Effective Sunday, April 13 (trade date Monday April 14), CME Group will launch CME FX Spot+, a new tradable FX spot instrument, leveraging CME FX Link liquidity to bring together OTC spot FX and FX futures.
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Revision History
Date | Description |
|---|---|
Monday, March 17, 2025 | Updated Modification to existing Fields with tag 99103-PostTradeType |
Wednesday, March 5, 2025 | Initial publication of this topic |
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FIX Tag | FIXML XPath | EBS Spot | FX Spot+ | Description |
|---|---|---|---|---|
207-SecurityExchange | TrdCaptRpt/Instrmt/@Exch | “EBS” | “FXS” | Identifies the traded exchange |
1117-RootPartyID 1119-RootPartyRole=”73” 1118-RootPartyIDSource=”G” | TrdCaptRpt/Pty/[@R=”73” AND @Src="G"]@ID | “EBSC” | “GLBX” | Market Identifier Code (MIC) |
FIX Tag | FIXML XPath | Data Type | Description | Possible values |
|---|---|---|---|---|
99103-PostTradeType | TrdCaptRpt/@PostTrdTyp | int | Identifies the type of ticket All trading firms for FXSpot+ are set up in a prime structure, tickets for Bilateral firms are marked as ‘synthetic’. | 4 - Synthetic / Prime give-up |
Changes to Party Block for CME FX Spot+
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FIX Tag | FIXML Attribute | Change Type/Values |
|---|---|---|
452-PartyRole="36" 447-PartyIDSource="C" 448-PartyID=<Entering trader value> | /TrdCaptRpt/RptSide/Pty[@R="36"]/@ID | New PartyRole=36 - Entering Trader |
452-PartyRole="24" 447-PartyIDSource="C" ->803-PartySubIDType=26 ->523-PartySubID=<ID value> | /TrdCaptRpt/RptSide/Pty[@R="24" AND @Src="C"]/Sub[@Typ="26"]/@ID | New PartySubIDType=26 (Customer Account type or Origin) PartySubID values:
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452-PartyRole="90" 447-PartyIDSource="D" → 523-PartySubID → 803-PartySubIDType="1000" | /TrdCaptRpt/RptSide/Pty[@R="90" AND @Src="D"]/Sub[@Typ="1000"]/@ID | New PartySubIDType = 1000 (Counterparty ID). Denotes the Counterparty’s Clearing Member Firm ID.. |