9.2.4 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.