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% |