At a date to be announced in a future client communicationEffective Sunday, March 30 (trade date Monday, March 31), pending the completion of all regulatory review periods, EBS Market will launch On-MTF NDF tailored order books on CME Globex.
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Revision History
Date | Description |
|---|---|
February 24, 2025 | Updated production availability date. |
January 24, 2025 | Updated effective and production availability dates; will be announced in a future client communication. |
December 4, 2024 | Initial publication of this topic. |
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Date | Milestone |
|---|---|
December 8, 2024 | Available in New ReleaseTo |
be announcedSunday March 30, 2025 | Available in Production |
Testing and Certification
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Product Name | Product Long Name | Tag 6937-Asset | Tag 1151-Security Group |
| ||||||
|---|---|---|---|---|---|---|---|---|---|---|
On-MTF NDF Tailored Liquidity Pool USD/TWD 1M | FXNDF.TLP.USD/TWD | TWD1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/KRW 1M | FXNDF.TLP.USD/KRW | KRW1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/INR 1M | FXNDF.TLP.USD/INR | INR1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/IDR 1M | FXNDF.TLP.USD/IDR | IDR1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/PHP 1M | FXNDF.TLP.USD/PHP | PHP1TL | TPHP | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/BRL 1M | FXNDF.TLP.USD/BRL | BRL1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/CLP 1M | FXNDF.TLP.USD/CLP | CLP1TL | TNDF | EBSO | ||||||
On-MTF NDF Tailored Liquidity Pool USD/COP 1M | XNDF.TLP.USD/COP | COP1TL | TNDF | EBSO |
Entity and Credit
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The market data for tailored order book instruments is a standard MDP 3.0 20 millisecond conflated TCP service, except that Trade Summary messages will not be published.
CME STP and CPT FIX
Tailored order book trades will be supported on CME STP, CME STP FIX, CPT FIX and will reflect the new exchange code EBSO.
CME STP FIX and FIXML
FIX Tag | FIXML Attribute | Value | Description |
|---|---|---|---|
1117-RootPartyID | ID | EBSO | Exchange identifier for tailored order book instruments |
1118-RootPartyIDSrc | Src | G | Code denoting that the ID is the Exchange identifier |
CPT FIX
FIX Tag | Value | Description |
|---|---|---|
448-PartyID | EBSO | Exchange identifier for tailored order book instruments |
447-PartyIDSource | G | Code denoting that the ID is the Exchange identifier |
Client Reports
The EOD Client Order Events - Off-SEF (CEOD200) report will support tailored order book markets, with the new exchange identifier EBSO.
ContactInformation
For technical development support, contact Certification Support for Electronic Trading (CSET).
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