Bilateral trading relationships for certain EU Repo products will be supported on CME Globex. Bilateral trading allows permissioned firms to trade with other permissioned firms for the given bilateral product. Bilateral relationships are managed internal to CME Group and market data for these products is supported with Conflated CME Conflated CME MDP TCP for Market by Price (MBP) books.
Bilateral Product Market Data
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MBP Book Priority | Total Bid Quantity (270-MDEntryPx) | Tradeable Quantity (37719-TradeableSize) | Bid Book Price |
---|---|---|---|
1 | 800 | 500 | 1.91 |
2 | 100 | 100 | 1.92 |
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MBP Book Priority | Total Bid Quantity (270-MDEntryPx) | Tradeable Quantity (37719-TradeableSize) | Bid Book Price |
---|---|---|---|
1 | 900 | 900 | 2.03 |
2 | 400 | 400 | 2.04 |
...