CME Clearing will not run a clearing cycle on July 4, for trades occurring during this abbreviated session but will carry them forward to the following Monday, July 7, where they will be processed during the intra-day clearing cycle. Accordingly, all bookkeeping confirmation messages from this abbreviated session will carry a trade date of July 7. Please keep in mind, however, the iLink message sent from the Globex match engine to the front-end ISV user, will carry the trade date of July 4. This is an important factor to consider for firms that have clients who balance and reconcile their iLink messages to their bookkeeping statement. Please refer to the following link for more specific information from the Globex Control Center regarding the July 4, schedule: http://www.cmegroup.com/globex/files/CMEGlobex2008HolidaySchedule.pdf
FX Marketspace (FXMS) will also have an abbreviated trading session on Globex until 12 noon on Friday, July 4. Per the normal FXMS holiday processing schedule, the exchange will run a normal clearing cycle on Friday, July 4, for all FXMS products that trade during this abbreviated session.
For questions or concerns, please contact CCS at 312 207 2525 or via email to firstname.lastname@example.org.