Critical System Updates | ||||||||||||
Dow Jones and S&P Market Data Dissemination
The new source IPs are currently available in the config.xml file on the Source IP Changes for BM&FBOVESPA and Mexder on the Market Data Platform These changes are currently available in New Release. As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice. If you have any questions or concerns, please contact your New User Defined Spread Combination Expiration Rules With this change, CME Globex will assign the expiration date and time as either the earliest leg expiration or the end of the current trading week, whichever occurs first. If there is a working Good ‘Till Cancel (GTC) order on the Combo after the close on Friday, the expiration will be extended an additional week. This extension will repeat as many times as necessary until the earliest leg expires. Tag 866-EventDate contains this expiration date and time in the Market Data Platform FIX/FAST Security Definition (tag 35-MsgType=d) message. Currently, an options strategy remains an active contract on CME Globex for two weeks or until the leg with the shortest maturity expires, unless there is any activity during the week of expiration. Please note: This change will not impact the expiration rules for the Covered, which continues to expire at the end of the trading date in which it has been created. This launch will be phased in as follow:
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This change is currently available for customer testing in New Release.
Detailed information including functionality and messaging for UDS Combos Expiration and Extension are available in the Client Systems Wiki.
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.
KCBT Product Migration to CBOT
Effective Sunday, December 8 (trade date Monday, December 9), Kansas City Board of Trade (KCBT) products will migrate from a KCBT DCM (Designated Contract Market) to Chicago Board of Trade (CBOT) DCM, subject to regulatory review and approval. The current governmental shutdown may impact the launch date.
These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today. With this change, the value in tag 207-SecurityExchange and Market Data Platform channels will be updated as follows:
KCBT Product Migration to CBOT |
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Product | tag 1151-SecurityGroup | tag 55-Symbol | Current tag 207-SecurityExchange |
New tag 207-SecurityExchange |
Current MDP Channel |
New MDP Channel |
KC Hard Red Winter (HRW) Wheat Futures | KE | KE | XKBT | XCBT | 120 | 111 |
KC Hard Red Winter (HRW) Wheat Options | OKE | OK | XKBT | XCBT | 121 | 112 |
KC Hard Red Winter (HRW) Wheat Short-Dated New Crop Options | KWE | OK | XKBT | XCBT | 121 | 112 |
KC Hard Red Winter (HRW) Weekly Options | OE1-OE5 | OK | XKBT | XCBT | 121 | 112 |
MGEX-KCBT Wheat Spread Options | MKW | M6 | XKBT | XCBT | 121 | 112 |
MGEX-KCBT Wheat Spread Synthetic Futures | WMK | 08 | XKBT | XCBT | 120 | 111 |
KCBT Wheat vs. CBOT Wheat Inter-commodity Spread | KE | KB | KBCB | XCBT | 120 | 111 |
MGEX Wheat vs. KCBT Wheat Inter-Exchange Spread | MWE | MK | MGKB | MGCB | 118 | 118 |
Please Note: For the December 8launch, customers will not have to cancel their Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for KCBT futures and options. After 16:30 CT on Friday, December 6, all remaining GTC and GTD orders for these products will be moved to their respective new channels and retain their priority in the book. Customers are responsible for verifying their working orders and making modifications as needed during the pre-open on Sunday, December 8.
KCBT Product Migration to CBOT - ITC |
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Product | ITC Code | Current Exchange ID | New Exchange ID | Current MDP Channel | New MDP Channel |
KC Hard Red Winter (HRW) Wheat Futures | KW | K | B | 101 | 100 |
KC Hard Red Winter (HRW) Wheat Options | HC/HP | K | B | 101 | 100 |
KC Hard Red Winter (HRW) Wheat Short-Dated New Crop Options | KWO | K | B | 101 | 100 |
KC Hard Red Winter (HRW) Weekly Options | OK1-OK5 | K | B | 101 | 100 |
These changes will be available in New Release for customer testing on Monday, October 28.
New CME Globex Market Data Protocol
CME Group is introducing 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 protocol production dates will be announced in future CME Globex and Market Data Notices.
MDP 3.0 includes:
The client impact assessment provides detailed functionality and messaging information.
A new MDP 3.0 certification suite will be available in AutoCert+. Customer systems receiving market data via CME Globex must complete this mandatory certification.
MDP 3.0 functional specification is now available online. The functional specification provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.
New test versions of MDP 3.0 template and PCAP (Packet Capture) test files are currently available online . The PCAP files will contain sample MDP 3.0 packets of Incremental Refresh (tag 35-MsgType=X) and Security Definition (tag 35-MsgType=d) messages in binary format.
Please Note: These files are for customer testing only and are subject to change without customer notice.
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.
MDP 3.0 New Release Availability
Starting on Monday, November 11, MDP 3.0 will be implemented in New Release environment in four phases. For each phase, specific MDP 3.0 channels and functionality will be available in the environment. The implementation will be cumulative therefore once a channel or type of functionality is available; it will remain in the environment.
The config.xml file will be available on Monday, November 4, 2013. With this release, CME Group will use new public multicast source IPs for the MDP 3.0 channels in the New Release environment. Customers must configure their firewall or network device to include the entire range of eligible addresses.
If you have any questions, please contact Certification Support for Electronic Trading (CSET) in the U.S. +1 312 930 2322 or in Asia at +65 6593 5593 for assistance.
New Functionality | ||||||||||||
Request for Cross by Trading Session
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Please note: This change will not affect Ethanol option’s cross eligibility.
With this change in the Grain and Oilseed options markets, clients may only submit a New Order Cross (tag 35-MsgType=s, tag 549-CrossType=3) during Non-Pit Trading Hours, Sunday - Friday, 19:00 Central Time (CT) to 07:45 CT. Customers can use tag 871-InstAttrbType=24 and tag 872- InstAttrbValue=2 in the Security Definition (tag 35-MsgType=d) message to identify products that are eligible for cross orders.
If a cross is submitted during Pit Trading Hours, CME Globex will send an Execution Report Reject (tag 35-MsgType=8, tag 39-OrdStatus=8) message with the reject code (tag 103-OrdRejectReason = 7610) and the accompanying text explanation (tag 58-Text = RFC not allowed during RTH).
This change is currently available for customer testing in New Release.
Detailed information including functionality and messaging for Cross is available in the Client Systems Wiki.
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.
Streamlined FIX/FAST: Cancelled & Amended Block Trades
Effective Sunday, November 10, 2013, CME Group will begin sending tag -278 MDEntryID to link cancelled and amended Block Trades back to their original trade messages.
Tag 278-MDEntryID is included in the Market Data Incremental Refresh Messages (tag 35-MsgType=X) for Block Trades:
tag 278-MDEntryID |
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Tag | FIX Name | Description |
278 | MDEntryID | Market data entry identifier. If the trade is cancelled or amended, the MDEntryID field will contain the MDEntryID from the original trade. |
The new functionality is currently available for customer testing in New Release.
CME Europe on CME Globex
Pending regulatory approval, CME Europe markets will be available via CME Globex for iLink order routing and market data on a launch date to be determined. The launch date will be published in the CME Globex notice.
Only non-US customers are eligible to trade on CME Europe. Eligible customers who would like to trade CME Europe products must establish all appropriate agreements and accounts to be authorized to trade CME Europe products and clear through CME Clearing Europe.
The launch includes the following impacts:
The client impact assessment provides detailed functionality and messaging for customer systems interested in supporting CME Europe products via CME Globex.
Onboarding information is available online.
A new CME Europe mandatory certification suite is currently available in AutoCert+. Customer systems that plan to support CME Europe via CME Globex must complete this certification.
The implementation is currently available in New Release for customer testing.
Please contact your Global Account Manager for further information.
Product Launches | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Commodity Calendar Spread Option (CSO)
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Please view the New Product Summary.
Settlement prices will be published for the synthetic futures to support customer options pricing models.
These options are currently available for customer testing in New Release.
These contacts are listed with, and subject to, the rules and regulations of CBOT.
Demarc-ANR-Ventura New Fixed Price Natural Gas Futures
Effective this Sunday, November 10 (trade date Monday, November 11), the following New Fixed Price Natural Gas futures, future strips and intercommodity spreads will be listed for trading on CME Globex.
Demarc-ANR-Ventura New Fixed Price Natural Gas Futures |
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Product | tag 1151-SecurityGroup | tag 55-Symbol |
Demarc Natural Gas (Platts IFERC) Fixed Price Futures | DNP | GU |
NGPL STX Natural Gas (Platts IFERC) Fixed Price Futures | DNS | GU |
Kern River Natural Gas (Platts IFERC) Fixed Price Futures | DFE | GU |
Malin Natural Gas (Platts IFERC) Fixed Price Futures | DML | GU |
ANR, Louisiana Natural Gas (Platts IFERC) Fixed Price Futures | DAR | GU |
ANR, Oklahoma Natural Gas (Platts IFERC) Fixed Price Futures | DAL | GU |
Center Point Natural Gas (Platts IFERC) Fixed Price Futures | DAC | GU |
Columbia Gulf, Mainline Natural Gas (Platts IFERC) Fixed Price Futures | DCE | GU |
Ventura Natural Gas (Platts IFERC) Fixed Price Futures | DVA | GU |
Sumas Natural Gas (Platts IFERC) Fixed Price Futures | DVS | GU |
Please view the New Product Summary.
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
California ISO Futures
Effective this Sunday, November 10 (trade date Monday, November 11), the following California ISO Futures will be listed for trading on CME Globex.
California ISO Futures |
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Product | tag 1151-SecurityGroup | tag 55-Symbol |
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Day-Ahead LMP Futures/td> | 2ZW | PA |
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Futures | 2JW | PA |
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Futures | 3XW | PA |
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Futures | 2D | PA |
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Day Day-Ahead LMP Futures | 3ZW | PA |
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Futures | 2FW | PA |
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Month Day-Ahead LMP Futures | 4XW | PA |
CAISO NP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Futures | 1Y | PA |
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
RBOB Options
Effective this Sunday, November 10 (trade date Monday, November 11), RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) Average Price options futures will be listed for trading on CME Globex.
The new product is an Asian style option on the spread between NY Harbor gasoline and North West European gasoline.
Western Power Futures |
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Option | tag 1151-SecurityGroup | tag 55-Symbol (Outright) | tag 55-Symbol (UDS) |
RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) Average Price Option | RGE | EF | EX |
Please view the New Product Summary.
These options are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
European Diesel Differentials vs New York Harbor ULSD Futures
Effective this Sunday, November 10 (trade date Monday, November 11), the following European Diesel Differentials vs. New York Harbor ULSD futures will be listed for trading on CME Globex.
European Diesel Differentials vs New York Harbor ULSD Futures |
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Futures | tag 1151-SecurityGroup | tag 55-Symbol (Outright) |
European Diesel 10ppm Barges FOB Rdam (Platts) vs. NY Harbor ULSD Futures | EI1 | PT |
ULSD 10ppm Cargoes CIF NWE (Platts) vs. NY Harbor ULSD Futures | EO1 | PT |
ULSD 10ppm Cargoes CIF Med (Platts) vs. NY Harbor ULSD Futures | EP1 | PT |
Please view the New Product Summary.
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Low Sulphur Gasoil Futures
Effective this Sunday, November 10 (trade date Monday, November 11), the following Low Sulphur Gasoil futures will be listed for trading on CME Globex.
Low Sulphur Gasoil Futures |
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Futures | tag 1151-SecurityGroup | tag 55-Symbol (Outright) |
NY Harbor ULSD vs. Low Sulphur Gasoil (1,000bbl) Futures | NLS | PT |
NY Harbor ULSD vs. Low Sulphur Gasoil (1,000mt) Futures | SLS | PT |
Please view the New Product Summary.
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Weekly 2-Year & 3 Eurodollar Mid-Curve Options
Effective Sunday, November 17 (trade date Monday, November 18), the following Weekly 2-Year & 3 Eurodollar Mid-Curve options will be listed for trading on CME Globex and open outcry.
Weekly 2-Year & 3 Eurodollar Mid-Curve Options |
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Product | tag 1151-SecurityGroup | tag 55-Symbol |
Weekly 2-Year Mid-Curve Options | E21-E25 | E2 |
Weekly 3-Year Mid-Curve Options | E31-E35 | E3 |
For the initial launch, week 4 and week 5 will be available for trading.
Please view the New Product Summary.
These options are currently available in New Release for customer testing.
These contracts are listed with, and subject to, the rules and regulations of CME.
European Light Ends Futures
Effective Sunday, November 17 (trade date Monday, November 18), the following energy futures will be listed for trading on CME Globex.
European Light Ends Futures |
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Product | tag 1151-SecurityGroup | tag 55-Symbol |
Mini Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures | MEB | PT |
Mini RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) BALMO Futures | MXR | PT |
Mini RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) Futures | MXB | PT |
Please view the New Product Summary.
These products are currently available in New Release for customer testing.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Product Changes | |||||||||||||||||||||||||||||||||||
Commodity Calendar Spread Options Listing Cycle Expansion
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These changes are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
Energy Strips Change
Effective this Sunday, November 10 (trade date Monday, November 11), tag 762-SecuritySubType for the following future strips will be modified from FS to SA.
Energy Strips |
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Product | tag 1151 Security Group | tag 55-Symbol | Current tag 762-SecuritySubType | New tag 762-SecuritySubType |
Henry Hub Swap | NN | NG | FS | SA |
Natural Gas (Henry Hub) Last-day Financial | HH | NG | FS | SA |
These changes are currently available for customer testing in New Release.
CAISO Power Futures Minimum Tick Increment Changes
Effective this Sunday, November 10 (trade date Monday, November 11), changes to minimum tick increment tag 969-MinPriceIncrement will be implemented for CAISO Power futures, pending regulatory review periods.
CAISO Power Futures Minimum Tick Increment Changes |
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Product | tag 1151-SecurityGroup | tag 55-Symbol | Current Tick tag 969-MinPriceIncrement | New Tick tag 969-MinPriceIncrement |
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Day Day-Ahead LMP Futures | DAZ | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Day Real-Time LMP Futures | DHA | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Day-Ahead LMP Futures | E9X | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Peak Calendar-Month Real-Time LMP Futures | 1ZA | PA | 5 | 1 |
CAISO NP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Day-Ahead LMP Futures | 2ZW | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Day-Ahead LMP Futures | C4Z | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Day Real-Time LMP Futures | B2K | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Day-Ahead LMP Futures | DAX | PA | 5 | 1 |
CAISO SP15 EZ Gen Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Futures | C2E | PA | 5 | 1 |
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
These changes are currently available for customer testing in New Release.
Henry Hub Natural Gas Financial 2 Month and 3 Month Calendar Spread Options Listing Cycle Expansion
Effective Sunday, November 10 (trade date Monday, November 11), Henry Hub Natural Gas Financial 2 Month and 3 Month Calendar Spread Options listing cycle will be expanded on Open Outcry and available for submission for clearing on CME ClearPort as follows.
Henry Hub Natural Gas Financial 2 Month and 3 Month Calendar Spread Options Listing Cycle Expansion |
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Product | ITC Code | Current Listing Rule | New Listing Rule | |
Henry Hub Natural Gas Financial Calendar Spread Option - 2 Month | G2 | Options on two month calendar spread are available for the next twelve expirations | Options on two month calendar spread are available for the next twelve expirations. In addition, a second Jan/Mar contract will be listed in the following year. | |
Henry Hub Natural Gas Financial Calendar Spread Option - 3 Month | G3 | Options on three month calendar spread are available for the next twelve expirations | Options on three month calendar spread are available for the next twelve expirations. In addition, a second Jan/Apr and Oct/Jan contract will be listed in the following year. |
Energy Listing Cycle Expansion
Effective this Tuesday, November 12 (trade date Wednesday, November 13), the listing cycle for 59 energy futures will be expanded on CME Globex. Detailed information on the new listing rules is available online.
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Listing Cycle Changes for Standard and Mid-Curve Eurodollar Options
Effective Sunday, November 17 (trade date Monday, November 18) the listing cycle for the Standard and Mid-Curve Eurodollar options will be modified as follows:
Listing Cycle Changes for Standard and Mid-Curve Eurodollar Option |
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Product | tag 1151 Security Group | tag 55-Symbol | Current Listing Cycle | New Listing Cycle |
Eurodollar Options | GE | GE | 12 quarterlies and 2 serials | 16 quarterlies and 2 serials |
Weekly 1-Year Mid-Curve Options | E01-E05 | E0 | four nearest expiration dates | For Sunday, November 17 (trade date Monday, November 18) 3 nearest expiration dates For Sunday, November 24 (trade date Monday, November 25) 2 nearest expiration dates |
These options will be available for New Release for customer testing on Monday, November 4.
These contracts are listed with, and subject to, the rules and regulations of CME.
Events & Announcements |
New Public Source IPs for Certification and New Release Environment On Monday, November 10, 2013, CME Group will use new public multicast source IPs to the for On Monday, October 21 CME Globex Services begin sending all existing CME CERTLink, London CME CERTLink, Cert VPN and Cert Data Center customers a sample configuration file. For question regarding the configuration file, please contact CME Globex Disaster Recovery (DR) Failover The CME Globex DR Failover test is designed to ensure customers can successfully failover to the DR environment, send orders and fallback to the production environment in case of an emergency. Customers are required to register Complete information on the CME Group business continuity program, including Frequently Asked Questions and DR Client Impact Assessment, is available The CME Globex DR Failover testing will begin at 9:00 a.m. Central Time (CT) and conclude at 3:00 p.m. CT. This will be the first CME Globex DR Failover test which allows customers to test 3 different failover scenarios. A detailed timeline is available in the For more detailed information on the CME Globex DR Failover testing, please contact your |
Futures trading is not suitable for all investors, and involves risk of loss. Futures are a leverage instrument, and because only a percentage of a contract's value is required to trade, it is possible to lose more than the amount of money initially deposited for a futures product. |
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