• Trading at Settlement (TAS) for Agricultural Futures

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Account Management
      • #
      • 20150521
      • Notice Date
      • 21 May 2015
      • Effective Date
      • 14 June 2015
    • Effective Sunday, June 14 (trade date Monday, June 15), pending regulatory review, TAS (Trading at Settlement) futures and calendar spreads will be listed for trading on CME Globex for Agricultural futures.

      Trading at Settlement (TAS) for Agricultural Futures
      Product FIX/FAST and iLink: tag 1151-SecurityGroup
      MDP 3.0: tag 6937-Asset
      FIX/FAST and iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group
      Soybean TAS SBT TA
      Soybean Oil TAS ZLT TA
      Soybean Meal TAS ZMT TA
      Corn TAS ZCT TP
      Chicago SRW Wheat TAS ZWT TW
      KC HRW Wheat TAS KET TW
      Live Cattle TAS LET TH
      Feeder Cattle TAS GFT TH
      Lean Hogs TAS HET TH

      Customers must use a Phase 1 MSGW iLink session to enter TAS orders during the first five minutes of the pre-open; after the first five minutes all iLink sessions can enter orders. Please contact your Clearing Firm to request a Phase 1 MSGW session.

      Please note: these products and spreads are not cabinet price eligible, but the outright futures will contain a non-zero value in the FIX/FAST Security Definition messages (tag 35=d), tag 9850-MinCabPrice. MDP 3.0 Security Definition messages will correctly reflect cabinet ineligibility in tag 9850.

      These TAS products will be available in New Release for customer testing on Monday, June 1.

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

      Additional information on TAS Agricultural futures is available at  cmegroup.com/agtas.

      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.