• New FIXML Option FPRF Instrument-Level Contract Dates Coming October 28, 2016

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 16-443
      • Notice Date
      • 24 October 2016
      • Effective Date
      • 28 October 2016
    • Beginning with the files available in the late afternoon of Friday, October 28, 2016 for business date Monday, October 31, 2016, CME Group FIXML Product Reference Files for options will contain contract-specific Last Trade Dates and Settlement Dates that may be equal to or earlier than the series-level dates already provided.  Existing message-level series dates will not change.

      This change is being made to reduce overall file sizes by removing contracts at strike prices that have never traded. When an option that has not traded throughout its listing period reaches its contract-specific settlement date, it will be removed from CME Group systems, ahead of other active contracts.

      Please click here for the full text of this advisory.