1. Exchange Traded Derivatives User Guide
  2. Automatic Daily Process
  3. Automatic Events Executed during End of Day for Futures
  4. Liquidation of All Open positions on Expiry Date

Liquidation of All Open positions on Expiry Date

As of the Expiry Date the system will identify all series expiring on that day and liquidate all Open positions in the series. The system reverses contingents.

Table 9-8 Event Code - Description

Event Code Description

EEPL

Liquidation of Long Positions

EEPS

Liquidation of Short Positions.
  • Portfolio Event Processing
    The system supports all costing methods for Futures as a part of Batch processes for managing positions.

Parent topic: Automatic Events Executed during End of Day for Futures