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

Critical Updates

Balanced Strip Butterfly Spread on CME Globex - This Week

Effective this 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.

New3DES Cipher Deprecation for all Customer VPN Connections  - August 2024

By the end of August 2024, as part of continued security measures and best practices to deprecate legacy security protocols and ciphers, CME Group will no longer support 3DES cipher. Please plan to move off of 3DES to keep the ability to connect via VPN.

To continue using IKEv1, please choose to  move to another supported policy such as AES256+SHA256. This is the simplest and recommended method for existing connections. 

If you wish to migrate your VPN to IKEv2, please contact Global Account Management to arrange a network engineering session for implementation.

For reference, please see supported VPN settings.

Enabling 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.

Advertised Routes Update for Google Cloud Access via Client-Managed Connectivity Solutions - October 12

To prepare for the upcoming migration of CME Group services to Google Cloud, effective Saturday, October 12, the following Public IP Prefixes will be advertised on all CME Group connectivity options. Clients should ensure their networking teams are aware of and prepared for this change to ensure no interruption of services.

Production Ranges	New Release, Certification and CL2 Ranges
208.112.144.0/24 208.112.145.0/24 208.112.146.0/24 208.112.147.0/24 208.112.160.0/24 208.112.161.0/24 208.112.162.0/24 208.112.163.0/24 208.112.176.0/24 208.112.177.0/24 208.112.178.0/24 208.112.179.0/24 208.112.240.0/24 208.112.241.0/24 208.112.242.0/24 208.112.243.0/24	208.112.208.0/24 208.112.209.0/24 208.112.210.0/24 208.112.211.0/24 208.112.224.0/24 208.112.225.0/24 208.112.226.0/24 208.112.227.0/24

Update Mass Quote Protection Enhancements  - October 13

† Denotes update to the article

†Effective Sunday, October 13, the following Mass Quote Protection (MQP) types will be decommissioned:

• New Quote Fill (X)
• Execution (Y)
• Buy/Sell (Sides)

Please Note: CME Group will continue to support the existing MQP types - Traded Quantity (Z) † and Delta (D).

MQP types will be supported as follows:

MQP TYPES	CURRENT	OCTOBER 13
New - Fill % (F)	†Supported	Supported
Traded Quantity (Z)	Supported	Supported
New Quote Fill (X)	Supported	Decommissioned
Execution (Y)	Supported	Decommissioned
Buy/Sell (Sides)	Supported	Decommissioned
Delta (D)	Supported	†Supported

All iLink Mass Quote customers are encouraged to migrate to the Fill % (F) type as early as possible prior to the current MQP types decommission.

NewMDP 3.0 SBE Schema Update  - Starting October 13

To support future enhancements for futures and options markets, including CME Spot+, on CME Globex, the MDP 3.0 SBE core schema will be updated to version 13 starting Sunday, October 13, 2024 (trade date Monday, October 14, 2024), and concluding Sunday, January 12, 2025 (trade date Monday, January 13, 2025).

Futures and options channels on CME Globex are currently utilizing core schema version 9. To ease customer development efforts, the new SBE schema files will support template extension for MDP 3.0 messages. For client systems that do not support template extension, the schema update is not backward compatible, and the MDP 3.0 messages sent from CME Globex cannot be decoded.

In conjunction with the core schema futures and options update, the futures and options markets will leverage a new separate schema dedicated to TCP recovery for UDP effective Sunday, November 24, 2024.

Please review the client impact assessment for full technical details and launch schedule.

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.

This Index is currently available for customer testing in New Release on Channel 312.

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 - This Week

Effective this 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 - This Week

Effective this 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.

Weather Futures and Options Q1 Strips  - This Week

Effective this 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 are currently available for customer testing in New Release.

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

Additional 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 are currently available for testing in New Release. Certification is not required.

FX 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) Cross Rate Futures	PCD	NH	314
New Zealand Dollar/Japanese Yen (NZD/JPY) Cross Rate Futures	NJY	NJ	314
Euro/New Zealand Dollar (EUR/NZD) Cross Rate Futures	ENZ	NI	314
New Zealand Dollar/Canadian dollar (NZD/CAD) Cross Rate Futures	NZC	NL	314
British Pound Sterling/Australian Dollar (GBP/AUD) Cross Rate Futures	PAD	NP	314
Norwegian Krone/Swedish Krona (NOK/SEK) Cross Rate Futures	NSK	NR	314
British Pound Sterling/Norwegian Krone (GBP/NOK) Cross Rate Futures	PNK	NS	314
British Pound Sterling/Swedish Krona (GBP/SEK) Cross Rate Futures	PSK	NV	314

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

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

D3 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 options are currently available for customer testing in New Release.

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

NewAdjusted Interest Rate S&P 500 Total Return Index (SOFR) Futures  - August 25

Effective Sunday, August 25 (trade date Monday, August 26), pending completion of all regulatory review periods, Adjusted Interest Rate (AIR) S&P 500 Total Return Index (SOFR) Futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

AIR SOFR Total Return Index (SOFR) 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	Example of MDP 3.0 TAG 55-SYMBOL
Adjusted Interest Rate S&P 500 Total Return (SOFR) Futures	ASPR	0B	318	ASPRZ24
BTIC on Adjusted Interest Rate S&P 500 Total Return (SOFR) Futures	ASPT	BV		ASPTZ24

These futures will be available for customer testing in New Release on Sunday, August 5.

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

NewListing Additional Invoice Swap Spread Candidates  - August 25

Effective Sunday, August 25 (trade date Monday, August 26), pending completion of all regulatory review periods, additional Invoice Swap Spread Candidates will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Listing Additional Invoice Swap Spread Candidates
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
Ten-Year Treasury Invoice Swap Spread - Fourth Candidate	TYD	SH	344
Ultra Ten-Year Treasury Invoice Swap Spread - Fourth Candidate	TND	SX
Treasury Bond Invoice Swap Spread - Fourth Candidate	UTD	S3
Long-Term Treasury Bond Invoice Swap Spread - Fourth Candidate	UBI	SZ

These Swap Spreads will be available for customer testing in New Release on Sunday, August 4.

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

Product Changes

NewDelisting and Removal of USD/ZAR Futures and USD/CLP Futures  - This Week

On Monday, July 22, the following USD/ZAR Futures and USD/CLP Futures were delisted, and effective close of business Friday, July 19, these FX Futures and related spreads were removed from CME Globex.

Delisting and Removal of USD/ZAR Futures and USD/CLP Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
USD/ZAR Futures	ZAR	6Z
USD/CLP Futures	CHL	6H

These futures currently have no open interest.

CME will continue to list Chilean Peso/U.S. Dollar (CLP/USD) Futures (Commodity code: CHP) and South African Rand/U.S. Dollar (ZAR/USD) Futures (Commodity code: RA).

Changes to Listing Schedule and Strike Listing for Low Sulphur Gasoil Calendar Spread Option Contracts - This Week

Effective this Sunday, July 28 (trade date Monday, July 29), pending completion of all regulatory review periods, the listing schedule and the strike price listing will be amended as follows on CME Globex:

 

Changes to Listing Schedule and Strike Listing for Low Sulphur Gasoil Calendar Spread Option on CME Globex
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	Current Listing Schedule	New Listing Schedule	Current Strike Price Listing	New Strike Price Listing
European Low Sulphur Gasoil Calendar Spread Option 1-Month	GXA	PC	Trading terminates on the business day immediately preceding the expiration of the first expiring futures contract in the spread.	Trading shall terminate at the close of trading on the last trade date of the first expiring Low Sulphur Gasoil (100mt) Bullet Futures contract in the spread.	Dynamic strikes only at $0.25 per gallon increment.	Minimum at-the-money strike at $0.25 per metric ton increment plus dynamic strikes at $0.25 per metric ton increment.
European Low Sulphur Gasoil Calendar Spread Option 2-Month	GXB
European Low Sulphur Gasoil Calendar Spread Option 3-Month	GXC
European Low Sulphur Gasoil Calendar Spread Option 6-Month	GXM
European Low Sulphur Gasoil Calendar Spread Option 12-Month	GXZ

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

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

Listing Cycle Expansion for Henry Hub Natural Gas Look-Alike Last Day Financial European Seasonal Strips - This Week

Effective this 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 are currently available for customer testing in New Release.

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 - This Week

Effective this 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.

NewRenaming Treasury Invoice Swap Candidates  - August 25

Effective Sunday, August 25 (trade date Monday, August 26), the Treasury Invoice Swaps will be renamed as follows:

Renaming Treasury Invoice Swaps
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
Ten-Year Treasury Invoice Swap – Initial	Ten-Year Treasury Invoice Swap - First Candidate	NA1	06
Ten-Year Treasury Invoice Swap -- Secondary	Ten-Year Treasury Invoice Swap - Second Candidate	NA2
Ten-Year Treasury Invoice Swap – Tertiary	Ten-Year Treasury Invoice Swap - Third Candidate	N3A
Treasury Bond Invoice Swap – Initial	Treasury Bond Invoice Swap - First Candidate	B1A
Treasury Bond Invoice Swap -- Secondary	Treasury Bond Invoice Swap - Second Candidate	B2A
Treasury Bond Invoice Swap – Tertiary	Treasury Bond Invoice Swap - Third Candidate	B3A
Long-Term Treasury Bond Invoice Swap – Initial	Long-Term Treasury Bond Invoice Swap - First Candidate	U1A
Long-Term Treasury Bond Invoice Swap -- Secondary	Long-Term Treasury Bond Invoice Swap - Second Candidate	U2A
Long-Term Treasury Bond Invoice Swap – Tertiary	Long-Term Treasury Bond Invoice Swap - Third Candidate	U3A

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

Delisting and Removal of BSBY Futures - October 14

Effective Monday, October 14, the following BSBY futures will be delisted, and effective close of business Friday, October 18, these futures will be removed from CME Globex.

Delisting and Removal of BSBY Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
Three-Month Bloomberg Short-Term Bank Yield Index (BSBY) Futures	BSB	BW

Open interest for these futures is being converted to Three-Month SOFR Futures as part of this delisting, please review the Special Executive Report (SER) for additional details.

These futures currently have no open interest.

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.