Effective Sunday, June 30, 2024 (trade date Monday, July 1), in addition to current Mass Quote Protection (MQP) types, CME Group will provide the new Fill % (F) MQP type at the Group Code and Product Line levels.
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Date | Description |
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June 5, 2024 | Fill % (F) changed to default of 90% and customers will default to a null value. If utilized, the value will default to 90%. Customers can only edit it to a value greater more than 90%. |
April 3, 2024 | Initial version of this content published. |
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Testing and Certification
Certification for the new FIll % (F) MQP type is not mandatory for client systems already certified for the Mass Quote test suite.
New MQP Type
The table below summarizes the new Fill % (F) MQP type. Permission to use MQPs is coordinated through Global Account Management (GAM) and implemented through by your Clearing firm through CME Customer Center (MQP UI).
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