Permitted Crossing Protocols by Asset Class and Product Sub-Type

View applicable crossing protocols by asset class and sub-product type.

Legend
x

Permitted

Crossing Not Permitted, Method Not Available, BPM Allocation 

not available or Product Subgroup Not Offered by Exchange

Product Class DCM Product Subgroup Globex ("G") Cross Agency ("A") Cross RFQ  + RFC ("R") Cross Committed ("C") Cross***
Futures Options Futures Options Futures Options Futures Options
Equities CME ALL

x

x 0%
Equities CBOT ALL x x 0%
Interest Rates CME ALL x x 0% x 20%
Interest Rates CBOT Swap Futures x x 40%
Interest Rates CBOT Invoice Swap Spreads x x 50%
Interest Rates CBOT Treasuries and Fed Funds x x 0% x 20%
FX CME 30 Products in Appendix x x x x 40% x 20%
FX CME All Other Products x x x x 0% x 20%

Appendix: FX Currencies with BPM percentage of 40%

  • Australian Dollar/Canadian Dollar (AUD/CAD) Cross Rate Futures
  • Australian Dollar/Japanese Yen (AUD/JPY) Cross Rate Futures
  • Australian Dollar/New Zealand Dollar (AUD/NZD) Cross Rate Futures
  • Canadian Dollar/Japanese Yen (CAD/JPY) Cross Rate Futures
  • Swiss Franc/Japanese Yen (CHF/JPY) Cross Rate Futures
  • Chinese Renminbi/Euro (RMB/EUR) Cross Rate Futures
  • Chinese Renminbi/U.S. Dollar (RMB/USD) Futures
  • Czech Koruna/Euro (CZK/EUR) Cross Rate Futures
  • Czech Koruna/U.S. Dollar (CZK/USD) Futures
  • Euro/Australian Dollar (EUR/AUD) Cross Rate Futures
  • Euro/Canadian Dollar (EUR/CAD) Cross Rate Futures
  • Euro/Norwegian Krone (EUR/NOK) Cross Rate Futures
  • Euro/Swedish Krona (EUR/SEK) Cross Rate Futures
  • Euro/Turkish Lira (EUR/TRY) Cross Rate Futures
  • British Pound Sterling/Swiss Franc (GBP/CHF) Cross Rate Futures 
  • British Pound Sterling/Japanese Yen (GBP/JPY) Cross Rate Futures
  • Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures
  • Hungarian Forint/U.S. Dollar (HUF/USD) Futures
  • Israeli Shekel/U.S. Dollar (ILS/USD) Futures
  • Indian Rupee/U.S. Dollar (INR/USD) Futures
  • Korean Won/U.S. Dollar (KRW/USD) Futures
  • Norwegian Krone/U.S. Dollar (NOK/USD) Futures
  • Polish Zloty/Euro (PLN/EUR) Cross Rate Futures
  • Polish Zloty/U.S. Dollar (PLN/USD) Futures
  • Swedish Krona/U.S. Dollar (SEK/USD) Futures
  • U.S. Dollar/Chilean Peso (USD/CLP) Futures
  • U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
  • U.S. Dollar/Chinese Renminbi (USD/RMB or CNY) Futures with U.S. Dollar Banking
  • U.S. Dollar/South African Rand (USD/ZAR) Futures
  • U.S. Dollar/Turkish Lira (USD/TRY) Futures