FX Spot+ uses FX Link and Globex implied functionality to connect liquidity across FX futures, FX Link, and FX Spot+. EBS spot FX participants are able to access CME FX futures liquidity in OTC spot terms within an open, transparent, central limit order book.

This topic provides information CME STP support for EBS clients who trade CME FX Spot+ products.

Contents

Client System Impacts

This section provides information CME STP impacts for EBS clients who trade CME FX Spot+ products.

New fields for FX Spot+

This table describes the new fields/values added to FX Spot+ trades in the Trade Capture Report (FIX: 35-MsgType=AE. FIXML:/TrdCaptRpt).

FIX Tag	FIXML XPath	Data Type	Description	Possible values
582-CustOrderCapacity	TrdCaptRpt/RptSide/@CustCpcty	int	The customer capacity for this trade.	1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
1031-CustOrderHandlingInst	TrdCaptRpt/RptSide/@CustOrderHandlingInst	String	Defines source of original order	C - "FCM Provided Screen“ H - “Algorithm engine” Y - "Client - Electronic"

Modification to existing Fields

This table describes the field values that differ between an EBS Spot & FX Spot+ trades in the Trade Capture Report.

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+

Party block fields are updated as follows for CME FX Spot+ trade.

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:

“1” - Customer Account
“2” - House Account

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.