• Volume and Open Interest Added to FIXML Settlement Price Files - Effective August 29, 2011

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 11-293
      • Notice Date
      • 19 August 2011
      • Effective Date
      • 29 August 2011
    • Per customer requests, and beginning on business date August 29, 2011, CME Group will begin publishing the prior-day volume and open interest on the FIXML settlement price files.  If you use any of the CME Group FIXML settlement price files, you will want to ensure that your systems can load settlement data regardless of whether you plan to use the new information or not.


      For the full text of the advisory, click here