• Sunday Preliminary Volume and Open Interest Message Dissemination - Effective Sunday, November 22, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-267
      • Notice Date
      • 20 November 2009
      • Effective Date
      • 22 November 2009

    • Based on customer requests, beginning Sunday, November 22, 2009, CME Group will start disseminating Preliminary Volume and Open Interest messages (both in ITC and FIX/FAST) for the previous trading date every Sunday at approximately 3:00 p.m. (Chicago Time) for CME, CBOT, NYMEX, COMEX and DME. This will be in addition to the current Preliminary Volume and Open Interest messages, which are disseminated every Monday at approximately 6:50 a.m. (Chicago Time).  

       

      All other Preliminary and Final Volume and Open Interest messages will be disseminated at their regular times.

       

      Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions.

       

       

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