Matching Algorithm Overview

Watch this video to learn how resting orders are matched with aggressing orders using these CME Group algorithms: Allocation, Eurodollar Option, FIFO, FIFO with LMM, FIFO with Top Order and LMM, Pro-Rata, Split FIFO and Pro-Rata, Threshold Pro-Rata, Threshold Pro-Rata with LMM.

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

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