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The following fields are critical for modeling LME Futures:

• Primary Exchange (17) = LME (London Metal Exchange)

• Variation Margin (4533) = No

• Variation Margin Rule (2289) = Standard Life-to-Date

• Prompt Date (2302): settlement date of net cash

  • This replaces a typical Future’s Expiration Date (38)

• Last Trade Date (5076): last date trades can be entered

  • Typically the trading day prior to Prompt Date

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