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..
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.