Firms wishing to clear OneChicago products must read and, where appropriate, execute the following:

• Two clearing guarantee agreements for CME Globex access before becoming authorized to trade OneChicago products. These are the:
  • Clearing House Advisory Notice 02-71 - OneChicago Clearing Guarantee Agreement for Globex Access
  • The OneChicago Clearing Guarantee Agreement for Globex Access.
• An Agreement Required for Delivery of OneChicago Products
• The Trade Transfer Agreement for OneChicago Products – CME Firm to CBOE Firm Required for CBOE firms wishing to receive give-up trades from CME firms in OneChicago products. Firms must specify what they will accept for give-ups.
• The GAINS System Agreement for CBOE Firms Trading OneChicago Products. is required for CBOE firms wanting to participate in the CME GAINS system for brokerage billing for trades executed in OneChicago products.
• Clearing Choices for CME firms for OneChicago Security Futures describes how clearing and bookkeeping processing works for CME firms trading OneChicago products
• Corporate Event Processing at CME for OneChicago Security Futures explains the mechanics of how corporate events, such as stock splits, affect OneChicago futures positions in bookkeeping and clearing. Additional documents focus on detailed examples of corporate events:
  • Integral Splits
    Forecast - Integral Split
    Trade Register - Integral Split
  • Non-Integral Splits
    Forecast - Non-integral Split
    Trade Register - Non-Integral Split
  • Extraordinary Cash Dividends
    Forecast - Extraordinary Cash Dividend
    Trade Register - Extraordinary Cash Dividend
  • Summary Report of Corporate Events
    Forecast - Corporate Event Summary
• CME Clearing Codes for OneChicago products [ftp://ftp.cme.com/pub/span/util/ONE-codes-at-CME.xls – Note- link doesn’t work] is a spreadsheet listing
• the equities and narrow-based indices on which OneChicago lists futures
• the ticker code for the equities
• the full up-to-six-byte OneChicago product symbol for futures contract
• the two-byte CME clearing code for futures contracts, used in the SPAN file, TREX messages, and so on

A Web page of the clearing codes can be found at Single Stock Futures Codes [links appear below]

Enhancements to the CME Edit File for OneChicago
Enhancements to the CME Edit File for OneChicago, Client Management Advisory CM-0275, published Sept. 13, 2002. The CME Edit File, published daily and available on the Internet, now provides (a) a cross-reference between the full OneChicago product code and the two-byte CME clearing code, and (b) the CME-internal firm numbers assigned to CBOE firms, so that CME firms can do cross-exchange give-ups with CBOE firms and vice versa.
Please check back periodically for the latest information and updates.

Market Data Information

If you wish to clear OneChicago products at CME Clearing and have access to OneChicago market data, please read:

• Obtaining OneChicago Market Data
• The OneChicago Customer Memo 081302

Please check back periodically for the latest information and updates. 

If you wish to access OneChicago market data via CME Globex, please read:

• ONE Chicago Customer Memo 081302 (PDF)
• Security Order Modifications
• Security Price Format
• CMEMarket Data & OneChicago Single Stock Futures Market Data (PDF)

Please check back periodically for the latest information and updates. 

Security Futures Testing
You can now test Security Futures Products (SFP) in the CME certification environment using their existing iLink 2.0 user IDs. SFPs are available for testing Monday through Friday between 8:00 a.m. and 5:00 p.m. (Central time). Weekly maintenance is scheduled every Wednesday from 12:00 a.m. to 4:00 p.m. (Central time).

You must request that your CME certification ID be enabled to access the SFP environment. Please contact your Technology Marketing Account Manager at technologymarketing@cme.com or 312-930-2397 for more information – [Note: Is this still correct? If not, what should it be?]

OneChicago Product Information

For information on trading OneChicago products and clearing them at CME, please read the CME User Reference Guide.

To find out about transaction costs, please read the OneChicago Fee Schedule.

View the Security Futures Margins Q&A

Security Futures Codes
View the special code assigned each security futures contract.
A-D
E-K
L-R
S-Z
Narrow-Based Indices