• APS BTIC Messaging and Grouping Changes - April 29, 2019

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 19-069
      • Notice Date
      • 25 February 2019
      • Effective Date
      • 29 April 2019
    • Effective for business date Monday April 29, 2019 CME will be enhancing the average price grouping and allocation functionality to include ‘trade at marker’ and ‘trade at settlement’ indicators which will make it easier to identify and apply exchange fees to allocations that include BTIC/TAM and TAS trades. The enhancement will also be in effect for notional value average pricing (NVAP) allocations.

      Click here for the full text of the advisory

      19-069