Market Data Unfair Advantage Posting Status Robert 2016

CME Swiss Franc futures minimum tick change

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#NameOld min tickNew min tickOld CFNew CF
25Swiss Franc0.00010.00005+4+5
127Swiss Franc (RTH)0.00010.00005+4+5
878Swiss Franc (ETH)0.00010.00005+4+5
100818E-Micro CHF / USD0.00010.00010+4+5

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

Price scaling in decimal formatted files will remain unchanged.