• New Release Changes to Price Quality Auction

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 12-167
      • Notice Date
      • 20 April 2012
      • Effective Date
      • 20 April 2012
    • New Release Changes to Price Quality Auction
      Please be advised CME will be making changes to the Price Quality Auction (PQA) in the New Release Environment.  These changes will be taking place this weekend with an effective date of Monday, April 23rd 2012.  Please reference the Overview and IT Coordination Points document that was distributed following the most recent Ops call for all change details.  To request another copy of the document please contact the CME Client Services Team at onboarding@cmegroup.com
      Please Note: One aspect of this change is the enabling of firm trade functionality which will allow for match deals via the PQA in NR.  Please be aware that you may see deals in FEC NR on Monday as a result of the PQA process.
      Please contact onboarding@cmegroup.com if you have further questions.
      CME Clearing

      Full Text of this Advisory...