Due to a decrease in the minimum tick size of CME Swiss Franc futures, we will be adjusting our conversion factors from +4 to +5 on Monday, May 2, 2022. Customers who receive data in whole number (non-decimal) format will notice an extra digit on prices for the following futures.
CSI# | Name | Old min tick | New min tick | Old CF | New CF |
25 | Swiss Franc | 0.0001 | 0.00005 | +4 | +5 |
127 | Swiss Franc (RTH) | 0.0001 | 0.00005 | +4 | +5 |
878 | Swiss Franc (ETH) | 0.0001 | 0.00005 | +4 | +5 |
100818 | E-Micro CHF / USD | 0.0001 | 0.00010 | +4 | +5 |
Please refer to the following CME advisory notice for more details:
https://www.cmegroup.com/content/dam/cmegroup/notices/ser/2022/03/SER-8936.pdf
Price scaling in decimal formatted files will remain unchanged.