MDP 3.0 - Market Recovery and Instrument Definition Rates

This page provides market recovery and instrument definition rates per MDP channel.



Market Recovery Rates - Market by Price (MBP)

The following table contains the MBP Market Recovery PPS (Packets per Second) Settings for MDP 3.0 Production.  

Channel

Definition

PPS

(Packets Per Second)

Channel

Definition

PPS

(Packets Per Second)

310

CME Globex Equity Futures

50

311

CME Globex Equity Options

120

312

CME Globex Interest Rate Futures

135

313

CME Globex Interest Rate Options

100

314

CME Globex FX Futures

35

315

CME Globex FX Options

100

316

CME Globex Commodity Futures

75

317

CME Globex Commodity Options

25

318

CME Globex Equity Futures - excludes E-mini S&P 500

50

319

CME Globex Equity Options - excludes E-mini S&P 500

120

320

CME Globex FX Futures II

35

321

CME Globex FX Options II

100

326

CME Cryptocurrency Futures 

75

327

CME Cryptocurrency Options

100

340

CBOT Globex Commodity Futures

50

341

CBOT Globex Commodity Options

100

342

CBOT Globex Equity Index Futures

20

343

CBOT Globex Equity Index Options

100

344

CBOT Globex Interest Rate Futures

25

345

CBOT Globex Interest Rate Options

100

346

CBOT Globex Commodity Futures II

40

348

CBOT Globex Interest Rate Futures II

25

360

COMEX Globex Futures

40

361

COMEX Globex Options

25

380

NYMEX Globex Emissions Futures

50

381

NYMEX Globex Emissions Options

75

382

NYMEX Globex Crude & Crude Refined Futures

600

383

NYMEX Globex Crude & Crude Refined Options

100

384

NYMEX Globex Metals, Softs, & Alternative Market Futures

75

385

NYMEX Globex Metals, Softs, & Alternative Market Options

25

386

NYMEX Globex Nat Gas & other Non-Crude Energy Futures

75

387

NYMEX Globex Nat Gas & other Non-Crude Energy Options

75

430

BMD Globex Futures

150

431

BMD Globex Options

100

440

DME Globex Futures

50

441

DME Globex Options

75

450

KRX Globex Futures

25

460

MGEX Globex Futures

30

461

MGEX Globex Options

25

490

BrokerTec US Actives - Premium

10

500

BrokerTec US Actives - Conflated UDP

10

492

BrokerTec EGBs - Premium

60

502

BrokerTec EGBs - Conflated UDP

60

528

CME MDP Conflated UDP - EBS Ultra New York

100

529

CME MDP Conflated UDP - EBS Ultra London

100

530

CME MDP Conflated UDP - EBS Ultra OFF SEF NDF

100

531

CME MDP Conflated UDP - EBS Ultra ON SEF NDF

100

Market Recovery Rates - Market by Order Full Depth (MBOFD)

The following table contains the MBOFD Market Recovery PPS (Packets per Second) settings.

Channel

Definition

PPS
(Packets per Second)

Channel

Definition

PPS
(Packets per Second)

310

CME Globex Equity Futures

45

311

CME Globex Equity Options

260

312

CME Globex Interest Rate Futures

190

313

CME Globex Interest Rate Options

55

314

CME Globex FX Futures

90

315

CME Globex FX Options

130

316

CME Globex Commodity Futures

20

317

CME Globex Commodity Options

30

318

CME Globex Equity Futures - excludes E-mini S&P 500

85

319

CME Globex Equity Options - excludes E-mini S&P 500

55

320

CME Globex FX Futures II

135

321

CME Globex FX Options II

75

326

CME Cryptocurrency Futures 

20

327

CME Cryptocurrency Options

55

340

CBOT Globex Commodity Futures

50

341

CBOT Globex Commodity Options

50

342

CBOT Globex Equity Index Futures

30

343

CBOT Globex Equity Index Options

20

344

CBOT Globex Interest Rate Futures

165

345

CBOT Globex Interest Rate Options

195

346

CBOT Globex Commodity Futures II

135

348

CBOT Globex Interest Rate Futures II

165

360

COMEX Globex Futures

45

361

COMEX Globex Options

65

380

NYMEX Globex Emissions Futures

20

381

NYMEX Globex Emissions Options

20

382

NYMEX Globex Crude & Crude Refined Futures

520

383

NYMEX Globex Crude & Crude Refined Options

235

384

NYMEX Globex Metals, Softs, & Alternative Market Futures

20

385

NYMEX Globex Metals, Softs, & Alternative Market Options

20

386

NYMEX Globex Nat Gas & other Non-Crude Energy Futures

155

387

NYMEX Globex Nat Gas & other Non-Crude Energy Options

30

430

BMD Globex Futures

20

431

BMD Globex Options

20

440

DME Globex Futures

20

441

DME Globex Options

20

450

KRX Globex Futures

20

460

MGEX Globex Futures

20

461

MGEX Globex Options

20

490

BrokerTec US Actives - Premium

10

500

BrokerTec US Actives - Conflated UDP

10

492

BrokerTec EGBs - Premium

100

502

BrokerTec EGBs - Conflated UDP

100

Instrument Definition Rates

The following table contains the Instrument Definition MPS Settings for MDP 3.0 Production.

PPS = Packets per Second

Channel

Definition

PPS

(Packets Per Second)

Channel

Definition

PPS

(Packets Per Second)

310

CME Globex Equity Futures

20

311

CME Globex Equity Options

500

312

CME Globex Interest Rate Futures

100

313

CME Globex Interest Rate Options

500

314

CME Globex FX Futures

100

315

CME Globex FX Options

600

316

CME Globex Commodity Futures

250

317

CME Globex Commodity Options

500

318

CME Globex Equity Futures - excludes E-mini S&P 500

25

319

CME Globex Equity Options - excludes E-mini S&P 500

600

320

CME Globex FX Futures II

70

321

CME Globex FX Options II

600

326

CME Cryptocurrency Futures 

100

327

CME Cryptocurrency Options

500

340

CBOT Globex Commodity Futures

100

341

CBOT Globex Commodity Options

400

342

CBOT Globex Equity Index Futures

20

343

CBOT Globex Equity Index Options

100

344

CBOT Globex Interest Rate Futures

50

345

CBOT Globex Interest Rate Options

500

346

CBOT Globex Commodity Futures II

100

348

CBOT Globex Interest Rate Futures II

50

360

COMEX Globex Futures

150

361

COMEX Globex Options

600

380

NYMEX Globex Emissions Futures

25

381

NYMEX Globex Emissions Options

200

382

NYMEX Globex Crude & Crude Refined Futures

800

383

NYMEX Globex Crude & Crude Refined Options

2,000

384

NYMEX Globex Metals, Softs, & Alternative Market Futures

100

385

NYMEX Globex Metals, Softs, & Alternative Market Options

25

386

NYMEX Globex Nat Gas & other Non-Crude Energy Futures

1,000

387

NYMEX Globex Nat Gas & other Non-Crude Energy Options

800

430

BMD Globex Futures

50

431

BMD Globex Options

50

440

DME Globex Futures

200

441

DME Globex Options

300

450

KRX Globex Futures

20

460

MGEX Globex Futures

100

461

MGEX Globex Options

100

490

BrokerTec US Actives - Premium

10

500

BrokerTec US Actives - Conflated UDP

10

492

BrokerTec EGBs - Premium

100

502

BrokerTec EGBs - Conflated UDP

100

528

CME MDP Conflated UDP - EBS Ultra New York

50

529

CME MDP Conflated UDP - EBS Ultra London

50

530

CME MDP Conflated UDP - EBS Ultra OFF SEF NDF

50

531

CME MDP Conflated UDP - EBS Ultra ON SEF NDF

50




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