Page tree

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

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

Anchor
feat
feat
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 RequirementsFurther details can be found .

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

...