• Removal of Trade Quantity Size Limitations on Electronic Futures and Option FIXML Trade Messages

      • To
      • Clearing Member Firms; Back Office Managers; Software Providers
      • From
      • CME Clearing
      • #
      • 11-382
      • Notice Date
      • 28 October 2011
      • Effective Date
      • 14 November 2011
    • Effective Monday November 14, 2011, CME Clearing will no longer break down trade quantities from an electronic trade where the executed quantity is greater than 9,999 contracts on FIXML trade confirmations to firms. This practice was an artifact of the maximum quantity size available in the TREX message format. All CME Clearing systems have converted to the FIXML messaging format where no such limitation on the trade quantity attribute (LastQty) exists.

      For the full text of this advisory...

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.