Market Data Unfair Advantage Posting Status Robert 2016

Conversion factor change for CME Mexican Peso futures

Due to a decrease in the minimum tick size of CME Mexican Peso futures on CME Clearport, we will be adjusting our conversion factors from +5 to +6 on Monday, August 29, 2022. Customers who receive data in whole number (non-decimal) format will notice an extra digit on prices for the following futures.

CSI#NameOld min tickNew min tickOld CFNew CF
23Mexican Peso0.000010.000001+5+6
278Mexican Peso (RTH)0.000010.000001+5+6
875Mexican Peso (ETH)0.000010.000001+5+6

Please refer to the following CME advisory notice for more details:

https://www.cmegroup.com/content/dam/cmegroup/notices/clearing/2022/08/Chadv22-295.pdf

Price scaling in decimal formatted files will remain unchanged.