- 3 Jun 2016
- By CME Group
- Topics: General Education
View applicable crossing protocols by asset class and sub-product type.
| Legend | |
|---|---|
| x | Permitted |
| • | Crossing Not Permitted, Method Not Available, BPM Allocation not available or Product Subgroup Not Offered by Exchange |
| Product Class | DCM | Product Subgroup | Globex ("G") Cross | Agency ("A") Cross | RFQ + RFC ("R") Cross | Committed ("C") Cross*** | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Futures | Options | Futures | Options | Futures | Options | Futures | Options | |||||
| Equities | CME | ALL | x |
• | • | • | • | • | • | • | x | 0% |
| Equities | CBOT | ALL | x | • | • | • | • | • | • | • | x | 0% |
| Interest Rates | CME | ALL | x | • | • | • | • | • | x | 0% | x | 20% |
| Interest Rates | CBOT | Swap Futures | x | • | • | • | • | • | x | 40% | • | • |
| Interest Rates | CBOT | Invoice Swap Spreads | x | • | • | • | • | • | x | 50% | • | • |
| Interest Rates | CBOT | Treasuries and Fed Funds | x | • | • | • | • | • | x | 0% | x | 20% |
| FX | CME | 30 Products in Appendix | x | • | x | x | • | • | x | 40% | x | 20% |
| FX | CME | All Other Products | x | • | x | x | • | • | x | 0% | x | 20% |
- Australian Dollar/Canadian Dollar (AUD/CAD) Cross Rate Futures
- Australian Dollar/Japanese Yen (AUD/JPY) Cross Rate Futures
- Australian Dollar/New Zealand Dollar (AUD/NZD) Cross Rate Futures
- Canadian Dollar/Japanese Yen (CAD/JPY) Cross Rate Futures
- Swiss Franc/Japanese Yen (CHF/JPY) Cross Rate Futures
- Chinese Renminbi/Euro (RMB/EUR) Cross Rate Futures
- Chinese Renminbi/U.S. Dollar (RMB/USD) Futures
- Czech Koruna/Euro (CZK/EUR) Cross Rate Futures
- Czech Koruna/U.S. Dollar (CZK/USD) Futures
- Euro/Australian Dollar (EUR/AUD) Cross Rate Futures
- Euro/Canadian Dollar (EUR/CAD) Cross Rate Futures
- Euro/Norwegian Krone (EUR/NOK) Cross Rate Futures
- Euro/Swedish Krona (EUR/SEK) Cross Rate Futures
- Euro/Turkish Lira (EUR/TRY) Cross Rate Futures
- British Pound Sterling/Swiss Franc (GBP/CHF) Cross Rate Futures
- British Pound Sterling/Japanese Yen (GBP/JPY) Cross Rate Futures
- Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures
- Hungarian Forint/U.S. Dollar (HUF/USD) Futures
- Israeli Shekel/U.S. Dollar (ILS/USD) Futures
- Indian Rupee/U.S. Dollar (INR/USD) Futures
- Korean Won/U.S. Dollar (KRW/USD) Futures
- Norwegian Krone/U.S. Dollar (NOK/USD) Futures
- Polish Zloty/Euro (PLN/EUR) Cross Rate Futures
- Polish Zloty/U.S. Dollar (PLN/USD) Futures
- Swedish Krona/U.S. Dollar (SEK/USD) Futures
- U.S. Dollar/Chilean Peso (USD/CLP) Futures
- U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
- U.S. Dollar/Chinese Renminbi (USD/RMB or CNY) Futures with U.S. Dollar Banking
- U.S. Dollar/South African Rand (USD/ZAR) Futures
- U.S. Dollar/Turkish Lira (USD/TRY) Futures
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