Permitted Crossing Protocols by Asset Class and Product Sub-Type

View applicable crossing protocols by asset class and sub-product type.



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 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%

Appendix: FX Currencies with BPM percentage of 40%

  • 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