For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
Critical Updates
UpdateEris B and C Send Time Update - This Week
† Denotes update to the article
Effective this Sunday, July 14 (trade date, Monday July 15), Eris B &C datasets via CME Data Insights: Settlements and Valuations will update the message send time. †Currently updates are offered twice daily for any trading date (t), approximately at 2:50 PM Central Time (CT) on the business day prior to the trading date to which the data applies (t-1), and 7:10 AM CT on the morning of the trading date (t). With this update the 2:50 PM CT (on t-1) Eris B&C send time will be updated to approximately at 4:05 PM CT on the business day prior to the trading date (t-1).
The updated send time is currently available for customer testing in New Release.
Balanced Strip Butterfly Spread on CME Globex - July 28
Effective Sunday, July 28 (trade date, Monday July 29), a new exchange-defined Balanced Strip Butterfly futures spread will be made available for trading on CME Globex. The new spread will utilize a new strategy type (BB).
The Balanced Strip Butterfly spread will represent a differential spread composed of three legs having equidistant expirations—the near and deferred expirations of a Balanced Strip Butterfly on one side of the spread, and twice the quantity of the middle expirations of a pack on the other side (1:2:1).
Please review the client impact assessment for detailed spread construction and pricing examples.
The spread is currently available for customer testing in New Release.
The contracts are listed with, and subject to, the rules and regulations of CME.
NewEnabling User Defined Spreads on Specific NYMEX Energy Futures - September 15
Effective Sunday, September 15 (trade date Monday, September 16), pending completion of all regulatory review periods, UDS (User Defined Spread) will be enabled for specific NYMEX energy futures for trading on CME Globex.
Futures which share all of the following attributes are eligible for UDS:
- UnitOfMeasure (MDP 3.0: Tag 996)
- UnitOfMeasureQty (MDP 3.0: Tag 1147)
- SecurityGroup (MDP 3.0: Tag 1151)
Please review the client impact assessment for the list of products, technical specifications, and examples.
This change will be made available in New Release on Sunday, July 28.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
CME Globex Order Entry Web Service APIs - Q4 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 updated launch schedule.
This solution is currently available in the New Release environment; a production date will be announced in future notices.
iLink 3 CGW Migration - Deadline December 31
iLink 3 is now live in production for CGW since January 28, 2024. All customers using the Convenience Gateways (CGW) for order entry must complete their migration to iLink 3 by Tuesday, December 31, including functional certification and session migration as outlined in the client impact assessment.
A charge of $1,000 USD per iLink session per week is applied to each session that has not yet migrated to iLink 3. Port activation charges (PAC) and market inactivity charges (MIC) for new iLink 3 sessions for CGW will be waived automatically from creation through the end of October 2024.
Effective Sunday, February 2, 2025, iLink 2 on CGW will be decommissioned and all CGW sessions will support iLink 3.
Update on Order Routing and Front-End Audit Trail Requirements for iLink 3
As part of the iLink 3 migration, the following rules for an audit trail certification apply:
- All customer systems using Audit Trail 2.x CSV or FIX formats will be required to certify for Audit Trail 3.x CSV or FIX formats.
- Any certified Audit Trail 3.x CSV or FIX system that is not adding new functionality will not be required to recertify their audit trail system.
- Any certified Audit Trail 3.x CSV or FIX system that is adding new functionality or changes its Administrative Information Registration (On Demand or Pre-Registered) will be required to recertify their audit trail system.
- A new iLink 3.x CGW Order Entry System can be associated to an existing certified Audit Trail 3.x CSV or FIX system. Please send an email request to Audit Trail.
Only after your Order Entry is certified, please complete the questionnaire so an audit trail profile can be created. Audit Trail Production sample requirements guidelines can be found here.
More information regarding the iLink 3 audit trail test suite can be found at:
- iLink 3 - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules
- AutoCert+ Audit Trail for iLink 3 User Manual
Please contact Market Regulation Audit Trail Team if you have any questions.
Product Launches
Weather Futures and Options Q4 Strips - This Week
Effective this Sunday, July 14 (trade date Monday, July 15), pending completion of all regulatory review periods, Weather futures and options Q4 strips will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Weather Futures and Options Q4 Strips | |||
|---|---|---|---|
| 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 |
| CME Seasonal Strip Degree Days Index Futures - ATLANTA HDD Q4 | 4H1 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BOSTON HDD Q4 | 4HW | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BURBANK HDD Q4 | 4LP | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CHICAGO HDD Q4 | 4H2 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CINCINNATI HDD Q4 | 4H3 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - HOUSTON HDD Q4 | 4HR | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - NEW YORK HDD Q4 | 4H4 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - DALLAS HDD Q4 | 4H5 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - LAS VEGAS HDD Q4 | 4H0 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - MINNEAPOLIS HDD Q4 | 4HQ | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - SACRAMENTO HDD Q4 | 4HS | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PHILADELPHIA HDD Q4 | 4H6 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PORTLAND HDD Q4 | 4H7 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - AMSTERDAM HDD Q4 | 4D2 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - ESSEN HDD Q4 | 4D4 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - LONDON HDD Q4 | 4D0 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - PARIS HDD Q4 | 4D1 | HW | 316 |
| Pacific Rim Seasonal Strip Index Futures - TOKYO CAT Q4 | 4G6 | HW | 316 |
| CME Seasonal Strip Degree Days Index Options - ATLANTA HDD Q4 | 4H1 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BOSTON HDD Q4 | 4HW | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BURBANK HDD Q4 | 4LP | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CHICAGO HDD Q4 | 4H2 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CINCINNATI HDD Q4 | 4H3 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - HOUSTON HDD Q4 | 4HR | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - NEW YORK HDD Q4 | 4H4 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - DALLAS HDD Q4 | 4H5 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - LAS VEGAS HDD Q4 | 4H0 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - MINNEAPOLIS HDD Q4 | 4HQ | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - SACRAMENTO HDD Q4 | 4HS | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PHILADELPHIA HDD Q4 | 4H6 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PORTLAND HDD Q4 | 4H7 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - AMSTERDAM HDD Q4 | 4D2 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - ESSEN HDD Q4 | 4D4 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - LONDON HDD Q4 | 4D0 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - PARIS HDD Q4 | 4D1 | W7 (UDS W8) | 317 |
| Pacific Rim Seasonal Strip Index Options - TOKYO CAT Q4 | 4G6 | W7 (UDS W8) | 317 |
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 CME.
Crude Oil Tuesday and Thursday Weekly Options - July 21
Effective Sunday, July 21 (trade date Monday, July 22), pending completion of all regulatory review periods, Crude Oil Tuesday and Thursday Weekly options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| CRUDE OIL TUESDAY AND THURSDAY WEEKLY 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 |
MARKET DATA CHANNEL MDP 3.0 TAG 1180 - APPLID |
| Crude Oil Tuesday Weekly Option | NL1-NL5 | LO | 1N | 383 |
| Crude Oil Thursday Weekly Option | XL1-XL5 | LO | 1N | 383 |
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.
Listing Additional €STR Futures Spreads - July 21
Effective Sunday, July 21 (trade date Monday, July 22), the following €STR futures spreads will be listed on CME Globex.
| LISTING ADDITIONAL €STR FUTURES SPREADS | |||
|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | iLink: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | TAG 762-SecuritySubType |
| €STR Futures Butterfly | ESR | EY | BF |
| €STR Futures Double-Butterfly | ESR | EY | DF |
| €STR Futures Condor | ESR | EY | CF |
These spreads are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CME.
36 Monthly Contract Listing D4 Biodiesel RINs (OPIS) Futures vs. D6 Ethanol RINs (OPIS) Futures Spreads - July 28
Effective Sunday, July 28 (trade date Monday, July 29), D4 Biodiesel RINs (OPIS) futures vs. D6 Ethanol RINs (OPIS) futures spreads will be listed for 36 monthly contracts on CME Globex.
| Listing D4 Biodiesel RINs (OPIS) Futures vs. D6 Ethanol RINs (OPIS) Futures Spreads | |||
|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Tag 762- SecuritySubType |
| D4 Biodiesel RINs (OPIS) Futures vs. D6 Ethanol RINs (OPIS) Futures | RN4 | RI | 382 |
These spreads will be available for customer testing in New Release on Sunday, July 21.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Fed Funds Variation Futures - July 28
Effective Sunday, July 28 (trade date Monday, July 29), pending completion of all regulatory review periods, Fed Funds Variation Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Fed Funds Variation 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 |
| Fed Funds Variation Futures | FFV | ZV | 312 |
These futures will be available for customer testing in New Release on Sunday, July 14.
These contracts are listed with, and subject to, the rules and regulations of CME.
UpdateLaunching the CME EUR/USD Cross Currency Basis Index - July 28
† Denotes update to the article
†Effective Sunday, July 28 (trade date Monday July 29), the CME EUR/USD Cross Currency Basis Index (XEURBI) on CME Globex will be made available via MDP on the Benchmark Premium Channel (Channel 261), Interest Rate Channel (Channel 312) and on the CME Group Website.
†The CME EUR/USD Cross Currency Basis Index represents the difference in value between the Euro FX Future for the next IMM period and the theoretical price of the same Euro FX Futures contract according to covered interest parity.
| †LAUNCHING THE CME EUR/USD CROSS CURRENCY BASIS INDEX | ||
|---|---|---|
| INDEX NAME | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP | MARKET DATA CHANNEL MDP 3.0 TAG 1180 - APPLID |
| CME EUR/USD Cross Currency Basis Index | XEURBI | 261 - Benchmark Premium Channel 312 - Interest Rate Channel |
†This Index will be made available for customer testing in New Release on Channel 312 on Sunday, July 15.
†This Index will be made available for customer testing in New Release on Channel 261 on Wednesday, July 24.
Listing Henry Hub Natural Gas European Seasonal Strips - July 28
Effective Sunday, July 28 (trade date Monday, July 29), Henry Hub Natural Gas European Seasonal strips spreads will be listed for the current year as well as the next 12 years on CME Globex.
| Listing Henry Hub Natural Gas European Seasonal 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 | NG | NG | SA (Energy Strip) |
These spreads will be available for customer testing in New Release on Sunday, July 21.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Balanced Strip Butterfly Spread on CME Globex - July 28
Effective Sunday, July 28 (trade date, Monday July 29), a new exchange-defined Balanced Strip Butterfly futures spread will be made available for trading on CME Globex. The new spread will utilize a new strategy type (BB).
The Balanced Strip Butterfly spread will represent a differential spread composed of three legs having equidistant expirations—the near and deferred expirations of a Balanced Strip Butterfly on one side of the spread, and twice the quantity of the middle expirations of a pack on the other side (1:2:1).
Please review the client impact assessment for detailed spread construction and pricing examples.
The spread is currently available for customer testing in New Release.
The contracts are listed with, and subject to, the rules and regulations of CME.
NewWeather Futures and Options Q1 Strips - July 28
Effective Sunday, July 28 (trade date Monday, July 29), pending completion of all regulatory review periods, Weather Futures and Options Q1 Strips will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Weather Futures and Options Q1 Strips | |||
|---|---|---|---|
| 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 |
| CME Seasonal Strip Degree Days Index Futures - ATLANTA HDD Q1 | 1H1 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BOSTON HDD Q1 | 1HW | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BURBANK HDD Q1 | 1LP | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CHICAGO HDD Q1 | 1H2 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CINCINNATI HDD Q1 | 1H3 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - HOUSTON HDD Q1 | 1HR | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - NEW YORK HDD Q1 | 1H4 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - DALLAS HDD Q1 | 1H5 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - LAS VEGAS HDD Q1 | 1H0 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - MINNEAPOLIS HDD Q1 | 1HQ | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - SACRAMENTO HDD Q1 | 1HS | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PHILADELPHIA HDD Q1 | 1H6 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PORTLAND HDD Q1 | 1H7 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - AMSTERDAM HDD Q1 | 1D2 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - ESSEN HDD Q1 | 1D4 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - LONDON HDD Q1 | 1D0 | HW | 316 |
| CME European Seasonal Strip HDD Index Futures - PARIS HDD Q1 | 1D1 | HW | 316 |
| Pacific Rim Seasonal Strip Index Futures - TOKYO CAT Q1 | 1G6 | HW | 316 |
| CME Seasonal Strip Degree Days Index Options - ATLANTA HDD Q1 | 1H1 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BOSTON HDD Q1 | 1HW | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BURBANK HDD Q1 | 1LP | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CHICAGO HDD Q1 | 1H2 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CINCINNATI HDD Q1 | 1H3 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - HOUSTON HDD Q1 | 1HR | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - NEW YORK HDD Q1 | 1H4 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - DALLAS HDD Q1 | 1H5 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - LAS VEGAS HDD Q1 | 1H0 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - MINNEAPOLIS HDD Q1 | 1HQ | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - SACRAMENTO HDD Q1 | 1HS | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PHILADELPHIA HDD Q1 | 1H6 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PORTLAND HDD Q1 | 1H7 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - AMSTERDAM HDD Q1 | 1D2 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - ESSEN HDD Q1 | 1D4 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - LONDON HDD Q1 | 1D0 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip HDD Index Options - PARIS HDD Q1 | 1D1 | W7 (UDS W8) | 317 |
| Pacific Rim Seasonal Strip Index Options - TOKYO CAT Q1 | 1G6 | W7 (UDS W8) | 317 |
These futures and options will be available for customer testing in New Release on Sunday, July 21.
These contracts are listed with, and subject to, the rules and regulations of CME.
NewAdditional CME CF Cryptocurrency Pricing Data: Internet Computer and Ripple XRP Indices - July 29
Effective Monday, July 29, shortly after 10 a.m. London time, CME Group and CF Benchmarks will launch additional cryptocurrency pricing products designed to provide clients with transparent, robust, reliable reference rates and real-time pricing.
The pricing data will be offered via streamlined CME CF Cryptocurrency Pricing Market Data feed on channel 213 and through DataMine.
The feed will publish the following:
- Standardized Reference Rates in U.S. dollars shortly after 4 p.m. London time each day including weekends and bank holidays.
- Real Time Index pricing data (in U.S. Dollars), published approximately once every second.
| Additional CME CF Cryptocurrency Pricing Data: Internet Computer and Ripple XRP Indices | |
|---|---|
| Reference Rate and Real Time Index | Ticker |
| CME CF Internet Computer – Dollar Reference Rate | ICPUSD_RR |
| CME CF Internet Computer – Dollar Real Time Index | ICPUSD_RTI |
| CME CF Ripple XRP– Dollar Reference Rate | XRPUSD_RR |
| CME CF Ripple XRP– Dollar Real Time Index | XRPUSD_RTI |
Please note: These indices will not be used in the settlement of any contracts.
The additional cryptocurrency indices will be available for testing in New Release on Sunday, July 14. Certification is not required.
NewFX Cross Rate Futures - August 4
Effective Sunday, August 4 (trade date Monday, August 5), pending completion of all regulatory review periods, FX Cross Rate futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| FX Cross Rate 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 |
| British Pound Sterling/Canadian Dollar (GBP/CAD) Futures | PCD | NH | 314 |
| New Zealand Dollar/Japanese Yen (NZD/JPY) Futures | NJY | NJ | 314 |
| Euro/New Zealand Dollar (EUR/NZD) Futures | ENZ | NI | 314 |
| New Zealand Dollar/Canadian dollar (NZD/CAD) Futures | NZC | NL | 314 |
| British Pound Sterling/Australian Dollar (GBP/AUD) Futures | PAD | NP | 314 |
| Norwegian Krone/Swedish Krona (NOK/SEK) Futures | NSK | NR | 314 |
| British Pound Sterling/Norwegian Krone (GBP/NOK) Futures | PNK | NS | 314 |
| British Pound Sterling/Swedish Krona (GBP/SEK) Futures | PSK | NV | 314 |
These FX Cross Rate futures will be available for customer testing in New Release on Sunday, July 21.
These contracts are listed with, and subject to, the rules and regulations of CME.
NewD3 RINs and D4/D6 BALMO RINs - August 4
Effective Sunday, August 4 (trade date Monday, August 5), pending completion of all regulatory review periods, D3 RINs and D4/D6 BALMO RINs will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| D3 RINs and D4/D6 BALMO RINs | |||
|---|---|---|---|
| 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 |
| D3 Cellulosic RINs (OPIS) Futures | RN3 | RI | 382 |
| D4 Biodiesel RINs (OPIS) BALMO Futures | RN3 | RI | 382 |
| D6 Ethanol RINs (OPIS) BALMO Futures | R6B | RI | 382 |
| D3 Cellulosic RINs (OPIS) Average Price Option | RO3 | EF (EX-UDS) | 383 |
These futures and option will be available for customer testing in New Release on Sunday, July 21.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Product Changes
Change Non-Reviewable Range for Cryptocurrency Futures - This Week
Effective this Sunday, July 14 (trade date Monday, July 15), the Non-Reviewable Ranges for CME Cryptocurrency futures will be changed as follows:
| Change to Non-Reviewable Range for Cryptocurrency Futures | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Non-Reviewable Range |
New Non-Reviewable Range |
| Bitcoin Futures | BTC | BF | 1% | 400 Index Points |
| BTIC on Bitcoin futures against London Close (Bitcoin Reference Rate - BRR) | BTB | BX | 50% of Underlying NRR | 100 Index Points |
| BTIC on Bitcoin futures against New York Close (Bitcoin Reference Rate New York - BRRNY) | BNB | BI | 50% of Underlying NRR | 100 Index Points |
| BTIC on Bitcoin futures against APAC Close (Bitcoin Reference Rate APAC – BRRAP) | ABB | HB | 50% of Underlying NRR | 100 Index Points |
| Bitcoin Euro Futures | BTE | GB | 1% | 400 Index Points |
| Micro Bitcoin Euro Futures | EBM | GB | 1% | 400 Index Points |
| Micro Bitcoin Futures | MBT | BF | 1% | 400 Index Points |
| BTIC on Micro Bitcoin futures against London Close (Bitcoin Reference Rate - BRR) | MIB | BX | 50% of Underlying NRR | 100 Index Points |
| BTIC on Micro Bitcoin futures against New York Close (Bitcoin Reference Rate New York - BRRNY) | MYB | BI | 50% of Underlying NRR | 100 Index Points |
| BTIC on Micro Bitcoin futures against APAC Close (Bitcoin Reference Rate APAC - BRRAP) | AMB | HB | 50% of Underlying NRR | 100 Index Points |
| Ether/Bitcoin Ratio Futures | EBR | E3 | 200 Index Points | 400 Index Points |
| Ether Futures | ETH | EZ | 3% | 40.00 Index Points |
| BTIC on Ether futures against London Close (Ether-Dollar Reference Rate - ETHUSD_RR) | ETB | RJ | 50% of Underlying NRR | 10.00 Index Points |
| BTIC on Ether futures against New York Close (Ether-Dollar Reference Rate New York - ETHUSD_NY) | ENB | RJ | 50% of Underlying NRR | 10.00 Index Points |
| BTIC on Ether futures against APAC Close (Ether-Dollar Reference Rate APAC - ETHUSD_AP) | ATB | EC | 50% of Underlying NRR | 10.00 Index Points |
| Ether Euro Futures | ETE | OE | 3% | 40.00 Index Points |
| Micro Ether Euro Futures | EEM | OE | 3% | 40.00 Index Points |
| Micro Ether Futures | MET | EZ | 3% | 40.00 Index Points |
| BTIC on Micro Ether futures against London Close (Ether-Dollar Reference Rate - ETHUSD_RR) | EMB | RJ | 50% of Underlying NRR | 10.00 Index Points |
| BTIC on Micro Ether futures against New York Close (Ether-Dollar Reference Rate New York - ETHUSD_NY) | EYB | RN | 50% of Underlying NRR | 10.00 Index Points |
| BTIC on Micro Ether futures against APAC Close (Ether-Dollar Reference Rate APAC - ETHUSD_AP) | AHB | EC | 50% of Underlying NRR | 10.00 Index Points |
The risk parameter settings for these and all CME Globex products are defined in the CME Globex Product Reference.
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.
Settlement Prices for FX Future Markers - July 21
Effective Sunday, July 21 (trade date Monday, July 22), settlement prices for non-tradable FX futures markers will be disseminated on CME Globex.
FX markers provide informational reference points that participants can use to calculate internal valuations of corresponding futures positions. For more information and calculation methodology, visit the FX marker webpage.
The settlements on non-tradable marker products will be published approximately at 4:00 p.m. London Time. The prices will be rounded to the tradable tick and published to CME Group website.
| Settlement Prices for FX Future Markers | |||
|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Market Data Channel |
| Euro FX Futures 4:00 p.m. London Marker | ZYEC | 01 | 314 |
| Mexican Peso Futures 4:00 p.m. London Marker | ZYMP | ||
| British Pound Futures 4:00 p.m. London Marker | ZYBP | ||
| Japanese Yen Futures 4:00 p.m. London Marker | ZYJ1 | ||
| Canadian Dollar Futures 4:00 p.m. London Marker | ZYC1 | ||
| Australian Dollar Futures 4:00 p.m. London Marker | ZYAD | 01 | 314 |
| Brazilian Dollar Futures 4:00 p.m. London Marker | ZYBR | ||
| Swiss Franc Futures 4:00 p.m. London Marker | ZYE1 | ||
| New Zealand Dollar Futures 4:00 p.m. London Marker | ZYNE | ||
| Euro/British Pound Futures 4:00 p.m. London Marker | ZYRP | ||
| South African Rand Futures 4:00 p.m. London Marker | ZYRA | ||
| Euro/Japanese Yen Futures 4:00 p.m. London Marker | ZYRY | ||
| Euro/Swiss Franc Futures 4:00 p.m. London Marker | ZYRF | 314 | |
| USD/Offshore RMB (CNH) Futures 4:00 p.m. London Marker | ZYCN | 01 | |
| Indian Rupee Futures 4:00 p.m. London Marker | ZYSI | ||
| Norwegian Krone Futures 4:00 p.m. London Marker | ZYUN | ||
| Swedish Krona Futures 4:00 p.m. London Marker | ZYSE | ||
Markers are sent in the MDP 3.0 Market Data Incremental Refresh (tag 35-MsgType=X) with the following attributes:
- Tag 279- MDUpdateAction will be set to 0 = New
- Tag 269-MDEntryType will be set to 6 = Settlement Price
- Tag 5796-Trading Reference will display the date for which the marker price was calculated
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 Change for Crude Oil Weekly Options - July 21
Effective Sunday, July 21 (trade date Monday, July 22), the listing cycle for the following Crude Oil Weekly options will be amended on CME Globex.
Additionally, the holiday exception is removed from the termination of trading rule, so trading always terminates on the contract day.
| LISTING CYCLE CHANGE FOR CRUDE OIL WEEKLY 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 |
CURRENT LISTING SCHEDULE | NEW LISTING SCHEDULE |
| Crude Oil Monday Weekly Option | ML1-ML5 | LO | 1N | Weekly contracts listed for 4 consecutive weeks. | Weekly contracts listed for 4 consecutive weeks. No weekly contract listed if it would expire on a non-business day |
| Crude Oil Wednesday Weekly Option | WL1-WL5 | LO | 1N | ||
| Crude Oil Friday Weekly Option | LO1-LO5 | LO | 1N | ||
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.
Listing Additional Eris Swap Futures Spreads - July 21
Effective Sunday, July 21 (trade date Monday, July 22), CME Group will add additional Eris Swap futures calendar spreads for the three nearest off-the-run contract months on CME Globex. Currently spreads are only available for the two on-the-run contract months.
| Listing Additional Eris Swap Futures Spreads | |||||
|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Tag 762- SecuritySubType |
Current Listing Schedule | New Listing Schedule |
| 1-Year Eris SOFR Swap Futures | YIA | EB | SP | Calendar spread between two (2) On-the-Run Contract Months | Calendar spreads between two (2) On-the-Run Contract Months plus the first three (3) Off-the-Run Contract Months |
| 2-Year Eris SOFR Swap Futures | YIT | EB | SP | ||
| 3-Year Eris SOFR Swap Futures | YIC | EB | RT | ||
| 4-Year Eris SOFR Swap Futures | YID | EB | RT | ||
| 5-Year Eris SOFR Swap Futures | YIW | EB | RT | ||
| 7-Year Eris SOFR Swap Futures | YIB | EJ | RT | ||
| 10-Year Eris SOFR Swap Futures | YIY | EJ | RT | ||
| 12-Year Eris SOFR Swap Futures | YII | EJ | RT | ||
| 15-Year Eris SOFR Swap Futures | YIL | EK | RT | ||
| 20-Year Eris SOFR Swap Futures | YIO | EK | RT | ||
| 30-Year Eris SOFR Swap Futures | YIE | EK | RT | ||
These spreads will be available for customer testing in New Release on Sunday, July 14.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
Listing Cycle Expansion for Henry Hub Natural Gas Look-Alike Last Day Financial European Seasonal Strips - July 28
Effective Sunday, July 28 (trade date Monday, July 29), the listing cycle for the following Henry Hub Natural Gas Look-Alike Last Day Financial European Seasonal strips will be expanded on CME Globex.
| Listing Cycle Expansion for Henry Hub Natural Gas Look-Alike Last Day Financial European Seasonal Strips | ||||
|---|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
Current Listing Schedule | New Listing Schedule |
| Henry Hub Natural Gas Look-Alike Last Day Financial Futures | HH | NG | 4 years | Current year and the next 12 years |
These products will be available for customer testing in New Release on Sunday, July 14.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Change to Minimum Price Increment for Scandinavian FX Futures: Resting Order Elimination - July 28
Effective Sunday, July 28 (trade date Monday, July 29), the minimum price increment (tag 969-MinPriceIncrement) and †display factor (tag9787-DisplayFactor) will be changed for the below products:
To facilitate the change, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders after the close on Friday, July 26. After 16:00 CT on Friday, July 26 all GT orders for this future will be cancelled or deleted by the CME Global Command Center (GCC).
| Scandinavian FX Futures | ||||||
|---|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current tag 969 - MinPriceIncrement | New tag 969 - MinPriceIncrement | †Current TAG 9787-DISPLAYFACTOR |
†NEW TAG 9787-DISPLAYFACTOR |
| Norwegian Krone/U.S. Dollar (NOK/USD) Futures
|
NOK
|
NO
|
1
|
25
|
5
|
6
|
| Swedish Krona/U.S. Dollar (SEK/USD) Futures
|
SEK
|
SE
|
1
|
25
|
5
|
6
|
| Euro/Norwegian Krone (EUR/NOK) Futures
|
ENK
|
FM
|
5
|
25
|
4
|
4
|
| Euro/Swedish Krona (EUR/SEK) Futures
|
ESK
|
FS
|
5
|
25
|
4
|
4
|
This change will impact trades for outright futures only. Spreads remain the same.
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.
Events and Announcements
Revised CME Globex Messaging Efficiency Program and Resources - October 1
Effective trade date Tuesday, October 1, CME Group will revise the CME Globex Messaging Efficiency Program (Program) to more effectively target messaging that can negatively impact system performance, impair efficient access to the market, and create unnecessary infrastructure and processing costs for market participants.
The existing Program will remain in effect through Monday, September 30, and will be retired when the revised Program is implemented on Tuesday, October 1.
The following changes will be made under the revised Program:
- Message scoring will be calculated and applied for the entire CME Globex trading session versus the current hours between 7:00 a.m. – 3:15 p.m. Central Time (CT)
- Previously excluded instruments and back months will be included and scored at a reduced weighting
To account for these changes, messaging tiers will be expanded.
To assist potentially impacted firms on a T+1 basis following the conclusion of trade date July 1, CME Group will notify assigned messaging contacts of any instances where product group benchmarks have been exceeded using the revised Program scoring methodology.
For more information, view CME Globex Messaging Efficiency Program Resources such as:
- Current Program and Benchmarks
- Upcoming Program and Benchmarks
- CME Globex Messaging Efficiency Program Holiday Calendar
- CME Globex Messaging Policy
For questions, contact the Global Command Center (GCC) at 1 800 438 8616 or Global Account Management.