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Exchange Volume Report
The file contains exchange volume data for contracts traded and open interest on a yearly basis. Each file contains a record for each month of the given year. The file for the current year is updated daily and overwites the file created on the previous business day. The file is exported each morning with data as-of thePricing and Fee Schedules
All fees relating to the below schedules are described on each firm's monthly invoice (PDF) as well as the Total Billing File https://ftp.onechicago.com/development/resources/billing_reports/BILLING_TOTAL_Technical_Specifications.pdf and respective supplemental files delivered to each firm's dedicated SFTP account. SeeScan Markets
The scan market utility uses the OneChicago public delayed Quote Scan https://www.onechicago.com/?page_id=22379 to query for MPSecIDs matching the provided criteria. The resulting MPSecIDs are then added and subscribed to the designated Watchlist. Selecting image2019-8-6_12-34-45.png Pressing Ctrl + Shift + S. WindProduct Related Fees
See the Fee Schedule to the Connectivity Service Agreement https://ftp.onechicago.com/documentation_center/fee_schedules/Fee_Schedule_Connectivity_Service_Agreement.pdf brief for a PDF version of this item. Firms are billed on the third business day of each month. Fees are debited on a monthly basis from a firms cleTrade Reporting Practice
Parties can report bilaterally negotiated off-exchange Block and EFP Instrument trades to Delta1. Accepted trades are cleared at the OCC. OneChicago Market Surveillance reviews trade reporting activity to ensure that EFP and Block trades are entered at a fair and reasonable price. Overview: Rules for Block Trade RCalendar Spreads Explained
Delta1 provides for a combination instrument called an SSF Spread. An SSF spread is comprised of two product-contracts more commonly referred to as “legs,” where the quoted price of the spread is expressed as the price of the back leg minus the price of the front leg. When bids and offers in spread markets transact, twExtranet Service Providers
(ESPs) have direct access to Delta1. ESPs can offer customers both Proprietary Real-time Market Data via multicast and Order Entry and Trade Reporting via unicast. CenturyLink https://www.centurylink.com/ Pico Quantitative Trading, LLC https://www.picotrading.com/ ICE Data, LP https://www.theice.com/publicdocs/iceClearing Services
Overview: The Options Clearing Corporation OneChicago trades are cleared at the AA+ rated Options Clearing Corporation ("OCC") https://www.theocc.com/, which functions as a central counterparty ("CCP") to each trade participant. Firms that are approved to clear Single Stock Futures at OCC are qualified to trade forListing and Expiration Calendar
Overview: T+2 Contracts Traditional Monthly Futures Contracts expire on the 3rd Friday of each month, where the expiration day is the last day available for trading. If the expiration day falls on an exchange (US) holiday, then the Friday expiration date will take place on the prior business day. The traditional mMargin Requirements
Overview: Initial and Maintenance The basic margin requirement for security futures is 20% of the underlying value of the contract (initial and maintenance margin). This 20% minimum may be reduced for certain types of futures market positions, such as calendar and basket spreads, and for certain offsetting posit