• Addition of AvgPx (True Average Price) Tag to all Average Price Records on FIXML Trade Register

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 17-417
      • Notice Date
      • 03 November 2017
      • Effective Date
      • 03 November 2017
    • At the request of Clearing Member Firms, beginning on Monday, November 20, 2017, CME Clearing will include the True Average Price for all allocations and offsets that have an Average Price on the EOD FIXML trade register. Currently, re-allocations of claimed average price allocations do not include this tag, but will after this change.

      For the full text of the advisory, click here