Single Stock Futures

Single Stock Futures

Effective Sunday, July 26 (trade date Monday, July 27), pending completion of all regulatory review periods, Single Stock futures (SSF), BTIC on Single Stock futures, and Micro Single Stock futures for a select group of publicly listed companies will be listed for trading on CME Globex, available for trading on CME Direct, and eligible for submission for clearing via CME ClearPort.

With this launch a new Market Segment Gateway (MSGW) and Drop Copy Gateway Service (DCMSGW) will be introduced.

This topic details the technical client impacts for SSF.

Contents

Revision History

Date

Description

Date

Description

Wednesday, July 8, 2026

  • Updated Product Taxonomy Rule section for Micros on SSF products.

  • Added note for Product Ticker attribute in CME Reference Data section.

  • Updated Product Taxonomy table for Micros of SSF products.

Tuesday, July 7, 2026

  • Updated contract utilized in new settlement message value testing schedule:
    From STSLA to SNFLX.

  • Updated Micro Advanced Micro Devices Inc Stock Futures:
    Product Code from XAMAT to XAMD0.

  • Updated Group Code from SAMAT to SAMD0
    Updated RD API new stock ticker language.

Monday, June 29, 2026

  • Updated the Single Stock Futures and Spreads section.

  • Added a Micro Single Stock Futures table to the Product Catalog.

  • Added New Settlement Message Value Testing Schedule section.

  • Production launch date updated.

Tuesday, June 16, 2026

Updated the Integral Stock Split Example and the Non-Integral Stock Split Example sections.

Thursday, June 4, 2026

Updated Tuesday and Wednesday activity for the Integral Stock Split example.

Wednesday, May 20, 2026

Added Product Catalog:

  • Complete list of products

Added Corporate Action sections:

  • Corporate Action Types

  • Corporate Action Processing

  • Supported Corporate Actions Summary

  • Corporate Actions Processing Examples

Wednesday, April 15, 2026

Added Product Taxonomy Rules section.

Updated Market Halt Test Products.

Removed Test Single Stock Futures Market row from the Single Stock Futures Test Products table.

Wednesday, April 8, 2026

Updated Key Events for April 9 to include New Release availability and April 13 to include New Release milestone such as Customer testing availability.

In SSF & Spreads Products, removed products with an iLink tag-55 security group of 02.

Wednesday, April 1, 2026

Added Market Data Security Status - Market Halt, New Settlement Message Value, Settlement Message Specifications, Single Stock Futures Test Products, Single Stock Futures and Spreads, BTIC on Single Stock Futures, and Market Halt Testing Schedule sections.

Wednesday, March 18, 2026

The following updates have been made to the Configuration and Connectivity Details web page for SSF:

  • Added MSGW New Release and Production IPs

  • Added Drop Copy New Release and Production IPs

  • Added Market Data New Release and Production Host IPs

Wednesday, March 11, 2026

Initial publication of this client impact assessment.

Key Events and Dates

Date

Milestone

Date

Milestone

Saturday, July 18

Production:

  • MSGW_Config.xml

  • DCMSGW_Config.xml

  • Config.xml

Available Now

Sunday, June 7

For the New Release environment, a full list of products is available for customer testing.

Thursday, April 9

New Release:

  • MSGW_Config.xml

  • DCMSGW_Config.xml

  • Config.xml

Monday, April 13

New Release:

  • Customer testing available

  • Subset of Products 

  • Order Routing

  • 5-Character Group Code

  • Automated Market Halt Testing

  • Convenience Gateways

Thursday, March 19

New Release
CME Reference Data API - New Attribute

Sunday, March 29

Production
CME Reference Data API - New Attribute

Sunday, July 26

 

Production launch

Testing and Certification

Certification is not required for customer systems already certified to CME Market Data Platform 3.0 (MDP 3.0), iLink Order Entry, and Drop Copy 4.0 Service for iLink.

Market Halt Testing Schedule

SSF market halt testing will be available in the New Release environment during the following days and times. During this test, SSF (SNVDA) and the associated BTIC for the test instrument (TNVDA) will experience a halt.

Environment

Day of the Week

Time

Description of Event

Environment

Day of the Week

Time

Description of Event

New Release

 

Monday

  • 9:00 a.m. CT

  • 10:00 a.m. CT

Market Halt

Monday

  • 9:05 a.m. CT

  • 10:05 a.m. CT

Market Open

Thursday

  • 9:00 a.m. CT

  • 10:00 a.m. CT

Market Halt

Thursday

  • 9:05 a.m. CT

  • 10:05 a.m. CT

Market Open

New Settlement Message Value Testing Schedule

Testing for the SSF new settlement value denoted with tag 279-MDUpdateAction=1 (Update) is scheduled for the New Release environment at the dates and times listed below. The SSF (SNFLX) contract will be utilized for this testing session.

Environment

Day of the Week

Time

Description of Event

Environment

Day of the Week

Time

Description of Event

New Release

Tuesday

10:00 a.m CT

New Settlement Message Value

Summary of Impacts

To support the upcoming launch of SSF, clients should be aware of the following impacts across CME Group services.

Product Overview

This section provides an overview of SSF product impacts. SSF will support the exchange CME (tag 207-SecurityExchange="XCME").

New Expanded CME Globex Group Code

The CME Globex group code (MDP 3.0 tag 1151-Security Group) will be expanded from two to five alphanumeric characters. Likewise, the CME Globex product code (MDP 3.0 tag 6937-Asset) will be five alphanumeric characters.

Product Taxonomy Rules

SSF products will follow the following taxonomy rules:

  • SSF product (fix tag 6937=Asset)  and security group codes (fix tag 1151-SecurityGroup) will be prepended with “S” followed by the underlying stock ticker. 

  • BTICs on SSF products (fix tag 6937=Asset) and security group codes (fix tag 1151-SecurityGroup) will be prepended with “T” followed by the underlying stock ticker.

  • Micros on SSF products code (fix tag 6937=Asset) will be prepended with “X” and the security group codes (fix tag 1151-SecurityGroup) will reference the security group of the outright SSF.

  • Products with a ticker less than 4-bytes will have 0s (zero) applied to fulfill the 5-character code requirement.

  • Products whose ticker is greater than 5-bytes will be truncated to 4-bytes to accommodate the 5-byte threshold.

Stock Ticker

Futures

BTIC

Micro

Taxonomy Rules

ABC

SABC0

TABC0

XABC0 

 

Ticker less than 4-bytes:
S - Added for futures

T - Added for BTICs

X - Added for Micros

0 - Added for padding

ABCDE

SABCD

TABCD

XABCD 

Ticker greater than 5-bytes:

S - Added for futures

T - Added for BTICs

X - Added for Micro

E - Dropped to accommodate the 5-byte threshold

Product Catalog

This following table lists the full catalog of products now available for customer testing in the New Release environment and will be available at the production launch.

Single Stock Futures and Spreads

Product

MDP 3.0: Tag 6937-Asset

iLink: Tag 55-Symbol
MDP 3.0 tag 1151 - Security Group

Market Data Channel
MDP 3.0 Tag 1180 - APPLID

MDP 3.0: Tag 1300-MarketSegmentID

Tag 762-
SecuritySubType

Product

MDP 3.0: Tag 6937-Asset

iLink: Tag 55-Symbol
MDP 3.0 tag 1151 - Security Group

Market Data Channel
MDP 3.0 Tag 1180 - APPLID

MDP 3.0: Tag 1300-MarketSegmentID

Tag 762-
SecuritySubType

Alphabet Inc Stock Futures

SGOOG

SGOOG

324

 

 

 

 

 

 

62

 

 

 

 

 

 

EQ - Calendar Spread

 

 

 

 

 

 

Apple Inc Stock Futures

SAAPL

SAAPL

AbbVie Inc Stock Futures

SABBV

SABBV

Adobe Inc Stock Futures

SADBE

SADBE

Applied Materials Inc Stock Futures

SAMAT

SAMAT

Advanced Micro Devices Inc Stock Futures

SAMD0

SAMD0

Amgen Inc Stock Futures

SAMGN

SAMGN

Amazon Inc Stock Futures

SAMZN

SAMZN

Broadcom Inc Stock Futures

SAVGO

SAVGO

Boeing Co, The Stock Futures

SBA00

SBA00

Bank of America Corp Stock Futures

SBAC0

SBAC0

Booking Holdings Inc Stock Futures

SBKNG

SBKNG

Berkshire Hathaway Inc Stock Futures

SBRKB

SBRKB

Caterpillar Inc Stock Futures

SCAT0

SCAT0

Comcast Corp Stock Futures

SCMCS

SCMCS

ConocoPhillips Stock Futures

SCOP0

SCOP0

Costco Wholesale Corp Stock Futures

SCOST

SCOST

Cisco Systems Inc Stock Futures

SCSCO

SCSCO

Chevron Corp Stock Futures

SCVX0

SCVX0

Coca-Cola Co, The Stock Futures

SKO00

SKO00

Eli Lilly & Co Stock Futures

SLLY0

SLLY0

Exxon Mobil Corp Stock Futures

SXOM0

SXOM0

Home Depot Inc, The Stock Futures

SHD00

SHD00

International Business Machine Stock Futures

SIBM0

SIBM0

Intel Corp Stock Futures

SINTC

SINTC

Johnson & Johnson Stock Futures

SJNJ0

SJNJ0

JPMorgan Chase & Co Stock Futures

SJPM0

SJPM0

Lockheed Martin Corp Stock Futures

SLMT0

SLMT0

Mastercard Inc Stock Futures

SMA00

SMA00

McDonald's Corp Stock Futures

SMCD0

SMCD0

Meta Platforms Inc Single Stock futures

SMETA

SMETA

Merck & Co Inc Stock Futures

SMRK0

SMRK0

Microsoft Corp Stock Futures

SMSFT

SMSFT

Micron Technology Inc Stock Futures

SMU00

SMU00

Newmont Corp Stock Futures

SNEM0




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