For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
Critical Updates
UpdateCME Globex Performance Enhancements - This Week
† Denotes update to the article
Starting Sunday, January 7 (trade date Monday, January 8), CME Globex will implement internal changes to CME FX options; CBOT and CME Equity Index options (excluding S&P); and †CBOT Interest Rate options; CME, CBOT, and MGEX Commodity options; and Bursa Malaysia futures and options on January 21.
These changes will have no functional or messaging impacts to client gateways. In internal testing, these changes improved performance on CME Globex more than 10%. The plan to apply these changes to other markets will be published in future CME Globex Notices.
| Market Segment ID | Market Segment Description | Performance Enhancement Date |
|---|---|---|
| 52 | CME FX Options | January 7 |
| 72 | CBOT and CME Equity Options; excluding S&P | January 7 |
| † 58 | CBOT Interest Rate Options | January 21 |
| † 60 | CME, CBOT and MGEX Commodity Options Bursa Malaysia Futures and Option |
|
| † 54 | CME Equity Options - S&P Options | TBD |
| † 56 | NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options | |
| † 74 | CME Crypto Futures and Options; Event Contracts |
Increased Mass Quote Messaging Capacity - This Week
Effective this Sunday, January 7 (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.
| Messaging Thresholds for Mass Quote and Quote Cancel | |||
|---|---|---|---|
| Environment | Current Reject Threshold | New Reject Threshold | Interval |
| Production | 350 | 375 | Three-second window |
| New Release | 20 | 25 | Three-second window |
This change is currently available for customer testing in New Release.
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 - This Week
Effective this Sunday, January 7 (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.
Cash Settled Commodities Indices available via CME Benchmark Administration Premium - January 21
Effective Sunday, January 21 (trade date Monday, January 22), CME Group will launch the Cash Settled Commodities Indices, as shown in the table below, on CME Benchmark Administration Premium. The messages for these indices will be sent on the Benchmark Administration Premium Simple Binary Encoding (SBE) Multicast channel ID 261 via SBE template MDIncrementalRefreshSettle401 same as the Petroleum Indices.
With this launch, the ITC Category Code Y - Cash Prices messages for these indices will no longer be supported effective Sunday, March 17 (trade date Monday, March 18), and fully decommission the impacted indices in Q2 2024.
| Index Name | Market | Current ITC Ticker | Current ITC Channel | Future SBE Ticker (tag 55- Symbol) |
Future SBE Channel ID |
|---|---|---|---|---|---|
| Fresh Bacon Index | CME | IB | 3 | IBX | 261 |
| Lean Hog Index | CME | IH | 3 | IHX | 261 |
| Pork Cutout Index | CME | IJ | 3 | IJX | 261 |
| Boxed Beef Index | CME | IM | 3 | IMX | 261 |
Please Note: The Feeder Cattle Composite Index (ICX) will continue to be sent via ITC Category Code Y - Cash Prices message.
These indices are currently available for customer testing in New Release.
iLink 3 Party Details Harmonization - January 28
Effective Sunday, January 28 (trade date Monday, January 29), CME Group will implement the iLink 3 messaging changes to Pre-Registered administrative information to be consistent with the On-Demand administrative information. These changes will also bring the front-end messaging into alignment with the back-office feeds and simplify the reconciliation process.
Field Capitalization
CME Globex will capitalize tag 1691-PartyDetaiID values on the following Party Detail Roles on the Pre-Registered Party Detail Definition Request Acknowledgment messages sent from Order Entry Service Gateway to Client System. Client systems are not required to send capitalized values to CME Globex, but capitalized values will always be returned.
| iLink 3 Party Details Definition Request Acknowledgment (tag 35=CY) | ||
|---|---|---|
| Tag 1693 - Party Detail Role | Current Submitted/Return tag 1691-PartyDetailID Value Behavior | New Return tag 1691-PartyDetailID Value Behavior |
| 24 (customer account) 1000 (take up account) |
aBcde | ABCDE |
Field Truncation
CME Group will truncate tag 1691-PartyDetaiID values on the following Party Detail Roles on the Pre-Registered Party Details Definition Request Acknowledgment messages sent from Order Entry Service Gateway to Client System. If this tag values submitted on the Party Details Definition Request message exceeds the required length, iLink 3 will return a truncated required length from the right on the response.
| iLink 3 Party Details Definition Request Acknowledgment (tag 35=CY) | |||
|---|---|---|---|
| Tag 1693 - Party Detail Role | Required Length | Current Submitted/Return tag 1691-PartyDetailID Value Behavior | New Return tag 1691-PartyDetailID Value Behavior |
| 24 (customer account) | 12 | 1234567890987Account | 90987ACCOUNT |
| 1000 (take up account) | 11 | 1234567890987Account | 0987ACCOUNT |
| 96 (take up firm) | 3 | 10f23 | f23 |
These changes are only applicable to the Pre-Registered administrative information. There is no change to the On-Demand Party Detail Definition Request Acknowledgment (tag 35=CY) messages sent from Market Segment Gateway to Client System.
More detailed information on Party Details is available in iLink 3 Party Details Definition Messaging.
These changes are currently available for customer testing in New Release.
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 (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 6 - The OESGW configuration information (i.e. OESGWs and IPs) for CGWs will be added to the production config.xml file via an SFTP site (sftpng.cmegroup.com).
- January 28 – Production launch of iLink 3 on CGW
- December 31, 2024 – Deadline for customer migration
- January 31, 2025 - iLink 2 on CGW Decommission
To participate in the mock trading sessions please register and view the mock trading script.
Please contact your Global Account Manager for additional information.
Drop Copy Impacts - Mandatory iLink 3 Binary Order Entry Protocol for Convenience Gateway - January 28
On Sunday, January 28 (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.
UpdateGLink Network Infrastructure Upgrade in Aurora - February 3
† Denotes update to the article
The GLink Network Infrastructure Upgrade in Aurora will take place Saturday, February 3, *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
To ensure stability for our customers prior to launch, CME Group has instituted a full freeze. The freeze includes; move, add, change, and provision requests, and will last until February 2024. Juniper GLinks can no longer be ordered. Customers will be able to place orders for new GLinks on the Arista network during the freeze. Orders received during the freeze will be provisioned and activated in the order they were received after the launch.
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. CME Group has begun installing GLink Demarc Cables into customers' cabinets on weekends and weekdays after 4 p.m. Central Time (CT). Customers will be able to perform a self-test starting January 12. For more information on customer self-testing go to the Client System Impact.
Please note that the Arista GLink network will not be live prior to customer self-test.
The launch of the new GLink network will happen over three weekends: two mock test weekends (both A and B ports can be tested each weekend) followed by the Go-Live weekend. Customer mock testing will be done on the Saturdays prior to the new network going live. To participate in either the Saturday, January 20 or Saturday January 27 mock trading sessions, please register. † CME Group will open a conference bridge to support customers during the Saturday mock testing sessions. The conference bridge will be staffed from 8:00 a.m. to 12:00 p.m. CT. Please join by phone (US) +1 518 749 0506, PIN: 829684123.
An updated 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.
Please Note: If additional testing is required, the GLink Network Infrastructure Upgrade in Aurora will take place Saturday, February 10.
iLink 3 Mass Quote Cancellation Change - February 25
Starting Sunday, February 25 (trade date Monday, February 26), CME Globex will implement an enhancement to the iLink 3 Mass Quote Cancellation for Market Segment Gateway (MSGW) sessions. Convenience Gateway (CGW) sessions are not impacted by this launch.
With this change, CME Globex will reject any Quote Cancel All (tag 35-MsgType =Z and tag 298-QuoteCancelType=4) message from a MSGW session not permissioned to quote any product group for the MarketSegmentID on which Quote Cancel All request was initiated. The Quote Cancel Reject (tag 35-MsgType=b and tag 297-QuoteStatus=5) message will include tag 300-QuoteRejectReason=9 (Not authorized to quote security) and tag 58-Text = Quote rejected: Not authorized to quote any group. Currently, CME Globex does not respond back to a Quote Cancel All request from a MSGW session not permissioned to quote any product group.
| Market Segment ID | Description | Production Launch |
|---|---|---|
| 50 | CME Interest Rate Options | February 25 |
| 52 | CME FX Options | |
| 72 | CBOT and CME Equity Options; excluding S& | |
| 54 | CME Equity Options - S&P Options | March 3 |
| 56 | NYMEX Emissions Options; NYMEX Energy, Metals, Softs and Alternative Markets Options; COMEX Options; DME Options | |
| 58 | CBOT Interest Rate Options | |
| 60 | MGEX Commodity Options Bursa Malaysia Futures and Options | |
| 74 | CME Crypto Futures and Options; Event Contracts |
This change is currently available for customer testing in New Release.
CME Globex Order Entry Web Service APIs - Q1 2024
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.
Product Launches
NY Harbor ITT Ethanol (Platts) Futures - This Week
Effective this Sunday, January 7 (trade date Monday, January 8), pending completion of all regulatory review periods, NY Harbor ITT Ethanol (Platts) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| NY Harbor ITT Ethanol (Platts) Futures | |||
|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
MARKET DATA CHANNEL MDP 3.0 TAG 1180 - ApplID |
| NY Harbor ITT Ethanol (Platts) Futures | NIE | EE | 382 |
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.
Listing Natural Gas Spreads - January 21
Effective Sunday, January 21 (trade date Monday, January 22), CME Group will add the following spreads for 24 months for the Natural Gas futures on CME Globex and for submission for clearing via CME ClearPort.
| Listing Natural Gas Spreads | |||
|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Tag 762- SecuritySubType |
| Henry Hub Natural Gas Futures vs. E-mini Natural Gas Futures | NG | NG | AE (Fixed Price Ratio Inter-Commodity) |
Please Note: With these changes, E-mini Natural Gas futures (QG) will have a Clearing Decimal Locator amendment (tag 9732-FormattedLastPx) that will be reflected on NYMEX Settlements and Valuations Channel (Channel 253) and the Benchmark Administrative Premium (Channel 261).
These spreads will be available for customer testing in New Release Monday, January 8.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Gold, Silver, and Copper Weekly Tuesday and Thursday Options - January 21
Effective Sunday, January 21 (trade date Monday, January 22), pending completion of all regulatory review periods, Gold, Silver, and Copper Weekly Tuesday and Thursday options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Gold, Silver, and Copper Weekly Tuesday and Thursday Options | |||
|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
MARKET DATA CHANNEL MDP 3.0 TAG 1180 - ApplID |
| Gold Weekly Tuesday Option | G1T-G5T | OG | 361 |
| Gold Weekly Thursday Option | G1R-G5R | OG | 361 |
| Silver Weekly Tuesday Option | S1T-S5T | SO | 361 |
| Silver Weekly Thursday Option | R1S-R5S | SO | 361 |
| Copper Weekly Tuesday Option | H1T-H5T | 1U | 361 |
| Copper Weekly Thursday Option | H1R-H5R | 1U | 361 |
These options will be available for customer testing in New Release on Monday, January 8.
These contracts are listed with, and subject to, the rules and regulations of COMEX.
European Low Sulphur Gasoil Futures-Style Margined Option - January 21
Effective Sunday, January 21 (trade date Monday, January 22), pending completion of all regulatory review periods, European Low Sulphur Gasoil Futures-Style Margined option will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| European Low Sulphur Gasoil Futures-Style Margined Option | ||||
|---|---|---|---|---|
| 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 |
| European Low Sulphur Gasoil Futures-Style Margined Option | 7FO | EP | P2 | 383 |
This option will be available for customer testing in New Release on Monday, January 8.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Bursa Malaysia DCE Soybean Oil Futures - March 17
Effective Sunday, March 17 (trade date Monday, March 18), subject to receipt of regulatory approval prior to such date, the Bursa Malaysia DCE Soybean Oil futures and spreads will be made available for trading on CME Globex.
| Bursa Malaysia Derivatives (BMD) DCE Soybean Oil Futures | |||
|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
MARKET DATA CHANNEL |
| Bursa Malaysia DCE Soybean Oil Futures | FSOY | B0 | 430 |
These changes 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
NewEffective Date Change and Suspension of MAC and Eris SOFR Swap Futures and Spreads - January 9
Effective Tuesday, January 9 (trade date Wednesday, January 10), the effective date for the following SOFR Swap futures will be amended from June 19 to June 20 on CME Globex and for submission for clearing via ClearPort.
| EFFECTIVE DATE CHANGE AND SUSPENSION OF SOFR SWAP FUTURES | ||
|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
| 1-Year Eris SOFR Swap Futures | YIA | EB |
| 2-Year Eris SOFR Swap Futures | YIT | EB |
| 3-Year Eris SOFR Swap Futures | YIC | EB |
| 4-Year Eris SOFR Swap Futures | YID | EB |
| 5-Year Eris SOFR Swap Futures | YIW | EB |
| 7-Year Eris SOFR Swap Futures | YIB | EJ |
| 10-Year Eris SOFR Swap Futures | YIY | EJ |
| 12-Year Eris SOFR Swap Futures | YII | EJ |
| 15-Year Eris SOFR Swap Futures | YIL | EK |
| 20-Year Eris SOFR Swap Futures | YIO | EK |
| 30-Year Eris SOFR Swap Futures | YIE | EK |
| 2-Year MAC SOFR Swap Futures | T1S | SJ |
| 5-Year MAC SOFR Swap Futures | F1S | SF |
| 7-Year MAC SOFR Swap Futures | S1S | S7 |
| 10-Year MAC SOFR Swap Futures | N1S | SN |
| 20-Year MAC SOFR Swap Futures | E1S | S2 |
| 30-Year MAC SOFR Swap Futures | B1S | SM |
To support these changes, the June 2024 Swap futures contracts have been temporarily suspended from trading on CME Globex and submission for clearing via CME ClearPort until Wednesday, January 10.
The effective date can be found in the Reference Data API via the swapEffDate field.
In conjunction with this change, trading will be suspended in June 2024 contract months until Wednesday, January 10, for the following Eris Swap spreads:
| EFFECTIVE DATE CHANGE AND SUSPENSION OF ERIS SWAP SPREADS | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
||
| Eris Swap Spreads | EAT, EBN, ECW, EDW, EIC, EIC, EID, EIY, ETC, ETW, EWV | ER, IV | ||
These contracts currently have no open interest.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
UpdateListing Cycle Expansion for Light Sweet Crude Oil vs. Brent Last Day Financial Futures IP Spread - January 28
† Denotes update to the article
Effective † Sunday, January 28 (trade date Monday, January 29), the listing cycle for the following CL vs. BZ IP spreads will be expanded on CME Globex.
| Listing Cycle Expansion for Light Sweet Crude Oil vs. Brent Last Day Financial Futures IP Spread | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Listing Schedule | New Listing Schedule |
| Light Sweet Crude Oil/Brent Last Day Financial Futures vs. Light Sweet Crude Oil/Brent Last Day Financial Futures (deferred) | CL | IE | All 1-month calendar spreads for months 1-12 1 Mar, 1 Jun & 1 Sep spread separated by 3 months 1 Jun & 1 Dec spread separated by 6 months 1 Jun & 1 Dec spread separated by 12 months |
All calendar spreads combinations for months 1-13 1 Jun & 1 Dec spread separated by 6 months 1 Jun & 1 Dec spread separated by 12 months |
These products will be available for customer testing in New Release on Monday, January 22.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
NewListing Cycle Expansion for Molybdenum Oxide (Fastmarkets) Futures - January 28
Effective Sunday, January 28 (trade date Monday, January 29), the listing cycle for the following Molybdenum Oxide (Fastmarkets) futures will be expanded on CME Globex.
| Listing Cycle Expansion for Molybdenum Oxide (Fastmarkets) 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 |
| Molybdenum Oxide (Fastmarkets) Futures | MOX | MU | Monthly expiries for the current year and the next calendar year. | Monthly expiries for the current year and the next 2 calendar years. |
These futures will be available for customer testing in New Release on Monday, January 22.
These contracts are listed with, and subject to, the rules and regulations of COMEX.
Listing Cycle Expansion for HTT vs. WTT Inter-Commodity Strip Spreads - January 28
Effective Sunday, January 28 (trade date Monday, January 29), the listing cycle for the following HTT vs. WTT Inter-Commodity Strip Spreads will be expanded on CME Globex.
| Listing Cycle Expansion for HTT vs. WTT Inter-Commodity Strip Spreads | ||||
|---|---|---|---|---|
| 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 Futures (HTT) / WTI Midland (Argus) vs. WTI Trade Month Futures (WTT) | HTT | CC | 1 3-leg Q1 Strip Spread 1 3-leg Q2 Strip Spread 1 3-leg Q3 Strip Spread 1 3-leg Q4 Strip Spread |
1 3-leg Q1 Strip Spread 1 3-leg Q2 Strip Spread 1 3-leg Q3 Strip Spread 1 3-leg Q4 Strip Spread 2 6-leg Jan half-yearly strip spreads 2 6-leg Jul half-yearly strip spreads 2 12-leg yearly strip spreads |
These products will be available for customer testing in New Release on Monday, January 8.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Events and Announcements
NewInternal Testing Reminder
As a reminder, CME Group internal testing in the Production environment can occur during the weekend. Any trades or market data generated during these tests should be disregarded.
Clients can connect to CME Globex services beginning at 10:30 a.m. Central Time (CT) Sundays to prepare for weekly start-up. Clients should ensure all services are disconnected by 5:00 p.m. CT Fridays to avoid receiving internal test data.
CME Group Trading and Clearing Hours are also available on the CME Group website.
Reminder: CME Data Terms of Use - January 8
Clients have access to an ever-expanding portfolio of CME Group services for content, data, and information.
All content on the cmegroup.com website (“Website”) is owned or licensed by CME Group and is protected by worldwide intellectual property laws.
Clients are only permitted to access and use the CME Data in the form in which it is presented on the Website and may only access content for personal use and for non-commercial purposes. Users of the CME Group Website are strictly prohibited from distributing, publishing, compiling, creating derivative works from, or otherwise data mining the CME Data - including but not limited to - use of scripts, software, spiders, robots, or other devices or mechanisms (such as crawlers, browser plug-ins or other technology) to navigate, access, copy in bulk, retrieve, harvest, index, search, or analyze any portion of the Website.
The CME Data Terms of Use are published on the CME Group Website.
Beginning January 8, CME Group will be enhancing technology designed to prevent unauthorized use of or access to the Website.
If you believe you or your firm may be engaging in activity that conflicts with the CME Data Terms of Use, including the automated harvesting or scraping of CME Data from the website, please contact CME Group Data Sales for more information on alternative means to acquire such information or to get started with CME Group data today.
CME Group Settlement File and Daily Bulletin Modifications - April 1
To ensure client readiness for the changes to CME Group Settlement Files and Daily Bulletin, the decommission of the following folders has been postponed until Monday, April 1.
- https://www.cmegroup.com/ftp/settle/
- https://www.cmegroup.com/ftp/bulletin
- https://www.cmegroup.com/ftp/pub/settle/
- https://www.cmegroup.com/ftp/pub/bulletin
- ftp.cmegroup.com/settle
- ftp.cmegroup.com/bulletin
- ftp.cmegroup.com/pub/settle
- ftp.cmegroup.com/pub/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 who 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.
More information on access options to settlement data, including CME DataMine, is now available in the FAQ.
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.
For more information, contact marketdata@cmegroup.com.