• Average Price System Enhanced Rounding for specific CME Group FX contracts

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 10-468
      • Notice Date
      • 18 November 2010
      • Effective Date
      • 21 November 2010
    • At the request of the clearing community, CME Clearing will enhance the minimum fluctuation used by the Average Price System (APS) for determining the rounded average price beginning Sunday, November 21st, 2010. This change is in accordance with the current minimum fluctuations as defined in the CME Rulebook.

      For the full text of this advisory...

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