Security Info

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Imported from previous forum

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Dear all,
If Future/Option Contract “XX” having Maturity Month and date is 31,Jan 2007, and the tender(Book Closer) period start date 21 Jan 2007 Tender period (Book Closer) End date is 31,Jan 2007 and in Tender period the tradings not allowed.

As a sell side (FIX 4.2) application how we can provide above information to Buy side appliction using security definition request or any other message available.

Thanks in advance
Giridhar Nayak

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[ original email was from Matt Simpson - msimpson@cme.com ]
I believe you are referring to the delivery period of contract. At CME we refer to these as the ‘first intent date’ and the ‘last intent date’ which are the dates the short holder may deliver the underlying physical.

The Security Definition message provides the Event repeating group which resides in the Instrument Block. The Event Group is used to express special dates related to an instrument. The EventType/865 supports a value of Tender but a new value of ‘Tender Close’ would need to be added to support your requirements.

Dear all, If Future/Option Contract “XX” having Maturity Month and date
is 31,Jan 2007, and the tender(Book Closer) period start date 21 Jan
2007 Tender period (Book Closer) End date is 31,Jan 2007 and in Tender
period the tradings not allowed.

As a sell side (FIX 4.2) application how we can provide above
information to Buy side appliction using security definition request or
any other message available.

Thanks in advance Giridhar Nayak