From Monday, September 8th, the CME Group’s future fulfillment indicators will start by rationalizing MDP on the Premium Channel (Channel 261) in production.
The CME Group’s future fulfillment indicators represent the performance of a rolling investment in a CME underlying contract. The cylinder mechanism is designed to monitor the liquidity profile of each future fulfillment.
The indicators will be available for 33 of CME’s top future markets.