The Global Technical Committee has reviewed and preliminarily approved the CME Average pricing enhancement proposal. The document is a follow-up to EP240 and its purpose is to provide further enhancements needed to assist trade give-up by clients of Central Counterparty (CCP) clearing house.
The document now enters a public comment period in which public review and feedback is encouraged. Once the public comment period closes, the Global Technical Governance Board will meet to review public comments before final approval.
Please post feedback, comments, and questions as replies to this discussion thread.
A link to the proposal can be found at: https://www.fixtrading.org/packages/fix-protocol-ga-cme-average-pricing-enhancements/
The public comment period ends on March 20, 2018.