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

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 11-315
      • Notice Date
      • 08 September 2011
      • Effective Date
      • 12 September 2011
    • 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.


      The original Clearing Advisory Notices for this (11-293 and 11-307) was distributed  on August 19,  2011, and August 29, 2011, respectively.


      CDS FIXML settlement price files began carrying the new blocks on business date August 29, 2011,


      For the full text of this advisory, click here