Change Summary

Mandatory Change

Background

Effective Sunday, April 13 (trade date Monday, April 14), with the CME FX Spot+ pre-launch, CME FX Link clients will have the following iLink messaging considerations.

Affected Venues

cme_ilink3_sbe

Change

iLink3 Quantity fields (e.g. LegLastQty) in the ExecutionReport Trade Spread Leg for all OTC Spot FX legs instruments will contain notional quantity instead of lot size.
A new BodyPassthru OrderEventExecID will be available for ExecutionReport on FX Link Spot leg

Timeline

13 Apr 2025 - FXSpot + Go live.

Whisperer Client Impact

Change Details

FX Link Spot Leg

The following fields will now contain the notional quantities on the ExecutionReport.

LegLastQty
LegCalculatedCcyLastQty
LegAllocQty
LegAllocCalculatedCcyQty

Passthru Fields

Venue	Message	Parent Group	Passthru Key	Venue Comment	MarketFactory Comment
cme_ilink3_sbe	ExecutionReport	NoBodyPassthruFields	OrderEventExecID	This is a unique ID that ties together a specific fill between two orders.	Optional Field: populated on FXLink Spot leg of the order.

Please refer to Passthru Fields to view across all venues.

Documentation

	File	Modified

No files shared here yet.

2025-04-13 - CME FX Link messaging changes