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

Critical Updates

New Release Market Data Source IP Update - This Week

Effective close of business this Friday, September 29, CME Group will change the Market Data Platform (MDP) Market By Order (MBO) recovery source/host IPs for channels "CME Globex Equity futures - excludes E-mini S&P 500" (318) and "CBOT Globex Equity Index futures" (342) as follows:

CHANNEL NAME	CHANNEL IDS	FEED TYPE	HOST	CURRENT SOURCE IP ADDRESS	NEW SOURCE IP ADDRESS
CME Globex Equity Futures - excludes E-mini S&P 500	318	Incremental	Primary and Backup	69.50.112.91	69.50.112.35
CBOT Globex Equity Index Futures	342

A new config.xml file will be available for customer download this Saturday, September 30.

See additional information on SFTP - MDP Configuration.

CME Globex Performance Enhancement for NYMEX and COMEX Metals, Soft, and Alternative Market Futures - October 1

Effective Sunday, October 1 (trade date Monday, October 2), CME Globex will implement internal changes to NYMEX Metals, Softs, and Alternative Markets as well as to COMEX futures on CME Globex. 

These changes will have no functional or messaging impacts to client gateways. In internal testing, these changes improved performance on CME Globex by less than 10%. The plan to apply these changes to other markets will be published in future CME Globex Notices.

Market Segment ID	Market Segment Description	Performance Enhancement Date
76	NYMEX Metals, Softs and Alternative Markets Futures; COMEX Futures	October 1

TOP Order Allocation Maximum Quantity Enhancement - October 1

Starting Sunday, October 1 (trade date Monday, October 2), CME Group will implement an enhancement to the TOP order allocation maximum quantity for all futures and options on futures products. The overview of TOP maximum quantity enhancement is now available.  

With this change, CME Globex will no longer count initial aggressed quantity, and only count fills after the order rests in the market against the TOP MAX quantity. Currently, TOP Max includes initial aggressed quantity as well.

This enhancement is to ensure that for aggressing orders larger than the TOP Max, the entire resting amount is eligible for TOP.

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

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

iLink Mass Order Cancel Change - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the maximum number of individual cancelled orders listed in one Order Mass Action Report on CME Globex will be reduced to 75. Currently, the maximum number of cancelled orders listed in one Order Mass Action Report is 125.

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

More information about Mass Order Cancel functionality is available in the Client Systems Wiki.

UpdateAdditional CVOL Indices on Benchmark Administration Premium - October 22

† Denotes update to the article

† Effective Sunday, October 22 (trade date Monday, October 23), the following CME Group Volatility Index (CVOL) products will be listed on Benchmark Administration Premium UDP Multicast and GCP SBE.

ADDITIONAL CVOL INDICES ON BENCHMARK ADMINISTRATION PREMIUM
PRODUCT NAME	TAG 55 - SYMBOL	TAG 37500 - CLEARINGPRODUCTCODE	TENOR SELECTION	MULTICAST CHANNEL & GCP SBE CHANNEL NUMBER
Feeder Cattle	GFVL	62/GF	Tenor Selection 6	261
Platinum	POVL	PL/PL	Tenor Selection 2
Aluminum	ALVL	ALI/ALI	Tenor Selection 2

Clear Product Code Mapping

CONTRACT	CVOL GROUP	CVOL SYMBOL	UP VAR SYMBOL	DOWN VAR SYMBOL	SKEW SYMBOL	ATM VOL SYMBOL	CONVEXITY SYMBOL
Feeder Cattle	Tenor Selection 6	GFVL	GFUP	GFDN	GFSK	GFAM	GFCV
Platinum	Tenor Selection 2	POVL	POUP	PODN	POSK	POAM	POCV
Aluminum	Tenor Selection 2	ALVL	ALUP	ALDN	ALSK	ALAM	ALCV

Additional product and instrument information are defined in Reference Data API.

The CVOL Indexes are currently available in New Release for customer testing.

NewCME Benchmark Administration Premium SBE Schema and RFR Benchmark Launch - November 12

Effective Sunday, November 12 (trade date Monday, November 13), CME Group will launch new Simple Binary Encoding (SBE) schemas on all CME Benchmark Administration Premium channel 261.

Additionally with this release, CME Benchmark Administration Premium will launch RepoFunds Rate (RFR) Benchmarks with this update comprising of RFR Euro (including the 10 underlying countries), RFR Sterling and RFR JBOND Benchmarks. These Benchmarks are available to license under Schedule 7 Appendix D of the Information License Agreement.

Please review the Client Impact Assessment for full technical details and launch schedule.

NewTerm Secured Overnight Financing Rate (SOFR) Reference Rates on MDP Channel 312 - January 8

Effective Sunday, January 8, 2024 (trade date Monday, January 9), Term SOFR Reference Rates will only be available on the CME Benchmark Administration Premium MDP and GCP channels and will no longer be published on the CME Globex MDP channel 312.

Clients are strongly encouraged to migrate to the CME Benchmark Administration Premium channels for Term SOFR Reference Rates as soon as possible.

Currently, Term SOFR Reference Rates are available on both CME Benchmark Administration Premium channel 261 and CME Globex Interest Rate futures channel 312.

Term SOFR Rates
RATES	MDP 3.0: TAG 6937-ASSET	MDP 3.0 TAG 1151 - SECURITY GROUP
Term SOFR 1-Month	TR1	04
Term SOFR 3-Month	TR3	04
Term SOFR 6-Month	TR6	04
Term SOFR 12-Month	T1Y	04

These changes will be made available in New Release for customer testing on Monday, October 2, 2023.

UpdateGLink Network Infrastructure Upgrade in Aurora - Q1 2024

† Denotes update to the article

The GLink Network Infrastructure Upgrade in Aurora will be delayed to Q1 2024. This network upgrade consists of:

• Replacement of the existing end of life (EOL) Juniper switches with new Arista switches which will utilize new customer ports and new CME IPs
• Assignment of new GLink SiteIDs and IPs by CME Group.
• Introduction of a new GLink Demarc Cable providing customers with equidistant connectivity to any rack unit (RU) in their cabinet

To ensure stability for our customers prior to launch, CME Group instituted a provisioning freeze for GLinks on the Juniper network effective August 30, 2023. Customers will be able to place orders for new GLinks on the Arista network during the freeze, however these will be provisioned and activated after launch. Juniper GLinks can no longer be ordered.

The new GLink switches will provide expanded capacity to support future growth. In addition, the new GLink Demarc Cable will allow customers to optimize their CME Co-Location Licensed Space.  

† Please Note: As a result of the new Q1 2024 launch date, new details will be announced in future CME Globex notices and in an updated Client System Impact.  

For questions or to discuss available migration options, please contact Global Account Management. 

UpdateMandatory Migration - iLink 3 Binary Order Entry Protocol for CGW - January 28

† Denotes update to the article

CME Group is introducing iLink 3 on Convenience Gateways (CGW) for trading futures and options on CME Globex. † The iLink 3 protocol will launch on the existing CGWs on Sunday, January 28, 2024 (trade date Monday, January 29). All customers connected via CGW will need to migrate to iLink 3 by December 31, 2024.

iLink 3 includes:

• Simple Binary Encoding (SBE) for faster message encoding and decoding
• A simple, lightweight, point-to-point session layer protocol using FIX Performance (FIXP)
• More efficient iLink FIX messaging
• Standard message size, fixed positions, and fixed length fields
• A consistent encoding method for order entry and market data

The Client Impact Assessment is available and provides detailed functionality and messaging information.

Based on customer feedback and to better align with iLink 2 CGW, Cancel on Disconnect (COD) will be optional functionality for all iLink 3 CGW sessions. Customers will be able to request COD functionality to be disabled or enabled in:

• New Release – Now available
• Production – October 23, 2023

Please note that all iLink 3 CGW sessions will be created with COD enabled. Clearing Firm Administrators can disable COD functionality by entering the change request via Firm Admin Dashboard (FADB).

iLink 3 on CGW is currently available in New Release for customer testing.

AutoCert+ certification is required for all client systems using CGWs.

• Now Available – iLink 3 CGW functionality available in New Release and AutoCert+ certification  
• † January 28, 2024 –  Production launch of iLink 3 on CGW
• December 31, 2024 – Deadline for customer migration
• January 31, 2025 - iLink 2 on CGW Decommission 

Further information on the production launch deployment schedule, and mock trading sessions will be published in upcoming CME Globex Notices.

Please contact your Global Account Manager for additional information.

UpdateDrop Copy Impacts - Mandatory iLink 3 Binary Order Entry Protocol for Convenience Gateway - January 28, 2024

† Denotes update to the article

† On Sunday, January 28, 2024 (trade date Monday, January 29), CME Group will launch the iLink 3 protocol on existing Convenience Gateways (CGW) for trading futures and options on CME Globex. All customers connected via Convenient Gateway (CGW) are encouraged to migrate to iLink 3 as early as possible prior to the iLink 2 decommission. Key events and dates are available.

Impacts of mandatory iLink 3 Binary Order Entry protocol for Convenience Gateway on Drop Copy Convenience Gateway target sessions.

• Message encoding: The Drop Copy encapsulated XML Non-Fix (tag 35-MsgType=n) Message payload sent from iLink 3 source sessions will be in ASCII format.
  • Message payload mapping conforming to the iLink 3 formats and encoding will feature deprecated message tags, additional tags and enumerations for order entry, clearing and regulatory compliance messaging specifications.
  • A summary of ASCII encoded tags with their equivalent values in Simple Binary Encoding tags and enumerations is available.
• Target Session: Current Drop Copy CGW target session users do not need to request new target sessions although upon requesting the mandatory iLink 3 source session, a new target session may be automatically created to accommodate iLink order entry infrastructure load balancing and optimization considerations. Customers are requested to check for new automatically generated Drop Copy CGW target sessions.
• Parallel period: During the parallel period which runs until December 31, 2024, CME Globex will support Drop Copy target sessions connected to both iLink 2 and iLink 3 CGW sessions. When iLink 2 is decommissioned on December 31, 2024, any Drop Copy target sessions with iLink 2 sessions only will be removed from the platform.
• AutoCert+ Certification: Certification is not required for existing Drop Copy CGW session users.

Please review Mandatory iLink 3 Binary Order Entry Protocol for CGW for additional details.

Product Launches

Monthly and Weekly Micro Gold Options - October 1

Effective Sunday, October 1 (trade date Monday, October 2), pending completion of all regulatory review periods, Monthly and Weekly Micro Gold options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Monthly and Weekly Micro Gold Options
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Micro Gold Option	OMG	OM	361
Micro Gold Weekly Monday Option	1MG-5MG	OM	361
Micro Gold Weekly Wednesday Option	1WG-5WG	OM	361
Micro Gold Weekly Friday Option	1FG-5FG	OM	361

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

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

Listing of European Gasoline Futures and Options Contracts - October 1

Effective Sunday, October 1 (trade date Monday, October 2), pending completion of all regulatory review periods, the following European Gasoline futures and options contracts will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Listing of European Gasoline Futures and Options Contracts
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Mini Gasoline Eurobob Non-Oxy NWE Barges (Argus) Futures	OMN	PT	382
Mini Gasoline Eurobob Non-Oxy NWE Barges (Argus) BALMO Futures	MBO	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) Crack Spread (1000mt) Futures	NBO	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) Crack Spread (1000mt) BALMO Futures	MCB	PT	382
Mini Gasoline Eurobob Non-Oxy NWE Barges (Argus) Crack Spread (100mt) Futures	MCS	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) Crack Spread BALMO Futures	MCE	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) vs. European Naphtha CIF NWE (Platts) Futures	MCF	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) vs. European Naphtha CIF NWE (Platts) BALMO Futures	MCN	PT	382
Singapore Gasoline 92 Unleaded (Platts) vs. Gasoline Eurobob Non-Oxy NWE Barges (Argus) BALMO Futures	SGO	PT	382
Gasoline Eurobob Non-Oxy NWE Barges (Argus) Crack Spread Average Price Option	EBO	EP- Outright P2-UDS	383

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

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

13-Week U.S. Treasury Bill Futures - October 1

Effective Sunday, October 1 (trade date Monday, October 2), pending completion of all regulatory review periods, 13-Week US Treasury Bill futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

13-Week U.S. Treasury Bill Futures
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	MARKET DATA CHANNEL
13-Week US T-Bill Futures	TBF3	BH	312

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

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

Cobalt Hydroxide CIF China (Fastmarkets) Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), pending completion of all regulatory review periods, Cobalt Hydroxide CIF China (Fastmarkets) futures will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Cobalt Hydroxide CIF China (Fastmarkets) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Cobalt Hydroxide CIF China (Fastmarkets) Futures	COH	CA	360

These futures will be available for customer testing in New Release on Monday, October 2.

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

Listing Ether/Bitcoin Ratio Futures Spreads - October 22

Effective Sunday, October 22 (trade date Monday, October 23), Ether/Bitcoin Ratio futures spreads will be available for all maturities on CME Globex.

Listing Ether/Bitcoin Ratio Futures Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Ether/Bitcoin Ratio Futures Spreads	EBR	E3	EQ

These spreads will be available for customer testing in New Release on Monday, October 9.

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

Listing Treasury vs. Eris Futures Implied Intercommodity Spreads  - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the following Treasury vs. Eris futures Implied Intercommodity spreads will be listed on CME Globex.

Listing Treasury vs. Eris Futures Implied Intercommodity Spreads
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType	Tag 5770-PriceRatio	Leg Quantity Ratio
5-Year T-Note Futures (ZF) - 5-Year Eris SOFR Swap Futures (YIW)	EWF	IV	IV - Implied Treasury Intercommodity Spread	1.000000000	1:1
10-Year T-Note Futures (ZN) – 7-Year Eris SOFR Swap Futures (YIB)	EBN	IV		1.000000000	1:1
Ultra 10-Year T-Note Futures (TN) - 10-Year Eris SOFR Swap Futures (YIY)	EYN	IV		1.000000000	1:1

These spreads will be available for customer testing in New Release on Monday, October 9.

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

NewMicro Henry Hub Natural Gas Futures and Options - November 5

Effective Sunday, November 5 (trade date Monday, November 6), pending completion of all regulatory review periods, Micro Henry Hub Natural Gas futures and options will be listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Micro Henry Hub Natural Gas Futures and Options
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	MARKET DATA CHANNEL	TAG 762- SECURITYSUBTYPE
Micro Henry Hub Natural Gas Futures	MNG	NG	386	SP, AE
Micro Henry Hub Natural Gas Option	MNO	NM	387	n/a
Micro Henry Hub Natural Gas Friday Weekly Option	MN1-MN5	NM	387	n/a

These  Micro Henry Hub Natural Gas Futures and Options will be available for customer testing in New Release on Monday, October 2.

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

Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) Futures  - December 3

Effective Sunday, December 3 (trade date Monday, December 4), and pending final regulatory approval, Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) futures and spreads will be made available for trading on CME Globex.

Bursa Malaysia Derivatives (BMD) Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Market Data Channel
Mini United States Dollar/Chinese Renminbi (HK) (USD/CNH) futures	FCNH	B6	430

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

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

Product Changes

Change to Last Trade Date and Temporary Suspension of Certain Previously Listed Contract Months for Korean Won/US Dollar (KRW/USD) Futures and Monthly Options - This Week

On Monday, September 25 (trade date Tuesday, September 26), the last trade date for Korean Won/US Dollar (KRW/USD) futures and monthly options were changed as outlined below.

To support this change, on Friday, September 8, at the close of business, the November 2023 and May 2024 contract months for the Korean Won/US Dollar (KRW/USD) futures and monthly options were temporarily suspended from trading on CME Globex and submission for clearing via CME ClearPort.

Change to Last Trade Date and Temporary Suspension of Certain Previously Listed Contract Months for Korean Won/U.S. Dollar (KRW/USD) Futures and Options
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	current last trade date	new last trade date
Korean Won/US Dollar (KRW/USD) Futures	KRW	6K	Second Seoul Business Day immediately preceding the third Wednesday of the contract month	Third Monday (that is a Seoul Business Day) of the contract month. If that is a holiday, LTD will occur on the preceding business day.
Monthly Options on Korean Won/US Dollar (KRW/USD) Futures	KRW	0K	Second Seoul Business Day immediately preceding the third Wednesday of the contract month	Third Monday (that is a Seoul Business Day) of the contract month. If that is a holiday, LTD will occur on the preceding business day.

These contracts currently have no open interest.

Expansion of Trading at Settlement (TAS) Eligibility for the KC HRW Wheat, Soybean, Soybean Meal, and Soybean Oil Futures Contracts - October 1

Effective Sunday, October 1 (trade date Monday, October 2), pending completion of all regulatory review periods, changes will be made for these agricultural contracts on CME Globex and for submission for Clearing via CME Clearport as follows:

• Expansion of Trade at Settle (TAS) eligibility
• Enable spread functionality for all combinations of TAS eligible contract months of these contracts

Expansion of Trading at Settlement (TAS) Eligibility for the KC HRW Wheat, Soybean, Soybean Meal, and Soybean Oil Futures Contracts
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
KC HRW Wheat TAS	KET	TW
Soybean TAS	SBT	TA
Soybean Meal TAS	ZMT	TA
Soybean Oil TAS	ZLT	TA

For additional information Trading at Settlement (TAS) Outright and calendar spread availability, please refer to the Special Executive Report, SER-9244R.

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

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

UpdateResting Order Elimination: Change to US Dollar/Offshore Chinese Renminbi (USD/RMB) Futures - October 1

† Denotes update to the article

Effective Sunday, October 1 (trade date Monday, October 2), pending the completion of all regulatory review periods, tag 969-MinimumPriceIncrement and daily settlement minimum price fluctuation for the following US Dollar/Offshore Chinese Renminbi (USD/RMB) futures will be amended.

Please Note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for these US Dollar/Offshore Chinese Renminbi (USD/RMB) futures contracts, by the close this Friday, September 29. After 4 p.m. CT on Friday, September 29, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Change to U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
PRODUCT	MDP 3.0: TAG 6937-ASSET	ILINK: TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	CURRENT MDP 3.0: TAG 969- MINPRICEINCREMENT	NEW MDP 3.0: TAG 969- MINPRICEINCREMENT
US Dollar/Offshore Chinese Renminbi (USD/RMB) Futures	CNH	RM	Outrights: 1.000000000 (0.0001 index points) CNH per USD; Spreads: 5.000000000 (0.00005 index points) CNH per USD; Settlement: 1.000000000 (0.0001 index points)	Outrights: 5.00000000 (0.0005 index points) CNH per USD; † Spreads: 0.250000000 (0.00025 index points) CNH per USD; Settlement: 5.000000000 (0.0005 index points)
Micro US Dollar/Offshore Chinese Renminbi (USD/RMB) Futures	MNH	RM	Outrights, Spreads and † Settlement: 0.000100000 (0.0001 index points) CNH per USD	Outrights, Spreads and † Settlement: 0.0005000000 (0.0005 index points) CNH per USD

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

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

Resting Order Elimination: Changes to Options on E-mini Standard and Poor's 500 Stock Price Index Futures - October 1

Effective Sunday, October 1 (trade date Monday, October 2), pending completion of all regulatory review periods, the following changes will be made for options on E-mini Standard and Poor's 500 Stock Price Index futures:

• The reduced tick threshold for all options on E-mini S&P 500 futures will be amended to 10.00 points from the current value of 5.00 points.
• The Variable Tick Table (VTT) value for options on E-mini S&P 500 futures will be changed to 15 from the current value of 4.

Please Note: To facilitate this change, customers will be asked to cancel all User Defined Spreads (UDS), Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for related contracts by the close on this Friday, September 29. After 4 p.m. CT on Friday, September 29, any remaining GT orders on these markets will be removed by the CME Globex Command Center (GCC) and UDS eliminated.
Outright orders for options on E-mini S&P 500 futures will not be cancelled.

Resting Order Elimination: Changes to Options on E-mini Standard and Poor's 500 Stock Price Index Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Variable Tick Table Index Code and Globex Price	New Variable Tick Table Index Code and Globex Price
Options on E-mini Standard and Poor's 500 Stock Price Index Futures	ES	EW	VTT: 4 P < -500 = 25 -500 ≤ P ≤ 500 = 5 P > 500 = 25	VTT: 15 P < -1000 = 25 -1000 ≤ P ≤ 1000 = 5 P > 1000 = 25 Note: CME ClearPort tick will remain unchanged
Monday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1A-E5A	EW
Tuesday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1B-E5B	EW
Wednesday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1C-E5B	EW
Thursday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5 (European-Style)	E1D-E5D	EW
Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-4 (European-Style)	EW1-EW4	EW
Options on E-mini Standard and Poor's 500 Stock Price Index Futures - End-of-Month (European-Style)	EW	EW
Options on Micro E-mini Standard and Poors 500 Stock Price Index Futures	MES	EO
Monday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)	X1A-X5A	EO
Tuesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)	X1B-X5B	EO
Wednesday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)	X1C-X5C	EO
Thursday Weekly Options on Micro E-mini S&P 500 Index Futures - Week 1-5 (European-Style)	X1D-X5D	EO
Weekly Options on Micro E-mini Standard and Poors 500 Stock Price Index Futures - Week 1-4	EX1-EX4	EO
Micro E-mini Standard and Poors 500 Stock Price EOM Options	EX	EO

The VTT values are defined in the instrument’s Security Definition Message (tag 35-MsgType=d) in tag 6350-TickRule tick table value as described on the Client System Wiki.

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

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

Change to Strike Price Listing for Certain Event Contracts - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the strike price listing rules for the below Event Contracts will be amended on CME Globex.

Event Contracts
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current	New
Event Contracts on Henry Hub Natural Gas Futures	ECNG	VA	4 strikes at $0.10 increment above and below the at-the-money strike, then 4 strikes at $0.50 increment above and below the highest and lowest $0.10 increment strike, then 2 strikes at $1.00 increment above and below the highest and lowest $0.50 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $0.10 increment.	4 strikes at $0.05 increment above and below the at-the-money strike, then 4 strikes at $0.10 increment above and below the highest and lowest $0.05 strike, then 6 strikes at $0.50 increment above and below the highest and lowest $0.10 increment strike, then 2 strikes at $1.00 increment above and below the highest and lowest $0.50 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $0.05 increment.
Event Contracts on Bitcoin Futures	ECBTC	VB	10 strikes at $250.00 increment above and below the at-the-money strike, then 10 strikes at $500.00 increment above and below the highest and lowest $250.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $250.00 increments.	20 strikes at $250.00 increment above and below the at-the-money strike, then 10 strikes at $500.00 increment above and below the highest and lowest $250.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $250.00 increments.
Event Contracts on Gold Futures	ECGC	VG	4 strikes at $5.00 increment above and below the at-the-money strike, then 2 strikes at $10.00 increment above and below the highest and lowest $5.00 increment strike, then 4 strikes at $25.00 increment above and below the highest and lowest $10.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $5.00 increment.	8 strikes at $5.00 increment above and below the at-the-money strike, then 4 strikes at $10.00 increment above and below the highest and lowest $5.00 increment strike, then 4 strikes at $25.00 increment above and below the highest and lowest $10.00 increment strike. Upon demand and at the discretion of the exchange, additional strikes added at $5.00 increment.
Event Contracts on Copper Futures	ECHG	VH	4 strikes at $0.01 increment above and below the at-the-money strike, then 2 strikes at $0.05 increment above and below the highest and lowest $0.01 increment strike, then 4 strikes at $0.10 increments above and below the highest and lowest $0.05 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.01 increment.	8 strikes at $0.01 increment above and below the at-the-money strike, then 4 strikes at $0.05 increment above and below the highest and lowest $0.01 increment strike, then 4 strikes at $0.10 increments above and below the highest and lowest $0.05 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.01 increment.
Event Contract on Euro/U.S. Dollar (EUR/USD) Futures	EC6E	V6	4 strikes at $0.0025 increment above and below the at-the-money strike then 3 strikes at $0.0050 increment above and below the highest and lowest $0.0025 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.0025 and $0.0050 increments.	8 strikes at $0.0025 increment above and below the at-the-money strike then 4 strikes at $0.0050 increment above and below the highest and lowest $0.0025 increment strike. Upon demand and at the discretion of the exchange, additional strikes added in $0.0025 and $0.0050 increments.

These contracts will be available for customer testing in New Release on Monday, October 2.

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

Change to Strike Price Listing Schedule for all Cryptocurrency Options Contracts - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the strike price listing schedule will be changed for all Cryptocurrency options listed for trading on CME Globex and for submission for clearing via CME ClearPort.

Contract Title	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Amended Strike Price Listing Schedule
Monthly Options on Bitcoin Futures	BTC	B2	Prelisted strikes at $100,000, $50,000, $10,000, $5,000 and $1,000 bitcoin increment. Strikes listed for 300% above the at-the-money strike and 100% below the at-the-money strike at: $100,000 bitcoin increment for underlying settlement above $500,000 $50,000 bitcoin increment for underlying settlement at or below $500,000 $10,000 bitcoin increment for underlying settlement at or below $100,000 $5,000 bitcoin increment for underlying settlement at or below $50,000 $1,000 bitcoin increment for underlying settlement at or below $10,000 $500 bitcoin increment for underlying settlement at or below $5,000 When less than 210 days remain until expiration (DTE), additional strikes listed for 75% above the at-the-money strike and 25% below the at-the-money strike at: $10,000 bitcoin increment for underlying settlement above $500,000 $5,000 bitcoin increment for underlying settlement at or below $500,000 $1,000 bitcoin increment for underlying settlement at or below $100,000 $100 bitcoin increment for underlying settlement at or below $10,000 $50 bitcoin increment for underlying settlement at or below $5,000 When less than  21 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 5% below the at-the-money strike at: $5,000 bitcoin increment for underlying settlement above $500,000 $2,500 bitcoin increment for underlying settlement at or below $500,000 $500 bitcoin increment for underlying settlement at or below $100,000 $250 bitcoin increment for underlying settlement at or below $50,000 $50 bitcoin increment for underlying settlement at or below $10,000
Monday Weekly Options on Bitcoin Futures	P1A-P5A
Tuesday Weekly Options on Bitcoin Futures	P1B-P5B
Wednesday Weekly Options on Bitcoin Futures	P1C-P5C
Thursday Weekly Options on Bitcoin Futures	P1D-P5D
Friday Weekly Options on Bitcoin Futures	P1E-P4E
Monthly Options on Micro Bitcoin Futures	WM	B1
Monday Weekly Options on Micro Bitcoin Futures	W1A-W5A
Tuesday Weekly Options on Micro Bitcoin Futures	W1B-W5B
Wednesday Weekly Options on Micro Bitcoin Futures	W1C-W5C
Thursday Weekly Options on Micro Bitcoin Futures	W1D-W5D
Friday Weekly Options on Micro Bitcoin Futures	W1E-W4E
Monthly Options on Ether Futures	ETH	T9	Prelisted strikes at $10,000, $5,000, $1,000, $500, and $100 ether increment. Strikes listed for 300% above the at-the-money strike and 100% below the at-the-money strike at: $10,000 ether strike increment for underlying settlement above $50,000 $5,000 ether strike increment for underlying settlement at or below $50,000 $1,000 ether strike increment for underlying settlement at or below $10,000 $500 ether strike increment for underlying settlement at or below $5,000 $100 ether strike increment for underlying settlement at or below $1,000 $50 ether strike increment for underlying settlement at or below $500 When less than 210 days remain until expiration (DTE), additional strikes listed for 75% above the at-the-money strike and 25% below the at-the-money strike at: $1,000 ether strike increment for underlying settlement above $50,000 $500 ether strike increment for underlying settlement at or below $50,000 $100 ether strike increment for underlying settlement at or below $10,000 $10 ether strike increment for underlying settlement at or below $1,000 $5 ether strike increment for underlying settlement at or below $500 When less than  21 days remain until expiration (DTE), additional strikes listed for 15% above the at-the-money strike and 5% below the at-the-money strike at: $500 ether strike increment for underlying settlement above $50,000 $250 ether strike increment for underlying settlement at or below $50,000 $50 ether strike increment for underlying settlement at or below $10,000 $25 ether strike increment for underlying settlement at or below $5,000 $5 ether strike increment for underlying settlement at or below $1,000
Monday Weekly Options on Ether Futures	Y1A-Y5A
Tuesday Weekly Options on Ether Futures	Y1B-Y5B
Wednesday Weekly Options on Ether Futures	Y1C-Y5C
Thursday Weekly Options on Ether Futures	Y1D-Y5D
Friday Weekly Options on Ether Futures	Y1E-Y4E
Monthly Options on Micro Ether Futures	VM	T5
Monday Weekly Options on Micro Ether Futures	V1A-V5A
Tuesday Weekly Options on Micro Ether Futures	V1B-V5B
Wednesday Weekly Options on Micro Ether Futures	V1C-V5C
Thursday Weekly Options on Micro Ether Futures	V1D-V5D
Friday Weekly Options on Micro Ether Futures	V1E-V4E

These options are currently for customer testing in New Release.

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

Listing Cycle Expansion for ESTR Futures - October 15

Effective Sunday, October 15 (trade date Monday, October 16), the listing cycle for the following ESTR futures will be expanded on CME Globex.

Listing Cycle Expansion for ESTR Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Euro Short-Term Rate (€STR) Futures	ESR	EY	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters, serial contracts listed for 2 months, and 3 contracts in the accrual period	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 12 consecutive quarters, serial contracts listed for 2 months, and 3 contracts in the accrual period
Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures	ESR	EY	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 8 consecutive quarters and serial contracts listed for 2 months	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 12 consecutive quarters and serial contracts listed for 2 months

These futures will be available for customer testing in New Release on Monday, October 2.

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

NewChange to Matching Algorithm for Gold TAS on CME Globex - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the matching algorithm for Gold TAS on CME Globex will be changed as follows.

Change to Matching Algorithm for Gold TAS on CME Globex
PRODUCT	MDP 3.0: TAG 6937-ASSET	TAG 55-SYMBOL MDP 3.0 TAG 1151 - SECURITY GROUP	CURRENT tag 1142 - MatchAlgorithm	NEW tag 1142 - MatchAlgorithm
Gold TAS (Trading-at-Settlement)	GCT	TG	F= FIFO	K = 40% FIFO 60% Pro Rata

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

Enable Strategy Type for Crude Oil Products - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the trading strategy type tag 762-SecuritySubType=BC on the MDP 3.0 Security Definition (tag 35-MsgType=d) will be permissioned for the following Crude Oil spreads on CME Globex.

Enable Strategy Type for Crude Oil Products
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Tag 762- SecuritySubType
Light Sweet Crude Oil Futures + WTI Houston (Argus) vs. WTI Trade Month Futures	CL	CL	BC: Buy-Buy Inter-Commodity Spread
Light Sweet Crude Oil Futures + WTI Midland (Argus) vs. WTI Trade Month Futures	CL	CL

Please Note: Implication will be allowed for these spreads.

A Buy-Buy Inter-Commodity Spread has:

• Two Products
• Two legs
  • Leg1 will be the monthly Light Sweet Crude Oil futures
  • Leg2 will be the WTI Houston (Argus) vs. WTI Trade Month futures or WTI Midland (Argus) vs. WTI Trade Month futures
• Quantity/side ratio of the legs is +1:+1
• Buying a Buy-Buy Inter-Commodity Spread buys leg1, buys leg2
• Selling a Buy-Buy Inter-Commodity Spread sells leg1, sells leg2

This change will be available in New Release for customer testing Monday, October 2.

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

Change to Dynamic Strike Price Interval for Monthly and Weekly Friday Options on Brazilian Real/U.S. Dollar (BRL/USD) Futures & Monthly and Weekly Friday Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the dynamic strike price increment will be changed for Monthly and Weekly Friday options on Brazilian Real/US Dollar (BRL/USD) futures and Monthly and Weekly Friday options on Mexican Peso/US Dollar (MXN/USD) futures on CME Globex.

Change to Dynamic Strike Price Interval for Monthly and Weekly Friday Options on Brazilian Real/U.S. Dollar (BRL/USD) Futures & Monthly and Weekly Friday Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Dynamic Strike Interval	New Dynamic Strike Interval
MXN/USD Monthly Options	6M	MO	$0.0005 per MXN	$0.0001 per MXN
MXN/USD Weekly Friday Options	1M – 5M	MO	$0.0005 per MXN	$0.0001 per MXN
BRL/USD Monthly Options	BR	OR	$0.001 per BRL	$0.0005 per BRL
BRL/USD Weekly Friday Options	1R – 5R	OR	$0.001 per BRL	$0.0005 per BRL

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

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

Resting Order Eliminations: Change to External Alias for Monthly and Weekly Friday Options on Brazilian Real/U.S. Dollar (BRL/USD) Futures - October 22 

Effective Sunday, October 22 (trade date Monday, October 23), the external alias will display the full strike price for Monthly and Weekly Friday options on Brazilian Real/US Dollar (BRL/USD) futures.

• Example: tag 55-Symbol= BRX3 P1610, currently the strike price on the external alias is reflected as BRX3 P0161 – No change to the Monthly and Weekly MXN/USD options.

Please Note: To facilitate this change, customers will be asked to cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for monthly and weekly BRL/USD options contracts, by the close on Friday, October 20. After 4 p.m. CT on Friday, October 20, any remaining GT orders on these markets will be removed by the CME Global Command Center (GCC).

Resting Order Eliminations: Change to External Alias for Monthly and Weekly Friday Options on Brazilian Real/U.S. Dollar (BRL/USD)
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group
BRL/USD Monthly Options	BR	OR
BRL/USD Weekly Friday Options	1R – 5R	OR

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

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

Listing Cycle Expansion for Micro WTI Crude Oil Futures - October 22

Effective Sunday, October 22 (trade date Monday, October 23), the listing cycle for the following Micro WTI Crude Oil futures will be expanded on CME Globex.

Listing Cycle Expansion for Micro WTI Crude Oil Futures
Product	MDP 3.0: tag 6937-Asset	iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group	Current Listing Schedule	New Listing Schedule
Micro WTI Crude Oil Futures	MCL	CL	Monthly contracts listed for 12 consecutive months and additional Jun and Dec contract months	Monthly contracts listed for the current year and the next 3 calendar years.

These futures will be available for customer testing in New Release on Monday, October 2.

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

Events and Announcements

NewMessaging Efficiency Program Q4 2023 Benchmarks

The Q4 2023 CME Globex futures and options on futures Messaging Efficiency Program product group benchmarks are now available. No changes were made to Q4 2023 product group benchmarks vs. Q3 2023 product group benchmarks.

Please Note: The Excessive Messaging Threshold (EMT) for both Globex Firms and iLink session IDs remains in place for all futures and options on futures products which trade on CME Globex. Please refer to pages 16-18 in the CME Globex Messaging Efficiency Program for EMT related information.

The CME Globex Messaging Efficiency Program creates fair business guidelines by which customers are billed a surcharge for overly high message rates.

CME Globex firms who exceed the benchmark ratios in applicable product groups and are signed-up accordingly, receive email notifications of any potential surcharges. CME Globex firms who have access to the Firm Administrator Dashboard have the ability to view their messaging statistics on a T+1 basis.

Please contact your Global Account Manager with any questions.

CME Reference Data API v2 Decommission - Reminder - October 27

Effective Friday, October 27, Reference Data API version 2 will be decommissioned and no longer supported. To support the decommission, version 2 will be deprecated and no further enhancements will be offered as of Saturday, September 30. 

Customers are strongly encouraged to migrate to Reference Data API Version 3 as soon as possible to prevent any data interruptions. 

CME Reference Data API v3 (RD APIv3), hosted on Google Cloud (GC), provides the following enhancements:

• Decreased refresh time rate
• Increased results per page from 20 to 1000
• No change to your API IDs and entitlements

Clients should review an updated Client Impact Assessment for details on v3.

Reference Data API Version 3 is currently available in Production and for customer testing in New Release.

CME Group Settlement File and Daily Bulletin Modifications - January 8, 2024

Effective Monday, January 8, 2024, CME Group Settlement Files and Daily Bulletin will no longer be available through the below File Transfer Protocol (FTP) links, as CME Group will cease support of these FTP folders:

• https://www.cmegroup.com/ftp/settle/
• https://www.cmegroup.com/ftp/bulletin
• ftp.cmegroup.com/settle
• ftp.cmegroup.com/bulletin

As a result, CME Group will be making this information available to clients in the following ways:

• Daily Bulletin: CME Group Daily Bulletin files will continue to be available via the Daily Bulletin web page.
• Settlement Files: CME Group daily Settlement Files are available via the CME DataMine platform. Please take note the publication times of these files will be midnight Central Time (CT) but will continue to be available free of charge. For those that require daily Settlement Files before midnight, the end of day file is available via CME DataMine with paid subscription. 

Clients with real-time or delayed market data licenses can receive their data via CME MDP 3.0 Market Data, CME Group Data on Google Pub/Sub, or an authorized distributor of CME Group market data, may expect settlement publication times to remain unchanged.

DataMine     

Dataset	Times Available (CT)	Fee Liable
End of Day File	5:30 p.m.; 9:30 p.m.; and 9:30 a.m. (following day)	Yes
Settlements File	Midnight	No

Contemporaneous with these changes, settlement prices on cmegroup.com product pages will also be published at midnight CT.

You are encouraged to assess your firms’ requirements as soon as practicable to ensure there is no material disruption to the use of data procured from the CME Group FTP site today.

More information will be made available in subsequent CME Globex Notices.

For more information, contact marketdata@cmegroup.com.