This is a reminder that firms participating in the Portfolio Margin program are required to upgrade to the Optimizer version 9.0 on or before October 3, 2016. The previous build is not forward-compatible with the market data which will appear in existing input files beginning on October 3. Optimizer 9.0 is available to download for testing from https://cmecore.cmegroup.com/core/.
Additionally, please include in your deployment plan the configuration within the full advisory posted below..
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