• Enhanced Functionality for FIXML SLED Leg Update Messages

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 11-271
      • Notice Date
      • 04 August 2011
      • Effective Date
      • 29 August 2011
    • On Monday August 29, 2011, in response to requests from the Clearing firms, CME Clearing will introduce an enhancement to the manner in which FEC processes individual SLED leg update messages. This enhancement applies to sending in a leg level update to either mark an individual leg for APS initially or changing the APS group to which it is assigned in the Average Pricing System (APS).

      For the full text of this advisory...

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