• UPDATE: Volume and Open Interest Added to FIXML Settlement Price Files Coming August 29, 2011 and September 12, 2011

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 11-307
      • Notice Date
      • 29 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 blocks on the CDS FIXML settlement price files. CME Group will begin publishing the prior-day volume and open interest on the Futures and Options FIXML settlement price files on September 12, 2011.  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.

       

       

      11-307

       

       

      For the full text of this advisory, click here

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