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Trading
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Getting Started
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- Active Trader Daily market data and insight for the Individual Active Trader
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Get started in the FX markets with EBS.
Connect to the leading fixed income platforms, analytics and more.
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- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 10 Nov 2015
- By CME Group
- Topics: General Education
This document provides specifications for CME’s average pricing calculations, often referred to as APS (“apes”), for its original implementation in the Average Pricing System.
Average-pricing calculations allow any number of transactions in a contract, on the same side of the market (only buys or only sells), to be offset and then replaced with one or more special transactions at an average price. The input transactions being averaged are considered an average pricing group (“APS group”).
About CME Group
As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.
Follow us for global economic and financial news.
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.
Contact Us
View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
