For the latest roadmap of CME Group technology initiatives:
See the Development Launch Schedule.
Critical Updates
3DES 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 is currently available in New Release for customer testing
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 |
Mass Quote Protection Type Decommission - October 13
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.
MDP 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.
CME FX Spot+ - March 2025
Effective March 2025, CME Group will launch CME FX Spot Plus (CME FX Spot+), a new tradable spot FX instrument, leveraging CME FX Link liquidity to bring together OTC spot FX and FX futures.
CME FX Spot+ will enable spot FX market participants to tap into CME FX futures liquidity through an open, transparent central limit order book while giving FX futures users broader access to OTC liquidity. This unique liquidity connection will be made possible by implied matching through CME FX Link, a liquid, tradable spread between OTC spot FX and FX futures.
The FX Spot+ products will be available for the following currency pairs: EUR/USD, GBP/USD, AUD/USD, NZD/USD, USD/JPY, USD/CAD, USD/CHF, and USD/MXN.
All of the CME FX Spot+ products will be available in the New Release environment for customer testing on Monday, November 11, 2024.
More information on these new products and the associated messaging and functionality enhancements is available in the CME FX Spot+ client impact assessment. A new CME FX Spot+ Credit Overview is also available with credit features and details for both FX Link and CME FX Spot+.
NewDecommission of MGEX Markets on CME Globex -Q2 2025
Effective end of Q2 2025, order routing and market data for Minneapolis Grain Exchange (MGEX) products, which includes Hard Red Spring Wheat, will no longer be available via CME Globex. Existing order routing customers to MGEX markets and customers wishing to pursue market access to MGEX should contact futures@miaxglobal.com.
For CME Group specific questions, contact Global Account Management.
Product Launches
Adjusted 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 are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CME.
Listing 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 spreads are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
Weather Q2 Strip Futures and Options - August 25
Effective Sunday, August 25 (trade date Monday, August 26), pending completion of all regulatory review periods, Weather Q2 futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| Weather Q2 Strip Futures and 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 |
| CME Seasonal Strip Degree Days Index Futures - ATLANTA CDD Q2 | 2K1 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BOSTON CDD Q2 | 2KW | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - BURBANK CDD Q2 | 2KP | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CHICAGO CDD Q2 | 2K2 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - CINCINNATI CDD Q2 | 2K3 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - HOUSTON CDD Q2 | 2KR | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - NEW YORK CDD Q2 | 2K4 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - DALLAS CDD Q2 | 2K5 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - LAS VEGAS CDD Q2 | 2K0 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - MINNEAPOLIS CDD Q2 | 2KQ | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - SACRAMENTO CDD Q2 | 2KS | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PHILADELPHIA CDD Q2 | 2K6 | HW | 316 |
| CME Seasonal Strip Degree Days Index Futures - PORTLAND CDD Q2 | 2K7 | HW | 316 |
| CME European Seasonal Strip CAT Index Futures - AMSTERDAM CAT Q2 | G22 | HW | 316 |
| CME European Seasonal Strip CAT Index Futures - ESSEN CAT Q2 | G42 | HW | 316 |
| CME European Seasonal Strip CAT Index Futures - LONDON CAT Q2 | G02 | HW | 316 |
| CME European Seasonal Strip CAT Index Futures - PARIS CAT Q2 | G12 | HW | 316 |
| Pacific Rim Seasonal Strip Index Futures - TOKYO CAT Q2 | G62 | HW | 316 |
| CME Seasonal Strip Degree Days Index Options - ATLANTA CDD Q2 | 2K1 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BOSTON CDD Q2 | 2KW | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - BURBANK CDD Q2 | 2KP | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CHICAGO CDD Q2 | 2K2 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - CINCINNATI CDD Q2 | 2K3 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - HOUSTON CDD Q2 | 2KR | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - NEW YORK CDD Q2 | 2K4 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - DALLAS CDD Q2 | 2K5 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - LAS VEGAS CDD Q2 | 2K0 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - MINNEAPOLIS CDD Q2 | 2KQ | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - SACRAMENTO CDD Q2 | 2KS | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PHILADELPHIA CDD Q2 | 2K6 | W7 (UDS W8) | 317 |
| CME Seasonal Strip Degree Days Index Options - PORTLAND CDD Q2 | 2K7 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip CAT Index Options - AMSTERDAM CAT Q2 | G22 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip CAT Index Options - ESSEN CAT Q2 | G42 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip CAT Index Options - LONDON CAT Q2 | G02 | W7 (UDS W8) | 317 |
| CME European Seasonal Strip CAT Index Options - PARIS CAT Q2 | G12 | W7 (UDS W8) | 317 |
| Pacific Rim Seasonal Strip Index Options - TOKYO CAT Q2 | G62 | 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.
WTI Houston vs. WTI Midland Trade Month Average Price Option - August 25
Effective Sunday, August 25 (trade date Monday, August 26), pending completion of all regulatory review periods, WTI Houston vs. WTI Midland Trade Month Average Price options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.
| WTI Houston vs. WTI Midland Trade Month Average Price Option | |||
|---|---|---|---|
| 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 |
| WTI Houston vs. WTI Midland Trade Month Average Price Option | LHN | EF | 383 |
The WTI Houston vs. WTI Midland Trade Month Average Price options are currently available for customer testing in New Release.
The contracts are listed with, and subject to, the rules and regulations of NYMEX.
Listing California Low Carbon Fuel Standard (OPIS) Futures Spreads - September 15
Effective Sunday, September 15 (trade date Monday, September 16), California Low Carbon Fuel Standard (OPIS) futures spreads will be listed for 12 months and all Dec vs. Dec on CME Globex.
| Listing California Low Carbon Fuel Standard (OPIS) Futures Spreads | |||
|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Tag 762- SecuritySubType |
| California Low Carbon Fuel Standard (OPIS) Futures | LCS | VX | SP (Standard Calendar Spread) |
These spreads will be available for customer testing in New Release on Sunday, August 25.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Bursa Malaysia Derivatives (BMD) USD Used Cooking Oil FOB Straits (Platts) Futures - December 15
Effective Sunday, December 15 (trade date Monday, December 16), subject to receipt of regulatory approval prior to such date, the Bursa Malaysia Derivatives (BMD) USD Used Cooking Oil FOB Straits (Platts) futures and spreads will be made available for trading on CME Globex.
| Bursa Malaysia Derivatives (BMD) USD Used Cooking Oil FOB STRAITS (PLATTS) Futures | |||
|---|---|---|---|
| PRODUCT | MDP 3.0: TAG 6937-ASSET | ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP |
MARKET DATA CHANNEL |
| USD Used Cooking Oil FOB Straits (Platts) Futures | FUCO | BY | 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
Renaming Adjusted Interest Rate Total Return Futures August 18
Effective Sunday, August 18 (trade date Monday, August 19), the Adjusted Interest Rate Total Return futures will be renamed to clarify their benchmark reference funding rate.
| Renaming Adjusted Interest Rate Total Return 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 |
| Adjusted Interest Rate Russell 2000 Total Return Futures | Adjusted Interest Rate Russell 2000 Total Return (EFFR) Futures | A2R | 0B |
| BTIC on Adjusted Interest Rate Russell 2000 Total Return Futures | BTIC on Adjusted Interest Rate Russell 2000 Total Return (EFFR) Futures | A2T | BV |
| Adjusted Interest Rate Dow Jones Industrial Average Total Return Index Futures | Adjusted Interest Rate Dow Jones Industrial Average Total Return (EFFR) Futures | ADR | 0B |
| BTIC on Adjusted Interest Rate Dow Jones Industrial Average Total Return Index Futures | BTIC on Adjusted Interest Rate Dow Jones Industrial Average Total Return (EFFR) Futures | ADT | DH |
| Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures | Adjusted Interest Rate FTSE-100 Total Return Declared Dividend (SONIA) Futures | AFR | FL |
| BTIC on Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures | BTIC on Adjusted Interest Rate FTSE-100 Total Return Declared Dividend (SONIA) Futures | AFT | FI |
| Adjusted Interest Rate Nasdaq-100 Total Return Futures | Adjusted Interest Rate Nasdaq-100 Total Return (EFFR) Futures | AQR | 0B |
| BTIC on Adjusted Interest Rate Nasdaq-100 Total Return Futures | BTIC on Adjusted Interest Rate Nasdaq-100 Total Return (EFFR) Futures | AQT | BV |
| Adjusted Interest Rate Russell 1000 Total Return Futures | Adjusted Interest Rate Russell 1000 Total Return (EFFR) Futures | ARR | 0B |
| BTIC on Adjusted Interest Rate Russell 1000 Total Return Futures | BTIC on Adjusted Interest Rate Russell 1000 Total Return (EFFR) Futures | ART | BV |
| Adjusted Interest Rate S&P 500 Total Return Futures | Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures | ASR | 0B |
| BTIC on Adjusted Interest Rate S&P 500 Total Return Futures | BTIC on Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures | AST | BV |
These contracts are listed with, and subject to, the rules and regulations of CME and CBOT.
Renaming 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.
NewChange to Strike Price Listings for Certain Equity Options - August 25
Effective Sunday, August 25 (trade date Monday, August 26), the strike price listing rule will be changed for the Equity Options below on CME Globex and for submission for clearing via CME ClearPort.
| Change to Strike Price Listings for Certain Equity Options | ||||
|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current Strike Price Listing | New Strike Price Listing |
| E-mini S&P 500 Monday Weekly Options - Week 1-5 | E1A-E5A | EW | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 100 index point increment. Dynamic strikes at 5 index point increment. When less than 750 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 50 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 10% above the at-the-money strike and 20% below the at-the-money strike at 25 index point increment plus persistent 100 and 2100 strikes. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 10 index point increment. When less than 10 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 5 index point increment.
|
Strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 100 index point increment. Additional strikes listed for 10% above the at-the-money strike and 15% below the at-the-money strike at 50 index point increment, and strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 25 index point increment plus persistent 100 and 2100 strikes. Dynamic strikes at 5 index point increments. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 10 index point increment. When less than 10 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 5 index point increment. |
| E-mini S&P 500 Tuesday Weekly Options - Week 1-5 | E1B-E5B | EW | ||
| E-mini S&P 500 Wednesday Weekly Options - Week 1-5 | E1C-E5C | EW | ||
| E-mini S&P 500 Thursday Weekly Options - Week 1-5 | E1D-E5D | EW | ||
| E-mini S&P 500 Weekly Options – Week 1, 2, 4 | EW1, EW2, EW4 | EW | ||
| Monday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) | X1A-X5A | EO | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 100 index point increment. When less than 750 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 50 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 10% above the at-the-money strike and 20% below the at-the-money strike at 25 index point increment plus persistent 100 and 2100 strikes. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 10 index point increment. When less than 10 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 5 index point increment. |
Strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 100 index point increment. Additional strikes listed for 10% above the at-the-money strike and 15% below the at-the-money strike at 50 index point increment, and strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 25 index point increment plus persistent 100 and 2100 strikes. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 10 index point increment. When less than 10 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 5 index point increment. |
| Tuesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) | X1B-X5B | EO | ||
| Wednesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) | X1C-X5C | EO | ||
| Thursday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style) | X1D-X5D | EO | ||
| Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1, 2, 4 (European-Style) | EX1, EX2, EX4 | EO | ||
| E-mini Nasdaq-100 Monday Weekly Options - Week 1-5 | Q1A-Q5A | NW | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 500 index point increment plus dynamic strikes at 10 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 20% above the at-the-money strike and 40% below the at-the-money strike at 250 index point increment. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 100 index point increment. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 4% above the at-the-money strike and 8% below the at-the-money strike at 25 index point increment. When less than 3 days remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 10 index point increment. |
Strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 500 index point increment. Additional strikes listed for 10% above the at-the-money strike and 15% below the at-the-money strike at 250 index point increment, as well as strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 100 index point increment. Dynamic strikes at 10 index point increments. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 4% above the at-the-money strike and 8% below the at-the-money strike at 25 index point increment. When less than 3 days remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 10 index point increment. |
| Tuesday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | Q1B-Q5B | NW | ||
| E-mini Nasdaq-100 Wednesday Weekly Options - Week 1-5 | Q1C-Q5C | NW | ||
| Thursday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | Q1D-Q5D | NW | ||
| Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1, 2, 4 (European-Style) | QN1, QN2, QN4 | NW | ||
| Monday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | D1A-D5A | NE | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 500 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 20% above the at-the-money strike and 40% below the at-the-money strike at 250 index point increment. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 100 index point increment. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 4% above the at-the-money strike and 8% below the at-the-money strike at 25 index point increment. When less than 3 days remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 10 index point increment. |
Strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 500 index point increment. Additional strikes listed for 10% above the at-the-money strike and 15% below the at-the-money strike at 250 index point increment, as well as strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 100 index point increment. When less than 21 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 4% above the at-the-money strike and 8% below the at-the-money strike at 25 index point increment. When less than 3 days remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 10 index point increment. |
| Tuesday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | D1B-D5B | NE | ||
| Wednesday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | D1C-D5C | NE | ||
| Thursday Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style) | D1D-D5D | NE | ||
| Weekly Options on Micro E-mini Nasdaq-100 Index Futures - Week 1, 2, 4 (European-Style) | MQ1, MQ2, MQ4 | NE | ||
| E-mini Russell 2000 Monday Weekly Options - Week 1-5 | R1A-R5A | R4 | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 100 index point increment plus dynamic strikes at 5 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 20% below the at-the-money strike at 50 index point increment. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 25 index point increment. When less than 14 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 10 index point increment. When less than 1 day remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 5 index point increment. |
Strikes listed for 15% above the at-the-money strike and 30% below the at-the-money strike at 100 index point increment. Additional strikes listed for 10% above the at-the-money strike and 15% below the at-the-money strike at 50 index point increment, and strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 25 index point increment, plus dynamic strikes at 5 index point increments. When less than 7 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 7% below the at-the-money strike at 10 index point increment. When less than 1 day remains until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 5 index point increment. |
| Tuesday Options on E-mini Russell 2000 Futures - Week 1-5 | R1U-R5U | R4 | ||
| E-mini Russell 2000 Wednesday Weekly Options - Week 1-5 | R1C-R5C | R4 | ||
| Thursday Options on E-mini Russell 2000 Futures - Week 1-5 | R1D-R5D | R4 | ||
| E-mini Russell 2000 Weekly Options - Week 1, 2, 4 | E-mini Russell 2000 Weekly Options - Week 1, 2, 4 | R4 | ||
| E-mini Russell 2000 Options | RTO | R4 | Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 100 index point increment plus dynamic strikes at 5 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 20% below the at-the-money strike at 50 index point increment. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 25 index point increment. When less than 14 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 10 index point increment. When less than 1 day remain until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 5 index point increment. |
Strikes listed for 40% above the at-the-money strike and 80% below the at-the-money strike at 100 index point increment plus dynamic strikes at 5 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 20% below the at-the-money strike at 50 index point increment. When less than 66 days remain until expiration (DTE), additional strikes listed for 7% above the at-the-money strike and 14% below the at-the-money strike at 25 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 7% below the at-the-money strike at 10 index point increment. When less than 1 day remains until expiration (DTE), additional strikes listed for 3% above the at-the-money strike and 6% below the at-the-money strike at 5 index point increment. |
| E-mini Russell 2000 EOM Options | RTM | R4 | ||
| E-mini Russell 2000 Weekly Options - Week 3 | R3E | R4 | ||
| Options on E-mini Dow Jones Industrial Average Index Futures - End-of-Month (European-Style) | EYM | C9 | Strikes listed for 30% above the at-the-money strike and 50% below the at-the-money strike at 1000 index point increment plus dynamic strikes at 50 index point increment. When less than 35 days remain until expiration (DTE), additional strikes listed for 10% above the at-the-money strike and 20% below the at-the-money strike at 100 index point increment. When less than 14 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. |
Strikes listed for 30% above the at-the-money strike and 50% below the at-the-money strike at 1000 index point increment plus dynamic strikes at 50 index point increment. When less than 96 days remain until expiration (DTE), additional strikes listed for 10% above the at-the-money strike and 20% below the at-the-money strike at 100 index point increment. When less than 7 days remain until expiration (DTE), additional strikes listed for 5% above the at-the-money strike and 10% below the at-the-money strike at 50 index point increment. |
| Options on E-mini Dow Jones Industrial Average Index Futures | OYM | C9 | ||
| Weekly Options on E-mini Dow Jones Industrial Average Index Futures Week 1-4 (European-Style) | YM1-YM4 | C9 | ||
These options will be available for customer testing in New Release on Sunday, August 18.
These contracts are listed with, and subject to, the rules and regulations of CME and 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.
