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In this example a buy order for a CME FX Link spread is accepted and filled. The CME FX Link spread assigned CME Globex fill price of 0.1 is equal to the OTC Spot FX leg fill price. The assigned CME FX futures leg price is the last traded price on CME Globex of 12035.5.

Gliffy Diagram
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Resulting Market Data

The CME FX Link spread trade results in trade, volume, book data and statistic information. Volume information for the spread and CME FX Future is sent. There is no resulting market data for the OTC FX Spot leg.

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