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The RMI supports special characters in Execution Firm accounts. Execution Firms may prefix special characters to the tag 1-Account value to utilize Average Price System (APS), give-up functionality, or other functions. The RMI API enforces block and unblock regardless Exchange-defined of special characters. Special characters not defined by the Exchange must be explicitly included in the RltdPtyDetlID to not be subject to block/unblock enforcement.

WARNING

The account validation will always use capitalized values and match the values on the CME Globex orders.

The following table details the Exchange-defined special qualifiers (characters) for the Account. Orders submitted using these characters are subject to RMI instructions. If a block is in place on a given account, new orders using these characters in conjunction with that account number will also be blocked.

Special Qualifiers                                  

Qualifier

Description

$

Routes to APS with the digits following the account number as a group.

#

Routes to APS with the order number as a group.

%

Enables prior day settles as the differential for SLEDS.

&

Enables engine prices as the differential for SLEDS.

!

Routes to Give-ups.

*

Routes to Give-ups.

+

Routes to Give-ups.

%$

Enables prior day settles as the differential for SLEDS and routes to APS with the digits following the account number as a group.

%#

Enables prior day settles as the differential for SLEDS

%!

Enables prior day settles as the differential for SLEDS and routes to Give-ups.

%*

Enables prior day settles as the differential for SLEDS and routes to Give-ups.

%+

Enables prior day settles as the differential for SLEDS and routes to Give-ups.

&$

Enables engine prices as the differential for SLEDS and routes to APS with the digits following the account number as a group.

&#

Enables engine prices as the differential for SLEDS and routes to APS with the order number as a group.

&!

Enables engine prices as the differential for SLEDS and routes to Give-ups.

&*

Enables engine prices as the differential for SLEDS and routes to Give-ups.

&+

Enables engine prices as the differential for SLEDS and routes to Give-ups.

Example

RMI Block effective for account 11111:

  • New order with account 11111 is submitted and rejected.
  • New order with account $11111 is submitted and rejected.
  • New order with account @11111 is submitted and accepted.
All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.