Enhanced Support for CME FX Calendar Spread Trade Submissions

Effective Sunday, April 23 (trade date Monday, April 24), to support block and EFRP submissions on CME ClearPort at reduced minimum block quantities or tick size, all CME FX calendar spread trade submissions will be supported, including:

• Differentiated minimum block quantity by leg expiration:
  • Quarterly vs. Quarterly
  • Serial vs. Serial
  • Quarterly vs. Serial
• Reduced minimum tick size based on non-contiguous or contiguous months

This enhancement will be available in New Release for customer testing on Wednesday, April 19.

Please contact Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593 with questions while testing in New Release.

Please contact the Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010 for production questions.