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When displaying FX Link instruments, CME Group recommends that customer systems use the Display Factor (tag 9787). |
When displaying FX Link instruments, CME Group recommends that customer systems use the Display Factor (tag 9787).
Spread Name | Inverted/Non-Inverted | MDP 3.0 tag 6937-Asset | iLink tag 55-Symbol MDP3.0 tag 1151-SecurityGroup | MDP 3.0 tag 969-MinPriceIncrement | iLink and MDP 3.0 tag 167-SecurityType | MDP 3.0 tag 207-SecurityExchange | MDP 3.0 tag 762-SecuritySubType | MDP 3.0 tag 461-CFICode | MDP 3.0 Channel | MDP 3.0 tag 562-MinTradeVol | |
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Euro / US Dollar Spot FX Basis Spread | Non-Inverted | EURUSD | 6E | 0. | 105 | FUT | XFXS | XF | FMCXSX | 320 | 5 |
US Dollar / Canadian Dollar Spot FX Basis Spread | Inverted | USDCAD | 6C | 0.1 | FUT | XFXS | YF | FMCXSX | 320 | 5 | |
British Pound / US Dollar Spot FX Basis Spread | Non-Inverted | GBPUSD | 6B | 1 | FUT | XFXS | XF | FMCXSX | 314 | 5 | |
Australian Dollar / US Dollar Spot FX Basis Spread | Non-Inverted | AUDUSD | 6A | 1 | FUT | XFXS | XF | FMCXSX | 314 | 5 | |
US Dollar / Japanese Yen Spot FX Basis Spread | Inverted | USDJPY | 6J | 0.1 | FUT | XFXS | YF | FMCXSX | 314 | 5 | |
US Dollar / Mexican Peso Spot FX Basis Spread | Inverted | USDMXN | 6M | 5 | FUT | XFXS | YF | FMCXSX | 320 | 15 | |
US Dollar/Swiss Franc Spot FX Basis Spread | Inverted | USDCHF | 6S | 1 | FUT | XFXS | YF | FMCXSX | 314 | 5 | |
New Zealand Dollar/US Dollar Spot FX Basis Spread | Non-Inverted | NZDUSD | 6F | 1 | FUT | XFXS | XF | FMCXSX | 320 | 5 |
FX Spot Leg CME Globex Tag Summary
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