Effective Sunday, January 11 (trade date Monday, January 12), CME ClearPort API will support the submission of a second OTC FX notional quantity at the Trade and Allocation levels. With this enhancement, customers will have the ability to submit notional quantity in both base and settlement currency terms. Currently, CME Clear API accepts submission of notional quantity in either base or settlement terms.
To support this enhancement, the CalcCcyLastQty attribute will be supported on:
Submission of second OTC FX quantity is optional.
This enhancement is currently available in New Release for customer testing.
Sample messages for the second OTC FX notional quantity are available online.
If you have questions, please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803, or in Asia at +65 6593 5593.
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.