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With the recent implementation of Blocks, EFP’s, EFR’s and EFS’s in the FEC (Front-End Clearing) System, changes were made
to the valid values that are used on the GAINS® Rate Maintenance screen in the "EFP" field, as follows:
B = Block trades
E = EFP trades
Blank = Any
N = Exchange for Risk
T = Exchange for Swap
If you have any questions regarding these changes, please contact the CMO group at 312/930.8159 or email cmo@cme.com. Thank you.
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