• CME Globex Notices: September 15, 2014

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Account Management
      • #
      • 20140915
      • Notice Date
      • 18 September 2014
      • Effective Date
      • 18 September 2014

    • Topics in this issue include:

      Critical System Updates

      New iLink Architecture

      In Q1 2014, CME Group launched the first Phase of new iLink Architecture, Market Segment Gateway (MSGW) for TAS markets only. In Q1 2015, CME Group will launch Phase 2 of this initiative, which will implement Market Segment Gateways throughout the rest of the iLink infrastructure, to provide:

      • FIFO ordered message handling per market segment.
      • Elimination of variability associated with multiple sessions across multiple gateways.

      All customers are encouraged to review the new iLink Architecture Client Impact Assessment.

      The Phase 2 launch will allow customers to access the Market Segment Gateways directly which will involve a new session ID model, messaging and functionality changes. Customers may choose to access CME Globex markets through the MSGWs or the current Convenience Gateways (CGWs), which will continue to be supported and will route through the MSGWs.

      Phase 2 will be launched over several weekends. Prior to each launch weekend, CME Group will conduct a mock trading session. MSGWs will be available in New Release for customer testing in Q4 2014. A new MSGW certification suite will be available in AutoCert+ in Q4 2014. Customer systems who want to connect directly to the MSGW must complete this mandatory certification. Additional information on the MSGW launch schedules and mock trading sessions will be published in the CME Globex Notices.

      Details on the new iLink Architecture roadmap can be found online. For an overview of the new iLink architecture, please review the iLink Architecture webinar.

      Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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      New iLink Failover Process

      Beginning in October 2014, CME Group will introduce a new iLink failover process to improve customers’ ability to recover from a CME Globex component failure.

      When a CME Globex component fails over from the primary to backup instance, customer iLink messages will be rejected with Session Level Reject (tag 35=3) messages including tag 58=Technical Error – Market Segment: <MarketSegmentID> is not available at this time. After the backup instance is up, order entry will be allowed again.

      Currently, messages sent during failover are not guaranteed to be acknowledged by CME Globex. This new iLink Failover Process change will affect all iLink sessions.

      Detailed information including this failover behavior change is now available online.

      The new iLink failover process will be available for customer testing in New Release in September.

      Further details on the launch schedule will be published in future CME Globex Notices.

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      Update - New CME Globex Market Data Protocol

      Beginning on September 28, 2014 (trade date Monday, September 29), CME Group will introduce Market Data Platform (MDP) 3.0, a low latency and direct data access solution designed to improve customers' ability to process and act on real-time price information. The new MDP 3.0 Channels will run in parallel with the current FIX/FAST Channels for six months after completion of the rollout of all MDP 3.0 channels.

      The complete Market Data Platform implementation schedule is available in the Client System Wiki.

      Customer systems receiving market data via CME Globex must complete mandatory certification via AutoCert+.

      Important MDP 3.0 Updates:

      • This weekend, CME Globex is making internal changes in preparation for the MDP 3.0 launch. These changes may result in minor performance variations in the CME Globex Equity Futures markets, tag 1300-MarketSegmentID = 64 and FIX/FAST channel 7.
      • A Mock Trading Session will be held on Saturday, September 27. Customers must register online to participate. For more information about the Mock Trading Session please view the Mock Trading Session Overview.

      MDP 3.0 includes:

      • Simple Binary Encoding (SBE); replaces the current FAST compression model
      • FIX 5.0 (SP2) Market by Price messaging formats
      • Event-driven market price and trade information
      • Enhanced market state dissemination
      • Increased timestamp granularity
      • Opt-In functionality for Order identifier on both market data and order entry messages

      The client impact assessment, functional specifications, and message specifications provide detailed functionality and messaging information.

      MDP 3.0 channels and functionality are currently available in New Release.

      Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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      MDP 3.0 Decoder

      Real Logic Ltd. and Informatica have collaborated to create open source tools that provide extensive support for Simple Binary Encoding (SBE), the messaging standard developed through the Financial Information Exchange (FIX) Trading Community. The SBE decoders will create an environment that can be used directly by customers or treated as a reference implementation that can be extended into custom solutions tailored to individual customer's needs. The information and tool are open to the public under an Apache Public License and available here.

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      iLink and Drop Copy Enhancements for MDP 3.0 Trade Summary Message

      Starting Sunday, September 28 (trade date Monday, September 29), and following the production launch of MDP 3.0 channels, iLink will introduce opt-in functionality for displaying tag 37-OrderID in the MDP 3.0 trade summary message (tag 35-MsgType=X). Tag 37-OrderID is the anonymous, CME Globex-assigned order identifier.

      Following the production launch of each MDP 3.0 channel, customers may choose to opt-in their orders using the FPL-defined FIX tag 1091-PreTradeAnonymity. The Trade Summary message, which announces the trade to the marketplace, will include tag 37-OrderID values for orders where tag 1091=N. Tag 37-OrderID values will be published on market data for trades only.

      Drop Copy will also support the new tag 1091-PreTradeAnonymity at launch.

      The new iLink tag 1091-PreTradeAnonymity can be submitted on the following messages:

      • New Order (tag 35-MsgType=D)
      • Order Cancel/Replace Request(tag 35-MsgType=G)
      • New Order Cross (tag 35-MsgType=s)
      • Mass Quote (tag 35-MsgType=i)

      Tag 1091-PreTradeAnonymity will be returned on the following iLink messages only when a valid value is sent on the originating message:

      • Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
      • Execution Report: Order Cancel(tag 35-MsgType=8, OrdStatus=4)
      • Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
        • only for spreads and outrights
      • Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
      • Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
      • Order Cancel/Replace Reject (tag 35-MsgType=9, tag 434-CancelRejResponseTo=2)
      • Quote Acknowledgement (tag 35-MsgType=b)

      Please note that tag 1091-PreTradeAnonymity sent prior to the production launch of each MDP 3.0 channels will not be guaranteed to be returned on the iLink outbound messages from CME Globex to Client System.

      tag 1091-PreTradeAnonymity
      Tag FIX Name Req Valid Values Format Description
      1091 PreTradeAnonymity N Y
      N      		 Boolean (1) Defines whether the tag 37-OrderID will be included in the Trade Summary message in MDP 3.0.
      If tag is not sent or sent with “Y”, tag 37-OrderID value will not appear in the Trade Summary message.
      If tag is sent with “N”, tag 37-OrderID will appear in the Trade Summary message.

      If the tag 1091-PreTradeAnonymity value exceeds the max length of 1 byte, New Orders and Order Cancel/Replace Requests will be rejected with a Session Level Reject (35=3) and Mass Quotes and New Order Cross will be rejected with a Business Level Reject message (35=j) with tag 380-BusinessRejectReason = 0. Any invalid value will be ignored and the tag 37-OrderID will not be displayed in the Trade Summary message.

      Current iLink message specifications are available online.

      Certification is not required for iLink and Drop Copy customers who wish to use the new opt-in tag 1091-PreTradeAnonymity. All customers are required to certify for and migrate to the new MDP 3.0.

      Tag 1091-PreTradeAnonymity is currently available for customer testing in New Release.

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      Streamlined FIX/FAST – Eris Exchange

      Effective Monday, October 20, CME Group will introduce a new tag to the streamlined FIX/FAST Eris Exchange Market Data Incremental Refresh Message. A new streamlined FIX/FAST Template file will be available on the CME Group ftp site on Sunday, October 5.

      Streamlined FIX/FAST – Eris Exchange
      Tag Field Name Description
      37508 CalFutPx Calculated Futures Price using the formula A + B – C + 100, where:
      • A = Swap NPV
      • B = Historical fixed and floating amounts
      • C = Eris PAI ™

      For more information about the Calculated Futures Price.

      The new tag and streamlined FIX/FAST Template file will be available in New Release on Monday, September 22.

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      Drop Copy 4.0 Implementation

      In Q1 2015, CME Group will introduce a new Drop Copy implementation to provide further consistency across iLink and Drop Copy. The new Drop Copy 4.0 implementation will have both functional and messaging changes as compared to the existing Drop Copy service.

      The new Drop Copy 4.0 implementations will include:

      • Harmonized customer experience between iLink and Drop Copy
      • New message format with encapsulated message type.
      • New supported FIX tags on Drop Copy messages – inbound and outbound
      • Harmonized resend behavior (elimination of Application Resend functionality to align with iLink)
      • Harmonized customer experience between iLink and Drop Copy
      • Sequencing by market segment (see: New iLink Architecture client impact assessment)
      • Robust fault tolerance

      The client impact assessment, functional specifications, and message specifications provide detailed functionality and messaging information.

      The existing implementation of Drop Copy will be phased out on a date to be published in the CME Globex Notices. All customers leveraging the Drop Copy service must be certified by that date.

      With the new implementation, the Drop Copy service will have a new session model where customers will have access to two types of target sessions:

      • Drop Copy Convenience Gateway (CGW) target session - consumers manage sequence streams from Convenience Gateway iLink source sessions across all market segments.
      • Drop Copy Market Segment Gateway target session – consumers manage sequence streams from Market Segment Gateway iLink source sessions per unique market segment; with the possibility of having the same sequence numbers from multiple market segments.

      To migrate to the new Drop Copy service, customers will be offered the ability to compare the new and the existing Drop Copy service implementations. Customers will be able to choose one Drop Copy Convenience Gateway (CGW) target session per Drop Copy group to compare it in parallel to a new Drop Copy group CGW target session. Customers need to coordinate migration efforts with their account manager to complete the full Drop Copy migration to the new Drop Copy Group(s). Customers can request Drop Copy CGW and/or Drop Copy MSGW target sessions.

      Certification and New Release Drop Copy sessions will be re-issued by your to Global Account Manager upon customer request.

      A new Drop Copy certification suite will be available in AutoCert+. Customer systems leveraging the Drop Copy service must complete this mandatory certification.

      Certification environments for customer testing will be available in Q4 2014.

      Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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      New - Self-Match Prevention Enhancements

      Pending regulatory review periods, CME Group has targeted Q4 2014 to launch enhancements to the CME Globex Self-Match Prevention (SMP).

      With these enhancements, iLink customers will be able to dictate whether the resting or aggressing order is cancelled in the event of a self-match. In addition, for FIFO-only markets, orders will only be cancelled if they would have matched. Currently, when Self-Match Prevention is triggered, CME Globex cancels all resting orders with the same SMP ID and Executing Firm ID at all executable price levels.

      This launch introduces new iLink tags and values. Detailed information, including messaging impacts and launch schedules, is available in the Client Impact Assessment. The new SMP enhancements will be available for customer testing in New Release on Monday, September 29. Customer certification is not required, but CME Group strongly recommends all system providers test these changes thoroughly in New Release.

      Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

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      New - Negative Price Eligibility for User-Defined Spreads

      Effective Q4 2014, CME Globex will add the negative price eligibility flag in the Security Definition (tag 35-MsgType=d) message for eligible User-Defined Spreads (UDS).

      Currently, CME Globex accepts orders and mass quotes with negative prices for Buy-Sell options strategies, with the exception of Option Vertical Strategies tag 762-SecuritySubType=VT, but the Negative Price eligibility flag in the Security Definition message is not populated.

      With this change, the following tags and values will be used to identify this eligibility via the Security Definition Market Data messages for UDS. There are no changes to the current functionality.

      Negative Price Eligibility for User-Defined Spreads
      Market Data Feed Tags & Values
      FIX/FAST Tag 871-InstAttribType = 24 and
      Tag 872-InstAttribValue = 11
      MDP 3.0 Tag 872-InstAttribValue, Bit 10

      These new values will be available for customer testing in New Release on Monday, September 22.

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      Product Launches

      Eurodollar Bundle Futures and Options

      Effective this Sunday, September 21 (trade date Monday, September 22), the following Eurodollar Bundle futures and options will be listed for trading on CME Globex, open outcry and for submission for clearing through CME ClearPort.

      Eurodollar Bundle Futures and Options

      Product

      		 FIX/FAST and iLink: tag 1151-Security
      Group MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      (Outrights)      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      (UDS)
      2-Year Eurodollar Bundle Futures BU2 GE --
      2-Year Eurodollar Bundle Options BU2 U1 U$
      3-Year Eurodollar Bundle Futures BU3 GE --
      3-Year Eurodollar Bundle Options BU3 U1 U$
      5-Year Eurodollar Bundle Futures BU5 GE --
      5-Year Eurodollar Bundle Options BU5 U1 U$

      The Eurodollar Bundle futures and options are currently available in the New Release for customer testing.

      Please view the New Product Summary.

      ITC 2.1 ticker test will be held on Friday, September 19 at approximately 6:45 p.m. Central Time (CT) for customer testing.

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

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      Update - Crude Oil Option on Semi-Annual Strip

      Effective Sunday, September 21 (trade date Monday, September 22), Crude Oil option on Semi-Annual Strip will be listed for trading on CME Globex.

      Crude Oil Option on Semi-Annual Strip
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      (Outrights)      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      (UDS)
      Crude Oil Option on Semi-Annual Strip 6Y OF P2
      Crude Oil Option on Semi-Annual Strip (Synthetic) 8SS 09 --

      This product is currently available in New Release for customer testing.

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

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      New - Fuel Oil Energy Spreads

      Effective Sunday, September 28 (trade date Monday, September 29), the following energy spreads will be listed for trading on CME Globex.

      Fuel Oil Energy Spreads
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 tag 762-SecuritySubType Current Listing Cycle
      3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures FO PT Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      Gulf Coast No. 6 Fuel Oil (Platts) Crack Spread Futures MGH RF Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures UV PT Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      NY 1% Fuel Oil (Platts) vs. Gulf Coast 3% Fuel Oil (Platts) Futures VR PT Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      Gulf Coast No.6 Fuel Oil 3.0% (Platts) Brent Crack Spread Futures GCI RF Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures BOO RF Calendar Spread (SP)
      Futures Strip (FS)
      Balanced Strip (SB)
      • All calendar spreads for 24 months
      • 8 quarterly strips,2 yearly strips
      • 7 quarterly strip spreads
      Gulf Coast No. 6 Fuel Oil 3.0% (Platts) Futures MFB-CL PT Inter-commodity Spread (IS) List inter-commodity spreads for the first and second active CL maturities.

      These spreads will be available for customer testing in New Release on Monday, September 22.

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      European Gasoil (100mt) Bullet Future Strips Spreads

      Effective Sunday, October 5 (trade date Monday, October 6), European Gasoil (100mt) Bullet futures strips spread will be listed for trading on CME Globex.

      European Gasoil (100mt) Bullet Future Strips Spreads
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 tag 762-SecuritySubType Listing Cycle
      European Gasoil (100mt) Bullet futures GLI CMS Strip (FS)
      • Balance of year
      • Quarterlies for 2 years
      • Yearly strips for 6 years
      • Half-yearly for 6 years

      These spread will be available for customer testing in New Release on Monday, September 29.

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      Korea Exchange (KRX) USD/KRW FX Futures

      Effective Q4 2014, Korea Exchange (KRX) will list USD/KRW FX futures (tag1151-SecurityGroup=KUF, tag 55-Symbol=KR) for trading on CME Globex, pending regulatory approval.

      Korea Exchange (KRX) USD/KRW FX Futures
      Product FIX/FAST and iLink: tag 1151-Security
      Group MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      USD/KRW FX futures KUF KR

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

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

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      CME Europe Gas Futures

      In Q4 2014, CME Europe will list the following energy futures for trading on CME Globex and clearing submission via CME ClearPort.

      CME Europe Gas Futures
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      UK Natural Gas (ICIS Heren) Calendar Future (Variable Quantity) UKE JQ
      Dutch Natural Gas (ICIS Heren) Calendar Future(Variable Quantity) DUE JQ
      German Gaspool Natural Gas (ICIS Heren) Calendar Future (Variable Quantity) GRE JQ
      German NCG Natural Gas (ICIS Heren) Calendar Future (Variable Quantity) GNE JQ
      Austrian Natural Gas (ICIS Heren) Calendar Future (Variable Quantity) ASE JQ
      German NCG Natural Gas (ICIS Heren) vs. Dutch Natural Gas (ICIS Heren) Spread Calendar Future(Variable Quantity) GME JQ
      German Gaspool Natural Gas (ICIS Heren) vs. Dutch Natural Gas (ICIS Heren) Spread Calendar Future (Variable Quantity) GGE JQ
      UK Natural Gas (ICIS Heren) vs. Dutch Natural Gas (ICIS Heren) (Euro per MWh) Spread Future(Variable Quantity) NVT JQ
      Dutch Natural Gas Daily Future (Variable Quantity) TDE JQ
      Dutch Natural Gas Calendar Month Future (Variable Quantity) TME JQ
      UK Natural Gas Daily Future NDE JQ
      UK Natural Gas Calendar Month Future (Variable Quantity) NME JQ

      Detailed information regarding these contracts is available in the Client System Wiki.

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

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      CME Europe Cocoa Futures

      In Q4 2014, pending regulatory product approval, CME Europe will list the following Cocoa futures for trading on CME Globex and for clearing submission via CME ClearPort.

      CME Europe Cocoa Futures
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Cocoa Future CCP JX
      Cocoa NY (ICE) Future CCC JX

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

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      Product Changes

      European Gasoil (100mt) Bullet Futures Contract Changes

      Effective this Sunday, September 21 (trade date Monday, September 22), the listing cycle for European Gasoil (100mt) Bullet Futures will be expanded on CME Globex.

      In addition, there will be a change to minimum tick increment Tag 969-MinPriceIncrement pending regulatory review periods.

      European Gasoil (100mt) Bullet Futures Contract Changes
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Current Tick tag 969-MinPriceIncrement New Tick tag 969-MinPriceIncrement Current Listing Rule New Listing Rule
      European Gasoil (100mt) Bullet Futures GLI CM 25 5 Current year + the next 3 years Current year + the next 6 years

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      Matching Algorithm Harmonization for Equity Products

      Effective this Sunday, September 21 (trade date Monday, September 22), pending regulatory approval, the CME Globex match algorithm for the following equity products will be modified "F" FIFO to be consistent with other CBOT and CME equity products.

      Matching Algorithm Harmonization for Equity Products

      Product

      		 FIX/FAST and iLink: tag 1151-Security
      Group MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Current Match Algorithm New Match Algorithm
      CBOT Dow Jones Industrial Average Index Futures ($10 Multiplier) Calendars Spreads ZD ZD O F
      CBOT E-mini Dow Jones Industrial Average Index Futures ($5 Multiplier) Calendars Spreads YM YM O F
      CBOT Dow Jones Industrial Average Index Futures ($25 Multiplier) Calendars Spreads DD DD O F
      CBOT US Real Estate Index Futures RX RX T F
      CME Master Limited Partnership Futures MLP MP K F
      CME Quarterly and Serial Options on Yen Denominated Nikkei Stock Average Futures Quarterly: NKW
      Serial: NKY      		 Quarterly: N3
      Serial: N4      		 K F

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

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      KC HRW Wheat Futures Matching Algorithm

      Effective this Sunday, September 21 (trade date Monday, September 22), pending regulatory approval, the CME Globex match algorithm for KC HRW Wheat futures and spreads will be modified to "K" (40/60 FIFO Pro-Rata). Currently, the match algorithm is "O" 100 percent Pro-Rata.

      KC HRW Wheat Futures Matching Algorithm
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      KC HRW Wheat futures and spreads KE KE

      With this change, the CME Globex match algorithm for KC HRW Wheat futures and spreads will be consistent with other CBOT grain & oilseed products.

      This change is currently available in New Release for customer testing.

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      Variable Tick Increment Changes for Options on E-mini NASDAQ 100 Index Futures and Options on NASDAQ 100 Index Futures

      Effective this Sunday, September 21 (trade date Monday, September 22), variable tick for options on E-mini NASDAQ 100 Index futures and options on NASDAQ 100 Index futures to 5.00 points from 3.00 points. With this change, the Variable Tick Table (VTT) will change from 10 to 04.

      Variable Tick Increment Changes for Options on E-mini NASDAQ 100 Index Futures and Options on NASDAQ 100 Index Futures
      Options FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      E-mini NASDAQ 100 Options NQ QZ
      E-mini NASDAQ 100 End-of-Month Options QNE NW
      E-mini NASDAQ 100 Weekly Options (1-4) QN1-4 NW
      NASDAQ 100 Options ND XH
      NASDAQ 100 Weekly Options (1-4) DN1-4 XH
      NASDAQ 100 End-of-Month Options DNE XH

      The Variable Tick Table (VTT) values and corresponding minimum tick increments per price are defined in the instrument’s Security Definition message (tag 35-MsgType=d) in the repeating group tag 871-InstAttribType=23, tag 872-InstAttribValue=variable tick table value, as described in the Client Systems Wiki.

      This change is currently available for customer testing in New Release.

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      Listing Schedule Expansion for Short-dated New Crop Options

      Effective this Sunday, September 21 (trade date Monday, September 22), the listing cycle for the following Short-dated New Crop options will be expanded from one crop year to two crop years:

      Product Listing Schedule Expansion for Short-dated New Crop Options
      Options FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Current Listing Schedule New ListingSchedule

      Short-Dated New Crop Corn Options

      OCD

      OC

      List March, May, July, and September maturities for one year.

      List January, February, March, April, May, June July, August, and September maturities for two years.

      Short-Dated New Crop Soybean Options

      OSD

      SQ

      List March, May, July, and September maturities for one year.

      List January, February, March, April, May, June July, August, and September maturities for two years.

      Short-Dated New Crop Wheat Options

      OWD

      OW

      List December, March, and May maturities for one year.

      List December, March, and May maturities for two years.

      KC HRW Wheat Short-Dated New Crop Options

      KWE

      OK

      List December, March, and May maturities for one year.

      List December, March, and May maturities for two years.

      Additional information on this change is available online.

      This change is currently available in New Release for customer testing.

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      Fuel Oil Spreads

      Effective this Sunday, September 21 (for trade date Monday, September 22), the listing cycle will be expanded for the following energy spreads listed on CME Globex.

      Fuel Oil Spreads
      Future FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Current Listing Cycle New Listing Cycle
      Gulf Coast No. 6 Fuel Oil 3.0% (Platts) Futures MFB PT 18 month calendar spreads
      4 quarterly strips
      3 quarterly strip spreads
      		 24 month calendar spreads
      8 quarterly strips
      7 quarterly strip spreads
      2 yearly Strips
      Gulf Coast No. 6 Fuel Oil 3.0% (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures GCU PT 18 month calendar spreads
      4 quarterly strips
      3 quarterly strip spreads
      		 24 month calendar spreads
      8 quarterly strips
      7 quarterly strip spreads
      2 yearly Strips
      New York Harbor Residual Fuel 1.0% (Platts) Futures MM PT 18 month calendar spreads
      4 quarterly strips
      		 24 month calendar spreads
      8 quarterly strips
      7 quarterly strip spreads
      2 yearly strips

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

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

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      Match Algorithm Changes for 5-Year, 3-Year and 2-Year Treasury Note Futures Calendar Spreads

      Effective Sunday, October 5 (trade date Monday, October 6), pending regulatory approval the CME Globex match algorithm for the 5-Year, 3-Year and 2-Year Treasury Note futures calendar spreads will be modified to a 20% FIFO/80% Pro-Rata split. Currently, the match algorithm is 100% Pro-Rata.

      Match Algorithm Changes for 5-Year, 3-Year and 2-Year Treasury Note Futures Calendar Spreads

      Product

      		 FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 tag 762-SecuritySubType
      2-Year U.S. Treasury Note Futures ZT ZB SP
      3-Year U.S. Treasury Note Futures Z3N ZB SP
      5-Year U.S. Treasury Note Futures ZF ZB SP

      FIX tag 1142-MatchAlgorithm will remain "K" for these products.

      This change is currently available in the New Release Environment for customer testing.

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

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      Update - TOP Order Allocation Minimum/Maximum Quantity Changes

      Effective Sunday, October 5 (trade date Monday, October 6), pending regulatory approval, the TOP order allocation maximum quantity will be changed for the following Interest Rate products.

      TOP Order Allocation Quantity Changes
      Instrument FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 Strategy Type TOP Order Allocation Minimum Current TOP Order Allocation Minimum Future TOP Order Allocation Maximum Current TOP Order Allocation Maximum Future
      30-Day Fed Funds Futures ZQ Outrights
      Spreads (SP, BF, CF, FS)      		 25 1 250 30000
      2-Year U.S. Treasury Note Futures ZT Outrights
      Butterfly Spreads ( BF)      		 1 1 1500 19999
      ZT Standard Calendar Spread (SP) 1 1 1500 29999
      3-Year U.S. Treasury Note Futures Z3N Outrights
      Butterfly Spreads ( BF)      		 1 1 1500 19999
      Z3N Standard Calendar Spread (SP) 1 1 1500 29999
      5-Year U.S. Treasury Note Futures ZF Standard Calendar Spread (SP) 1 1 2500 29999
      ZF DSF-Treasury Spread (DI) 1 1 2500 29999
      10-Year U.S. Treasury Note Futures ZN Reduced Tick Calendar Spread (RT) 1 1 2500 29999
      ZN DSF-Treasury Spread (DI) 1 1 2500 29999
      U.S. Treasury Bond Futures ZB Reduced Tick Calendar Spread (RT) 1 1 2500 29999
      Ultra T-Bond Futures UB Reduced Tick Calendar Spread (RT) 1 1 2500 29999
      UB DSF-Treasury Spread (DI) 1 1 2500 29999

      This change is designed to harmonize TOP behavior across the CME Group Interest Rate futures. This match algorithm enhancement is currently available in the New Release Environment for customer testing.

      More information about TOP functionality is available in the Client Systems Wiki.

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      New - Harmonization of Top Order Allocation Maximum for Deliverable Swap Futures Calendar Spreads

      Effective Sunday, October 19 (trade date Monday, October 20), pending regulatory approval, the TOP order allocation maximum quantity will be changed for the following USD and EUR Deliverable Swap Futures (DSF) Calendar Spreads.

      Harmonization of Top Order Allocation Maximum Changes
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 tag 762-SecuritySubType Match Algorithm Current Top Order Allocation Maximum New Top Order Allocation Maximum Maximum Quantity
      2-Year Deliverable Interest Rate Swap Futures T1U ZB Calendar Spread
      (SP)      		 K 1500 29999 29999
      5-Year Deliverable Interest Rate Swap Futures F1U ZB Reducted Tick Calendar Spread
      (RT)      		 K 2500 29999 29999
      10-Year Deliverable Interest Rate Swap Futures N1U ZB Reducted Tick Calendar Spread
      (RT)      		 K 2500 29999 29999
      30-Year Deliverable Interest Rate Swap Futures B1U ZB Reducted Tick Calendar Spread
      (RT)      		 K 2500 29999 29999
      2-Year Euro-Denominated Deliverable Interest Rate Swap Futures T1E ZB Calendar Spread
      (SP)      		 K 1500 29999 29999
      5-Year Euro-Denominated Deliverable Interest Rate Swap Futures F1E ZB Reducted Tick Calendar Spread
      (RT)      		 K 2500 29999 29999
      10-Year Euro-Denominated Deliverable Interest Rate Swap Futures N1E ZB Reducted Tick Calendar Spread
      (RT)      		 K 2500 29999 29999

      This change is designed to harmonize TOP behavior across the Interest Rate futures complex. These changes will be available in the New Release Environment for customer testing on Monday, September 29.

      More information about TOP functionality is available in the Client Systems Wiki.

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      Korea Exchange (KRX) Listing Cycle Expansion for KOSPI 200 Futures

      Effective Q4 2014, Korea Exchange (KRX) will list three additional expiration months whose expiration is longer than one year for KOSPI 200 futures (tag1151-SecurityGroup=K2F, tag 55-Symbol=K2) for trading on CME Globex, pending regulatory approval.

      Korea Exchange (KRX) Listing Cycle Expansion for KOSPI 200 Futures
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      KOSPI 200 futures K2F K2

      The new expiration months are currently available for customer testing in New Release.

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

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      Changes to Bursa Malaysia Derivative Berhad (BMD) 5-year Malaysian Government Securities (FMG5)

      Pending regulatory approval, Bursa Malaysia Derivatives Berhad (BMD) will make the following changes to 5-year Malaysian Government Securities futures on CME Globex, in Q4 2014.

      Changes to Bursa Malaysia Derivative Berhad (BMD) 5-year Malaysian Government Securities (FMG5)
      Product FIX/FAST and iLink: tag 1151-Security Group
      MDP 3.0: tag 6937-Asset      		 Current FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 New FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Current Trading Hours New Trading Hours
      5-year Malaysian Government Securities futures FMG5 BI B5

      First trading session: Malaysian Standard Time: 9:00 a.m. - 12:30 p.m.(Central Time (CT) 8:00 p.m. to 11:30 p.m.)

      Second trading session: Malaysian Standard Time: 2:30 p.m. - 5:00 p.m.((CT) 1:30 a.m. to 4:00 a.m.)

      First trading session: Malaysian Standard Time: 9:00 a.m. - 12:30 p.m.((CT) 8:00 p.m. to 11:30 p.m.)

      Second trading session: Malaysian Standard Time: 2:30 p.m. - 6:00 p.m. ((CT) Time 1:30 a.m. to 5:00 a.m.)

      With these changes, the final settlement time will be modified from 12 p.m. (CT) to 7 a.m. (CT).

      Additional information on these changes is available online.

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

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      Events and Announcements

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      Your valuable input will help identify areas for future enhancement or improvement.

      Complete the User Feedback Survey.

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