Expansion of Heating Oil 1 Month CSO
Effective this Sunday, January 27 (trade date Monday, January 28), the listing cycle for the Heating Oil 1 Month Calendar Spread Options (CSO) (tag 1151-SecurityGroup=FAY, tag 55-Symbol=XZ) ITC Code=FA) will be expanded to list the first 35 consecutive one-month spreads. Currently, the first 3 consecutive one-month spreads are listed at any given time.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
This change is currently available in New Release for customer testing.
CME Globex Equity Index Circuit Breaker and Daily Price Limit Changes for Futures and Options
Effective Sunday, February 3, 2013 (trade date Monday, February 4), changes to circuit breaker methodology and price limits will be introduced on CME Globex for Equity Index futures and options, pending regulatory review periods.
Currently, price limits are established on a quarterly basis based upon the average closing price of the lead month futures contract in December, March, June and September. With this change, the width of the equity index futures price limit band will be calculated daily, based on the underlying cash equity index.
Customers are strongly encouraged to utilize the FIX/FAST Security Status (tag 35-MsgType=f) messages to obtain the daily price limits (tag 332-HighPx; tag 333-LowPx) to avoid the rejection of orders that breach price limit thresholds.
Customers may also obtain the daily price limits from the Security Definition (tag 35-MsgType=d, tag 1149-HighLimitPrice and 1150-LowLimitPrice) messages on the instrument replay feed.
These changes are currently available for customer testing in New Release.
If you have any questions, please contact the CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.
Aluminum MW US Transaction Premium Platts (25MT) Futures MDP Channel Change
Effective Sunday, February 10, the Aluminum MW US Transaction Premium Platts (25MT) futures (tag-1151 SecurityGroup=AUP, tag 55-Symbol=ST) will be migrated to Market Data Platform (MDP) channel 33. Currently, these futures are broadcast via MDP channel 32.
This change will be available for customer testing in New Release on Monday, February 4.
These contracts are listed with, and subject to, the rules and regulations of COMEX.