For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
Critical Updates
NewCME Market Data Over WebSocket API Launch - This Week
Effective Sunday, November 5 (trade date Monday, November 6), CME Group will launch CME Market Data over WebSocket API for futures and options.
CME Market Data over WebSocket API offers:
- Access easy-to-use, real-time CME Group market data feeds
- JavaScript Object Notation (JSON) format
- An easy, low-cost, and highly scalable format to drive trading analysis, risk management, or distribution
Data available in this universal format includes top of book information, trade execution, and product statistics including settlement, total daily volume, and open interest. CME Market Data over WebSocket API is a service powered by Google Cloud for market data distribution.
Please review the Client Impact Assessment for full technical details and launch schedule.
NewCME Globex Order Entry Web Service APIs - This Week
Clients now have access to CME Group futures and options on the new Order Entry Suite of APIs - Hosted by Google Cloud.
This solution is accessible over the public internet without the commitment of leased line or co-location investments. RESTful and WebSocket APIs with full order routing and instrument creation functionality deliver real-time trading and market exposure insight. This lightweight product is optimized for the needs of less latency sensitive traders and algorithms, while still offering fulsome functionality and utilizing the full suite of CME Globex risk and credit controls.
The OE APIs are made up of two Web Service APIs: RESTful and WebSocket. These APIs support:
- Order Submission and Modifications
- Strategy Creation (UDS) and Request for Quotes (RFQ) Capabilities
- Order and Trade Status Request
Please review the Client Impact Assessment for full technical details and launch schedule.
This solution is currently available in the New Release environment; a production date will be announced in future notices.
UpdateCME Globex Performance Enhancement for Futures Markets - This Week
† Denotes update to the article
Effective this Sunday, November 5 (trade date Monday, November 6), CME Globex will continue to implement internal changes to the remaining futures markets on CME Globex.
| † Market Segment ID | † Market Segment Description | † Performance Enhancement Date |
|---|---|---|
| 64 | CME Equity Futures - E-mini S&P | November 5 |
| 80 | DME Futures; NYMEX Crude and Crude Refined Energy Futures | |
| 82 | CME and CBOT Interest Rate Futures | |
| 70 | CME, CBOT and MGEX Commodity Futures | November 12 |
| 78 | NYMEX Emissions and Non-Crude Energy Futures | |
| 84 | CBOT Interest Rate Futures | |
| 88 | CME FX Futures and FX Link |
These changes will have no functional or messaging impacts to client gateways. In internal testing, these changes improved performance on CME Globex by less than 10%.
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.
UpdateGLink Network Infrastructure Upgrade in Aurora - Q1 2024
†Denotes update to the article
†The GLink Network Infrastructure Upgrade in Aurora will take place Saturday, February 3, 2024, *subject to testing results. 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 Group IP addresses
- Assignment of new GLink SiteIDs and Point-to-Point IPs by CME Group
- Customers are required to reuse their original Juniper customer source IP addresses
- Introduction of a new GLink Demarc Cable providing customers with equidistant connectivity to any rack unit (RU) in their cabinet
† Please Note: The GLink Network Infrastructure Upgrade in Aurora will take place Saturday, February 10, 2024, if additional testing is required.
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. †Orders placed before Friday, December 1, will be provisioned and activated with the launch. Orders received after Friday, December 1, will be provisioned and activated in the order they were received after the launch. Juniper GLinks can no longer be ordered.
The expanded Arista network will provide additional capacity to support future growth.
In addition, the new GLink Demarc Cable will allow customers to optimize their CME Co-Location Licensed Space.
An updated Pending Client System Impact, with general dates and updated technical specifications, is now available. For questions or to discuss available migration options, please contact Global Account Management.
NewIncreased Mass Quote Messaging Capacity - January 7, 2024
Effective Sunday, January 7, 2024 (trade date Monday, January 8), customers will be able to quote and quote cancel up to 375 messages per second (MPS). Currently, customers can quote or quote cancel a maximum of 350 MPS.
This change will be available for customer testing in New Release on Thursday, November 16.
More information about Mass Quote Messaging Thresholds is available in the Client Systems Wiki.
Term Secured Overnight Financing Rate (SOFR) Reference Rates on MDP Channel 312 - January 7, 2024
Effective Sunday, January 7, 2024 (trade date Monday, January 8), 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.
Mandatory Migration - iLink 3 Binary Order Entry Protocol for CGW - January 28, 2024
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 – Now available
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
Micro Henry Hub Natural Gas Futures and Options - This Week
Effective this 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 |
ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP (UDS) |
MARKET DATA CHANNEL | TAG 762- SECURITYSUBTYPE |
| Micro Henry Hub Natural Gas Futures | MNG | NG | N/A | 386 | SP – Standard Calendar Spread AE - Fixed Price Ratio Inter-Commodity |
| Micro Henry Hub Natural Gas Options | MNO | NM | NN | 387 | N/A |
| Micro Henry Hub Natural Gas Friday Weekly Options | MN1-MN5 | NM | NN | 387 | N/A |
These futures and options are available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX
Listing Eris vs. Treasury Futures Implied Inter-Commodity Spreads - November 12
Effective Sunday, November 12 (trade date Monday, November 13), the following Eris vs. Treasury futures Implied Inter-Commodity spreads will be listed on CME Globex.
| LISTING TREASURY VS. ERIS FUTURES IMPLIED Inter-Commodity 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) | EWV | 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) | EYT | IV | 1.000000000 | 1:1 | |
These spreads are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
UpdateListing Dutch TTF Natural Gas Futures Inter-Commodity Spreads - November 19
† Denotes update to the article
Effective Sunday, November 19 (trade date Monday, November 20), the following Dutch TTF Natural Gas futures Inter-Commodity spreads will be listed on CME Globex.
| LISTING DUTCH TTF NATURAL GAS FUTURES INTER-COMMODITY SPREADS | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
TAG 762- SECURITYSUBTYPE |
SPREAD LISTING |
| Dutch TTF Natural Gas Calendar Month Futures vs. Dutch TTF Natural Gas Financial Calendar Month Futures Inter-Commodity Spread | TTF-TTG | FD | XS - Energy Inter-Commodity Strip | † Single front Calendar Strip Spread |
| Dutch TTF Natural Gas Calendar Month Futures vs. Dutch TTF Natural Gas Financial Calendar Month Futures Inter-Commodity Spread | TTF-TTG | FD | † Two front EU Season Strip Spreads (existing 6 month Strips: EU winter and summer) | |
| Dutch TTF Natural Gas Calendar Month Futures vs. Dutch TTF Natural Gas Financial Calendar Month Futures Inter-Commodity Spread | TTF-TTG | FD | † Four front Quarter Strip Spreads | |
These spreads will be made available for customer testing in New Release on Monday, November 6.
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.
NewWTI-Brent Crude Oil Cross-Month Spread Option (One-Month) - December 10
Effective Sunday, December 10 (trade date Monday, December 11), pending completion of all regulatory review periods, WTI-Brent Crude Oil Cross-Month Spread option (One-Month) will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| WTI-BRENT CRUDE OIL CROSS-MONTH SPREAD OPTION (ONE-MONTH) | ||||
|---|---|---|---|---|
| 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 |
| WTI-Brent Crude Oil Cross-Month Spread Option (One-Month) | BVX | LO | 1N | 380 |
This option will be available for customer testing in New Release on Monday, December 4.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Product Changes
NewRenaming NY Harbor ULSD vs. Low Sulphur Gasoil Financial Futures - This Week
Effective this Sunday, November 5 (trade date Monday, November 6), the NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Financial futures will be renamed to NY Harbor ULSD vs. Low Sulphur Gasoil futures.
| Renaming NY Harbor ULSD vs. Low Sulphur Gasoil Financial 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) Financial Futures | NY Harbor ULSD vs Low Sulphur Gasoil Financial Futures | NLS | PT |
This change will be available in New Release on Monday, November 6.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
NewDelisting and Removal of Palo Verde and Mid-Columbia Power Futures - This Week
On Monday, October 30, the following Palo Verde and Mid-Columbia Power futures were delisted, and effective close of business Friday, November 3, these futures will be removed from CME Globex.
| Delisting and Removal of Palo Verde and Mid-Columbia Power Futures | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| Palo Verde Day-Ahead Peak Calendar-Day 5 MW Futures | VLD | PW |
| Palo Verde Day-Ahead Peak Calendar-Month 5 MW Futures | PVL | PW |
| Palo Verde Day-Ahead Off-Peak Calendar-Day 5 MW Futures | QVL | PW |
| Palo Verde Day-Ahead Off-Peak Calendar-Month 5 MW Futures | OVL | PW |
| Mid-Columbia Day-Ahead Peak Calendar-Day 5 MW Futures | MLD | PW |
| Mid-Columbia Day-Ahead Peak Calendar-Month 5 MW Futures | MDL | PW |
| Mid-Columbia Day-Ahead Off-Peak Calendar-Day 5 MW Futures | MXL | PW |
| Mid-Columbia Day-Ahead Off-Peak Calendar-Month 5 MW Futures | OML | PW |
These futures currently have no open interest.
NewDelisting and Removal of European Low Sulphur Gasoil Futures and Options - This Week
On Monday, October 30, the following Two European Low Sulphur Gasoil futures and options were delisted, and effective close of business Friday, November 3, these futures and options will be removed from CME Globex.
| Delisting and Removal of European Low Sulphur Gasoil Futures and Options | ||
|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
| European Low Sulphur Gasoil (1000mt) Bullet Futures | BG | RF |
| European-Style Low Sulphur Gasoil Option | F8 | PC |
These products currently have no open interest.
Delisting and Removal of Select NYMEX Inter-Commodity Spreads - This Week
On Monday, October 30, the following NYMEX Inter-Commodity spreads were delisted, and effective close of business Friday, November 3, these spreads will be removed as follows from CME Globex.
| Delisting and Removal of Select NYMEX Inter-Commodity Spreads | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group | Current Listings | Future Listings |
| NYMEX CL:BB INTER-SPREAD | CL | WS | 12 0-month calendar spreads | None |
| NYMEX CL:WS INTER-SPREAD | CL | WS | 48 0-month calendar spreads 12 1-month calendar spreads 1 Jan vs. Dec spread 1 Feb vs. Dec spread 1 Mar vs. Dec spread 1 Apr vs. Dec spread 1 May vs. Dec spread 1 Jun vs Dec spread 1 Jul vs. Dec spread 1 Aug vs Dec spread 1 Sep vs. Dec spread 1 Oct vs. Dec spread 1 Nov vs. Dec spread 1 Jun vs. Dec spread |
48 0-month calendar spreads |
These products currently have no open interest.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Listing Cycle Expansion for WTO and HTO - This Week
Effective this Sunday, November 5 (trade date Monday, November 6), the listing cycle for the following WTI Houston (Argus) and WTI Midland (Argus) vs. WTI Trade Month Average Price options will be expanded on CME Globex.
| Listing Cycle Expansion for WTO and HTO | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group | Current Listing Schedule | New Listing Schedule |
| WTI Houston (Argus) vs. WTI Trade Month Average Price Options | HTO | EF | Monthly contracts listed for the current year and the next 3 calendar years | Monthly contracts listed for the current year and the next 4 calendar years |
| WTI Midland (Argus) vs. WTI Trade Month Average Price Options | WTO | EF | Monthly contracts listed for 30 consecutive months | Monthly contracts listed for the current year and the next 4 calendar years |
These options are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
UpdateChanges to NYMEX Crude and Crude Refined Inter-Commodity Spreads Futures - November 12
† Denotes update to the article
Effective †Sunday, November 12 (trade date Monday, November 13), the following changes will be made for NYMEX Crude and Crude Refined Inter-Commodity spread futures on CME Globex.
- Add Light Sweet Crude Oil futures vs. Brent Crude Oil Last Day Financial futures 2-month ICS on CME Globex for 60 months (e.g. CL Dec-23 vs. BZ Feb-24)
- Extend Light Sweet Crude Oil futures vs. Brent Crude Oil Last Day Financial futures 1-month ICS on CME Globex from 6 months to 60 months
| CHANGES TO NYMEX CRUDE AND CRUDE REFINED FUTURES | |||||
|---|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | CURRENT LISTING SCHEDULE | CURRENT LISTING SCHEDULE | NEW LISTING SCHEDULE |
| Light Sweet Crude Oil Futures (CL) versus Brent Crude Oil Last Day Financial (BZ) Futures 2-month Inter-Commodity Spreads | CL | IE | IS - Inter-Commodity Futures spread | N/A | 2-month ICS for 60 months |
| Light Sweet Crude Oil Futures (CL) versus Brent Crude Oil Last Day Financial (BZ) Futures 1-month Inter-Commodity Spreads | CL | IE | IS - Inter-Commodity Futures spread | 1-month ICS for 6 months | 1-month ICS for 60 months |
Please Note:These Inter-Commodity spreads will be implied for months 1 to 12 and June and December out to month 36.
These products will be available for customer testing in New Release on †Monday, November 6.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
NewListing Cycle Expansion for E-mini Nasdaq-100 Futures, BTICs, and TACOs - November 19
Effective Sunday, November 19 (trade date Monday, November 20), the listing cycle for the following E-mini Nasdaq-100 futures, BTICs, and TACOs will be expanded on CME Globex.
| Listing Cycle Expansion for E-mini Nasdaq-100 Futures, BTICs, and TACOs | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Listing Schedule | New Listing Schedule |
| E-mini Nasdaq-100 Index Futures | NQ | NQ | 5 quarterly consecutive months and for additional 4 December months | 6 quarterly consecutive months and for additional 4 December months |
| BTIC on E-mini Nasdaq-100 Index Futures | NQT | NB | ||
| TACO on E-mini Nasdaq-100 Index Futures | NQQ | NT | ||
These products will be available for customer testing in New Release on Monday, November 6.
These contracts are listed with, and subject to, the rules and regulations of CME.
UpdateChanges to Event Contracts on Euro/US Dollar Futures - December 3
† Denotes update to the article
Effective †Sunday, December 3 (trade date Monday, December 4), the following amendments will be made to Event Contracts on Euro FX/US Dollar.- †The external ITC alias will display the full strike price – Example: EC6EN331 P10950, currently the strike price on the ITC external alias truncates a single digit. Example: EC6EN331 P1095
- †The strike price listing rule will be more granular on CME Globex and for submission for clearing via CME ClearPort
| Changes to EVENT CONTRACTS ON EURO/US DOLLAR FUTURES | ||||||
|---|---|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
†CURRENT ITC STRIKE PRICE FORMAT | †NEW ITC STRIKE PRICE FORMAT | CURRENT STRIKE PRICE LISTING | NEW STRIKE PRICE LISTING |
| Event Contracts on Euro/US Dollar (EUR/USD) Futures | EC6E | V6 | 4 bytes | 5 bytes | 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. | 8 strikes at $0.0010 increment above and below the at-the money strike then 8 strikes at $0.0025 increment above and below the highest and lowest $0.0010 increment 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 $0.0010 and $0.0025 increments. |
† Please Note: The Globex strike price format in tag 55-Symbol in the MDP 3.0 Security Definition (tag 35-MsgType=d) will remain unchanged.
These contracts will be available for customer testing in New Release on Monday, November 13.
These contracts are listed with, and subject to, the rules and regulations of CME.
Events and Announcements
BrokerTec Market Support Contact Updates - November 12
Effective Sunday, November 12, market support for BrokerTec US and EU markets will integrate with the CME Global Command Center (GCC).
This integration will result in the following BrokerTec market support contact changes:
- All support queries via email should be sent to gcc@cmegroup.com. All email replies from the GCC will come from this address.
- All emails sent to btec_eu@nex.com and ms@btec.com will be automatically redirected to gcc@cmegroup.com.
- The existing BrokerTec market support phone numbers will be decommissioned. BrokerTec market support phone queries should be made to regional GCC numbers, selecting option 4 for EU and 5 for US.
- In January 2024, the btec_eu@nex.com and ms@btec.com email addresses will be decommissioned, and emails sent to these addresses will not be delivered.
If you have any questions prior to November 12 regarding:
- BrokerTec EU, please email btec_eu@nex.com or contact BrokerTec EU (CME Global Command Center) at +44 20 7818 9890.
- BrokerTec US, please email ms@btec.com or contact BrokerTec US (CME Global Command Center) at +1 212 521 4700.
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.
