This page provides product specifications and additional data essential to trading products on CME Globex including:
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CME Globex Reference Sheet
The CME Globex Reference spreadsheet provided by the Global Command Center (GCC) is updated regularly and provides the following information for each instrument tradable on CME Globex:
Top order percent allocation minimum
Top order percent allocation maximum
FIFO percent allocation
Pro-rata percent allocation
Pro-rata minimum allocation
Non-Reviewable Range (Trade Cancellation and Price Adjustment)
Maximum quantity - maximum quantity for order entry
Symbol - instrument group code value for iLink FIX tag 55-Symbol
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CME Globex Product Reference Sheet
The product reference sheet provides both a master instrument list and separate instrument lists per product complex.
Note: depending upon browser, you may have to right-click the link and Save As to download.
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CME Group Options with Synthetic Underlying Futures
Many of the options available on CME Globex operationally require a synthetic underlying future. A synthetic underlying future is an equivalent position that is defined without the actual components. These options include Calendar Spread Options, Inter-commodity Spread Options, and Options on Futures Strips. The link below provides comprehensive and detailed information regarding each of these options including their CME Globex symbol, description of the available options, and both their synthetic and actual underlying futures symbols.
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CME Group Options with Synthetic Underlying Futures
Please feel free to contact the CME Group Global Command Center with any questions, comments, or need for additional clarification in the U.S. at +1 800 438 8616, in Europe at +44 800 898 013, or in Asia at +65 6532 5010.
Side Effect Trading
See theSide Effect Trading topic for a description, example, and video demonstration.
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For Market with Protection orders, the protected range is typically the current best bid or offer, plus or minus 50 percent of the product’s Non-Reviewable Trading Range.
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Click for the Non-Reviewable Range (NRR) for all CME Globex products.
CME Globex Circuit Breaker Levels
Price fluctuation limits, or 'circuit breakers', set a range of allowable price movement levels per product.
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Click for a complete listing of Price Fluctuation Limits.