• CME Globex Notices: February 14, 2022

      • To
      • CME Globex and Market Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20220214
      • Notice Date
      • 17 February 2022

    • Topics in this issue include:

    • For the latest roadmap of CME Group technology initiatives:
      See the Development Launch Schedule.

      Critical System Updates

      Market Data Settlement Messaging Updates - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), the market data incremental (tag 35-MsgType=X; tag 269=6) settlement messaging will be updated as follows for the products outlined below.

      To improve message efficiency, the following products will no longer support Settlement at Trading Tick (tag 731-SettlPriceType, Bit 2=1):

      Market Data Settlement Messaging Updates
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Market Data Channel
      Mini-Corn Futures XC XC 340
      Mini Soybean Futures XK XK
      Mini-sized Chicago SRW Wheat Futures XW XW
      Mini-sized KC HRW Wheat Futures MKC MH
      Mid-Sized Milk Futures JQ 05 316
      Micro GBP/USD Futures M6B 6B 314
      Micro USD/CNH Futures MNH RM
      Micro USD/JPY Futures M6J 6J
      Micro INR/USD Futures MIR 6P
      Micro CHF/USD Futures MSF 6S
      London Spot Silver Futures SSP SL 360
      London Spot Gold Futures GSP GL

      Additionally to improve settlement message granularity, the following product will add support for Settlement at Trading Tick (tag 731-SettlPriceType, Bit 2=1) messaging:

      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Market Data Channel
      E-mini S& MidCap 400 Futures EMD ME 318

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

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      Cryptocurrency Market Data Channel Launch and Market Segment Update - May 1

      On Sunday, May 1 to support increased client demand for cryptocurrency futures and options products, CME Group will launch two new dedicated cryptocurrency market data channels on CME Globex. In conjunction with the cryptocurrency channel migration the market segment ID will update for MDP 3.0, MSGW iLink and MSGW Drop Copy. This update will not impact data licensing and entitlement requirements. With the launch, the following cryptocurrency products and associated spreads will be migrated to the new channels:

      • Bitcoin Futures
      • Ether Futures
      • Micro Bitcoin Futures
      • Micro Ether Futures
      • BTIC on Bitcoin Futures
      • BTIC on Ether Futures
      • BTIC on Micro Bitcoin Futures
      • BTIC on Micro Ether Futures
      • Options on Bitcoin Futures

      Please review the client impact assessment for additional details.

      These channels will be available for customer testing in New Release on Monday, March 21.

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      Product Launches

      Container Freight Futures - February 27

      Effective Sunday, February 27 (trade date Monday, February 28), pending completion of all regulatory review periods, Container Freight futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Container Freight Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 TAG 996-UNITOFMEASURE Market Data Channel
      Container Freight (China/East Asia to US West Coast) (FBX01) (Baltic) Futures CS1 FT FEU (Forty Foot Equivalent Unit) 386
      Container Freight (US West Coast to China/East Asia) (FBX02) (Baltic) Futures CS2
      Container Freight (China/East Asia to US East Coast) (FBX03) (Baltic) Futures CS3
      Container Freight (China/East Asia to North Europe) (FBX11) (Baltic) Futures CS4
      Container Freight (North Europe to China/East Asia) (FBX12) (Baltic) Futures CS5
      Container Freight (China/East Asia to Mediterranean) (FBX13) (Baltic) Futures CS6

      Please Note: Container Freight futures will feature a new value for tag 996-UnitofMeasure=FEU (Forty Foot Equivalent Unit).

      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.

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      NewNew - Additional CME CF Cryptocurrency Reference Rates - February 28

      Starting Monday, February 28, CME Group and CF Benchmarks (CFB) will launch two new cryptocurrency reference rates designed to provide clients an additional, reliable reference for the U.S. dollar price of bitcoin and ether. The pricing data will be offered via SBE - Streamlined Market Data for CME CF Cryptocurrency Indices.

      The feed will publish the following standardized Reference Rates in U.S. dollars shortly after 4:00pm Eastern Time daily including weekends and bank holidays:

      • CME CF Bitcoin Reference Rate New York (BRRNY)
      • CME CF Ether-dollar Reference Rate New York (ETHUSD_NY)

      The additional cryptocurrency pricing data will be available for testing in New Release on Monday, February 21. Certification is not required.

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      Listing 20-Year U.S. Treasury Bond Futures - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), pending completion of all regulatory review periods, 20-Year U.S. Treasury Bond futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      Listing 20-Year U.S. Treasury Bond Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Market Data Channel
      20-Year U.S. Treasury Bond Futures TWE ZY 344

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

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

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      Listing 20-Year U.S. Treasury Bond Futures Spreads - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), the following Implied Treasury spreads for the 20-Year U.S. Treasury Bond futures will be listed on CME Globex.

      Listing 20-Year U.S. Treasury Bond Futures Spreads
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Tag 762- SecuritySubType
      2-Year T-Note vs. 20 Year T-Bond Inter-commodity Ratio Spread (TTW 01-01 M2) TTW IV IV
      2-Year T-Note vs. 20 Year T-Bond Inter-commodity Ratio Spread (TWW 07-01 M2) TWW
      3-Year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (TRW 01-01 M2) TRW
      3-Year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (THW 04-01 M2) THW
      5-year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (FTW 01-01 M2) FTW
      5-year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (FYW 05-01 M2) FYW
      10-year T-Note vs. 20-year T-Bond Inter-commodity Ratio Spread (TYW 01-01 M2) TYW
      10-year T-Note vs. 20-year T-Bond Inter-commodity Ratio Spread (TOW 03-01 M2) TOW
      Ultra 10-Year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (NYW 01-01 M2) NYW
      Ultra 10-Year T-Note vs. 20-Year T-Bond Inter-commodity Ratio Spread (NTW 02-01 M2) NTW
      T-Bond vs. 20-Year T-Bond Inter-commodity Ratio Spread (ZBW 01-01 M2) ZBW
      T-Bond vs. 20-Year T-Bond Inter-commodity Ratio Spread (ZTW 04-03 M2) ZTW
      20-Year T-Bond vs. Ultra T-Bond Inter-commodity Ratio Spread (TWU 01-01 M2) TWU
      20-Year T-Bond vs. Ultra T-Bond Inter-commodity Ratio Spread (TWB 07-05 M2) TWB

      Please Note: CME Group may update the Treasury Inter-Commodity Spread ratios in early February. Updated ratios will be announced in future GCC notices.

      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.

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      CBL Core Global Emissions Offset (C-GEO) Futures - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), pending completion of all regulatory review periods, CBL Core Global Emissions Offset (C-GEO) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

      CBL Core Global Emissions Offset (C-GEO) Futures
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group Market Data Channel

      CBL Core Global Emissions Offset (C-GEO) Futures

      CGO

      VX

      380

      These CBL Core Global Emissions Offset (C-GEO) Futures will be available for customer testing in New Release on Monday, February 28.

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

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      NewNew - Listing Japan Crude Cocktail (Detailed) Futures Spreads - March 13

      Effective Sunday, March 13 (trade date Monday, March 14), strips, calendar spreads, and an Inter-commodity spread on Japan Crude Cocktail (Detailed) futures for the current and next 4 calendar years will be listed on CME Globex.

      Listing Japan Crude Cocktail (Detailed) Futures Spreads
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol
      MDP 3.0 tag 1151 - Security Group      		 Tag 762- SecuritySubType
      Japan Crude Cocktail (Detailed) Futures JCC GU SP, SA, SB
      Brent Financial Futures vs Japan Crude Cocktail (Detailed) Futures CY-JCC CC XS

      These spreads will be available for customer testing in New Release on Monday, February 28.

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

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      UpdateUpdate - Bursa Malaysia Derivatives (BMD) Market Segment Migration and Test Environment Host IP Update - March 13

      † Denotes update to the article

      On Sunday, March 13 (trade date Monday, March 14) Bursa Malaysia Derivatives (BMD) Globex Futures and Options market data channels will migrate to market segment id 60 (tag 1300-MarketSegmentID). With this update MSGW iLink and Drop Copy sessions must update the network configuration. † iLink and Drop Cop Convenience Gateway (CGW) network configurations will not be impacted.

      Below are the channels that will be migrated to a new market segment ID.

      The following outlines the BMD market segment update:

      Channel Name MDP Channel ID
      MDP 3.0: Tag ApplID-1180      		 Current Market Segment
      MDP 3.0: Tag 1300-MarketSegmentID      		 New Market Segment
      MDP 3.0: Tag 1300-MarketSegmentID
      BMD Globex Futures 430 74 60
      BMD Globex Options 431

      The following outlines the updated BMD iLink and Drop Copy IP addresses:

      Session Type Environment New Host IP - Primary New Host IP - Backup
      iLink New Release 69.50.112.195 69.50.112.194
      Certification
      Production 205.209.201.85 205.209.201.9
      DR
      Drop Copy New Release 69.50.112.195 69.50.112.194
      Certification
      Production 205.209.216.161 205.209.218.161
      DR

      In conjunction with the market segment IP change the host IPs will be updated in the New Release and Certification environments. The new host IPs will be updated in the Market Data Configuration file.

      The new market segment and updated host IPs in the Market Data Configuration file is currently available for customer testing in New Release.

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      Product Changes

      Delisting and Removal of Synthetic Soybean Crush Spread Index - February 27

      Effective Sunday, February 27 (trade date Monday, February 28), the following Synthetic Soybean Crush Spread index (BCX) will be delisted and removed from ITC market data.

      The Soybean Crush Spread and synthetic future (SOM) listed on CME Globex will not be affected by this change.

      Delisting and Removal of Synthetic Soybean Crush Spread Index
      Index ITC Ticker ITC Channel ITC Channel ID

      Synthetic Soybean Crush Spread

      BCX

      CBOT

      100

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      Renaming Iron Ore 62% Fe, CFR China Futures and Options  - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), the Iron Ore 62% Fe, CFR China (TSI) futures and options will be renamed to Iron Ore 62% Fe, CFR China (Platts) futures and options.

      Renaming Iron Ore 62% Fe, CFR China Futures and Options
      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

      Iron Ore 62% Fe, CFR China (TSI) Futures

      Iron Ore 62% Fe, CFR China (Platts) Futures

      TIO

      IO (eye oh)

      Iron Ore 62% Fe, CFR China (TSI) Average Price Options

      Iron Ore 62% Fe, CFR China (Platts) Average Price Options

      ICT

      I5 (eye five)

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

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      Listing Cycle Expansion for Select FX Options - March 6

      Effective Sunday, March 6 (trade date Monday, March 7), and pending all relevant CFTC regulatory review periods, please be advised that the Chicago Mercantile Exchange, Inc. (CME or EXCHANGE) will expand the listing of contract months for the following Options on British Pound Sterling/U.S. Dollar (GBP/USD) futures, options on Canadian Dollar/U.S. Dollar (CAD/USD) futures, options on Swiss Franc/U.S. Dollar (CHF/USD) futures and Options on Australian Dollar/U.S. Dollar (AUD/USD) futures on CME Globex.

      Listing Cycle Expansion for Select FX Options
      Product MDP 3.0: tag 6937-Asset iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group Current Listing Schedule New Listing Schedule

      Options on British Pound Sterling/U.S. Dollar (GBP/USD) Futures

      GBU

      YB

      		 Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and serial contracts listed for 8 months. Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 8 months.

      Options on Canadian Dollar/U.S. Dollar (CAD/USD) Futures

      CAU

      CD

      		 Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and serial contracts listed for 8 months. Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 8 months.

      Options on Swiss Franc/U.S. Dollar (CHF/USD) Futures

      CHU

      YS

      		 Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and serial contracts listed for 8 months. Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 8 months.

      Options on Australian Dollar/U.S. Dollar (AUD/USD) Futures

      ADU

      XA

      		 Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and serial contracts listed for 8 months. Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 8 months.

      These options will be available for customer testing in New Release on Monday, February 28.

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

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CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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