at-the-money strike, then 2 strikes at $10.00 increment above and below the highest and lowest $5.00 increment strike, then 4 strikes at $25.00 increment above and below the highest and lowest $10.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $5.00 increment.	8 strikes at $5.00 increment above and below the at-the-money strike, then 4 strikes at $10.00 increment above and below the highest and lowest $5.00 increment strike, then 4 strikes at $25.00 increment above and below the highest and lowest $10.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $5.00 increment.
Event Contracts on Copper Futures	ECHG	VH	4 strikes at $0.01 increment above and below the at-the-money strike, then 2 strikes at $0.05 increment above and below the highest and lowest $0.01 increment strike, then 4 strikes at $0.10 increments above and below the highest and lowest $0.05 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.01 increment.	8 strikes at $0.01 increment above and below the at-the-money strike, then 4 strikes at $0.05 increment above and below the highest and lowest $0.01 increment strike, then 4 strikes at $0.10 increments above and below the highest and lowest $0.05 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.01 increment.
Event Contract on Euro/US Dollar (EUR/USD) Futures	EC6E	V6	4 strikes at $0.0025 increment above and below the at-the-money strike then 3 strikes at $0.0050 increment above and below the highest and lowest $0.0025 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.0025 and $0.0050 increments.	8 strikes at $0.0025 increment above and below the at-the-money strike then 4 strikes at $0.0050 increment above and below the highest and lowest $0.0025 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.0025 and $0.0050 increments.

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, NYMEX, and COMEX.

Change to Strike Price Listing Schedule for all Cryptocurrency Options Contracts - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the strike price listing schedule will be changed for all Cryptocurrency options listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Contract Title	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Amended Strike Price Listing Schedule
Monthly Options on Bitcoin Futures	BTC	B2	Prelisted strikes at $100,000, $50,000, $10,000, $5,000 and $1,000 bitcoin increment. Strikes listed for 300% above the at-the-money strike and 100% below the at-the-money strike at: $100,000 bitcoin increment for underlying settlement above $500,000 $50,000 bitcoin increment for underlying settlement at or below $500,000 $10,000 bitcoin increment for underlying settlement at or below $100,000 $5,000 bitcoin increment for underlying settlement at or below $50,000 $1,000 bitcoin increment for underlying settlement at or below $10,000 $500 bitcoin increment for underlying settlement at or below $5,000 When less than 210 days remain until expiration (DTE), additional strikes listed for 75% above the at-the-money strike and 25% below the at-the-money strike at: $10,000 bitcoin increment for underlying settlement above $500,000 $5,000 bitcoin increment for underlying settlement at or below $500,000 $1,000 bitcoin increment for underlying settlement at or below $100,000 $100 bitcoin increment for underlying settlement at or below $10,000 $50 bitcoin increment for underlying settlement at or below $5,000 When less than  21 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 5% below the at-the-money strike at: $5,000 bitcoin increment for underlying settlement above $500,000 $2,500 bitcoin increment for underlying settlement at or below $500,000 $500 bitcoin increment for underlying settlement at or below $100,000 $250 bitcoin increment for underlying settlement at or below $50,000 $50 bitcoin increment for underlying settlement at or below $10,000
Monday Weekly Options on Bitcoin Futures	P1A-P5A
Tuesday Weekly Options on Bitcoin Futures	P1B-P5B
Wednesday Weekly Options on Bitcoin Futures	P1C-P5C
Thursday Weekly Options on Bitcoin Futures	P1D-P5D
Friday Weekly Options on Bitcoin Futures	P1E-P4E
Monthly Options on Micro Bitcoin Futures	WM	B1
Monday Weekly Options on Micro Bitcoin Futures	W1A-W5A
Tuesday Weekly Options on Micro Bitcoin Futures	W1B-W5B
Wednesday Weekly Options on Micro Bitcoin Futures	W1C-W5C
Thursday Weekly Options on Micro Bitcoin Futures	W1D-W5D
Friday Weekly Options on Micro Bitcoin Futures	W1E-W4E
Monthly Options on Ether Futures	ETH	T9	Prelisted strikes at $10,000, $5,000, $1,000, $500, and $100 ether increment. Strikes listed for 300% above the at-the-money strike and 100% below the at-the-money strike at: $10,000 ether strike increment for underlying settlement above $50,000 $5,000 ether strike increment for underlying settlement at or below $50,000 $1,000 ether strike increment for underlying settlement at or below $10,000 $500 ether strike increment for underlying settlement at or below $5,000 $100 ether strike increment for underlying settlement at or below $1,000 $50 ether strike increment for underlying settlement at or below $500 When less than 210 days remain until expiration (DTE), additional strikes listed for 75% above the at-the-money strike and 25% below the at-the-money strike at: $1,000 ether strike increment for underlying settlement above $50,000 $500 ether strike increment for underlying settlement at or below $50,000 $100 ether strike increment for underlying settlement at or below $10,000 $10 ether strike increment for underlying settlement at or below $1,000 $5 ether strike increment for underlying settlement at or below $500 When less than  21 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 5% below the at-the-money strike at: $500 ether strike increment for underlying settlement above $50,000 $250 ether strike increment for underlying settlement at or below $50,000 $50 ether strike increment for underlying settlement at or below $10,000 $25 ether strike increment for underlying settlement at or below $5,000 $5 ether strike increment for underlying settlement at or below $1,000
Monday Weekly Options on Ether Futures	Y1A-Y5A
Tuesday Weekly Options on Ether Futures	Y1B-Y5B
Wednesday Weekly Options on Ether Futures	Y1C-Y5C
Thursday Weekly Options on Ether Futures	Y1D-Y5D
Friday Weekly Options on Ether Futures	Y1E-Y4E
Monthly Options on Micro Ether Futures	VM	T5
Monday Weekly Options on Micro Ether Futures	V1A-V5A
Tuesday Weekly Options on Micro Ether Futures	V1B-V5B
Wednesday Weekly Options on Micro Ether Futures	V1C-V5C
Thursday Weekly Options on Micro Ether Futures	V1D-V5D
Friday Weekly Options on Micro Ether Futures	V1E-V4E

These options are currently for customer testing in New Release.

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

Listing Cycle Expansion for ESTR Futures - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the listing cycle for the following ESTR futures will be expanded on CME Globex.

Listing Cycle Expansion for ESTR 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
Euro Short-Term Rate (€STR) Futures	ESR	EY	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters, serial contracts listed for 2 months, and 3 contracts in the accrual period	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 12 consecutive quarters, serial contracts listed for 2 months, and 3 contracts in the accrual period
Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures	ESR	EY	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 2 months	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 12 consecutive quarters and serial contracts listed for 2 months

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.

Change to Matching Algorithm for Gold TAS on CME Globex - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the matching algorithm for Gold TAS on CME Globex will be changed as follows.

Change to Matching Algorithm for Gold TAS on CME Globex
PRODUCT	MDP 3.0: TAG 6937-ASSET	TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	CURRENT tag 1142 - MatchAlgorithm	NEW tag 1142 - MatchAlgorithm
Gold TAS (Trading-at-Settlement)	GCT	TG	F= FIFO	K = 40% FIFO 60% Pro Rata

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

Enable Strategy Type for Crude Oil Products - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the trading strategy type tag 762-SecuritySubType=BC on the MDP 3.0 Security Definition (tag 35-MsgType=d) will be permissioned for the following Crude Oil spreads on CME Globex.

Enable Strategy Type for Crude Oil Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Light Sweet Crude Oil Futures + WTI Houston (Argus) vs. WTI Trade Month Futures	CL	CL	BC: Buy-Buy Inter-Commodity Spread
Light Sweet Crude Oil Futures + WTI Midland (Argus) vs. WTI Trade Month Futures	CL	CL

Please Note: Implication will be allowed for these spreads.

A Buy-Buy Inter-Commodity Spread has:

• Two Products
• Two legs
  • Leg1 will be the monthly Light Sweet Crude Oil futures
  • Leg2 will be the WTI Houston (Argus) vs. WTI Trade Month futures or WTI Midland (Argus) vs. WTI Trade Month futures
• Quantity/side ratio of the legs is +1:+1
• Buying a Buy-Buy Inter-Commodity Spread buys leg1, buys leg2
• Selling a Buy-Buy Inter-Commodity Spread sells leg1, sells leg2

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

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

Change to Dynamic Strike Price Interval for Monthly and Weekly Friday Options on Brazilian Real/US Dollar (BRL/USD) Futures & Monthly and Weekly Friday Options on Mexican Peso/US Dollar (MXN/USD) Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the dynamic strike price increment will be changed for Monthly and Weekly Friday options on Brazilian Real/US Dollar (BRL/USD) futures and Monthly and Weekly Friday options on Mexican Peso/US Dollar (MXN/USD) futures on CME Globex.

Change to Dynamic Strike Price Interval for Monthly and Weekly Friday Options on Brazilian Real/US Dollar (BRL/USD) Futures & Monthly and Weekly Friday Options on Mexican Peso/US Dollar (MXN/USD) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Dynamic Strike Interval	New Dynamic Strike Interval
MXN/USD Monthly Options	6M	MO	$0.0005 per MXN	$0.0001 per MXN
MXN/USD Weekly Friday Options	1M – 5M	MO	$0.0005 per MXN	$0.0001 per MXN
BRL/USD Monthly Options	BR	OR	$0.001 per BRL	$0.0005 per BRL
BRL/USD Weekly Friday Options	1R – 5R	OR	$0.001 per BRL	$0.0005 per BRL

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.

Resting Order Eliminations: Change to External Alias for Monthly and Weekly Friday Options on Brazilian Real/US Dollar (BRL/USD) Futures - October 22 

Effective Sunday, October 22 (trade date Monday, October 23), the external alias will display the full strike price for Monthly and Weekly Friday options on Brazilian Real/US Dollar (BRL/USD) futures.

• Example: tag 55-Symbol= BRX3 P1610, currently the strike price on the external alias is reflected as BRX3 P0161 – No change to the Monthly and Weekly MXN/USD options.

Please Note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for monthly and weekly BRL/USD options contracts, by the close on Friday, October 20. After 4 p.m. CT on Friday, October 20, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Resting Order Eliminations: Change to External Alias for Monthly and Weekly Friday Options on Brazilian Real/US Dollar (BRL/USD)
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
BRL/USD Monthly Options	BR	OR
BRL/USD Weekly Friday Options	1R – 5R	OR

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.

Listing Cycle Expansion for Micro WTI Crude Oil Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the listing cycle for the following Micro WTI Crude Oil futures will be expanded on CME Globex.

Listing Cycle Expansion for Micro WTI Crude Oil 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
Micro WTI Crude Oil Futures	MCL	CL	Monthly contracts listed for 12 consecutive months and additional Jun and Dec contract months	Monthly contracts listed for the current year and the next 3 calendar years.

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

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

NewRenaming NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Futures - October 29

Effective Sunday, October 29 (trade date Monday, October 30), the NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) futures will be renamed to NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) futures.

Renaming NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Futures
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
NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Futures	NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Financial Futures	NLS	PT

These spreads will be available for customer testing in New Release on Monday, October 9.

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

Events and Announcements

CME Reference Data API v2 Decommission - Reminder - October 27

Effective Friday, October 27, Reference Data API version 2 will be decommissioned and no longer supported. To support the decommission, version 2 will be deprecated and no further enhancements will be offered. 

Customers are strongly encouraged to migrate to Reference Data API Version 3 as soon as possible to prevent any data interruptions. 

CME Reference Data API v3 (RD APIv3), hosted on Google Cloud (GC), provides the following enhancements:

• Decreased refresh time rate
• Increased results per page from 20 to 1000
• No change to your API IDs and entitlements

Clients should review an updated Client Impact Assessment for details on v3.

Reference Data API Version 3 is currently available in Production and for customer testing in New Release.

CME Group Settlement File and Daily Bulletin Modifications - January 8, 2024

Effective Monday, January 8, 2024, CME Group Settlement Files and Daily Bulletin will no longer be available through the below File Transfer Protocol (FTP) links, as CME Group will cease support of these FTP folders:

• https://www.cmegroup.com/ftp/settle/
• https://www.cmegroup.com/ftp/bulletin
• ftp.cmegroup.com/settle
• ftp.cmegroup.com/bulletin

As a result, CME Group will be making this information available to clients in the following ways:

• Daily Bulletin: CME Group Daily Bulletin files will continue to be available via the Daily Bulletin web page.
• Settlement Files: CME Group daily Settlement Files are available via the CME DataMine platform. Please take note the publication times of these files will be midnight Central Time (CT) but will continue to be available free of charge. For those that require daily Settlement Files before midnight, the end of day file is available via CME DataMine with paid subscription. 

Clients with real-time or delayed market data licenses can receive their data via CME MDP 3.0 Market Data, CME Group Data on Google Pub/Sub, or an authorized distributor of CME Group market data, may expect settlement publication times to remain unchanged.

DataMine     

Dataset	Times Available (CT)	Fee Liable
End of Day File	5:30 p.m.; 9:30 p.m.; and 9:30 a.m. (following day)	Yes
Settlements File	Midnight	No

Contemporaneous with these changes, settlement prices on cmegroup.com product pages will also be published at midnight CT.

You are encouraged to assess your firms’ requirements as soon as practicable to ensure there is no material disruption to the use of data procured from the CME Group FTP site today.

More information will be made available in subsequent CME Globex Notices.

For more information, contact marketdata@cmegroup.com.