Per customer requests, and beginning on business date August 29, 2011, CME Group will begin publishing the prior-day volume and open interest blocks on the CDS FIXML settlement price files. CME Group will begin publishing the prior-day volume and open interest on the Futures and Options FIXML settlement price files on September 12, 2011. If you use any of the CME Group FIXML settlement price files, you will want to ensure that your systems can load settlement data regardless of whether you plan to use the new information or not.
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.