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Comment: Published by Scroll Versions from this space and version 1.5.55

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Table Excerpt Include
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Please refer to Supported Instruments to view across all venues.

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The SecurityGroup field is used to identify eFix, FXSpot+ and Precious Metals instruments. If the SecurityGroup is populated on SecurityStatus messages, it will be expected to be populated in all client MarketDataRequest messages.

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MetalSymbolSecurityGroupComment
SilverXAG/USDUnpopulatedStandard
Small SilverXAG/USDXAG/USD SMUsed to be traded as SAG/USD prior to EBS migration.
Gold (EUR)XAU/EURUnpopulatedDoes not exist!
Small Gold (EUR)XAU/EURXAU/EUR SMUsed to be traded as SAU/EUR prior to EBS migration.
GoldXAU/USDUnpopulatedDoes not exist!
Small GoldXAU/USDXAU/USD SMUsed to be traded as SAU/USD prior to EBS migration.
Palladium (Zurich)XPD/USDUnpopulatedSettles via loco Zurich.
Palladium (London)XPD/USDXPD/USD LNSettles via loco London. Used to be traded as LPD/USD prior to EBS migration.
Platinum (Zurich)XPT/USDUnpopulatedSettles via loco Zurich.
Platinum (London)XPT/USD

XPT/USD LN

Settles via loco London.  Used to be traded as LPT/USD prior to EBS migration.

CME FX Spot+

The SecurityGroup field must be populated with the string "FXSpot+" to trade these instruments.

The CME FX Spot+ tradable instruments will be available for the select currency pairs.

Product Name

Symbol

SecurityGroup

Euro / US Dollar Spot FXEUR/USDFXSpot+
US Dollar / Canadian Dollar Spot FXUSD/CADFXSpot+
British Pound / US Dollar Spot FXGBP/USDFXSpot+
Australian Dollar / US Dollar Spot FXAUD/USDFXSpot+
US Dollar / Japanese Yen Spot FXUSD/JPYFXSpot+
US Dollar/Swiss Franc Spot FXUSD/CHFFXSpot+
New Zealand Dollar/US Dollar Spot FXNZD/USDFXSpot+
US Dollar / Mexican Peso Spot FXUSD/MXNFXSpot+


Note
  • The product thresholds and limits published in SecurityStatus message are specified in base currency.
  • Liquidity for FXSpot+ orders can be from other FXSpot+ orders, or from FXLink spread orders. It is therefore possible for MDEntrySize to be a non-rounded amount indicating implied liquidity.
  • If an order is partially filled, and the remaining quantity falls below the Minimum Order cancel threshold for the product, the remaining order will be canceled by CME.


Conditional Price Increment

Note

Whisperer clients will receive the below fields as BodyPassthru in the SecurityStatus messages for the products eligible for Conditional Price Increment:

  • AltMinPriceIncrement
  • AltMinQuoteLife
  • AltPriceIncrementConstraint
  • MaxBidAskConstraint

Supported instruments, minimum tick, and minimum quote life as per the Conditional Price Increment CME confluence page.

With this launch, the price dissemination precision for the eligible EBS products will be increased from 5dp to 6dp.

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