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# | Name | Old min tick | New min tick | Old CF | New CF |
23 | Mexican Peso | 0.00001 | 0.000001 | +5 | +6 |
278 | Mexican Peso (RTH) | 0.00001 | 0.000001 | +5 | +6 |
875 | Mexican Peso (ETH) | 0.00001 | 0.000001 | +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.