Page tree
Skip to end of metadata
Go to start of metadata

This content includes an overview of the EBS reports integrating with CME Globex to be distributed through either Enterprise Reporting Portal (EREP) or Secure File Transfer Protocol (SFTP).

For the reports listed below, please note the following key changes:

  • Several EBS reports have been consolidated into a new, comprehensive report.  All data and columns in the underlying reports have been included in the consolidated version.
  • Unless otherwise specified below, reports can be accessed via two options:
    • Enterprise Reporting Portal (EREP): A web-based portal allowing users to easily download and view reports.
    • Secure File Transfer Protocol (SFTP): A self-service tool allowing provisioned users to set up encrypted transfer of report files between CME’s SFTP and a firm’s SFTP.

A CME Group Login ID is required to access reports through EREP or SFTP.  To request access for EBS reports, please reach out to your firm's Admin Manager (Back Office).

  • Reports distributed through EREP will be based on logical groupings of reports and accessed via corresponding roles assigned to users. This role-based access allows firms to segregate the types of reports each user may see, ensuring sensitive data for a firm is only seen by authorized users.  When filling out EREP access forms through your firm's Back Office Admin Manager, please ensure the correct roles are requested.  

See the EBS Operational Readiness Guide for an overview and detailed information about other available services offered on CME Globex and relevant reporting information, such as:

  • Overview documents, user guides, and access forms for EREP and SFTP
  • Other services with reporting components
  • More details pertaining to user administration and access across CME Globex

EREP Storage Rules

Daily reports will be stored for 1 Month

Weekly reports will be stored for 3 Months

Monthly reports will be stored for 12 Months

Contact Information

For any questions on how to secure report access or how to determine who your firm's Admin Manager is, please reach out to Global Account Management (GAM):

ServiceContact DetailsHours

Global Account Management (GAM)

Email: Global Account Management

Sun - Fri

17:00 - 17:00 (CST)

Summary of Reports

Report details below are grouped by the required access role; access will be granted to all reports within a group as indicated on the EREP report access request form.  Sample reports and report specifications are available by clicking the hyperlink in the EBS Report Title column.  This page will be updated frequently as more sample reports become available.

EBS Report Registration Forms

Request report access by completing and submitting applicable form(s):

Firms that want to test report access can register for participation in Early Access and/or Mock Trading activities.

EBS Reports

EBS Spot and Metals Reports

 New EBS Report TitleReport IDDescriptionFrequencyAvailability
Daily Floor Activity Trading Summary

BI101_FRM

Trading Activity Summary Report by currency pair for all Spot, Metals and NDF instruments.  Generated for a single floor code / GFID

Daily

EREP & SFTP
Previous Month Floor Activity Trading SummaryBI101_FRM_MTHTrading Activity Summary Report by currency pair for all Spot, Metals and NDF instruments.  Generated for a single floor code / GFIDMonthlyEREP & SFTP
EBS Direct-Liquidity Consumer-Counterparty Volume-Prev Week - Bank CodeBI140_LC_WKLEBS Direct Liquidity Consumer Counterparty Volume. Generated for a specific floor code / GFIDWeekly EREP
EBS Direct LC Execution StatisticsBI148_MTHEBS Direct LC Execution Statistics Report for the month. This version has been enhanced to contain the FX Code column.

Monthly

EREP
Previous Month EBS Market & Direct Rainbow Chart Summary

BI700_MTH

Monthly Rainbow Chart Summary by hour for EBS Market & Direct

  • Includes Global Summary 
Monthly EREP & SFTP
Previous Quarter EBS Market & Direct Rainbow Chart SummaryBI700_QTRMonthly Rainbow Chart Summary by hour for EBS Market & DirectQuarterlyEREP & SFTP

EBS EFIX Reports

 New EBS Report TitleReport IDDescriptionFrequencyAvailability
eFix Fill Ratio by Hours - Bank CodeBI137EBS Market eFix Daily Fill Ratio by Hour. Generated for a specific floor code / GFIDDailyEREP & SFTP
EBS eFix Trading ActivityBI130_MTHEBS Market eFix Trading Activity for the Previous Month.  Generated for a specific floor code / GFIDMonthlyEREP & SFTP

EBS Credit Reports

 New EBS Report TitleReport IDDescriptionFrequencyAvailability
Daily Exhausted Credit and Credit Received Not Given

BI303_CR

EBS Market  - Exhausted Credit Report enhanced to include Credit Received Not Given on Spot, Metals, NDF, CNH, and Ruble. Generated for a specific floor code / GFID.DailyEREP & SFTP
Previous Week Exhausted Credit and Credit Received Not GivenBI303_CR_WKLEBS Market  - Exhausted Credit Report enhanced to include Credit Received Not Given on Spot, Metals, NDF, CNH, and Ruble. Generated for a specific floor code / GFID.WeeklyEREP & SFTP
CLS Credit Status Settlement and CLS Indicator ReportBI603_CRCLS_WKLCLS Credit Status Settlement and CLS Indicator report. Generated for a specific floor code / GFID.WeeklyEREP & SFTP
Credit Received and Not Given for Spot, Metals, and NDFBI300_CR_WKLWeekly EBS Credit Received, Not Given summary for Spot, Metals, and NDF. Generated for a specific floor code / GFID.WeeklyEREP & SFTP
Credit Limit ReportBI350_CR_WKLProvides a Firm (as grantor) a list of grantee groups and corresponding limit detailsWeeklyDistribution List
Credit Floors Missed ReportBI340_CR_WKLCredit Floors MissedWeeklyEREP & SFTP
Credit Percent Access to Prices and Access to FloorsBI301_CR_MTH Summary of Credit Percent Access to Prices and Access to FloorsMonthlyEREP & SFTP

EBS Billing Reports

New EBS Report TitleReport IDDescriptionFrequencyAvailability
Bank Monthly Volume Billing Summary

BI200_BL_FRM_MTH

EBS Billing - Brokerage Summary by product - 12 month summary

  • Including currency detail
  • Generated for a specific floor code / GFID
MonthlyEREP & SFTP

EBS SEF Trade Report

EFS106

EBS Billing - Trade detail file including volume and brokerage - EBS SEF NDF

  • Allows details to create monthly billing summary information
Monthly 

EREP & SFTP

EBS Trade Report

EFS105 

EBS Billing - Trade detail file including volume and brokerage - EBS Market & Direct

  • Allows details to create monthly billing summary information
Monthly 

EREP & SFTP

EBS Sessions Reports

New EBS Report TitleReport IDDescriptionFrequencyAvailability
Sessions ReportEBS_Session_SessionDetailCharges.CSVDetail of charges applied to EBS Session Detail by Session IDMonthlyEREP & SFTP

EBS Regulatory Reports

New EBS Report TitleReport IDDescriptionFrequencyAvailability
EBS MMA Performance ReportMMA300This report provides details of the daily performance on each instrument of the MMA in terms of maximum spread and time of quotation, defined by MIFID regulation. DailyEREP & SFTP
EBS HFT ReportEHFT100This report is available to participants upon request and contains estimates of the average number of messages per second to assist participants in determining their obligations under MIFID relating to high frequency trading.MonthlyEREP & SFTP
EOD Client Order Events - On-SEFCEOD201

Provides end of day NDF orders and trades on SEF reported per firm. This only includes the activities on EBS Markets, not EBS Direct.

Useful for internal market risk and surveillance systems that monitor activity from an EBS API and Workstation perspective

Please Note: This does not cover NEX SEF Rules 208, 302 and 309 (“Globex Order Entry – Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems”) – please see draft of Market Regulation Advisory Notice (“MRAN”) on Order Routing and Front-End Audit Trail Requirements

Report field specification and examples

DailyEREP & SFTP
EOD Client Order Events - EBS MarketCEOD200

Provides end of day orders and trades of Spots, Metal and NDF which are NOT traded on SEF,  reported per firm. This only includes the activities on EBS Markets, not QDM.

Report field specification and examples

DailyEREP & SFTP

Front End Audit Trail 

FEAT100

This report covers NEX SEF Rules 208, 302 and 309 (“Globex Order Entry – Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems”) – please see draft of Market Regulation Advisory Notice (“MRAN”) on Order Routing and Front-End Audit Trail Requirements.

CME Group captures and formats the Audit Trail report for NEX SEF markets in the FEAT 100 report (view the report specification). Files must be downloaded within 30 days of the activity.

Additional details are available on the CME Globex Front-End Audit Trail page.

Daily EREP & SFTP
Daily SEF Activity ReportPublished on Website

This report provides daily price and volume activity of SEF eligible trades, as required by the Part 16 rule of CFTC. This report is published daily on CME EBS's website.

DailyPublished on Website

EBS Institutional Reports

New EBS Report Title

Report ID

Description

Category

Frequency

Delivery Method
Daily Group Activity Trading SummaryBI101_INSTTrading Activity Summary Report by currency pair for all Spot, Metals and NDF instruments.  Generated for all floor codes / GFIDs within the institutionSpot and MetalsDailyEREP & SFTP
Previous Month Group Activity Trading SummaryBI101_INST_MTHTrading Activity Summary Report by currency pair for all Spot, Metals and NDF instruments.  Generated for all floor codes / GFIDs within the institutionSpot and MetalsMonthlyEREP & SFTP
Previous Month EBS Direct LP Volumes and RankingsBI1401_INST_EBSD_MTHEBS Direct LP Volumes and Rankings Spot and MetalsMonthlyEREP
Previous Week EBS Direct LP Volumes and RankingsBI1401_INST_EBSD_WKLEBS Direct LP Volumes and Rankings Spot and MetalsWeeklyEREP
Previous Month EBS Direct Metals LP Volumes and RankingsBI1401_INST_EBSDM_MTHEBS Direct Metals LP Volumes and RankingsSpot and MetalsMonthlyEREP
Previous Week EBS Direct Metals LP Volumes and RankingsBI1401_INST_EBSDM_WKLEBS Direct Metals LP Volumes and RankingsSpot and MetalsWeeklyEREP
Previous Month EBS EM LP Volumes and RankingsBI1401_INST_EBSDS_MTHEBS Direct & Select LP Volumes and RankingsSpot and MetalsMonthlyEREP
Previous Week EBS Select LP Volumes and RankingsBI1401_INST_EBSDS_WKLEBS Direct & Select LP Volumes and RankingsSpot and MetalsWeeklyEREP
Previous Month EBS EM LP Volumes and RankingsBI1401_INST_EBSEM_MTHEBS Emerging Market Pairs LP Volumes and RankingsSpot and MetalsMonthlyEREP
Previous Week EBS EM LP Volumes and RankingsBI1401_INST_EBSEM_WKLEBS Emerging Market Pairs LP Volumes and RankingsSpot and MetalsWeeklyEREP
Previous Month EBS Select LP Volumes and RankingsBI1401_INST_EBSS_MTHEBS Select LP Volumes and RankingsSpot and MetalsMonthlyEREP
Previous Week EBS Select LP Volumes and RankingsBI1401_INST_EBSS_WKLEBS Select LP Volumes and RankingsSpot and MetalsWeeklyEREP
EBS Direct LP Vol and Rankings 12 Month Summary (Spot, Forwards, Metals) by RegionBI1403_INST_MTHEBS Direct LP Volumes and Rankings - 12 Month Summary (Spot, Forwards, Metals) by RegionSpot and MetalsMonthlyEREP
Previous Month EBS Direct Forwards & Swaps LP Volumes and RankingsBI140_INST_MTHEBS Direct Forwards -LP Volumes and RankingsSpot and MetalsMonthlyEREP
Previous Week EBS Direct Forwards & Swaps LP Volumes and RankingsBI140_INST_WKLEBS Direct Forwards - LP Volumes and RankingsSpot and MetalsWeeklyEREP
EBS Direct Liquidity Consumer Traders by Segment and LPBI145_INST_MTHEBS Direct LC Traders by Segment (Manual, API, Fix 4.4) for a specific LPSpot and MetalsMonthlyEREP & SFTP
EBS Direct Global LP Hold Time AnalysisBI1464_INST_MTHEBS Direct - API - Execution Statistics Rankings. Generated for a specific LCSpot and MetalsMonthlyEREP
Group Monthly Volume Billing SummaryBI200_INST_BL_MTH

EBS Billing - Brokerage Summary by product - 12 month summary

  • Generated for all floor codes / GFIDs within the Billing Group.
BillingMonthlyEREP & SFTP
EBS Ultra-Participation Criteria Group Daily Estimate ReportBI113_INSTDaily report indicating whether the client is entitled to receive the EBS Ultra Market Data productSpot and MetalsDailyEREP & SFTP
Previous Week EBS Direct LP Entitlements All RegionsBI331_INST_CR_WKLEBS Direct LP Entitlement by LC Regions.  Enhanced to include the LC Region field on all tabs. CreditWeeklyEREP & SFTP
Previous Week EBS Direct LP Entitlements All RegionsBI331_INST_CR_MTHEBS Direct LP Entitlement by LC Regions.  Enhanced to include the LC Region field on all tabs. CreditMonthlyEREP & SFTP

Summary of Key Retired Reports

Reports listed below are Legacy EBS Reports that are being Retired post Migration to CME Globex,

Legacy EBS Report TitleDescriptionReplacement (if applicable)
S-106-Trader Within BankDaily and Monthly Volume activity summary by trader and by currency pair - now combined with the BI101 reportsBI101_FRM
S-201-Group Volume Billing Detail-BankBank Volume Billing DetailBI200_FRM_MTH
S-201-Group Volume Billing Detail-GroupGroup Volume Billing DetailBI200_INST_MTH
S-100-Exchange RatesThese rates are now going to be provided directly on the Billing Trade Details report and are not needed (and also not applicable) in the legacy 100 Exchange Rate report.EFS105
S-140-EBS DIRECT - Forwards -LP-Volumes StatsForwards -LP-Volumes and Rankings
S-140-EBS Direct-Liquidity Consumer-Counterparty Volume-Prev Month - Bank CodeEBS DIRECT - Forwards & Swaps -LP-Volumes Stats - run for a specific LP
S-148 EBS Direct LC Execution Statistics -Pre Mth ReportEBS Direct LC Execution Statistics for the Previous Month
S-1462-EBS Direct - API - Execution Statistics Rankings - LCEBS Direct- Liquidity Consumer Traders by Segment by LP– Client Profile (Manual, API, Fix 4.4 Connection to EBS Direct)
S-901-Group Volume-Monthly Billing Summary by Trader-BankMonthly Brokerage Summary by trader IDEFS105
Deleted User Profiles ReportRefers to the Deleted User Profiles that TFAs can pull off the Broker. This shows any Traders IDs that previously existed on the Floor that have been deleted and when they were removed – basically an audit feature for clients managing their own trader IDs.
Group and Bank Volume Brokerage & Currency Detail

EBS Billing - Monthly Volume Summary by Currency Pair for individual Floor codes / GFIDs and also Billing Group

EFS 105

  • No labels