New Release Changes to Price Quality Auction
Please be advised CME will be making changes to the Price Quality Auction (PQA) in the New Release Environment. These changes will be taking place this weekend with an effective date of Monday, April 23rd
2012. Please reference the Overview and IT Coordination Points document that was distributed following the most recent Ops call for all change details. To request another copy of the document please contact the CME Client Services Team at email@example.com
Please Note: One aspect of this change is the enabling of firm trade functionality which will allow for match deals via the PQA in NR. Please be aware that you may see deals in FEC NR on Monday as a result of the PQA process.
Full Text of this Advisory...