This topic provides examples of CME FX Spot+ Matching.
Contents
Revision History
Date | Description |
|---|---|
April 9, 2025 | Included additional order entry fields. |
April 3, 2025 | Added links under Associated Market Data Definitions. |
April 2, 2025 | Initial publication of this topic. |
Examples
The following messages are referenced in the FX Price Discretion examples:
Associated Order Messages | Associated Market Data Definitions |
|---|---|
Scenario 1 - FX Spot+ Outfight Order Trades with FX Spot+ Outright Order
Scenario 2 - FX Link Order Trades with FX Link Order
Scenario 3 - Implied Match Occurs in FX Spot+ Order Book
In this example the FX link Spread and FX Future customer orders generate an implied Bid order for 209858@1.42954 in the FX Spot+ order book.