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.
Contract specification for algorithm examples:
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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.