Does anyone know where to find historical First Notice Dates for futures? Eg. GC for the Mar '18 contract. I googled, but couldn't see anything of use.
See the bolded below. -------------- "706.C. Notice Day 1. Notice Day shall be the day on which an Assignment Notification is issued by the Clearing House to the long clearing member and the short clearing member. The first day during which an Assignment Notification can be issued shall be the last business day of the month prior to the delivery month and shall be referred to as “First Notice Day”. The last day during which an Assignment Notification can be issued shall be the second last business day of the delivery month and shall be referred to as “Last Notice Day”. 2. The Assignment Notification shall specify the parties matched for delivery and the number of contracts to be delivered. The invoice shall specify the brand, the warrant number, the weight, the facility in which the metal is stored, the name of the short clearing member, the name of the long clearing member, and the price of the metal for each corresponding warrant. 3. The Assignment Notification shall be issued by the Clearing House to the long clearing member and the short clearing member upon completion of assignment. 4. The Assignment Notification is not transferable. 706.D. Settlement Price The settlement price at the close of business on the day the Notice of Intention to Deliver is provided to the Clearing House shall be the basis for delivery. In the event the Notice of Intention to Deliver is provided on the next to last business day of the delivery month, the settlement price shall be the settlement price at the close of business on the third to last business day (the previous day). ------------- https://www.cmegroup.com/rulebook/NYMEX/1/7.pdf The reason I posted the blurb above is because from what I have seen, the CME rarely ever changes the F/LND and LTD rules. So if you know the general rule, you can assume that what it means now it is what it meant years ago, and can extrapolate the dates from there without pulling your hair out of your head trying to find an actual list. If you truly need a listing of those exact dates, best bet is to call the CME Commod group and ask if they can provide you with a historical listing.
You can find it on Bloomberg. You can also infer most of them from looking at the contract specs which definitely requires more work.